UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-21864
WisdomTree Trust
(Exact name of registrant as specified in charter)
250 West 34th Street, 3rd Floor
New York, NY 10119
(Address of principal executive offices) (Zip code)
The Corporation Trust Company
1209 Orange Street
Wilmington, DE 19801
(Name and address of agent for service)
Registrants telephone number, including area code: (866) 909-9473
Date of fiscal year end: August 31
Date of reporting period: August 31, 2022
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 hereto. |
WisdomTree Trust
Annual Report
August 31, 2022
Currency Strategy Funds:
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
WisdomTree Chinese Yuan Strategy Fund (CYB)
WisdomTree Emerging Currency Strategy Fund (CEW)
Fixed Income Funds:
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
WisdomTree Emerging Markets Local Debt Fund (ELD)
WisdomTree Floating Rate Treasury Fund (USFR)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
WisdomTree Mortgage Plus Bond Fund (MTGP)
WisdomTree 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 CBOE S&P 500 PutWrite Strategy Fund (PUTW)
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 Target Range Fund (GTR)
1 | ||||
Information about Performance and Shareholder Expense Examples (unaudited) |
3 | |||
4 | ||||
22 | ||||
Schedules of Investments |
| |||
28 | ||||
32 | ||||
34 | ||||
36 | ||||
41 | ||||
45 | ||||
46 | ||||
55 | ||||
86 | ||||
89 | ||||
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
121 | |||
127 | ||||
128 | ||||
WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated) |
129 | |||
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated) |
136 | |||
138 | ||||
140 | ||||
142 | ||||
144 | ||||
148 | ||||
152 | ||||
158 | ||||
168 | ||||
190 | ||||
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) |
192 | |||
194 | ||||
195 | ||||
197 | ||||
199 |
WisdomTree is a registered mark of WisdomTree Investments, Inc. and is licensed for use by the WisdomTree Trust.
(unaudited)
Global equity markets, as measured by the MSCI ACWI Index, returned -15.88% in U.S. dollar terms for the 12-month period ending August 31, 2022. Over the same period, U.S. equities, measured by the S&P 500 Index, returned -11.23%. Internationally, the MSCI EAFE Index, which represents equity markets in the developed world outside the U.S. and Canada, returned -19.80% in U.S. dollar terms. Within the developing world, the MSCI Emerging Markets Index returned -21.80% in U.S. dollar terms.
The Bloomberg U.S. Aggregate Bond Index, a measurement of broad U.S. fixed income, lost 11.52% over the fiscal year. Commodities have been a strong beneficiary of this years market volatility, with the Bloomberg Commodity Index, representing global commodity activity, returning 27.72%. Foreign exchange performance over the 12-month period was also mixed, but the U.S. dollar strengthened considerably against most developed and emerging market currencies. Every G10 currency weakened against the U.S. dollar, while only a small handful of emerging market currencies have strengthened against it. The CBOE® Volatility Index, which measures options market positioning as a proxy for volatility, crept higher over the fiscal year and exhibited brief spikes coinciding with major headline risks.
Equity markets struggled over the 12-month period. As the calendar turned to 2022, markets turned risk-off over concerns of stubbornly high inflation and the expectation that central banks around the world would have to raise interest rates to quell surging price levels. Though most monetary authorities have begun their rate hike campaigns, investors have yet to see them begin to consistently dampen inflation by the end of the fiscal year. Inflationary impulses have been exacerbated by Russias war with Ukraine, which began in early 2022 and caused a ripple effect of issues affecting energy supplies and global supply chains. Markets have begun to expect that central banks will have to tighten monetary policy so much that they may tip their economies into a recession just to fight inflation. Meanwhile, bond yields are rising commensurate with interest rate expectations, resulting in a higher (though inverted) yield curve than weve encountered in the past few years. These prevailing bearish sentiments had material impacts for the equity, fixed income, commodity, and currency markets.
The remaining four months of 2021 were volatile, although they pale in comparison to the drawdowns experienced so far in 2022. With monetary policy around the world remaining firmly accommodative, investors turned their attention to when central banks may have to finally begin raising rates to prevent the recovering economy from overheating. Coupled with a few temporary COVID-19 surges, markets did not regain their footing until December. Equity markets were mixed, led by U.S. equities, and weighed down by emerging markets by about 6% and -5% respectively, while the remaining indexes mentioned above were roughly flat.
Beginning 2022, investors concerns over inflation and the ensuing effect on monetary policy took hold of markets, sending equities and fixed income lower in unison. Record inflation rates, exacerbated by ripple effects from the Russia-Ukraine war, provided a massive tailwind to commodities, however, with the Bloomberg Commodity Index, gaining over 25% in the first quarter of 2022 alone. Meanwhile, the U.S. dollar began its surge as markets forecasted that forthcoming higher interest rates in the U.S. would not immediately be offset by rate hikes in other areas of the world, propelling it to new highs. By the end of Q1 2022, major currencies like the British pound sterling (GBP), euro (EUR) and Japanese yen (JPY) all weakened by about 3-5% versus the U.S. dollar. Overall, the bearish overhang weighed too heavily on most markets, rendering them unable to recover during the quarter.
The second quarter of 2022 provided much of the same sentiment and volatility that characterized the first quarter, but on a greater scale. Inflation remained stubbornly high, and the effects of the ongoing war between Russia and Ukraine left investors with little to be excited about. After a particularly volatile June, the equity indexes fell between 10-15% each. Inflation continued to eat into fixed income returns as well, sending the Bloomberg U.S. Aggregate Bond Index down another 5% as well. Even commodities fell back down to earth after their stellar first quarter, falling about 6%. By the end of the second quarter
WisdomTree Trust | 1 |
Market Environment Overview
(unaudited) (concluded)
of 2022, all G10 currencies were weaker versus the U.S. dollar by anywhere from 3-10%, with the GBP, EUR and JPY continuing their slide.
The final two months of the fiscal year saw a brief reprieve from the first half of 2022s volatility in July, only for markets to continue falling in August. The narrative has unfortunately been the same: stubbornly high inflation, partially due to higher energy prices, indicates that the U.S. Federal Reserve and other central banks must raise rates even higher to combat it, even if it means tipping economies into recession. That bearish sentiment continues to weigh on equity indexes, and forced them to give up most, if not all, of their brief July gains by the end of the fiscal year in August. U.S. Treasury yields continue to climb, weighing on fixed income more broadly, though the yield curve remains inverted, potentially portending a recession if historical indications hold. Commodities have regained their footing again amid the record inflation readings, while the U.S. dollar continues to strengthen. Existing currency pair relationships have tested levels last seen decades ago, with the JPY hovering near 145 and the EUR near parity with the U.S. dollar. Even the GBP has breached 1.15 per U.S. dollar after trading in the 1.25-1.50 range for much of the past decade.
Each WisdomTree Funds performance as set forth in Managements Discussion of Funds Performance in the pages that follow should also be viewed in light of the foregoing market environment.
2 | WisdomTree Trust |
Information about Performance and Shareholder Expense Examples (unaudited)
Performance
The performance tables on the following pages are provided for comparative purposes and represent the period noted. Each Funds 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 Funds 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 Funds 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 investors 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.
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 Funds performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.
The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from March 1, 2022 to August 31, 2022. Except where noted, expenses are calculated using each Funds annualized expense ratio (after the effect of contractual or voluntary fee waivers, if any), multiplied by the average account value for the period, multiplied by 184/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (AFFEs), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.
Actual expenses
The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled Expenses Paid During the Period to estimate the expenses you paid on your account during the period.
Hypothetical example for comparison purposes
The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Funds actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Funds actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.
WisdomTree Trust | 3 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
93.8% | |||
Exchange-Traded Funds |
4.2% | |||
Other Assets less Liabilities |
2.0% | |||
Total |
100.0% |
| The Funds 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 Bill, |
23.6 | % | ||
U.S. Treasury Bill, |
23.5 | % | ||
U.S. Treasury Bill, |
23.4 | % | ||
U.S. Treasury Bill, |
23.3 | % | ||
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 45 of this report. |
The WisdomTree Bloomberg U.S. Dollar Bullish Fund (the Fund) seeks to provide total returns, before fees and expenses, that exceed the performance of the Bloomberg Dollar Total Return Index (the Index). The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to potentially benefit as the U.S. dollar appreciates in value relative to a basket of global currencies. Although the Fund invests in short-term, investment grade instruments, the Fund is not a money market fund and it is not the objective of the Fund to maintain a constant share price.
The Fund returned 12.67% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). The U.S. dollar generally appreciated versus a basket of global currencies. Overall, the Funds use of derivatives to gain long exposure to the U.S. dollar measured against a basket of global currencies added to performance during the fiscal year as the U.S. dollar strengthened. Additionally, interest rates in the U.S. Treasury market began to increase as the Federal Reserve sought to combat inflation. Compared to other major central banks, the U.S. increased rates at a faster pace leading to broad-based dollar strength. Additionally, higher rates also increased returns for the Fund due to higher income on Fund collateral invested in U.S. Treasury bills as part of its investment strategy.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Net Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 1,099.20 | 0.50 | %1 | $ | 2.65 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.68 | 0.50 | %1 | $ | 2.55 |
1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (AFFEs) attributable to the Funds investment in the underlying WisdomTree fund. The Annualized Net Expense Ratio does not include the impact of AFFEs. |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns |
12.67 | % | 2.06 | % | 3.29 | % | 3.04 | % | ||||||||
Fund Market Price Returns |
12.64 | % | 1.88 | % | 3.30 | % | 3.04 | % | ||||||||
Bloomberg Dollar Total Return Index |
13.27 | % | 2.38 | % | 3.29 | % | 3.24 | % | ||||||||
Bloomberg Dollar Spot Index |
12.98 | % | 2.12 | % | 2.36 | % | 2.78 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 18, 2013. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
4 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Chinese Yuan Strategy Fund (CYB)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
65.0% | |||
Exchange-Traded Funds |
4.0% | |||
Repurchase Agreement |
31.8% | |||
Other Assets less Liabilities |
-0.8% | |||
Total |
100.0% |
| The Funds 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 Bill, |
34.5 | % | ||
Citigroup, Inc., tri-party
repurchase agreement, |
31.8 | % | ||
U.S. Treasury Bill, |
30.5 | % | ||
WisdomTree Floating Rate Treasury Fund (USFR)^ |
4.0 | % |
* | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| Fully collateralized by U.S. Government agency securities. |
^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Chinese Yuan Strategy Fund (the Fund) seeks to achieve total returns reflective of both money market rates in China available to foreign investors and changes in value of the Chinese yuan relative to the U.S. dollar. The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to Chinese currency and money market rates. The Chinese yuan is a developing market currency, which can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a money market fund and it is not the objective of the Fund to maintain a constant share price.
The Fund returned -3.88% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). After depreciating modestly versus the Chinese yuan to start the fiscal year, the U.S. dollar generally appreciated after April 2022. As a result, the Funds use of derivatives to gain exposure to the Chinese yuan detracted from Fund performance during the fiscal year as the U.S. dollar strengthened. Aggressive rate hikes by the Federal Reserve to combat inflation led to increased demand for U.S. dollars. Additionally, Chinas Zero-Covid policy negatively impacted sentiment and economic activity.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Net Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 927.60 | 0.45 | %1 | $ | 2.19 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.94 | 0.45 | %1 | $ | 2.29 |
1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (AFFEs) attributable to the Funds investment in the underlying WisdomTree fund. The Annualized Net Expense Ratio does not include the impact of AFFEs. |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns |
-3.88 | % | 3.40 | % | 1.67 | % | 1.48 | % | ||||||||
Fund Market Price Returns |
-4.22 | % | 3.35 | % | 1.57 | % | 1.45 | % | ||||||||
JP Morgan Emerging Local Markets Index Plus (ELMI+) China |
-3.42 | % | 4.57 | % | 2.52 | % | 2.39 | % | ||||||||
Chinese yuan |
-5.97 | % | 1.15 | % | -0.79 | % | -0.79 | % |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 5 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Emerging Currency Strategy Fund (CEW)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
61.7% | |||
Exchange-Traded Funds |
4.2% | |||
Repurchase Agreement |
31.9% | |||
Other Assets less Liabilities |
2.2% | |||
Total |
100.0% |
| The Funds 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 Bill, |
34.0 | % | ||
Citigroup, Inc., tri-party
repurchase agreement, |
31.9 | % | ||
U.S. Treasury Bill, |
27.7 | % | ||
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). |
| Fully collateralized by U.S. Government agency securities. |
^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Emerging Currency Strategy Fund (the Fund) seeks to achieve total returns reflective of both money market rates in selected emerging market countries available to foreign investors and changes to the value of these currencies relative to the U.S. dollar. The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to the currencies and money market rates of selected emerging market countries. Emerging market currencies can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a money market fund and it is not the objective of the Fund to maintain a constant share price.
The Fund returned -9.46% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). The U.S. dollar (USD) generally appreciated versus a basket of emerging market currencies. As a result, the Funds use of derivatives to gain long exposure to a basket of emerging market currencies measured against USD negatively impacted Fund performance during the fiscal year. The Brazilian real and Mexican peso were the currencies least impacted by USD strength. Many other emerging market currencies depreciated significantly as concerns about global growth weighed on sentiment. Additionally, as the Federal Reserve increased interest rates, the carry advantage in emerging markets diminished leading to decreased Fund performance.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Net Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 963.70 | 0.55 | %1 | $ | 2.72 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.43 | 0.55 | %1 | $ | 2.80 |
1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (AFFEs) attributable to the Funds investment in the underlying WisdomTree fund. The Annualized Net Expense Ratio does not include the impact of AFFEs. |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns |
-9.46 | % | -2.40 | % | -2.10 | % | -1.65 | % | ||||||||
Fund Market Price Returns |
-9.73 | % | -2.45 | % | -2.18 | % | -1.70 | % | ||||||||
JP Morgan Emerging Local Markets Index Plus (ELMI+) |
-13.14 | % | -2.62 | % | -1.93 | % | -1.07 | % | ||||||||
Equal-Weighted Emerging Currency Composite |
-14.45 | % | -3.64 | % | -2.46 | % | -1.48 | % |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
6 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
Country Breakdown
Country | % of Net Assets | |||
South Korea |
6.4% | |||
India |
5.9% | |||
Mexico |
5.7% | |||
Israel |
5.1% | |||
United Arab Emirates |
4.9% | |||
China |
3.9% | |||
Brazil |
3.7% | |||
Thailand |
3.7% | |||
Chile |
3.6% | |||
Colombia |
3.6% | |||
South Africa |
3.2% | |||
Saudi Arabia |
2.9% | |||
Oman |
2.7% | |||
Turkey |
2.6% | |||
Indonesia |
2.6% | |||
Peru |
2.5% | |||
Kuwait |
2.2% | |||
Qatar |
2.2% | |||
Argentina |
2.1% | |||
Malaysia |
2.1% | |||
Kazakhstan |
1.7% | |||
Guatemala |
1.6% | |||
Netherlands |
1.6% | |||
Panama |
1.5% | |||
Ireland |
1.4% | |||
Luxembourg |
1.4% | |||
United Kingdom |
1.1% | |||
Hong Kong |
1.1% | |||
Russia |
1.1% | |||
Others^ |
6.1% | |||
Other Assets less Liabilities |
9.8% | |||
Total |
100.0% |
| The Funds 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 | |||
C&W Senior Financing DAC, |
1.3% | |||
Korea Electric Power Corp., 3.63%, 6/14/25 |
1.3% | |||
Saudi Arabian Oil Co., |
1.2% | |||
Tengizchevroil Finance Co. International Ltd., |
1.1% | |||
AES Panama Generation Holdings SRL, |
1.0% | |||
Teva Pharmaceutical Finance Netherlands III BV, |
1.0% | |||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, |
1.0% | |||
Arcor SAIC, |
0.9% | |||
Nexa Resources SA, |
0.9% | |||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc., |
0.9% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree 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.
The Fund returned -15.52% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). Interest rates in the U.S. generally rose as the Federal Reserve sought to hike interest rates aggressively. The bonds held by the Fund are denominated in U.S. dollars and trade a spread relative to U.S. Treasuries. This rise in rates was the primary detractor of Fund performance. In February 2022, Russia invaded Ukraine which negatively impacted the price of Russian assets. Additionally, concerns about global growth weighed on sentiment in most emerging markets. The primary driver of relative performance was the Funds overweight to Latin America and underweight to Asia. During the fiscal year, the Fund utilized derivatives to manage interest rate risk. The Funds use of derivatives to shorten the portfolios duration contributed positively to Fund performance.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 946.00 | 0.60 | % | $ | 2.94 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.18 | 0.60 | % | $ | 3.06 |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns |
-15.52 | % | -1.53 | % | 0.69 | % | 2.04 | % | ||||||||
Fund Market Price Returns |
-15.47 | % | -1.62 | % | 0.72 | % | 1.97 | % | ||||||||
JP Morgan CEMBI Diversified Index |
-14.67 | % | -1.40 | % | 1.03 | % | 3.01 | % |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 7 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Emerging Markets Local Debt Fund (ELD)
Country Breakdown
Country | % of Net Assets | |||
Indonesia |
11.2% | |||
Brazil |
9.7% | |||
Supranational Bonds |
9.6% | |||
South Africa |
9.1% | |||
Malaysia |
7.6% | |||
Colombia |
6.4% | |||
Mexico |
4.7% | |||
United States |
4.6% | |||
China |
4.5% | |||
India |
4.1% | |||
Thailand |
3.9% | |||
Chile |
3.8% | |||
Poland |
3.7% | |||
Peru |
3.5% | |||
Czech Republic |
1.8% | |||
Romania |
1.8% | |||
Philippines |
1.8% | |||
Turkey |
1.6% | |||
Hungary |
1.5% | |||
Egypt |
0.0% | ^ | ||
Other Assets less Liabilities |
5.1% | |||
Total |
100.0% |
| The Funds country breakdown may change over time. It does not include derivatives (if any). |
^ | Represents less than 0.05%. |
| 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, |
4.6% | |||
Brazil Letras do Tesouro Nacional, |
2.5% | |||
European Investment Bank, |
2.1% | |||
Brazil Notas do Tesouro Nacional, |
1.7% | |||
Brazil Letras do Tesouro Nacional, |
1.7% | |||
Republic of South Africa Government Bond, |
1.5% | |||
International Finance Corp., |
1.4% | |||
Brazil Letras do Tesouro Nacional, |
1.3% | |||
Peru Government Bond, |
1.3% | |||
Colombian TES, |
1.2% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| 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.
The Fund returned -16.69% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). In February 2022, Russia invaded Ukraine which negatively impacted the price of Russian assets and weighed on investor sentiment. Additionally, broad-based strength in the U.S. dollar also detracted from performance. Finally, interest rates rose in developed and emerging markets which negatively impacted Fund performance. In general, investments in Brazil and Mexico contributed the most to performance whereas investments in Turkey and Thailand largely detracted from Fund performance.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 914.30 | 0.55 | % | $ | 2.65 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.43 | 0.55 | % | $ | 2.80 |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns |
-16.69 | % | -4.58 | % | -3.06 | % | -2.03 | % | ||||||||
Fund Market Price Returns |
-15.72 | % | -4.17 | % | -2.90 | % | -1.98 | % | ||||||||
JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index |
-19.43 | % | -5.20 | % | -3.02 | % | -1.68 | % |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
8 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Floating Rate Treasury Fund (USFR)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
99.8% | |||
Other Assets less Liabilities |
0.2% | |||
Total |
100.0% |
| The Funds 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 Note, |
29.2% | |||
U.S. Treasury Floating Rate Note, |
26.9% | |||
U.S. Treasury Floating Rate Note, |
26.1% | |||
U.S. Treasury Floating Rate Note, |
17.6% |
* | The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Floating Rate Treasury Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Treasury Floating Rate Bond Index (the Index). In seeking to track the Index, the Fund invests in floating rate public obligations of the U.S. Treasury. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned 0.63% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). As a result of the rising interest rate environment, there was a meaningful increase in the Funds overall yield and performance during the fiscal year, particularly over the second half of the fiscal year as interest rates began to rise. At the beginning of the fiscal year toward summers end 2021, short-term rates in the U.S. Treasury market were virtually at 0% after the U.S. Federal Reserve (the Fed) stepped in earlier in 2020 to ease monetary conditions after the economic disruptions caused by the COVID-19 pandemic. Due to the severe inflation rises thereafter, the Fed began to aggressively hike interest rates starting in March 2022. Since the short-dated yields of the U.S. Treasury market tend to mimic Fed activity, upcoming anticipated interest rate policy moves have continued to be quickly priced into the market and have now approached nearly 3% yields for the first time in over a decade. It is expected that the Fed will continue to raise interest rates to curtail inflation, which will continue to be beneficial for the Fund and the securities it owns.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 1,005.40 | 0.15 | % | $ | 0.76 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,024.45 | 0.15 | % | $ | 0.77 |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns |
0.63 | % | 0.63 | % | 1.09 | % | 0.76 | % | ||||||||
Fund Market Price Returns |
0.69 | % | 0.63 | % | 1.15 | % | 0.76 | % | ||||||||
Bloomberg U.S. Treasury Floating Rate Bond Index |
0.80 | % | 0.80 | % | 1.27 | % | 0.93 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 4, 2014. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 9 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
Investment Breakdown
Investment Type | % of Net Assets | |||
Corporate Bonds |
95.2% | |||
Other Assets less Liabilities |
4.8% | |||
Total |
100.0% |
| The Funds 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., |
0.8% | |||
DISH DBS Corp., |
0.8% | |||
EQM Midstream Partners LP, |
0.8% | |||
DISH DBS Corp., |
0.8% | |||
Gray Television, Inc., |
0.7% | |||
Post Holdings, Inc., |
0.7% | |||
Frontier Communications Holdings LLC, |
0.7% | |||
Sirius XM Radio, Inc., |
0.7% | |||
Frontier Communications Holdings LLC, |
0.7% | |||
Occidental Petroleum Corp., |
0.7% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Interest Rate Hedged High Yield Bond Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index (the Index). In seeking to track the Index, the Fund invests mainly in U.S. non-investment-grade corporate fixed income securities that are deemed to have favorable fundamental and income characteristics and obtains short exposure to U.S. Treasuries such that the Funds total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -3.11% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). During the fiscal year, interest rates steadily climbed from the beginning of the fiscal year to recent highs during the summer of 2022, where the U.S. 10-year Treasury yield topped out at 3.49% after starting the fiscal year at 1.30%. The Funds use of short futures contracts on U.S. Treasuries to hedge interest rate risk was particularly additive to Fund performance during the fiscal year due to interest rate rises across the yield curve. Both the U.S. High Yield corporate bond and U.S. Aggregate bond universes experienced largely negative performance over the fiscal year, primarily driven by risk-on assets selling off in the wake of market uncertainty and longer duration bonds reeling from rises in interest rates. Historic amounts of fiscal and monetary stimulus, while initially helping the markets and economy recover, have contributed heavily to rising inflation over the fiscal year which has resulted in interest rate hikes from the Federal Reserve. The Fund, given its high yield nature, relatively underperformed the investment grade credit market as the fiscal year was primarily driven by a risk-off widespread market selloff during the second half of the fiscal year, but the Funds tilt toward higher quality selections within the high yield spectrum (i.e., underweight CCC-rated and lower bonds) proved to be relatively additive to performance. It is expected that the Fed will continue to raise interest rates to curtail inflation, which will continue to be beneficial for the Fund relative to strategies with longer duration.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 975.50 | 0.43 | % | $ | 2.14 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,023.04 | 0.43 | % | $ | 2.19 |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns |
-3.11 | % | 0.86 | % | 1.97 | % | 2.53 | % | ||||||||
Fund Market Price Returns |
-3.80 | % | 0.69 | % | 1.87 | % | 2.45 | % | ||||||||
ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index/WisdomTree U.S. High Yield Corporate Bond, Zero Duration Spliced Index2 |
-2.38 | % | 2.05 | % | 2.83 | % | 3.29 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013. |
2 | ICE Bofa Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index through May 31, 2020; WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index thereafter. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
10 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
40.0% | |||
U.S. Government Agencies |
28.7% | |||
Corporate Bonds |
24.3% | |||
Commercial Mortgage-Backed Securities |
1.9% | |||
Supranational Bonds |
1.5% | |||
Foreign Government Obligations |
0.9% | |||
Foreign Government Agencies |
0.7% | |||
Municipal Bonds |
0.6% | |||
Asset-Backed Securities |
0.4% | |||
Repurchase Agreement |
1.6% | |||
Other Assets less Liabilities |
-0.6% | |||
Total |
100.0% |
| The Funds investment breakdown may change over time. It does not include derivatives (if any). |
| Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Citigroup, Inc., tri-party
repurchase agreement, |
1.6% | |||
U.S. Treasury Note, |
1.1% | |||
U.S. Treasury Note, |
1.0% | |||
U.S. Treasury Bond, |
0.9% | |||
U.S. Treasury Note, |
0.9% | |||
U.S. Treasury Note, |
0.8% | |||
U.S. Treasury Bond, |
0.7% | |||
U.S. Treasury Bond, |
0.7% | |||
U.S. Treasury Bond, |
0.6% | |||
U.S. Treasury Note, |
0.6% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
| 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 Funds total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -0.39% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). During the fiscal year, interest rates steadily climbed from the beginning of the fiscal year to recent highs during the summer of 2022, where the U.S. 10-year Treasury yield topped out at 3.49% after starting the fiscal year at 1.30%. The Funds use of short futures contracts on U.S. Treasuries to hedge interest rate risk was particularly additive to Fund performance during the fiscal year due to interest rate rises across the yield curve. The U.S. Aggregate bond universe experienced largely negative performance over the fiscal year, primarily driven by risk-on assets selling off in the wake of market uncertainty and longer duration bonds reeling from rises in interest rates. Historic amounts of fiscal and monetary stimulus, while initially helping the markets and economy recover, have contributed heavily to rising inflation over the fiscal year which has resulted in significant interest rate hikes from the Federal Reserve. It is expected that the Fed will continue to raise interest rates to curtail inflation, which will continue to be beneficial for the Fund relative to strategies with longer duration.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 1,000.30 | 0.23 | % | $ | 1.16 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,024.05 | 0.23 | % | $ | 1.17 |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns |
-0.39 | % | 0.68 | % | 1.41 | % | 1.09 | % | ||||||||
Fund Market Price Returns |
-0.24 | % | 0.74 | % | 1.43 | % | 1.12 | % | ||||||||
Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration |
-0.49 | % | 0.79 | % | 1.40 | % | 1.34 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NASDAQ on December 18, 2013. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 11 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Mortgage Plus Bond Fund (MTGP)
Investment Breakdown
Investment Type | % of Net Assets | |||
Collateralized Mortgage Obligations |
46.5% | |||
U.S. Government Agencies |
42.0% | |||
Collateralized Loan Obligations |
5.0% | |||
Commercial Mortgage-Backed Securities |
4.5% | |||
Asset-Backed Securities |
0.7% | |||
Other Assets less Liabilities |
1.3% | |||
Total |
100.0% |
| The Funds 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 | |||
Uniform Mortgage-Backed Security, |
9.4% | |||
Government National Mortgage Association, |
6.3% | |||
Uniform Mortgage-Backed Security, |
2.6% | |||
Federal Home Loan Mortgage Corp., |
2.3% | |||
Federal National Mortgage Association, |
2.2% | |||
Federal Home Loan Mortgage Corp. REMIC, |
1.9% | |||
Government National Mortgage Association, |
1.8% | |||
Seasoned Credit Risk Transfer Trust, |
1.7% | |||
Seasoned Loans Structured Transaction Trust, |
1.6% | |||
Uniform Mortgage-Backed Security, |
1.4% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Mortgage Plus Bond Fund (the Fund) seeks income and capital appreciation. The Fund attempts to achieve its objective through investments in mortgage-related debt and other securitized debt.
The Fund returned -9.27% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). Security selection within agency mortgages was not a main source of differentiated relative performance between the Fund and the broader mortgage backed securities (MBS) market. Rising inflation and corresponding interest rates however slowed down a relatively robust housing market, resulting in a significant drop in new and existing home loans from recent highs. However, improving employment data and low default rates have supported this market from otherwise worsening conditions. Over the prior fiscal year, particularly year-to-date 2022, nearly all global markets across all asset classes have experienced a risk-off environment in the face of rampant inflation and global economic concerns related, but not limited, to, shutdowns, supply chain constraints, and geopolitical events, which in turn have led to widespread drawdowns and losses for nearly all risk-on asset classes such as credit and mortgage-back bonds. The Funds intermediate level duration served as a headwind to performance as interest rates rose sharply over the fiscal year. The Funds net long exposure to futures contracts on U.S. Treasuries detracted from performance during the fiscal year due to rise in interest rates across the yield curve.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 932.50 | 0.45 | % | $ | 2.19 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns |
-9.27 | % | -1.56 | % | ||||
Fund Market Price Returns |
-9.37 | % | -1.56 | % | ||||
Bloomberg U.S. Securitized Mortgage Backed Securities/Asset Backed Securities/Commercial Mortgage Backed Securities (MBS/ABS/CMBS) Index |
-9.72 | % | -2.13 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on November 14, 2019. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
12 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Agencies |
40.3% | |||
Corporate Bonds |
29.9% | |||
U.S. Government Obligations |
20.7% | |||
Commercial Mortgage-Backed Securities |
4.8% | |||
Asset-Backed Securities |
2.3% | |||
Foreign Government Obligations |
1.8% | |||
Municipal Bonds |
0.5% | |||
Foreign Government Agencies |
0.3% | |||
Supranational Bonds |
0.1% | |||
U.S. Government Agencies Sold Short |
-1.7% | |||
Repurchase Agreement |
1.1% | |||
Other Assets less Liabilities |
-0.1% | |||
Total |
100.0% |
| The Funds 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 Home Loan Mortgage Corp., |
1.9% | |||
Citigroup, Inc., tri-party
repurchase agreement, |
1.1% | |||
Tennessee Valley Authority, |
1.0% | |||
Federal Home Loan Bank, |
0.9% | |||
Government National Mortgage Association, |
0.7% | |||
Government National Mortgage Association, |
0.6% | |||
Tennessee Valley Authority, |
0.5% | |||
Tennessee Valley Authority, |
0.5% | |||
Tennessee Valley Authority, |
0.5% | |||
Federal Home Loan Mortgage Corp., |
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 Yield Enhanced U.S. Aggregate Bond Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Aggregate Enhanced Yield Index (the Index). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -13.62% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). Rising rates over the fiscal year negatively affected performance due to the Funds longer duration relative to the Index. Investment grade spreads consistently widened from the beginning to the end of the fiscal year, detracting from the non-U.S. Treasury exposure within the Fund. The Fund benefited from a significant underweight to longer term U.S. Treasuries as yields rose across the Treasury curve. From a sector perspective, the Funds overweight position to Energy sector corporate bonds contributed positively to performance as commodity prices rose over the fiscal year. Historic amounts of fiscal and monetary stimulus, while initially helping the markets and economy recover, have contributed to rising inflation over the fiscal year resulting in significant interest rate increases from the Federal Reserve.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 909.20 | 0.12 | % | $ | 0.58 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,024.60 | 0.12 | % | $ | 0.61 |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns |
-13.62 | % | -3.10 | % | 0.07 | % | 1.25 | % | ||||||||
Fund Market Price Returns |
-13.70 | % | -3.15 | % | 0.02 | % | 1.24 | % | ||||||||
Bloomberg U.S. Aggregate Enhanced Yield Index |
-13.46 | % | -2.95 | % | 0.25 | % | 1.44 | % | ||||||||
Bloomberg U.S. Aggregate Bond Index |
-11.52 | % | -2.00 | % | 0.52 | % | 1.30 | % |
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.
WisdomTree Trust | 13 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
46.0% | |||
Corporate Bonds |
34.6% | |||
U.S. Government Agencies |
17.0% | |||
Commercial Mortgage-Backed Securities |
7.6% | |||
Asset-Backed Securities |
0.5% | |||
Foreign Government Obligations |
0.5% | |||
Foreign Government Agencies |
0.3% | |||
Other Assets less Liabilities |
-6.5% | |||
Total |
100.0% |
| The Funds 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 Note, |
19.3% | |||
U.S. Treasury Bill, |
7.4% | |||
Uniform Mortgage-Backed Security, |
5.9% | |||
U.S. Treasury Note, |
3.9% | |||
Federal Home Loan Mortgage Corp., |
3.3% | |||
U.S. Treasury Note, |
3.3% | |||
U.S. Treasury Note, |
2.0% | |||
Benchmark Mortgage Trust, |
2.0% | |||
Federal Home Loan Mortgage Corp., |
1.9% | |||
Federal National Mortgage Association, |
1.9% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Short Aggregate Enhanced Yield Index (the Index). In seeking to track the Index, the Fund invests mainly in short-term U.S. investment grade fixed income securities having effective maturities generally shorter than five years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -6.52% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). Rising rates over the fiscal year negatively affected performance due to the Funds slightly longer duration relative to the short-term Index. Investment grade spreads consistently widened from the beginning to the end of the fiscal year, detracting from the non-U.S. Treasury exposure within the Fund. The Fund benefited from a significant underweight to longer term U.S. Treasuries as yields rose across the Treasury curve. From a sector perspective, the Funds overweight position to Energy sector corporate bonds contributed positively to performance as commodity prices rose over the fiscal year. Historic amounts of fiscal and monetary stimulus, while initially helping the markets and economy recover, have contributed to rising inflation over the fiscal year resulting in significant interest rate increases from the Federal Reserve. However, because the Fund is investing in a shorter-term maturing universe of bonds, it had positive relative performance when compared to longer duration strategies.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 961.40 | 0.12 | % | $ | 0.59 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,024.60 | 0.12 | % | $ | 0.61 |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns |
-6.52 | % | -0.55 | % | 0.83 | % | 0.95 | % | ||||||||
Fund Market Price Returns |
-6.56 | % | -0.57 | % | 0.80 | % | 0.93 | % | ||||||||
Bloomberg U.S. Short Aggregate Enhanced Yield Index |
-7.10 | % | -0.96 | % | 0.68 | % | 0.83 | % | ||||||||
Bloomberg U.S. Short Aggregate Composite Index |
-6.02 | % | -0.41 | % | 0.83 | % | 0.92 | % |
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.
14 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Alternative Income Fund (HYIN)
Investment Breakdown
Investment Type | % of Net Assets | |||
Common Stocks |
71.3% | |||
Closed-End Mutual Funds |
28.2% | |||
Other Assets less Liabilities |
0.5% | |||
Total |
100.0% |
| The Funds 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 | |||
Arbor Realty Trust, Inc. |
3.1% | |||
FS KKR Capital Corp. |
3.1% | |||
Apollo Commercial Real Estate Finance, Inc. |
3.1% | |||
Main Street Capital Corp. |
3.1% | |||
Guggenheim Strategic Opportunities Fund |
3.0% | |||
Ares Capital Corp. |
3.0% | |||
AGNC Investment Corp. |
3.0% | |||
New York Mortgage Trust, Inc. |
3.0% | |||
KKR Real Estate Finance Trust, Inc. |
2.9% | |||
Starwood Property Trust, Inc. |
2.9% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Alternative Income Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of the Gapstow Liquid Alternative Credit Index (the Index), which is designed to provide diversified exposure to alternative credit sectors. Alternative credit is an asset class that includes debt and debt-based investments that have a higher expected risk, return, and yield than traditional investment grade fixed income instruments. In seeking to track the Index, the Fund invests mainly in registered closed-end investment companies (CEFs), including CEFs that have elected to be regulated as business development companies under the Investment Company Act of 1940, as amended, and real estate investment trusts that are listed and publicly traded on a major U.S. stock exchange. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -13.50% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). Interest rates in the U.S. generally rose as the Federal Reserve sought to hike interest rates aggressively. While the strategy seeks to provide investors with high levels of income, many of these investments declined in net asset value over the fiscal year. The Fund seeks to provide exposure to a wide variety of alternative income strategies. Strategies linked to non-agency real estate debt were the largest detractor to Fund performance whereas commercial real estate lending experienced better relative performance, while also detracting from the Funds overall performance.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 918.30 | 0.50 | % | $ | 2.42 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.68 | 0.50 | % | $ | 2.55 |
Performance
Average Annual Total Return | ||||||
1 Year | Since Inception1 | |||||
Fund NAV Returns |
-13.50% | -8.13 | % | |||
Fund Market Price Returns |
-13.44% | -8.12 | % | |||
Gapstow Liquid Alternative Credit Index |
-13.00% | -7.63 | % | |||
ICE BofA Merrill Lynch U.S. High Yield Index |
-10.43% | -6.30 | % | |||
S&P 500® Index |
-11.23% | -2.42 | % |
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.
WisdomTree Trust | 15 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree CBOE S&P 500 PutWrite Strategy Fund (PUTW)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
83.8% | |||
Exchange-Traded Funds |
4.5% | |||
Other Assets less Liabilities |
11.7% | |||
Total |
100.0% |
| The Funds investment breakdown may change over time. |
| 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 Bill, |
42.9% | |||
U.S. Treasury Bill, |
40.9% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ |
4.5% |
* | The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree CBOE S&P 500 PutWrite Strategy Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of the CBOE S&P 500 PutWrite Index (the Index), utilizing a strategy of writing put options on the S&P 500 Index. The strategy is designed to receive a premium from the option buyer by selling (i.e., writing) a sequence of one-month, at-the-money, S&P 500 Index put options. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.
The Fund returned -3.60% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). With the S&P 500 down 11.23% over the fiscal year, put writing has been beneficial. Volatile markets and higher levels of the CBOE® Volatility Index have increased the premium the Fund has been able to collect from selling put options. This additional premium income has helped protect performance on the downside during a period where broader equity indexes have suffered much worse. It also has allowed the Fund to retain some ability to participate in market upturns, though there havent been many long-lasting rallies over the fiscal year.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Net Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 935.50 | 0.44 | %1 | $ | 2.15 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.99 | 0.44 | %1 | $ | 2.24 |
1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (AFFEs) attributable to the Funds investment in the underlying WisdomTree fund. The Annualized Net Expense Ratio does not include the impact of AFFEs. |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | Since Inception1 | |||||||||||||
Fund NAV Returns |
-3.60 | % | 5.83 | % | 4.11 | % | 5.94 | % | ||||||||
Fund Market Price Returns |
-3.60 | % | 5.88 | % | 4.08 | % | 5.93 | % | ||||||||
CBOE S&P 500® PutWrite Index |
-3.00 | % | 6.38 | % | 4.69 | % | 6.51 | % | ||||||||
S&P 500® Index |
-11.23 | % | 12.39 | % | 11.82 | % | 13.72 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 24, 2016. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
16 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
Country Breakdown
Country | % of Net Assets | |||
United States |
89.7% | |||
Others^ |
0.7% | |||
Other Assets less Liabilities |
9.6% | |||
Total |
100.0% |
| The Funds country breakdown may change over time. It does not include derivatives (if any). |
^ | Includes countries that represent less than 1% of net assets. |
| Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
Description |
% of Net Assets | |||
Apple, Inc. |
6.6% | |||
Microsoft Corp. |
5.3% | |||
Amazon.com, Inc. |
3.2% | |||
Tesla, Inc. |
1.9% | |||
Alphabet, Inc., Class A |
1.7% | |||
Alphabet, Inc., Class C |
1.6% | |||
UnitedHealth Group, Inc. |
1.3% | |||
Berkshire Hathaway, Inc., Class B |
1.3% | |||
Johnson & Johnson |
1.2% | |||
Exxon Mobil Corp. |
1.1% |
* | The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
The WisdomTree Efficient Gold Plus Equity Strategy Fund (the Fund) is actively managed using a models-based approach seeking total return. The Fund seeks to achieve its investment objective by investing, either directly or through a wholly-owned subsidiary, in a portfolio comprised of (i) U.S.-listed gold futures contracts and (ii) U.S. equity securities. The Fund uses U.S.-listed gold futures contracts to enhance the capital efficiency of the Fund.
The Fund 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.
Shareholder Expense Example (for the period1 ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual1 |
$ | 1,000.00 | $ | 825.40 | 0.20 | % | $ | 0.84 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,024.20 | 0.20 | % | $ | 1.02 |
1 | Fund commenced operations on March 17, 2022. Actual expenses are calculated using the Funds annualized expense ratio, multiplied by the average account value for the period, multiplied by 168/365 (to reflect the period since commencement of operations). |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 17 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
Country Breakdown
Country | % of Net Assets | |||
Canada |
42.3% | |||
United States |
15.0% | |||
Australia |
13.7% | |||
South Africa |
7.8% | |||
United Kingdom |
4.0% | |||
Brazil |
3.4% | |||
China |
2.4% | |||
Others^ |
1.6% | |||
Other Assets less Liabilities |
9.8% | |||
Total |
100.0% |
| The Funds country breakdown may change over time. It does not include derivatives (if any). |
^ | Includes countries that represent less than 1% of net assets. |
| Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any). |
Top Ten Holdings*
Description | % of Net Assets | |||
Newmont Corp. |
11.4% | |||
Barrick Gold Corp. |
9.9% | |||
Franco-Nevada Corp. |
8.2% | |||
Agnico Eagle Mines Ltd. |
5.3% | |||
Northern Star Resources Ltd. |
3.9% | |||
AngloGold Ashanti Ltd., ADR |
3.5% | |||
Wheaton Precious Metals Corp. |
3.4% | |||
Gold Fields Ltd., ADR |
3.4% | |||
Newcrest Mining Ltd. |
3.3% | |||
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.
The Fund returned -22.83% at net asset value (NAV) for the fiscal period from December 16, 2021 through August 31, 2022 (for more complete performance information please see the table below). In early 2022, the Fund generated strong total returns. However, in April 2022, the Federal Reserve signaled that it would need to aggressively hike interest rates in the U.S. to combat inflation. This led to a decrease in investor confidence and a general decline in equity markets including companies focused on mining gold. The price of gold also decreased over this period resulting in negative performance for the Fund.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 641.50 | 0.45 | % | $ | 1.86 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.94 | 0.45 | % | $ | 2.29 |
Performance
Cumulative Total Return | ||||
Since Inception1 | ||||
Fund NAV Returns |
-22.83 | % | ||
Fund Market Price Returns |
-23.11 | % | ||
NYSE ARCA Gold Miners Index |
-17.50 | % |
1 | Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 16, 2021. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
18 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
88.1% | |||
Exchange-Traded Funds |
4.4% | |||
Other Assets less Liabilities |
7.5% | |||
Total |
100.0% |
| The Funds 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 Bill, |
72.6% | |||
U.S. Treasury Bill, |
15.5% | |||
WisdomTree Floating Rate Treasury Fund (USFR)^ |
4.4% |
* | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any). |
^ | For a full list of holdings information for the underlying WisdomTree fund, please see page 45 of this report. |
The WisdomTree Enhanced Commodity Strategy Fund (the Fund) seeks to achieve positive total returns in rising and falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is actively managed and intends to provide broad-based exposure to the following four commodity sectors: Energy, Agriculture, Industrial Metals, and Precious Metals primarily through investments in futures contracts.
The Fund returned 12.81% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). Throughout the fiscal year, many commodity sectors surged higher due to record inflation in the U.S. and the ripple effects from Russias war with Ukraine. Energy products, such as crude oil and natural gas, were strong beneficiaries as the conflict resulted in coordinated, global sanctions against Russia, thereby squeezing global markets since many regions depend on Russian energy supplies. Russia also exacerbated these impacts by choking off supplies to dependent countries as retaliation for sanctions imposed upon them. Precious metals, such as gold, silver, and platinum, weighed on performance, as they began to lose favor as a hedge against some of the highest inflation rates on record. Base metals, such as copper and aluminum, struggled as well. These products are closely linked to economic growth and encountered headwinds as investors grew concerned about near-term recession risks. Other agricultural commodities, including coffee, soybeans, wheat, live cattle, and lean hogs, exhibited mixed performance during the fiscal year.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Net Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 971.80 | 0.55 | %1 | $ | 2.73 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,022.43 | 0.55 | %1 | $ | 2.80 |
1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (AFFEs) attributable to the Funds investment in the underlying WisdomTree fund. The Annualized Net Expense Ratio does not include the impact of AFFEs. |
Performance
Average Annual Total Return | ||||||||
1 Year | Since Inception1 | |||||||
Fund NAV Returns |
12.81 | % | 18.39 | % | ||||
Fund Market Price Returns |
12.21 | % | 18.02 | % | ||||
S&P GSCI Index |
42.19 | % | 44.05 | % | ||||
Bloomberg Commodity Index Total Return |
27.72 | % | 31.14 | % |
1 | For the period December 19, 2020 (post-reorganization) through August 31, 2022. |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
WisdomTree Trust | 19 |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
84.2% | |||
Exchange-Traded Funds |
4.3% | |||
Other Assets less Liabilities |
11.5% | |||
Total |
100.0% |
| The Funds 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 Bill, |
77.3% | |||
U.S. Treasury Bill, |
6.9% | |||
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 45 of this report. |
The WisdomTree Managed Futures Strategy Fund (the Fund) seeks to provide investors with positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is managed using a quantitative, rules-based strategy and invests in a combination of diversified futures contracts for equities, commodities, currencies and interest rates.
The Fund returned -3.91% at net asset value (NAV) for the fiscal year ended August 31, 2022 (for more complete performance information please see the table below). During the fiscal year, the Fund benefitted from the currency and interest rate models that comprise the strategy, while the commodity portion was neutral and the equity component negatively impacted the Funds performance. Currency and interest rate markets moved in a steady upward trend during the period, with the dollar exhibiting strength versus other currencies and interest rates steadily moving higher due to the Feds actions to reduce inflation. Commodity performance within the Fund was mixed, owing to prevailing volatility and trends within the global commodity markets. Equities weighed on performance due to long and half-hedged exposures suffering in tandem with broader equity markets over the fiscal year. With respect to performance differences between the Fund and its benchmarks, the S&P GSCI Index provides long-only exposure to commodities; and constituents in the SG Trend Index often take more concentrated positions in certain futures markets. The Fund seeks to provide broad-based exposure to trends in equities, interest rates, commodities, and currencies. To the extent that the benchmark holdings and the Funds holdings diverge and the areas of concentration in the benchmark indices dramatically outperform the Funds securities, performance differences of the sort experienced herein should be expected.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Net Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 983.30 | 0.65 | %1 | $ | 3.25 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,021.93 | 0.65 | %1 | $ | 3.31 |
1 | WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (AFFEs) attributable to the Funds investment in the underlying WisdomTree fund. The Annualized Net Expense Ratio does not include the impact of AFFEs. |
Performance
Average Annual Total Return | ||||||||||||||||
1 Year | 3 Year | 5 Year | 10 Year | |||||||||||||
Fund NAV Returns |
-3.91 | % | 1.32 | % | 1.62 | % | 0.15 | % | ||||||||
Fund Market Price Returns |
-4.46 | % | 1.24 | % | 1.61 | % | 0.14 | % | ||||||||
SG Trend Index |
28.89 | % | 10.61 | % | 9.27 | % | 5.21 | % | ||||||||
S&P GSCI Index |
42.19 | % | 15.94 | % | 10.24 | % | -3.30 | % |
Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.
20 | WisdomTree Trust |
Managements Discussion of Funds Performance
as of August 31, 2022 (unaudited)
WisdomTree Target Range Fund (GTR)
Investment Breakdown
Investment Type | % of Net Assets | |||
U.S. Government Obligations |
73.0% | |||
Purchased Options (Exchange-Traded) |
5.6% | |||
Other Assets less Liabilities |
21.4% | |||
Total |
100.0% |
| The Funds investment breakdown may change over time. |
| 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 Bill, |
73.0% | |||
SPDR S&P 500 ETF Trust, |
3.5% | |||
iShares Russell 2000 ETF, |
1.6% | |||
iShares MSCI EAFE ETF, |
0.3% | |||
iShares MSCI Emerging Markets ETF, |
0.2% |
* | The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes written options 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 Indexs returns due to the amount and timing of assets that flow in and out of the Fund.
The Fund returned -12.00% at net asset value (NAV) for the fiscal period from October 7, 2021 through August 31, 2022 (for more complete performance information please see the table below). Over the fiscal period, global equity markets generally declined as the Federal Reserve aggressively hiked interest rates to combat inflation. As markets declined, the value of equity call options decreased leading to negative performance for the Fund. However, the Fund generated outperformance relative to the MSCI AC World Index.
Shareholder Expense Example (for the six-month period ended August 31, 2022)
Beginning Account Value |
Ending Account Value |
Annualized Expense Ratio |
Expenses Paid During the Period |
|||||||||||||
Actual |
$ | 1,000.00 | $ | 909.40 | 0.70 | % | $ | 3.37 | ||||||||
Hypothetical (5% return before expenses) |
$ | 1,000.00 | $ | 1,021.68 | 0.70 | % | $ | 3.57 |
Performance
Cumulative Total Return | ||||
Since Inception1 | ||||
Fund NAV Returns |
-12.00 | % | ||
Fund Market Price Returns |
-11.76 | % | ||
TOPS® Global Equity Target Range Index |
-11.05 | % | ||
MSCI AC World Index |
-12.30 | % |
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.
WisdomTree Trust | 21 |
Description of Terms and Indexes (unaudited)
Below are descriptions of certain terms and of each index referenced in this report.
Bloomberg Commodity Index Total Return:
Bloomberg Commodity Index Total Return is composed of futures contracts and reflects the returns on a fully collateralized investment in the Bloomberg Commodity Index (BCOM). This combines the returns of the BCOM with the returns on cash collateral invested in 13-week U.S. Treasury Bills.
Bloomberg Dollar Spot Index:
The Bloomberg Dollar Spot Index tracks the performance of a basket of 10 leading global currencies versus the U.S. dollar. Each currency in the basket and its weight is determined annually based on its share of international trade and foreign exchange (FX) liquidity.
Bloomberg Dollar Total Return Index:
The Bloomberg Dollar Total Return Index is total return version of the Bloomberg Dollar Spot Index (BBDXY). It is generated by adding the daily forward implied yield of each currency, and U.S. funding rate, to BBDXY returns.
Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration:
The Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration combines long positions in the Bloomberg U.S. Aggregate Bond Index with short positions in U.S. Treasury Bonds to provide a duration exposure of 0 years. Market values of long and short positions are rebalanced at month-end.
Bloomberg U.S. Aggregate Bond Index:
The Bloomberg U.S. Aggregate Bond Index measures the performance of the U.S. investment-grade bond market.
Bloomberg U.S. Aggregate Enhanced Yield Index:
The Bloomberg U.S. Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg U.S. Aggregate Bond Index seeking to enhance yield while maintaining a similar risk profile.
Bloomberg U.S. Securitized MBS/ABS/CMBS Index:
The Bloomberg U.S. Securitized MBS/ABS/CMBS Index is a market capitalization index that is designed to measure the performance of residential mortgage backed securities issued by Government Sponsored Enterprises, commercial mortgage backed securities, and asset backed securities.
Bloomberg U.S. Short Aggregate Composite Index:
The Bloomberg U.S. Short Aggregate Composite Index measures the performance of the short-term U.S. investment-grade bond market.
Bloomberg U.S. Short Aggregate Enhanced Yield Index:
The Bloomberg U.S. Short Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg U.S. Aggregate Bond Index that generally have effective maturities shorter than 5 years and seeks to enhance yield while maintaining a similar risk profile.
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.
22 | WisdomTree Trust |
Description of Terms and Indexes (unaudited) (continued)
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 bonds 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 nondeliverable) collateralized with U.S. money market rates to proxy the total returns of an investment in local-currency money market instruments. Currency exposures are rebalanced back to equal-weighting at the end of the month in which the Emerging Currency Strategy Fund intends to rebalance, and currency changes are reflected in the composite at the end of the month they are reflected in the Fund.
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.
WisdomTree Trust | 23 |
Description of Terms and Indexes (unaudited) (continued)
JP Morgan CEMBI Diversified Index:
The JP Morgan CEMBI Diversified Index is an alternatively weighted version of the JP Morgan CEMBI Index (a comprehensive U.S. dollar-denominated emerging market corporate bond index) which limits the weights of those index countries with larger corporate debt stocks by only including a specified portion of these countries eligible current face amounts of debt outstanding.
JP Morgan Emerging Local Markets Index Plus (ELMI+):
The JP Morgan Emerging Local Markets Index Plus (ELMI+) and its underlying country and regional subindices track the total returns for local-currency denominated money market instruments in emerging market countries.
JP Morgan Emerging Local Markets Index Plus (ELMI+) China:
The China subindex uses a weighted basket of one-month, two-month and three-month currency forwards collateralized with U.S. money market rates to proxy the total returns of an investment in Chinese yuan money market instruments. The returns are reported in U.S. dollar terms.
JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index:
The JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index tracks the performance of local currency debt issued by emerging market governments, whose debt is accessible by most of the international investor base. The index incorporates a constrained market capitalization methodology in which individual issuer exposures are capped at 10% (with the excess distributed to smaller issuers) for greater diversification among issuing governments. The returns are reported in U.S. dollar terms.
Long Call Spread:
A long call spread is an option trading strategy designed to benefit from a stocks limited increase in price. The strategy uses two call options buying a lower strike call and selling a higher strike call to create a range consisting of a lower strike price and an upper strike price. The long call spread helps to limit losses of owning stock but it also limits the gains.
Mortgage-backed security (MBS):
A mortgage backed security is a type of asset-backed security which is secured by a mortgage or collection of mortgages.
MSCI AC World Index
The MSCI AC World Index is a free float adjusted market capitalization index that is designed to measure the performance of the world stock indexes covered by MSCI.
NYSE ARCA Gold Miners Index
The NYSE Arca Gold Miners Index is a modified market capitalization weighted index that measures the performance of global gold mining companies.
Risk-on and Risk-off refers to investors appetites for risk which rise and fall over time. During periods when risk is perceived as low, the risk-on risk-off theory states that investors tend to engage in higher-risk investments (i.e., Risk-on). When risk is perceived as high, investors tend to gravitate toward lower-risk investments (i.e., Risk-off).
24 | WisdomTree Trust |
Description of Terms and Indexes (unaudited) (continued)
S&P 500® Index:
The S&P 500® Index is a capitalization-weighted index of 500 stocks selected by Standard & Poors Index Committee designed to represent the performance of the leading industries in the United States economy.
S&P GSCI Index:
The S&P GSCI Index comprises the principal physical commodities that are the subject to active, liquid futures markets.
SG Trend Index:
The SG Trend Index (f.k.a. SG Trend-Sub Index) is an equal-weighted index that is designed to track the 10 largest (by AUM) trend following commodity trading advisors and be representative of the trend followers in the managed futures space.
Spot Rate and Non-Deliverable Forward (NDF) Rate Returns:
A spot rate is the foreign exchange rate on foreign currency contracts settled generally within two business days from the trade date. The NDF rate is the foreign exchange rate on non-deliverable forward currency contracts settled on a future date that is generally greater than two business days from the trade date. The Chinese yuan NDF return rate relative to the U.S. dollar calculated by WisdomTree is the rate of return percentage difference between the end of period NDF rate and the beginning of period NDF rate using WM/Reuters Singapore closing rates.
Thomson Reuters Continuous Commodity Index:
The Thomson Reuters Continuous Commodity Index, also known as the Continuous Commodity Total Return Index or Refinitiv Equal Weight Continuous Commodity Total Return Index (the Index), is composed of notional amounts of each of the following commodities (Index Commodities): corn, soybean, wheat, live cattle, lean hogs, gold, silver, copper, cocoa, coffee, sugar, cotton, soybean oil, platinum, crude oil, NY Harbor ULSD (formerly known as heating oil), and natural gas. The notional amounts of each Index Commodity included in the Index are in equal weight proportion to the Index Commodities or 1/17 weighting per index commodity rebalanced daily.
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.
WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index:
The WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index is a rules-based alternatively weighted index that is designed to provide exposure to U.S. high yield corporate bonds with a short position in U.S. Treasuries where the net interest rate exposure of the index is adjusted to a zero year duration.
* * * * * *
Bloomberg® and the Bloomberg Indices are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL), the administrator of the index (collectively, Bloomberg) and have been licensed for use for certain purposes by WisdomTree. Bloomberg is not affiliated with WisdomTree, and Bloomberg does not approve, endorse, review, or recommend each of AGGY, SHAG or AGZD. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to each of AGGY, SHAG or AGZD.
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
WisdomTree Trust | 25 |
Description of Terms and Indexes (unaudited) (continued)
may not be copied, used, or distributed without ICE BofA Merrill Lynchs prior written approval. The licensees 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).
The CBOE S&P 500 PutWrite Index is a product of S&P Dow Jones Indices LLC or its affiliates (SPDJI) and CBOE® and has been licensed for use by WisdomTree. Standard & Poors® and S&P® are registered trademarks of Standard & Poors Financial Services LLC (S&P); Dow Jones® is registered trademark of Dow Jones Trademarks Holdings LLC (Dow Jones); and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by WisdomTree. CBOE® is a trademark of the Chicago Board Options Exchange, Incorporated, and has been licensed for use by SPDJI and WisdomTree. The WisdomTree CBOE S&P 500 PutWrite Strategy Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates or the Chicago Board Options Exchange, Incorporated, and none of such parties make any representation regarding the advisability of investing in such product(s), nor do they have any liability for any errors, omissions or interruptions of the CBOE S&P 500 PutWrite Index.
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 Investments, 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 Investments is the licensor of certain trademarks, service marks and trade names of the Funds. WisdomTree Investments has no obligation to take the needs of the Funds or the owners of shares of the Funds into consideration in determining, composing, or calculating the underlying WisdomTree Indexes of the applicable Funds. WisdomTree Investments is not responsible for, and has not participated in, the determination of the timing of, prices of, or quantities of shares of the Funds to be issued or in the determination or calculation of the equation by which the shares of the Funds are redeemable. WisdomTree and the Funds do not guarantee the accuracy, completeness, or performance of the underlying Indexes or the data included therein and shall have no liability in connection with the underlying Indexes or their calculation.
Index returns do not reflect expenses paid by the Funds. Index returns assume reinvestment of distributions. It is not possible to invest directly in an index.
* * * * * *
26 | WisdomTree Trust |
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 | PEN | Peruvian nuevo sol | |||||
BRL | Brazilian real | GBP | British pound | PHP | Philippine peso | |||||
CAD | Canadian dollar | HKD | Hong Kong dollar | PLN | Polish zloty | |||||
CHF | Swiss franc | HUF | Hungary forint | RON | Romanian leu | |||||
CLP | Chilean peso | IDR | Indonesian rupiah | THB | Thai baht | |||||
CNH | Offshore Chinese renminbi | INR | Indian rupee | TRY | Turkish new lira | |||||
CNY | Chinese yuan | JPY | Japanese yen | TWD | New Taiwan dollar | |||||
COP | Colombian peso | KRW | South Korean won | USD | U.S. dollar | |||||
CZK | Czech koruna | MXN | Mexican peso | ZAR | South African rand | |||||
EGP | Egyptian pound | MYR | Malaysian ringgit | |||||||
OTHER ABBREVIATIONS: | ||||||||||
ADR | American Depositary Receipt | |||||||||
HRW | Hard Red Winter | |||||||||
PIK | Payment In Kind | |||||||||
RBOB | Reformulated Blendstock for Oxygenate Blending | |||||||||
REMIC | Real Estate Mortgage Investment Conduit | |||||||||
STRIPS | Separate Trading of Registered Interest and Principal of Securities | |||||||||
ULSD | Ultra-Low-Sulfur Diesel | |||||||||
WTI | West Texas Intermediate |
WisdomTree Trust | 27 |
Schedule of Investments
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 93.8% |
| |||||||
U.S. Treasury Bills 93.8% |
| |||||||
1.49%, 9/15/22* |
$ | 93,404,000 | $ | 93,326,268 | ||||
1.69%, 10/13/22* |
94,324,000 | 94,070,072 | ||||||
2.25%, 11/17/22* |
93,250,000 | 92,716,467 | ||||||
2.72%, 12/8/22* |
93,600,000 | 92,888,216 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $373,228,964) |
373,001,023 | |||||||
EXCHANGE-TRADED FUND 4.2% |
| |||||||
United States 4.2% |
| |||||||
WisdomTree Floating Rate Treasury Fund(a) |
||||||||
(Cost: $16,770,501) | 333,500 | $ | 16,758,375 | |||||
TOTAL INVESTMENTS IN SECURITIES 98.0% (Cost: $389,999,465) |
|
389,759,398 | ||||||
Other Assets less Liabilities 2.0% |
|
7,822,913 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 397,582,311 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | Affiliated holding. See Investment in Affiliates supplementary table included in this Schedule of Investments for additional information. |
INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2022 were as follows:
Affiliate | Value at 8/31/2021 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 8/31/2022 |
Dividend Income |
Capital Gain Distributions |
||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund |
$ | 5,898,500 | $ | 26,170,763 | $ | 15,280,684 | $ | (21,146 | ) | $ | (9,058 | ) | $ | 16,758,375 | $ | 88,175 | $ | 489 |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date |
Amount and Description of Currency to be Purchased |
Amount and Description of Currency to be Sold |
Unrealized Appreciation |
Unrealized Depreciation |
|||||||||||||||||||||||
Bank of America NA |
9/6/2022 | 806,803 | USD | 1,045,000 | CAD | $ | 11,140 | $ | | |||||||||||||||||||
Bank of America NA |
9/6/2022 | 482,976 | USD | 465,000 | CHF | 7,135 | | |||||||||||||||||||||
Barclays Bank PLC |
9/6/2022 | 8,909,970 | USD | 709,100,000 | INR | | (11,016 | ) | ||||||||||||||||||||
Citibank NA |
9/6/2022 | 831,810,000 | INR | 10,460,821 | USD | 3,945 | | |||||||||||||||||||||
Citibank NA |
9/6/2022 | 1,792,628,000 | KRW | 1,364,045 | USD | | (23,765 | ) | ||||||||||||||||||||
Citibank NA |
9/6/2022 | 754,569,000 | MXN | 37,427,163 | USD | | (771 | ) | ||||||||||||||||||||
Citibank NA |
9/6/2022 | 264,306 | USD | 20,950,000 | INR | 740 | | |||||||||||||||||||||
Citibank NA |
9/6/2022 | 1,340,046 | USD | 107,130,000 | INR | | (7,726 | ) | ||||||||||||||||||||
Citibank NA |
9/6/2022 | 608,383 | USD | 48,685,000 | INR | | (4,109 | ) | ||||||||||||||||||||
Citibank NA |
9/6/2022 | 142,468 | USD | 191,000,000 | KRW | | (335 | ) | ||||||||||||||||||||
Citibank NA |
9/6/2022 | 753,864 | USD | 1,011,000,000 | KRW | | (2,022 | ) | ||||||||||||||||||||
Citibank NA |
9/6/2022 | 204,423 | USD | 6,105,000 | TWD | 3,814 | | |||||||||||||||||||||
Citibank NA |
9/6/2022 | 146,122 | USD | 4,400,000 | TWD | 1,538 | | |||||||||||||||||||||
Citibank NA |
9/6/2022 | 470,902 | USD | 14,255,000 | TWD | 2,485 | | |||||||||||||||||||||
Citibank NA |
10/6/2022 | 10,691,073 | USD | 852,535,000 | INR | | (6,614 | ) | ||||||||||||||||||||
Citibank NA |
10/6/2022 | 36,529,055 | USD | 740,685,000 | MXN | 667 | | |||||||||||||||||||||
Goldman Sachs |
9/6/2022 | 11,105,000 | INR | 139,905 | USD | | (197 | ) | ||||||||||||||||||||
Goldman Sachs |
9/6/2022 | 229,000,000 | KRW | 175,715 | USD | | (4,500 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 280,000 | AUD | 195,409 | USD | | (3,809 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 800,000 | CAD | 622,091 | USD | | (12,970 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 55,918,000 | CAD | 42,575,774 | USD | 241 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 200,000 | CHF | 209,867 | USD | | (5,205 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 2,525,000 | CNH | 374,266 | USD | | (8,710 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 1,845,000 | EUR | 1,894,221 | USD | | (39,604 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 121,815,000 | EUR | 122,448,438 | USD | 1,537 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 470,000 | GBP | 572,320 | USD | | (26,281 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 90,520,000 | JPY | 682,657 | USD | | (30,903 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 3,640,000 | MXN | 177,961 | USD | 2,582 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 1,082,060 | USD | 1,570,000 | AUD | 7,729 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 2,454,142 | USD | 3,200,000 | CAD | 17,659 | |
See Notes to Financial Statements.
28 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
August 31, 2022
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 |
|||||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 16,572,491 | USD | 15,735,000 | CHF | $ | 470,664 | $ | | |||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 1,138,597 | USD | 1,100,000 | CHF | 12,953 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 1,568,966 | USD | 10,815,000 | CNH | 3,231 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 103,715,359 | USD | 101,235,000 | EUR | 1,952,659 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 3,088,314 | USD | 3,095,000 | EUR | | (22,819 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 7,003,813 | USD | 7,025,000 | EUR | | (57,806 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 35,240,098 | USD | 28,915,000 | GBP | 1,647,081 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 1,160,501 | USD | 980,000 | GBP | 21,951 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 2,365,417 | USD | 2,015,000 | GBP | 24,419 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 114,604 | USD | 9,170,000 | INR | | (762 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 3,058,608 | USD | 420,205,000 | JPY | 33,087 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 11,036,694 | USD | 14,386,110,000 | KRW | 280,746 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 2,145,510 | USD | 42,975,000 | MXN | 13,964 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 6,870,538 | USD | 205,965,000 | TWD | 102,565 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/6/2022 | 88,516 | USD | 2,690,000 | TWD | 123 | | |||||||||||||||||||||
HSBC Holdings PLC |
10/6/2022 | 43,594,328 | USD | 57,270,000 | CAD | | (433 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
10/6/2022 | 123,641,662 | USD | 122,760,000 | EUR | | (2,798 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 2,832,000 | AUD | 1,961,610 | USD | | (23,709 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 27,533,000 | AUD | 18,840,529 | USD | | (49 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 5,837,000 | CAD | 4,534,695 | USD | | (90,398 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 1,961,000 | CHF | 2,053,786 | USD | | (47,069 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 19,585,000 | CNH | 2,896,083 | USD | | (60,677 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 187,965,000 | CNH | 27,211,927 | USD | 587 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 12,615,000 | EUR | 12,857,978 | USD | | (177,220 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 3,603,000 | GBP | 4,387,643 | USD | | (201,731 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 34,987,000 | GBP | 40,646,882 | USD | 495 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 746,608,000 | JPY | 5,624,060 | USD | | (248,402 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 77,931,000 | MXN | 3,727,455 | USD | 137,898 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 242,505,000 | TWD | 7,978,188 | USD | | (9,516 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 15,889,702 | USD | 22,730,000 | AUD | 335,854 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 270,531 | USD | 385,000 | AUD | 7,080 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 337,023 | USD | 490,000 | AUD | 1,723 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 2,425,756 | USD | 3,500,000 | AUD | 30,750 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 207,346 | USD | 300,000 | AUD | 2,059 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 203,611 | USD | 295,000 | AUD | 1,746 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 615,107 | USD | 790,000 | CAD | 13,601 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 765,617 | USD | 995,000 | CAD | 8,023 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 5,484,746 | USD | 7,105,000 | CAD | 74,992 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 462,814 | USD | 600,000 | CAD | 5,974 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 465,136 | USD | 605,000 | CAD | 4,488 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 279,586 | USD | 265,000 | CHF | 8,408 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 355,043 | USD | 340,000 | CHF | 7,116 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 2,507,236 | USD | 2,415,000 | CHF | 35,936 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 217,485 | USD | 210,000 | CHF | 2,589 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 211,833 | USD | 205,000 | CHF | 2,054 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 23,293,527 | USD | 157,170,000 | CNH | 539,340 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 388,694 | USD | 2,640,000 | CNH | 6,490 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 487,825 | USD | 3,335,000 | CNH | 5,002 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 3,482,908 | USD | 23,870,000 | CNH | 27,144 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 295,177 | USD | 2,030,000 | CNH | 1,285 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 295,659 | USD | 2,045,000 | CNH | | (404 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 1,726,078 | USD | 1,695,000 | EUR | 22,242 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 2,160,793 | USD | 2,150,000 | EUR | | (414 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 15,428,348 | USD | 15,465,000 | EUR | | (117,265 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 1,316,977 | USD | 1,320,000 | EUR | | (9,903 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 1,320,045 | USD | 1,320,000 | EUR | | (6,836 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 29 |
Schedule of Investments (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
August 31, 2022
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 |
|||||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 586,786 | USD | 485,000 | GBP | $ | 23,321 | $ | | |||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 727,783 | USD | 615,000 | GBP | 13,285 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 5,254,274 | USD | 4,440,000 | GBP | 95,948 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 448,444 | USD | 380,000 | GBP | 6,966 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 444,810 | USD | 380,000 | GBP | 3,332 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 150,920 | USD | 11,980,000 | INR | 203 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 188,828 | USD | 15,110,000 | INR | | (1,267 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 45,044,408 | USD | 5,991,645,000 | JPY | 1,903,924 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 751,105 | USD | 100,665,000 | JPY | 26,306 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 944,855 | USD | 129,135,000 | JPY | 15,069 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 6,780,985 | USD | 926,840,000 | JPY | 107,638 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 573,877 | USD | 78,620,000 | JPY | 7,805 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 573,373 | USD | 79,500,000 | JPY | 965 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 327,603 | USD | 425,000,000 | KRW | 9,847 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 185,305 | USD | 243,000,000 | KRW | 3,623 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 529,814 | USD | 10,585,000 | MXN | 4,802 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 666,248 | USD | 13,475,000 | MXN | | (2,108 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 4,788,420 | USD | 95,885,000 | MXN | 32,553 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 407,879 | USD | 8,130,000 | MXN | 4,633 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
9/6/2022 | 404,245 | USD | 8,105,000 | MXN | 2,240 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
10/6/2022 | 19,008,002 | USD | 27,765,000 | AUD | | (170 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
10/6/2022 | 42,057,007 | USD | 36,180,000 | GBP | | (559 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
10/6/2022 | 8,278,356 | USD | 251,215,000 | TWD | 12,067 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
10/13/2022 | 27,904,051 | USD | 192,690,000 | CNH | | (418 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 19,039,000 | CHF | 19,482,579 | USD | 273 | | |||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 36,575,091 | USD | 46,840,000 | CAD | 911,073 | | |||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 114,568 | USD | 9,150,000 | INR | | (545 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 1,664,303 | USD | 2,230,000,000 | KRW | | (2,983 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 30,482,815 | USD | 625,410,000 | MXN | | (537,330 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 650,208 | USD | 13,050,000 | MXN | 2,932 | | |||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 1,034,626 | USD | 31,225,000 | TWD | 8,578 | | |||||||||||||||||||||
Morgan Stanley & Co. International |
9/6/2022 | 88,566 | USD | 2,680,000 | TWD | 501 | | |||||||||||||||||||||
Morgan Stanley & Co. International |
10/6/2022 | 19,858,997 | USD | 19,360,000 | CHF | | (391 | ) | ||||||||||||||||||||
Royal Bank of Canada |
9/6/2022 | 515,268 | USD | 3,530,000 | CNH | 4,215 | | |||||||||||||||||||||
Royal Bank of Canada |
9/6/2022 | 1,716,904 | USD | 233,955,000 | JPY | 32,403 | | |||||||||||||||||||||
Standard Chartered Bank |
9/6/2022 | 88,360,000 | INR | 1,120,751 | USD | | (9,119 | ) | ||||||||||||||||||||
Standard Chartered Bank |
9/6/2022 | 25,665,000 | TWD | 856,499 | USD | | (13,152 | ) | ||||||||||||||||||||
Standard Chartered Bank |
9/6/2022 | 2,635,000 | TWD | 87,951 | USD | | (1,365 | ) | ||||||||||||||||||||
Standard Chartered Bank |
9/6/2022 | 489,296 | USD | 705,000 | AUD | 6,874 | | |||||||||||||||||||||
Standard Chartered Bank |
9/6/2022 | 141,133 | USD | 190,000,000 | KRW | | (923 | ) | ||||||||||||||||||||
UBS AG |
9/6/2022 | 7,299,867,000 | JPY | 52,559,227 | USD | 595 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 17,562,482,000 | KRW | 13,081,923 | USD | 48,878 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 474,572 | USD | 670,000 | AUD | 16,099 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 1,076,058 | USD | 1,375,000 | CAD | 29,132 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 494,061 | USD | 465,000 | CHF | 18,220 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 690,316 | USD | 4,640,000 | CNH | 18,563 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 3,065,263 | USD | 2,970,000 | EUR | 79,781 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 1,039,104 | USD | 850,000 | GBP | 51,586 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 1,329,461 | USD | 176,430,000 | JPY | 59,146 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 232,723 | USD | 311,000,000 | KRW | 200 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 445,672 | USD | 597,000,000 | KRW | | (682 | ) | ||||||||||||||||||||
UBS AG |
9/6/2022 | 920,229 | USD | 18,525,000 | MXN | 1,395 | | |||||||||||||||||||||
UBS AG |
9/6/2022 | 116,322 | USD | 3,485,000 | TWD | 1,805 | | |||||||||||||||||||||
UBS AG |
10/6/2022 | 53,838,439 | USD | 7,459,305,000 | JPY | | (890 | ) | ||||||||||||||||||||
UBS AG |
10/6/2022 | 13,245,700 | USD | 17,774,935,000 | KRW | | (50,450 | ) | ||||||||||||||||||||
$ | 9,474,307 | $ | (1,889,100 | ) |
See Notes to Financial Statements.
30 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
August 31, 2022
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 373,001,023 | $ | | $ | 373,001,023 | ||||||||
Exchange-Traded Fund |
16,758,375 | | | 16,758,375 | ||||||||||||
Total Investments in Securities |
$ | 16,758,375 | $ | 373,001,023 | $ | | $ | 389,759,398 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | 9,474,307 | $ | | $ | 9,474,307 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | (1,889,100 | ) | $ | | $ | (1,889,100 | ) | ||||||
Total Net |
$ | 16,758,375 | $ | 380,586,230 | $ | | $ | 397,344,605 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 31 |
Schedule of Investments
WisdomTree Chinese Yuan Strategy Fund (CYB)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 65.0% |
| |||||||
U.S. Treasury Bills 65.0% |
| |||||||
1.28%, 10/13/22* |
$ | 9,550,000 | $ | 9,524,291 | ||||
2.75%, 12/8/22* |
8,500,000 | 8,435,361 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $17,973,820) |
|
17,959,652 | ||||||
Shares | ||||||||
EXCHANGE-TRADED FUND 4.0% |
| |||||||
United States 4.0% |
| |||||||
WisdomTree Floating Rate Treasury Fund(a) |
||||||||
(Cost: $1,119,572) | 22,300 | 1,120,575 | ||||||
REPURCHASE AGREEMENT 31.8% |
| |||||||
United States 31.8% |
| |||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/22 (tri-party custodian: The Bank of New York Mellon Corp.), 2.30% due 9/1/22; Proceeds at maturity $8,780,561 (fully collateralized by Ginnie Mae I Single Family, 4.50% due 3/15/52, Ginnie Mae II Single Family, 2.00% 3.50% due 3/20/52; Market value including accrued interest $9,219,988) |
||||||||
(Cost: $8,780,000) | $ | 8,780,000 | $ | 8,780,000 | ||||
TOTAL INVESTMENTS IN SECURITIES 100.8% (Cost: $27,873,392) |
|
27,860,227 | ||||||
Other Assets less Liabilities (0.8)% |
|
(211,765 | ) | |||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 27,648,462 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | Affiliated holding. See Investment in Affiliates supplementary table included in this Schedule of Investments for additional information. |
INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2022 were as follows:
Affiliate | Value at 8/31/2021 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 8/31/2022 |
Dividend Income |
Capital Gain Distributions |
||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund |
$ | 1,822,260 | $ | | $ | 703,862 | $ | 862 | $ | 1,315 | $ | 1,120,575 | $ | 7,547 | $ | 152 |
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 |
10/21/2022 | 28,417,000 | CNH | 4,231,601 | USD | $ | | $ | (108,635 | ) | ||||||||||||||||||
Citibank NA |
9/15/2022 | 40,000,000 | CNY | 5,906,064 | USD | | (88,427 | ) | ||||||||||||||||||||
Citibank NA |
9/15/2022 | 690,823 | USD | 4,629,000 | CNY | 17,577 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/15/2022 | 224,148 | USD | 1,500,000 | CNY | 5,987 | | |||||||||||||||||||||
Morgan Stanley & Co. International |
11/14/2022 | 67,303,000 | CNY | 9,964,910 | USD | | (182,838 | ) | ||||||||||||||||||||
UBS AG |
9/15/2022 | 4,902,872 | USD | 33,871,000 | CNY | | (23,358 | ) | ||||||||||||||||||||
UBS AG |
10/21/2022 | 60,485,000 | CNY | 9,002,083 | USD | | (215,025 | ) | ||||||||||||||||||||
UBS AG |
12/13/2022 | 33,947,000 | CNY | 4,916,008 | USD | 19,282 | | |||||||||||||||||||||
$ | 42,846 | $ | (618,283 | ) |
See Notes to Financial Statements.
32 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Chinese Yuan Strategy Fund (CYB)
August 31, 2022
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 17,959,652 | $ | | $ | 17,959,652 | ||||||||
Exchange-Traded Fund |
1,120,575 | | | 1,120,575 | ||||||||||||
Repurchase Agreement |
| 8,780,000 | | 8,780,000 | ||||||||||||
Total Investments in Securities |
$ | 1,120,575 | $ | 26,739,652 | $ | | $ | 27,860,227 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | 42,846 | $ | | $ | 42,846 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | (618,283 | ) | $ | | $ | (618,283 | ) | ||||||
Total Net |
$ | 1,120,575 | $ | 26,164,215 | $ | | $ | 27,284,790 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 33 |
Schedule of Investments
WisdomTree Emerging Currency Strategy Fund (CEW)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 61.7% |
| |||||||
U.S. Treasury Bills 61.7% |
| |||||||
1.14%, 9/15/22* |
$ | 2,800,000 | $ | 2,797,670 | ||||
2.75%, 12/8/22* |
2,300,000 | 2,282,509 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $5,081,952) |
|
5,080,179 | ||||||
Shares | ||||||||
EXCHANGE-TRADED FUND 4.2% |
| |||||||
United States 4.2% |
| |||||||
WisdomTree Floating Rate Treasury Fund(a) |
||||||||
(Cost: $341,394) | 6,800 | 341,700 | ||||||
REPURCHASE AGREEMENT 31.9% |
| |||||||
United States 31.9% |
| |||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/22 (tri-party custodian: The Bank of New York Mellon Corp.), 2.30% due 9/1/22; Proceeds at maturity $2,630,168 (fully collateralized by U.S. Treasury Bond, 3.00% due 8/15/52; Market value including accrued interest $2,682,651) |
||||||||
(Cost: $2,630,000) | $ | 2,630,000 | $ | 2,630,000 | ||||
TOTAL INVESTMENTS IN SECURITIES 97.8% (Cost: $8,053,346) |
|
8,051,879 | ||||||
Other Assets less Liabilities 2.2% |
|
182,787 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 8,234,666 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | Affiliated holding. See Investment in Affiliates supplementary table included in this Schedule of Investments for additional information. |
INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2022 were as follows:
Affiliate | Value at 8/31/2021 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 8/31/2022 |
Dividend Income |
Capital Gain Distributions |
||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund |
$ | 567,260 | $ | 175,895 | $ | 402,042 | $ | 185 | $ | 402 | $ | 341,700 | $ | 2,008 | $ | 47 |
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 |
|||||||||||||||||||||||
BNP Paribas SA |
11/4/2022 | 21,285,000 | THB | 581,149 | USD | $ | 6,108 | $ | | |||||||||||||||||||
Citibank NA |
11/4/2022 | 3,205,000 | BRL | 588,444 | USD | 20,748 | | |||||||||||||||||||||
Citibank NA |
11/4/2022 | 8,780,010,000 | IDR | 580,896 | USD | 9,828 | | |||||||||||||||||||||
Citibank NA |
11/4/2022 | 46,975,000 | INR | 582,474 | USD | 4,800 | | |||||||||||||||||||||
Citibank NA |
11/4/2022 | 32,355,000 | PHP | 577,242 | USD | | (3,636 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
11/4/2022 | 3,945,000 | CNH | 584,454 | USD | | (11,877 | ) | ||||||||||||||||||||
HSBC Holdings PLC |
11/4/2022 | 762,015,000 | KRW | 581,513 | USD | | (12,049 | ) | ||||||||||||||||||||
JP Morgan Chase Bank NA |
11/4/2022 | 2,642,765,000 | COP | 586,772 | USD | 4,215 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
11/4/2022 | 12,145,000 | MXN | 580,237 | USD | 16,343 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
11/4/2022 | 2,775,000 | PLN | 576,923 | USD | 8,179 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
11/4/2022 | 11,925,000 | TRY | 578,054 | USD | 43,846 | | |||||||||||||||||||||
JP Morgan Chase Bank NA |
11/4/2022 | 9,980,000 | ZAR | 585,739 | USD | | (3,595 | ) | ||||||||||||||||||||
Morgan Stanley & Co. International |
11/4/2022 | 2,595,000 | MYR | 581,161 | USD | | (1,894 | ) | ||||||||||||||||||||
UBS AG |
11/4/2022 | 546,285,000 | CLP | 581,315 | USD | 23,353 | | |||||||||||||||||||||
$ | 137,420 | $ | (33,051 | ) |
See Notes to Financial Statements.
34 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Emerging Currency Strategy Fund (CEW)
August 31, 2022
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 5,080,179 | $ | | $ | 5,080,179 | ||||||||
Exchange-Traded Fund |
341,700 | | | 341,700 | ||||||||||||
Repurchase Agreement |
| 2,630,000 | | 2,630,000 | ||||||||||||
Total Investments in Securities |
$ | 341,700 | $ | 7,710,179 | $ | | $ | 8,051,879 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | 137,420 | $ | | $ | 137,420 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | (33,051 | ) | $ | | $ | (33,051 | ) | ||||||
Total Net |
$ | 341,700 | $ | 7,814,548 | $ | | $ | 8,156,248 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 35 |
Schedule of Investments
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
CORPORATE BONDS 87.4% |
| |||||||
Argentina 2.1% |
| |||||||
Arcor SAIC |
$ | 500,000 | $ | 499,907 | ||||
MercadoLibre, Inc. |
400,000 | 316,320 | ||||||
YPF SA |
||||||||
8.50%, 7/28/25(a) |
200,000 | 144,270 | ||||||
8.50%, 6/27/29(b) |
263,000 | 167,483 | ||||||
|
|
|||||||
Total Argentina | 1,127,980 | |||||||
Austria 0.4% |
| |||||||
Suzano Austria GmbH |
226,000 | 227,695 | ||||||
Brazil 3.7% | ||||||||
Banco do Brasil SA |
||||||||
9.00%, 6/18/24, (9.00% fixed rate until 6/18/24; 10-year Constant Maturity Treasury Rate + 6.36% thereafter)(a)(c)(d) |
250,000 | 251,300 | ||||||
Braskem Netherlands Finance BV |
400,000 | 353,250 | ||||||
CSN Resources SA |
325,000 | 251,777 | ||||||
Fibria Overseas Finance Ltd. |
50,000 | 50,618 | ||||||
Minerva Luxembourg SA |
275,000 | 228,470 | ||||||
Natura & Co. Luxembourg Holdings Sarl |
375,000 | 332,004 | ||||||
Nexa Resources SA |
500,000 | 498,000 | ||||||
|
|
|||||||
Total Brazil | 1,965,419 | |||||||
Chile 3.6% |
| |||||||
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Partners |
300,000 | 264,590 | ||||||
Celulosa Arauco y Constitucion SA |
||||||||
4.50%, 8/1/24 |
200,000 | 200,220 | ||||||
5.50%, 11/2/47 |
325,000 | 279,556 | ||||||
Cia Cervecerias Unidas SA |
230,000 | 201,969 | ||||||
Colbun SA |
200,000 | 188,934 | ||||||
Falabella SA |
400,000 | 332,000 | ||||||
Inversiones CMPC SA |
325,000 | 271,360 | ||||||
VTR Comunicaciones SpA |
261,000 | 177,485 | ||||||
|
|
|||||||
Total Chile | 1,916,114 | |||||||
China 3.9% |
| |||||||
Bank of China Ltd. |
350,000 | 355,771 | ||||||
CNAC HK Finbridge Co. Ltd. |
200,000 | 197,799 | ||||||
ENN Clean Energy International Investment Ltd. |
300,000 | 266,062 | ||||||
Lenovo Group Ltd. |
||||||||
5.83%, 1/27/28(b) |
350,000 | 346,318 | ||||||
6.54%, 7/27/32(b) |
330,000 | 324,735 | ||||||
Tencent Holdings Ltd. |
||||||||
3.98%, 4/11/29(a) |
400,000 | 377,400 | ||||||
3.93%, 1/19/38(a)(e) |
200,000 | 165,645 | ||||||
|
|
|||||||
Total China | 2,033,730 | |||||||
Colombia 3.6% |
| |||||||
Bancolombia SA |
||||||||
4.63%, 12/18/29, (4.625% fixed rate until 12/18/24; 5-year Constant Maturity Treasury Rate + 2.944% thereafter)(c) |
385,000 | 336,592 | ||||||
Canacol Energy Ltd. |
275,000 | 237,997 | ||||||
Geopark Ltd. |
375,000 | 328,270 | ||||||
Millicom International Cellular SA |
500,000 | 412,854 | ||||||
Promigas SA ESP / Gases del Pacifico SAC |
200,000 | 171,750 | ||||||
Transportadora de Gas Internacional SA ESP |
400,000 | 384,000 | ||||||
|
|
|||||||
Total Colombia | 1,871,463 | |||||||
Ghana 0.8% |
| |||||||
Tullow Oil PLC |
439,000 | 408,094 | ||||||
Guatemala 1.6% | ||||||||
Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL |
460,000 | 426,650 | ||||||
CT Trust |
500,000 | 433,745 | ||||||
|
|
|||||||
Total Guatemala | 860,395 | |||||||
Hong Kong 1.1% |
| |||||||
Melco Resorts Finance Ltd. |
||||||||
5.75%, 7/21/28(b) |
275,000 | 187,000 | ||||||
5.75%, 7/21/28(a) |
325,000 | 221,000 | ||||||
5.38%, 12/4/29(a) |
250,000 | 163,125 | ||||||
|
|
|||||||
Total Hong Kong | 571,125 | |||||||
India 5.9% |
| |||||||
Adani Ports & Special Economic Zone Ltd. |
200,000 | 179,035 | ||||||
Bharti Airtel International Netherlands BV |
323,000 | 326,470 | ||||||
Bharti Airtel Ltd. |
200,000 | 197,205 | ||||||
JSW Steel Ltd. |
600,000 | 471,000 | ||||||
Network i2i Ltd. |
||||||||
3.98%, 3/3/26, (3.975% fixed rate until 3/3/26; 5-year Constant Maturity Treasury Rate + 3.39% thereafter)(b)(c)(d)(e) |
300,000 | 259,633 |
See Notes to Financial Statements.
36 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Reliance Industries Ltd. |
||||||||
3.67%, 11/30/27(b) |
$ | 400,000 | $ | 381,918 | ||||
2.88%, 1/12/32(b) |
335,000 | 284,995 | ||||||
Summit Digitel Infrastructure Ltd. |
550,000 | 427,479 | ||||||
Vedanta Resources Finance II PLC |
||||||||
13.88%, 1/21/24(b) |
275,000 | 239,250 | ||||||
8.95%, 3/11/25(b) |
450,000 | 351,000 | ||||||
|
|
|||||||
Total India | 3,117,985 | |||||||
Indonesia 2.6% |
| |||||||
Medco Bell Pte Ltd. |
478,000 | 424,822 | ||||||
Medco Oak Tree Pte Ltd. |
200,000 | 190,060 | ||||||
Pertamina Persero PT |
250,000 | 225,219 | ||||||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara |
541,000 | 524,517 | ||||||
|
|
|||||||
Total Indonesia | 1,364,618 | |||||||
Ireland 1.4% |
| |||||||
C&W Senior Financing DAC |
800,000 | 710,000 | ||||||
Israel 5.1% | ||||||||
Bank Hapoalim BM |
||||||||
3.26%, 1/21/32, (3.255% fixed rate until 1/21/32; 5-year Constant Maturity Treasury Rate + 2.155% thereafter)(a)(b)(c) |
475,000 | 414,675 | ||||||
Bank Leumi Le-Israel BM |
||||||||
5.13%, 7/27/27(a)(b)(e) |
250,000 | 255,938 | ||||||
3.28%, 1/29/31, (3.275% fixed rate until 1/29/26; 5-year Constant Maturity Treasury Rate + 1.631% thereafter)(a)(b)(c) |
500,000 | 446,875 | ||||||
Israel Electric Corp. Ltd. |
300,000 | 296,344 | ||||||
Mizrahi Tefahot Bank Ltd. |
||||||||
3.08%, 4/7/31, (3.077% fixed rate until 4/7/26; 5-year Constant Maturity Treasury Rate + 2.25% thereafter)(a)(b)(c) |
550,000 | 486,200 | ||||||
Teva Pharmaceutical Finance Netherlands III BV |
||||||||
3.15%, 10/1/26 |
650,000 | 543,887 | ||||||
5.13%, 5/9/29(e) |
300,000 | 262,905 | ||||||
|
|
|||||||
Total Israel | 2,706,824 | |||||||
Jamaica 0.2% |
| |||||||
Digicel International Finance Ltd. / Digicel International Holdings
Ltd. |
81,000 | 77,094 | ||||||
Kazakhstan 1.7% | ||||||||
KazMunayGas National Co. JSC |
380,000 | 299,868 | ||||||
Tengizchevroil Finance Co. International Ltd. |
798,000 | 602,889 | ||||||
|
|
|||||||
Total Kazakhstan | 902,757 | |||||||
Kuwait 2.2% |
| |||||||
Equate Petrochemical BV |
||||||||
4.25%, 11/3/26(a) |
400,000 | 393,500 | ||||||
2.63%, 4/28/28(b) |
350,000 | 313,600 | ||||||
NBK Tier 1 Financing 2 Ltd. |
||||||||
4.50%, 8/27/25, (4.50% fixed rate until 8/27/25; 6-year U.S. dollar Swap Rate + 2.832% thereafter)(b)(c)(d) |
500,000 | 463,909 | ||||||
|
|
|||||||
Total Kuwait | 1,171,009 | |||||||
Luxembourg 1.4% |
| |||||||
Altice Financing SA |
525,000 | 424,751 | ||||||
EIG Pearl Holdings Sarl |
325,000 | 284,294 | ||||||
|
|
|||||||
Total Luxembourg | 709,045 | |||||||
Malaysia 2.1% |
| |||||||
CIMB Bank Bhd |
225,000 | 201,761 | ||||||
Genm Capital Labuan Ltd. |
375,000 | 292,212 | ||||||
Misc Capital Two Labuan Ltd. |
||||||||
3.75%, 4/6/27(a) |
200,000 | 187,827 | ||||||
3.75%, 4/6/27(b) |
450,000 | 422,609 | ||||||
|
|
|||||||
Total Malaysia | 1,104,409 | |||||||
Mexico 5.7% |
| |||||||
Alpek SAB de CV |
||||||||
4.25%, 9/18/29(b) |
400,000 | 368,944 | ||||||
4.25%, 9/18/29(a) |
200,000 | 184,472 | ||||||
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 | 365,699 | ||||||
Braskem Idesa SAPI |
500,000 | 390,000 | ||||||
Cemex SAB de CV |
||||||||
5.20%, 9/17/30(b) |
200,000 | 182,429 | ||||||
5.20%, 9/17/30(a) |
300,000 | 273,644 | ||||||
3.88%, 7/11/31(b) |
200,000 | 168,466 | ||||||
GCC SAB de CV Co. |
400,000 | 342,400 | ||||||
Grupo Bimbo SAB de CV |
||||||||
5.95%, 4/17/23, (5.95% fixed rate until 4/17/23; 5-year Constant Maturity Treasury Rate + 3.28% thereafter)(b)(c)(d) |
400,000 | 397,424 | ||||||
Orbia Advance Corp. SAB de CV |
400,000 | 330,698 | ||||||
|
|
|||||||
Total Mexico | 3,004,176 | |||||||
Morocco 0.7% |
| |||||||
OCP SA |
||||||||
4.50%, 10/22/25(b) |
200,000 | 195,521 | ||||||
6.88%, 4/25/44(a) |
200,000 | 176,634 | ||||||
|
|
|||||||
Total Morocco | 372,155 |
See Notes to Financial Statements.
WisdomTree Trust | 37 |
Schedule of Investments (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Netherlands 1.6% |
| |||||||
Sigma Finance Netherlands BV |
$ | 385,000 | $ | 373,509 | ||||
VEON Holdings BV |
||||||||
4.00%, 4/9/25(b) |
550,000 | 354,750 | ||||||
3.38%, 11/25/27(a) |
200,000 | 105,000 | ||||||
|
|
|||||||
Total Netherlands | 833,259 | |||||||
Oman 2.7% |
| |||||||
OQ SAOC |
||||||||
5.13%, 5/6/28(b) |
500,000 | 485,125 | ||||||
5.13%, 5/6/28(a) |
250,000 | 242,563 | ||||||
Oryx Funding Ltd. |
250,000 | 238,249 | ||||||
Oztel Holdings SPC Ltd. |
450,000 | 452,830 | ||||||
|
|
|||||||
Total Oman | 1,418,767 | |||||||
Panama 1.5% |
| |||||||
Aeropuerto Internacional de Tocumen SA |
325,000 | 266,115 | ||||||
AES Panama Generation Holdings SRL |
625,000 | 545,000 | ||||||
|
|
|||||||
Total Panama | 811,115 | |||||||
Peru 2.5% |
| |||||||
Credicorp Ltd. |
||||||||
2.75%, 6/17/25(b)(e) |
225,000 | 212,130 | ||||||
2.75%, 6/17/25(a) |
200,000 | 188,560 | ||||||
Inkia Energy Ltd. |
200,000 | 190,563 | ||||||
InRetail Consumer |
375,000 | 323,647 | ||||||
Southern Copper Corp. |
400,000 | 417,539 | ||||||
|
|
|||||||
Total Peru | 1,332,439 | |||||||
Poland 0.7% |
| |||||||
Canpack SA / Canpack U.S. LLC |
384,000 | 342,780 | ||||||
Qatar 2.2% | ||||||||
Commercial Bank PSQC |
||||||||
4.50%, 3/3/26, (4.5% fixed rate until 3/3/26; 5-year Constant Maturity Treasury Rate + 3.874% thereafter)(a)(c)(d) |
400,000 | 369,000 | ||||||
Ooredoo International Finance Ltd. |
375,000 | 335,625 | ||||||
Qatar Energy |
||||||||
2.25%, 7/12/31(a) |
200,000 | 174,500 | ||||||
3.30%, 7/12/51(b) |
325,000 | 259,066 | ||||||
|
|
|||||||
Total Qatar | 1,138,191 | |||||||
Russia 1.1% |
| |||||||
Alfa Bank AO Via Alfa Bond Issuance PLC |
||||||||
5.95%, 4/15/30, (5.95% fixed rate until 4/15/25; 5-year Constant Maturity Treasury Rate + 4.546% thereafter)(b)(f) |
350,000 | 32,025 | ||||||
Credit Bank of Moscow Via CBOM Finance PLC |
500,000 | 103,531 | ||||||
Gazprom PJSC Via Gaz Capital SA |
322,000 | 169,050 | ||||||
Gazprom PJSC Via Gaz Finance PLC |
||||||||
4.60%, 10/26/25, (4.599% fixed rate until 10/26/25; 5-year Constant Maturity Treasury Rate + 4.264% thereafter)(b)(c)(d) |
225,000 | 90,070 | ||||||
Phosagro OAO Via Phosagro Bond Funding DAC |
250,000 | 135,000 | ||||||
Sovcombank Via SovCom Capital DAC |
||||||||
7.75%, 5/6/25, (7.75% fixed rate until 5/6/25; 5-year Constant Maturity Treasury Rate + 6.38% thereafter)(b)(d)(f) |
300,000 | 24,563 | ||||||
|
|
|||||||
Total Russia | 554,239 | |||||||
Saudi Arabia 2.9% |
| |||||||
Arabian Centres Sukuk II Ltd. |
200,000 | 182,032 | ||||||
EIG Pearl Holdings Sarl |
200,000 | 174,950 | ||||||
SA Global Sukuk Ltd. |
||||||||
2.69%, 6/17/31(b) |
200,000 | 182,645 | ||||||
2.69%, 6/17/31(a) |
200,000 | 182,645 | ||||||
Saudi Arabian Oil Co. |
700,000 | 610,050 | ||||||
Saudi Electricity Global Sukuk Co. 2 |
200,000 | 200,454 | ||||||
|
|
|||||||
Total Saudi Arabia | 1,532,776 | |||||||
Singapore 0.7% |
| |||||||
Oversea-Chinese Banking Corp. Ltd. |
||||||||
1.83%, 9/10/30, (1.832% fixed rate until 9/10/25; 5-year Constant Maturity Treasury Rate + 1.58% thereafter)(b)(c) |
425,000 | 389,164 | ||||||
South Africa 3.2% |
| |||||||
AngloGold Ashanti Holdings PLC |
||||||||
3.38%, 11/1/28 |
350,000 | 307,847 | ||||||
6.50%, 4/15/40 |
256,000 | 249,175 | ||||||
Bidvest Group UK PLC |
425,000 | 390,362 | ||||||
Gold Fields Orogen Holdings BVI Ltd. |
425,000 | 428,764 | ||||||
Sasol Financing USA LLC |
350,000 | 326,616 | ||||||
|
|
|||||||
Total South Africa | 1,702,764 | |||||||
South Korea 4.6% |
| |||||||
Kookmin Bank |
||||||||
2.50%, 11/4/30(b) |
475,000 | 394,167 | ||||||
2.50%, 11/4/30(a) |
300,000 | 248,948 | ||||||
KT Corp. |
300,000 | 297,124 | ||||||
POSCO |
400,000 | 397,164 |
See Notes to Financial Statements.
38 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Shinhan Financial Group Co. Ltd. |
||||||||
2.88%, 5/12/26, (2.875% fixed rate until 5/12/26; 5-year Constant Maturity Treasury Rate + 2.064% thereafter)(b)(c)(d) |
$ | 300,000 | $ | 265,875 | ||||
SK Hynix, Inc. |
||||||||
3.00%, 9/17/24(a) |
200,000 | 192,963 | ||||||
2.38%, 1/19/31(b) |
300,000 | 237,060 | ||||||
Woori Bank |
400,000 | 400,175 | ||||||
|
|
|||||||
Total South Korea | 2,433,476 | |||||||
Taiwan 0.7% |
| |||||||
TSMC Global Ltd. |
350,000 | 351,852 | ||||||
Thailand 3.7% | ||||||||
Bangkok Bank PCL |
||||||||
5.00%, 9/23/25, (5.00% fixed rate until 9/23/25; 5-year Constant Maturity Treasury Rate + 4.729% thereafter)(b)(c)(d) |
450,000 | 423,000 | ||||||
4.45%, 9/19/28(b) |
300,000 | 297,487 | ||||||
GC Treasury Center Co. Ltd. |
||||||||
2.98%, 3/18/31(a)(e) |
200,000 | 166,855 | ||||||
4.40%, 3/30/32(b) |
440,000 | 406,433 | ||||||
PTTEP Treasury Center Co. Ltd. |
||||||||
2.59%, 6/10/27(a) |
200,000 | 181,610 | ||||||
3.90%, 12/6/59(b) |
600,000 | 456,870 | ||||||
|
|
|||||||
Total Thailand | 1,932,255 | |||||||
Turkey 2.6% |
| |||||||
Akbank TAS |
300,000 | 271,067 | ||||||
Turk Telekomunikasyon AS |
200,000 | 179,322 | ||||||
Turkiye Is Bankasi AS |
200,000 | 188,957 | ||||||
Turkiye Sise ve Cam Fabrikalari AS |
500,000 | 464,171 | ||||||
Yapi ve Kredi Bankasi AS |
||||||||
7.88%, 1/22/31, (7.875% fixed rate until 1/22/26; 5-year Constant Maturity Treasury Rate + 7.415% thereafter)(b)(c) |
300,000 | 266,290 | ||||||
|
|
|||||||
Total Turkey | 1,369,807 | |||||||
United Arab Emirates 4.9% |
| |||||||
Abu Dhabi National Energy Co. PJSC |
||||||||
2.00%, 4/29/28(a) |
200,000 | 179,700 | ||||||
4.88%, 4/23/30(a) |
200,000 | 211,100 | ||||||
DP World Ltd. |
370,000 | 410,084 | ||||||
Emirates NBD Bank PJSC |
||||||||
6.13%, 3/20/25, (6.13% fixed rate until 3/20/25; 6-year U.S. dollar Swap Rate + 3.656% thereafter)(a)(c)(d) |
350,000 | 348,477 | ||||||
Galaxy Pipeline Assets Bidco Ltd. |
||||||||
1.75%, 9/30/27(a) |
446,010 | 418,403 | ||||||
2.16%, 3/31/34(b) |
288,258 | 252,226 | ||||||
2.94%, 9/30/40(b) |
3,845 | 3,206 | ||||||
2.94%, 9/30/40(a) |
196,522 | 163,886 | ||||||
MAF Global Securities Ltd. |
200,000 | 200,726 | ||||||
MHP Lux SA |
275,000 | 124,437 | ||||||
Sweihan PV Power Co. PJSC |
322,793 | 274,616 | ||||||
|
|
|||||||
Total United Arab Emirates | 2,586,861 | |||||||
United Kingdom 1.1% |
| |||||||
Antofagasta PLC |
275,000 | 273,625 | ||||||
CK Hutchison International 21 Ltd. |
350,000 | 302,272 | ||||||
|
|
|||||||
Total United Kingdom | 575,897 | |||||||
United States 0.9% |
| |||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. |
568,000 | 492,024 | ||||||
TOTAL CORPORATE BONDS (Cost: $53,900,799) |
|
46,019,753 | ||||||
FOREIGN GOVERNMENT AGENCIES 1.8% |
| |||||||
South Korea 1.8% |
| |||||||
Korea Development Bank |
250,000 | 249,535 | ||||||
Korea Electric Power Corp. |
700,000 | 688,156 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $948,140) |
|
937,691 | ||||||
FOREIGN GOVERNMENT OBLIGATIONS 1.0% |
| |||||||
Hungary 0.7% |
| |||||||
Hungary Government International Bond |
400,000 | 386,468 | ||||||
Nigeria 0.3% | ||||||||
Nigeria Government International Bond |
200,000 | 153,500 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $595,289) |
539,968 | |||||||
Shares | ||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED 3.8% |
| |||||||
United States 3.8% |
| |||||||
State Street Navigator Securities Lending |
||||||||
(Cost: $2,002,085) | 2,002,085 | 2,002,085 | ||||||
TOTAL INVESTMENTS IN SECURITIES 94.0% (Cost: $57,446,313) |
|
49,499,497 | ||||||
Other Assets less Liabilities 6.0% |
|
3,155,549 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 52,655,046 |
(a) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
(b) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
See Notes to Financial Statements.
WisdomTree Trust | 39 |
Schedule of Investments (concluded)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
August 31, 2022
(c) | Rate shown reflects the accrual rate as of August 31, 2022 on securities with variable or step rates. |
(d) | The security has a perpetual maturity; the date displayed is the next call date. |
(e) | Security, or portion thereof, was on loan at August 31, 2022 (See Note 2). At August 31, 2022, the total market value of the Funds securities on loan identified in the Schedule of Investments was $3,092,296 and the total market value of the collateral held by the Fund was $3,216,067. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,213,982. |
(f) | Security in default on interest payments. |
(g) | Rate shown represents annualized 7-day yield as of August 31, 2022. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Short Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
10 Year U.S. Treasury Note |
30 | 12/20/22 | $ | (3,507,188 | ) | $ | 21,985 | |||||||||
Ultra 10 Year U.S. Treasury Note |
27 | 12/20/22 | (3,380,062 | ) | 22,659 | |||||||||||
$ | (6,887,250 | ) | $ | 44,644 | ||||||||||||
Long Exposure | ||||||||||||||||
2 Year U.S. Treasury Note |
43 | 12/30/22 | $ | 8,958,110 | $ | (10,301 | ) | |||||||||
5 Year U.S. Treasury Note |
1 | 12/30/22 | 110,820 | (410 | ) | |||||||||||
U.S. Treasury Long Bond |
7 | 12/20/22 | 950,906 | (9,188 | ) | |||||||||||
U.S. Treasury Ultra Long Term Bond |
1 | 12/20/22 | 149,500 | | ||||||||||||
$ | 10,169,336 | $ | (19,899 | ) | ||||||||||||
Total Net |
|
$ | 3,282,086 | $ | 24,745 |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 46,019,753 | $ | | $ | 46,019,753 | ||||||||
Foreign Government Agencies |
| 937,691 | | 937,691 | ||||||||||||
Foreign Government Obligations |
| 539,968 | | 539,968 | ||||||||||||
Investment of Cash Collateral for Securities Loaned |
| 2,002,085 | | 2,002,085 | ||||||||||||
Total Investments in Securities |
$ | | $ | 49,499,497 | $ | | $ | 49,499,497 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | 44,644 | $ | | $ | | $ | 44,644 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (19,899 | ) | $ | | $ | | $ | (19,899 | ) | ||||||
Total Net |
$ | 24,745 | $ | 49,499,497 | $ | | $ | 49,524,242 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
40 | WisdomTree Trust |
Schedule of Investments
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||||||
FOREIGN GOVERNMENT OBLIGATIONS 80.7% |
| |||||||||||
Brazil 9.7% |
| |||||||||||
Brazil Letras do Tesouro Nacional |
||||||||||||
6.82%, 7/1/23, Series LTN(a) |
8,495,000 | BRL | $ | 1,475,166 | ||||||||
7.61%, 1/1/24, Series LTN(a) |
13,290,000 | BRL | 2,180,002 | |||||||||
9.41%, 7/1/24, Series LTN(a) |
7,255,000 | BRL | 1,130,234 | |||||||||
Brazil Notas do Tesouro Nacional |
||||||||||||
10.00%, 1/1/23, Series F |
7,835,000 | BRL | 1,494,503 | |||||||||
10.00%, 1/1/25, Series F |
4,249,000 | BRL | 785,563 | |||||||||
10.00%, 1/1/27, Series F |
3,780,000 | BRL | 681,977 | |||||||||
10.00%, 1/1/29, Series F |
3,560,000 | BRL | 624,230 | |||||||||
10.00%, 1/1/31, Series F |
500,000 | BRL | 85,760 | |||||||||
|
|
|||||||||||
Total Brazil | 8,457,435 | |||||||||||
Chile 3.8% | ||||||||||||
Bonos de la Tesoreria de la Republica en pesos |
||||||||||||
4.00%, 3/1/23(b)(c) |
200,000,000 | CLP | 217,165 | |||||||||
2.50%, 3/1/25 |
765,000,000 | CLP | 753,897 | |||||||||
4.50%, 3/1/26 |
680,000,000 | CLP | 688,280 | |||||||||
2.30%, 10/1/28(b)(c) |
105,000,000 | CLP | 91,465 | |||||||||
5.00%, 10/1/28(b)(c) |
480,000,000 | CLP | 489,625 | |||||||||
4.70%, 9/1/30(b)(c) |
175,000,000 | CLP | 173,674 | |||||||||
5.00%, 3/1/35 |
490,000,000 | CLP | 474,432 | |||||||||
6.00%, 1/1/43, Series 30YR |
380,000,000 | CLP | 397,863 | |||||||||
|
|
|||||||||||
Total Chile | 3,286,401 | |||||||||||
China 4.5% | ||||||||||||
China Development Bank |
2,000,000 | CNY | 301,013 | |||||||||
China Government Bond |
||||||||||||
3.12%, 12/5/26, Series 1916 |
2,250,000 | CNY | 336,282 | |||||||||
2.85%, 6/4/27, Series INBK |
1,700,000 | CNY | 251,565 | |||||||||
3.25%, 11/22/28, Series 1827 |
5,000,000 | CNY | 754,305 | |||||||||
3.29%, 5/23/29, Series 1906 |
5,000,000 | CNY | 758,134 | |||||||||
3.13%, 11/21/29, Series 1915 |
4,000,000 | CNY | 599,105 | |||||||||
2.68%, 5/21/30, Series INBK |
2,970,000 | CNY | 431,158 | |||||||||
3.81%, 9/14/50, Series INBK |
3,000,000 | CNY | 487,035 | |||||||||
|
|
|||||||||||
Total China | 3,918,597 | |||||||||||
Colombia 6.4% | ||||||||||||
Colombian TES |
||||||||||||
10.00%, 7/24/24, Series B |
2,958,700,000 | COP | 656,909 | |||||||||
6.25%, 11/26/25, Series B |
1,502,400,000 | COP | 294,101 | |||||||||
7.50%, 8/26/26, Series B |
5,104,300,000 | COP | 1,008,097 | |||||||||
5.75%, 11/3/27, Series B |
5,079,700,000 | COP | 887,840 | |||||||||
6.00%, 4/28/28, Series B |
2,422,600,000 | COP | 419,664 | |||||||||
7.75%, 9/18/30, Series B |
562,200,000 | COP | 100,139 | |||||||||
7.00%, 3/26/31, Series B |
3,300,000,000 | COP | 552,214 | |||||||||
7.00%, 6/30/32, Series B |
3,041,800,000 | COP | 492,677 | |||||||||
7.25%, 10/18/34, Series B |
2,210,400,000 | COP | 349,530 | |||||||||
6.25%, 7/9/36, Series B |
5,000,000,000 | COP | 697,245 | |||||||||
7.25%, 10/26/50, Series B |
850,000,000 | COP | 117,732 | |||||||||
|
|
|||||||||||
Total Colombia | 5,576,148 | |||||||||||
Czech Republic 1.8% | ||||||||||||
Czech Republic Government Bond |
||||||||||||
0.45%, 10/25/23, Series 97(b) |
5,680,000 | CZK | 217,411 | |||||||||
3.62%, 12/12/24, Series 135(a) |
2,000,000 | CZK | 72,152 | |||||||||
1.25%, 2/14/25, Series 120 |
10,000,000 | CZK | 367,160 | |||||||||
0.25%, 2/10/27, Series 100 |
6,300,000 | CZK | 209,182 | |||||||||
0.05%, 11/29/29, Series 130 |
9,200,000 | CZK | 268,765 | |||||||||
1.20%, 3/13/31, Series 121 |
15,000,000 | CZK | 464,256 | |||||||||
|
|
|||||||||||
Total Czech Republic | 1,598,926 | |||||||||||
Egypt 0.0% | ||||||||||||
Egypt Government Bond |
200,000 | EGP | 9,428 | |||||||||
Hungary 1.5% | ||||||||||||
Hungary Government Bond |
||||||||||||
1.75%, 10/26/22, Series 22/B |
66,770,000 | HUF | 165,303 | |||||||||
6.00%, 11/24/23, Series 23/A |
17,600,000 | HUF | 41,654 | |||||||||
3.00%, 6/26/24, Series 24/B |
168,940,000 | HUF | 369,297 | |||||||||
1.00%, 11/26/25, Series 25/C(d) |
30,000,000 | HUF | 55,678 | |||||||||
3.00%, 10/27/27, Series 27/A(d) |
164,360,000 | HUF | 302,505 | |||||||||
3.00%, 8/21/30, Series 30/A(d) |
55,660,000 | HUF | 94,062 | |||||||||
3.25%, 10/22/31, Series 31/A(d) |
72,870,000 | HUF | 121,454 | |||||||||
2.25%, 4/20/33, Series 33/A(d) |
95,360,000 | HUF | 135,150 | |||||||||
3.00%, 10/27/38, Series 38/A |
27,000,000 | HUF | 35,271 | |||||||||
|
|
|||||||||||
Total Hungary | 1,320,374 | |||||||||||
India 4.1% | ||||||||||||
India Government Bond |
||||||||||||
5.15%, 11/9/25 |
50,000,000 | INR | 597,761 | |||||||||
5.63%, 4/12/26 |
50,000,000 | INR | 605,948 | |||||||||
7.26%, 1/14/29 |
50,000,000 | INR | 634,907 | |||||||||
5.79%, 5/11/30 |
50,000,000 | INR | 579,625 | |||||||||
6.10%, 7/12/31 |
50,000,000 | INR | 585,214 | |||||||||
7.16%, 9/20/50 |
50,000,000 | INR | 604,784 | |||||||||
|
|
|||||||||||
Total India | 3,608,239 | |||||||||||
Indonesia 11.2% | ||||||||||||
Indonesia Treasury Bond |
||||||||||||
8.38%, 3/15/24, Series FR70 |
8,465,000,000 | IDR | 593,135 | |||||||||
8.13%, 5/15/24, Series FR77 |
8,178,000,000 | IDR | 572,749 | |||||||||
6.50%, 6/15/25, Series FR81 |
7,700,000,000 | IDR | 523,190 | |||||||||
5.50%, 4/15/26, Series FR86 |
4,697,000,000 | IDR | 306,646 | |||||||||
8.38%, 9/15/26, Series FR56 |
9,931,000,000 | IDR | 712,918 | |||||||||
6.13%, 5/15/28, Series FR64 |
12,300,000,000 | IDR | 804,876 | |||||||||
9.00%, 3/15/29, Series FR71 |
9,875,000,000 | IDR | 736,176 | |||||||||
8.25%, 5/15/29, Series FR78 |
3,520,000,000 | IDR | 253,580 | |||||||||
7.00%, 9/15/30, Series FR82 |
13,000,000,000 | IDR | 874,987 | |||||||||
8.75%, 5/15/31, Series FR73 |
8,601,000,000 | IDR | 640,330 | |||||||||
8.25%, 6/15/32, Series FR58 |
4,489,000,000 | IDR | 328,219 | |||||||||
8.38%, 3/15/34, Series FR68 |
9,800,000,000 | IDR | 719,690 | |||||||||
7.50%, 6/15/35, Series FR80 |
11,063,000,000 | IDR | 769,211 | |||||||||
8.25%, 5/15/36, Series FR72 |
11,563,000,000 | IDR | 841,760 | |||||||||
7.50%, 5/15/38, Series FR75 |
3,300,000,000 | IDR | 227,004 | |||||||||
8.38%, 4/15/39, Series FR79 |
2,800,000,000 | IDR | 208,361 | |||||||||
7.50%, 4/15/40, Series FR83 |
4,000,000,000 | IDR | 277,312 | |||||||||
8.75%, 2/15/44, Series FR67 |
1,390,000,000 | IDR | 106,102 | |||||||||
Perusahaan Penerbit SBSN Indonesia |
5,000,000,000 | IDR | 343,427 | |||||||||
|
|
|||||||||||
Total Indonesia | 9,839,673 | |||||||||||
Malaysia 7.6% | ||||||||||||
Malaysia Government Bond |
||||||||||||
3.48%, 6/14/24, Series 0319 |
1,000,000 | MYR | 224,352 |
See Notes to Financial Statements.
WisdomTree Trust | 41 |
Schedule of Investments (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||||||
4.18%, 7/15/24, Series 0114 |
1,560,000 | MYR | $ | 354,368 | ||||||||
3.96%, 9/15/25, Series 0115 |
2,890,000 | MYR | 655,984 | |||||||||
3.91%, 7/15/26, Series 0119 |
465,000 | MYR | 105,193 | |||||||||
3.90%, 11/30/26, Series 0316 |
1,400,000 | MYR | 315,849 | |||||||||
3.90%, 11/16/27, Series 0417 |
4,410,000 | MYR | 992,440 | |||||||||
3.89%, 8/15/29, Series 0219 |
800,000 | MYR | 178,048 | |||||||||
2.63%, 4/15/31, Series 0220 |
2,000,000 | MYR | 403,284 | |||||||||
3.83%, 7/5/34, Series 0419 |
1,485,000 | MYR | 320,534 | |||||||||
4.25%, 5/31/35, Series 0415 |
1,400,000 | MYR | 313,745 | |||||||||
4.76%, 4/7/37, Series 0317 |
1,832,000 | MYR | 431,720 | |||||||||
3.76%, 5/22/40, Series 0519 |
1,500,000 | MYR | 309,598 | |||||||||
4.07%, 6/15/50, Series 0120 |
1,315,000 | MYR | 270,588 | |||||||||
Malaysia Government Investment Issue |
||||||||||||
4.13%, 8/15/25, Series 0118 |
1,725,000 | MYR | 392,089 | |||||||||
3.73%, 3/31/26, Series 0319 |
2,900,000 | MYR | 650,221 | |||||||||
3.42%, 9/30/27, Series 0120 |
500,000 | MYR | 109,784 | |||||||||
3.47%, 10/15/30, Series 0220 |
1,980,000 | MYR | 425,532 | |||||||||
3.45%, 7/15/36, Series 0121 |
1,125,000 | MYR | 230,373 | |||||||||
|
|
|||||||||||
Total Malaysia | 6,683,702 | |||||||||||
Mexico 4.7% | ||||||||||||
Mexican Bonos |
||||||||||||
5.75%, 3/5/26, Series M |
3,700,000 | MXN | 164,984 | |||||||||
8.50%, 5/31/29, Series M 20 |
15,945,000 | MXN | 772,305 | |||||||||
7.75%, 5/29/31, Series M |
15,133,000 | MXN | 693,518 | |||||||||
7.75%, 11/23/34, Series M |
5,319,000 | MXN | 238,709 | |||||||||
10.00%, 11/20/36, Series M 30 |
4,237,000 | MXN | 228,604 | |||||||||
8.50%, 11/18/38, Series M 30 |
9,354,000 | MXN | 444,266 | |||||||||
7.75%, 11/13/42, Series M |
15,142,000 | MXN | 665,060 | |||||||||
8.00%, 11/7/47, Series M |
20,000,000 | MXN | 895,833 | |||||||||
|
|
|||||||||||
Total Mexico | 4,103,279 | |||||||||||
Peru 3.5% | ||||||||||||
Peru Government Bond |
||||||||||||
8.20%, 8/12/26 |
125,000 | PEN | 33,962 | |||||||||
6.35%, 8/12/28 |
2,200,000 | PEN | 537,434 | |||||||||
5.94%, 2/12/29 |
4,785,000 | PEN | 1,130,156 | |||||||||
6.15%, 8/12/32 |
3,451,000 | PEN | 783,535 | |||||||||
5.40%, 8/12/34 |
330,000 | PEN | 68,143 | |||||||||
6.90%, 8/12/37 |
500,000 | PEN | 115,445 | |||||||||
5.35%, 8/12/40 |
2,000,000 | PEN | 381,438 | |||||||||
|
|
|||||||||||
Total Peru | 3,050,113 | |||||||||||
Philippines 1.8% | ||||||||||||
Philippine Government International Bond |
||||||||||||
3.90%, 11/26/22 |
39,000,000 | PHP | 687,720 | |||||||||
6.25%, 1/14/36 |
50,000,000 | PHP | 857,513 | |||||||||
|
|
|||||||||||
Total Philippines | 1,545,233 | |||||||||||
Poland 3.7% | ||||||||||||
Republic of Poland Government Bond |
||||||||||||
2.50%, 1/25/23, Series 0123 |
270,000 | PLN | 56,611 | |||||||||
4.00%, 10/25/23, Series 1023 |
2,300,000 | PLN | 476,332 | |||||||||
2.50%, 4/25/24, Series 0424(d) |
1,200,000 | PLN | 239,627 | |||||||||
0.75%, 4/25/25, Series 0425(d) |
3,705,000 | PLN | 678,427 | |||||||||
2.50%, 7/25/26, Series 0726 |
4,095,000 | PLN | 751,673 | |||||||||
2.50%, 7/25/27, Series 0727(d) |
3,505,000 | PLN | 621,003 | |||||||||
2.75%, 10/25/29, Series 1029(d) |
585,000 | PLN | 100,556 | |||||||||
1.25%, 10/25/30, Series 1030 |
2,215,000 | PLN | 328,722 | |||||||||
|
|
|||||||||||
Total Poland | 3,252,951 | |||||||||||
Romania 1.8% | ||||||||||||
Romania Government Bond |
||||||||||||
5.85%, 4/26/23, Series 10Y |
1,470,000 | RON | 302,531 | |||||||||
4.00%, 10/25/23, Series 3Y |
565,000 | RON | 113,279 | |||||||||
3.25%, 4/29/24, Series 7Y |
950,000 | RON | 184,707 | |||||||||
4.75%, 2/24/25, Series 10Y |
1,410,000 | RON | 274,100 | |||||||||
4.85%, 4/22/26, Series 7Y |
1,000,000 | RON | 188,904 | |||||||||
5.80%, 7/26/27, Series 15YR(d) |
580,000 | RON | 110,994 | |||||||||
4.15%, 1/26/28, Series 8Y |
940,000 | RON | 164,657 | |||||||||
5.00%, 2/12/29, Series 10Y |
500,000 | RON | 89,236 | |||||||||
3.65%, 9/24/31, Series 15Y |
500,000 | RON | 76,655 | |||||||||
4.75%, 10/11/34, Series 15Y |
560,000 | RON | 88,587 | |||||||||
|
|
|||||||||||
Total Romania | 1,593,650 | |||||||||||
South Africa 9.1% | ||||||||||||
Republic of South Africa Government Bond |
||||||||||||
10.50%, 12/21/26, Series R186 |
10,000,000 | ZAR | 616,482 | |||||||||
8.00%, 1/31/30, Series 2030 |
25,655,000 | ZAR | 1,318,167 | |||||||||
7.00%, 2/28/31, Series R213 |
10,267,000 | ZAR | 477,949 | |||||||||
8.25%, 3/31/32, Series 2032 |
19,895,000 | ZAR | 986,614 | |||||||||
8.88%, 2/28/35, Series 2035 |
18,810,000 | ZAR | 936,284 | |||||||||
6.25%, 3/31/36, Series R209 |
3,021,600 | ZAR | 117,243 | |||||||||
8.50%, 1/31/37, Series 2037 |
12,350,000 | ZAR | 581,800 | |||||||||
9.00%, 1/31/40, Series 2040 |
19,300,000 | ZAR | 929,762 | |||||||||
6.50%, 2/28/41, Series R214 |
4,005,000 | ZAR | 148,104 | |||||||||
8.75%, 1/31/44, Series 2044 |
12,665,000 | ZAR | 586,980 | |||||||||
8.75%, 2/28/48, Series 2048 |
28,120,000 | ZAR | 1,299,472 | |||||||||
|
|
|||||||||||
Total South Africa | 7,998,857 | |||||||||||
Thailand 3.9% | ||||||||||||
Thailand Government Bond |
||||||||||||
2.00%, 12/17/22 |
6,000,000 | THB | 165,141 | |||||||||
0.75%, 6/17/24 |
3,025,000 | THB | 81,891 | |||||||||
1.45%, 12/17/24 |
31,565,000 | THB | 862,542 | |||||||||
0.95%, 6/17/25 |
7,000,000 | THB | 188,022 | |||||||||
3.85%, 12/12/25 |
5,480,000 | THB | 160,021 | |||||||||
2.13%, 12/17/26 |
4,000,000 | THB | 110,645 | |||||||||
2.88%, 12/17/28 |
3,615,000 | THB | 103,122 | |||||||||
4.88%, 6/22/29 |
5,067,000 | THB | 161,245 | |||||||||
1.60%, 12/17/29 |
15,245,000 | THB | 397,291 | |||||||||
3.65%, 6/20/31 |
9,000,000 | THB | 270,158 | |||||||||
1.60%, 6/17/35 |
6,130,000 | THB | 144,822 | |||||||||
3.40%, 6/17/36 |
9,225,000 | THB | 263,695 | |||||||||
3.30%, 6/17/38 |
12,000,000 | THB | 330,842 | |||||||||
2.88%, 6/17/46 |
6,985,000 | THB | 171,598 | |||||||||
|
|
|||||||||||
Total Thailand | 3,411,035 | |||||||||||
Turkey 1.6% | ||||||||||||
Turkey Government Bond |
||||||||||||
12.20%, 1/18/23 |
3,235,000 | TRY | 177,001 | |||||||||
16.20%, 6/14/23 |
4,830,000 | TRY | 270,774 | |||||||||
9.00%, 7/24/24 |
733,000 | TRY | 38,655 | |||||||||
8.00%, 3/12/25 |
4,657,000 | TRY | 237,016 | |||||||||
12.60%, 10/1/25 |
3,815,000 | TRY | 213,138 | |||||||||
10.60%, 2/11/26 |
2,290,000 | TRY | 121,992 | |||||||||
11.00%, 2/24/27 |
806,000 | TRY | 41,287 | |||||||||
10.50%, 8/11/27 |
3,410,000 | TRY | 172,051 | |||||||||
11.70%, 11/13/30 |
1,905,000 | TRY | 102,294 | |||||||||
|
|
|||||||||||
Total Turkey | 1,374,208 | |||||||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $91,316,618) |
|
70,628,249 |
See Notes to Financial Statements.
42 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||||||
SUPRANATIONAL BONDS 9.6% |
| |||||||||||
European Bank for Reconstruction & Development |
7,910,000,000 | IDR | $ | 535,345 | ||||||||
European Investment Bank |
||||||||||||
5.50%, 1/23/23 |
7,000,000 | MXN | 339,698 | |||||||||
7.50%, 7/30/23 |
38,000,000 | MXN | 1,835,382 | |||||||||
7.75%, 1/30/25 |
10,000,000 | MXN | 474,364 | |||||||||
8.13%, 12/21/26 |
9,740,000 | ZAR | 576,878 | |||||||||
8.00%, 5/5/27(b) |
12,500,000 | ZAR | 732,095 | |||||||||
Inter-American Development Bank |
8,000,000 | MXN | 375,497 | |||||||||
International Bank for Reconstruction & Development |
6,675,000 | ZAR | 391,695 | |||||||||
International Finance Corp. |
||||||||||||
5.75%, 3/2/23 |
11,000,000 | MXN | 534,216 | |||||||||
7.00%, 7/20/27 |
27,980,000 | MXN | 1,267,113 | |||||||||
7.50%, 1/18/28 |
19,700,000 | MXN | 911,683 | |||||||||
7.75%, 1/18/30 |
10,000,000 | MXN | 456,593 | |||||||||
TOTAL SUPRANATIONAL BONDS (Cost: $8,940,308) |
|
8,430,559 | ||||||||||
REPURCHASE AGREEMENT 4.6% |
| |||||||||||
United States 4.6% |
| |||||||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/22 (tri-party custodian: The Bank of New York Mellon Corp.), 2.30% due 9/1/22; Proceeds at maturity $3,970,254 (fully collateralized by Ginnie Mae II Single Family, 2.00% 3.50% due 3/20/52; Market value including accrued interest $4,169,009) |
||||||||||||
(Cost: $3,970,000) | 3,970,000 | 3,970,000 | ||||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED 2.9% |
| |||||||||||
United States 2.9% |
| |||||||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 2.34%(e) |
||||||||||||
(Cost: $2,553,599) | 2,553,599 | 2,553,599 | ||||||||||
TOTAL INVESTMENTS IN SECURITIES 97.8% (Cost: $106,780,525) |
|
85,582,407 | ||||||||||
Other Assets less Liabilities 2.2% |
|
1,961,247 | ||||||||||
|
|
|||||||||||
NET ASSETS 100.0% |
|
$ | 87,543,654 |
| Principal amount is reported in U.S. dollars unless otherwise noted. |
(a) | Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2022. |
(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) | 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) | Security, or portion thereof, was on loan at August 31, 2022 (See Note 2). At August 31, 2022, the total market value of the Funds securities on loan identified in the Schedule of Investments was $2,459,456 and the total market value of the collateral held by the Fund was $2,553,599. |
(e) | Rate shown represents annualized 7-day yield as of August 31, 2022. |
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 |
|||||||||||||||||||||||
Barclays Bank PLC |
9/15/2022 | 2,462,000 | MYR | 558,163 | USD | $ | | $ | (8,272 | ) | ||||||||||||||||||
Citibank NA |
9/15/2022 | 19,000,000 | CNY | 2,818,698 | USD | | (55,321 | ) | ||||||||||||||||||||
Citibank NA |
9/15/2022 | 6,900,000 | TRY | 381,954 | USD | | (6,009 | ) | ||||||||||||||||||||
Citibank NA |
9/15/2022 | 152,117 | USD | 12,000,000 | INR | 1,280 | | |||||||||||||||||||||
HSBC Holdings PLC |
9/15/2022 | 8,200,000 | MXN | 403,257 | USD | 3,460 | | |||||||||||||||||||||
State Street Bank and Trust |
9/1/2022 | 2,432 | USD | 44,330 | TRY | | (4 | ) | ||||||||||||||||||||
State Street Bank and Trust |
9/1/2022 | 25,530 | USD | 437,500 | ZAR | | (138 | ) | ||||||||||||||||||||
$ | 4,740 | $ | (69,744 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 43 |
Schedule of Investments (concluded)
WisdomTree Emerging Markets Local Debt Fund (ELD)
August 31, 2022
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 70,628,249 | $ | | $ | 70,628,249 | ||||||||
Supranational Bonds |
| 8,430,559 | | 8,430,559 | ||||||||||||
Repurchase Agreement |
| 3,970,000 | | 3,970,000 | ||||||||||||
Investment of Cash Collateral for Securities Loaned |
| 2,553,599 | | 2,553,599 | ||||||||||||
Total Investments in Securities |
$ | | $ | 85,582,407 | $ | | $ | 85,582,407 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | 4,740 | $ | | $ | 4,740 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | (69,744 | ) | $ | | $ | (69,744 | ) | ||||||
Total Net |
$ | | $ | 85,517,403 | $ | | $ | 85,517,403 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
44 | WisdomTree Trust |
Schedule of Investments
WisdomTree Floating Rate Treasury Fund (USFR)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 99.8% |
| |||||||
U.S. Treasury Notes 99.8% |
| |||||||
U.S. Treasury Floating Rate Notes |
||||||||
2.94%, 10/31/23, (3-month U.S. Treasury Bill Money Market Yield + 0.035%)* |
$ | 2,350,067,000 | $ | 2,352,095,930 | ||||
2.89%, 1/31/24, (3-month U.S. Treasury Bill Money Market Yield - 0.015%)* |
2,164,758,000 | 2,164,400,577 | ||||||
2.83%, 4/30/24, (3-month U.S. Treasury Bill Money Market Yield - 0.075%)* |
2,103,456,000 | 2,100,053,534 | ||||||
2.94%, 7/31/24, (3-month U.S. Treasury Bill Money Market Yield + 0.37%)* |
1,418,587,000 | 1,417,498,844 | ||||||
TOTAL INVESTMENTS IN SECURITIES 99.8% (Cost: $8,041,023,263) |
|
8,034,048,885 | ||||||
Other Assets less Liabilities 0.2% |
|
18,194,168 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 8,052,243,053 |
* | Floating rate note. Coupon shown is in effect at August 31, 2022. Date represents the ultimate maturity date. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds investments (See Note 2 Fair Value Measurement):
Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
Assets: |
||||||||||||||||
Investments in Securities |
||||||||||||||||
U.S. Government Obligations |
$ | | $ | 8,034,048,885 | $ | | $ | 8,034,048,885 | ||||||||
Total Investments in Securities |
$ | | $ | 8,034,048,885 | $ | | $ | 8,034,048,885 |
See Notes to Financial Statements.
WisdomTree Trust | 45 |
Schedule of Investments
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
CORPORATE BONDS 95.2% |
| |||||||
Canada 0.3% |
| |||||||
Open Text Holdings, Inc. |
$ | 409,000 | $ | 329,806 | ||||
Primo Water Holdings, Inc. |
368,000 | 315,328 | ||||||
|
|
|||||||
Total Canada |
|
645,134 | ||||||
Germany 0.6% |
| |||||||
Deutsche Bank AG |
||||||||
3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(b) |
350,000 | 258,857 | ||||||
4.88%, 12/1/32, (4.875% fixed rate until 12/1/27; 5-year U.S. dollar ICE Swap Rate + 2.553% thereafter)(b) |
470,000 | 400,520 | ||||||
3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(b) |
563,000 | 403,040 | ||||||
|
|
|||||||
Total Germany |
|
1,062,417 | ||||||
United States 94.3% |
| |||||||
ACCO Brands Corp. |
255,000 | 213,705 | ||||||
AdaptHealth LLC |
639,000 | 524,133 | ||||||
ADT Security Corp. |
747,000 | 631,857 | ||||||
AECOM |
285,000 | 278,858 | ||||||
Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
20,000 | 19,886 | ||||||
3.25%, 3/15/26(a) |
60,000 | 54,170 | ||||||
7.50%, 3/15/26(a) |
415,000 | 426,002 | ||||||
4.63%, 1/15/27(a) |
1,060,000 | 972,433 | ||||||
5.88%, 2/15/28(a) |
167,000 | 159,358 | ||||||
3.50%, 3/15/29(a) |
460,000 | 378,805 | ||||||
4.88%, 2/15/30(a) |
637,000 | 558,967 | ||||||
Allison Transmission, Inc. |
597,000 | 565,771 | ||||||
AMC Networks, Inc. |
125,000 | 122,314 | ||||||
4.75%, 8/1/25(c) |
508,000 | 473,192 | ||||||
American Axle & Manufacturing, Inc. |
320,000 | 268,954 | ||||||
American Finance Trust, Inc. / American Finance Operating Partner LP |
272,000 | 218,606 | ||||||
AmeriGas Partners LP / AmeriGas Finance Corp. |
236,000 | 233,380 | ||||||
5.50%, 5/20/25 |
588,000 | 559,035 | ||||||
5.88%, 8/20/26 |
233,000 | 223,668 | ||||||
5.75%, 5/20/27 |
17,000 | 16,047 | ||||||
Amkor Technology, Inc. |
237,000 | 232,269 | ||||||
AMN Healthcare, Inc. |
40,000 | 37,100 | ||||||
ANGI Group LLC |
311,000 | 236,298 | ||||||
Antero Midstream Partners LP / Antero Midstream Finance Corp. |
150,000 | 142,863 | ||||||
5.75%, 1/15/28(a) |
591,000 | 562,047 | ||||||
Antero Resources Corp. |
248,000 | 252,563 | ||||||
Apache Corp. |
25,000 | 22,619 | ||||||
5.10%, 9/1/40 |
456,000 | 393,505 | ||||||
4.75%, 4/15/43 |
16,000 | 12,773 | ||||||
Apollo Commercial Real Estate Finance, Inc. |
280,000 | 226,811 | ||||||
APX Group, Inc. |
184,000 | 151,493 | ||||||
Aramark Services, Inc. |
380,000 | 371,564 | ||||||
6.38%, 5/1/25(a) |
419,000 | 414,626 | ||||||
5.00%, 2/1/28(a)(c) |
242,000 | 223,083 | ||||||
Archrock Partners LP / Archrock Partners Finance Corp. |
173,000 | 164,454 | ||||||
6.25%, 4/1/28(a) |
439,000 | 401,883 | ||||||
Asbury Automotive Group, Inc. |
90,000 | 77,273 | ||||||
5.00%, 2/15/32(a) |
526,000 | 439,994 | ||||||
ASGN, Inc. |
196,000 | 175,612 | ||||||
Audacy Capital Corp. |
332,000 | 104,925 | ||||||
Avantor Funding, Inc. |
549,000 | 500,304 | ||||||
3.88%, 11/1/29(a) |
36,000 | 31,312 | ||||||
Avient Corp. |
150,000 | 148,142 | ||||||
Axalta Coating Systems LLC |
248,000 | 208,876 | ||||||
B&G Foods, Inc. |
813,000 | 727,464 | ||||||
5.25%, 9/15/27 |
130,000 | 108,550 | ||||||
Ball Corp. |
125,000 | 124,011 | ||||||
5.25%, 7/1/25 |
70,000 | 69,885 | ||||||
2.88%, 8/15/30 |
549,000 | 446,145 | ||||||
Bath & Body Works, Inc. |
230,000 | 206,602 | ||||||
7.50%, 6/15/29(c) |
45,000 | 43,337 | ||||||
6.63%, 10/1/30(a) |
370,000 | 336,589 | ||||||
Bausch Health Americas, Inc. |
1,007,000 | 605,328 | ||||||
Berry Global, Inc. |
20,000 | 17,865 | ||||||
4.88%, 7/15/26(a) |
131,000 | 128,035 | ||||||
Big River Steel LLC / BRS Finance Corp. |
250,000 | 250,965 |
See Notes to Financial Statements.
46 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Black Knight InfoServ LLC |
$ | 110,000 | $ | 96,523 | ||||
Booz Allen Hamilton, Inc. |
220,000 | 196,035 | ||||||
Boyd Gaming Corp. |
597,000 | 558,691 | ||||||
Brinks Co. |
261,000 | 235,205 | ||||||
Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LLC |
549,000 | 516,373 | ||||||
4.50%, 4/1/27(a) |
308,000 | 264,880 | ||||||
Builders FirstSource, Inc. |
510,000 | 454,058 | ||||||
4.25%, 2/1/32(a) |
200,000 | 159,938 | ||||||
Cable One, Inc. |
259,000 | 215,757 | ||||||
California Resources Corp. |
249,000 | 245,629 | ||||||
Cargo Aircraft Management, Inc. |
300,000 | 274,656 | ||||||
CCO Holdings LLC / CCO Holdings Capital Corp. |
477,000 | 453,388 | ||||||
4.75%, 3/1/30(a) |
710,000 | 610,877 | ||||||
4.50%, 8/15/30(a) |
1,147,000 | 966,038 | ||||||
4.25%, 1/15/34(a) |
1,049,000 | 799,978 | ||||||
CDI Escrow Issuer, Inc. |
483,000 | 448,026 | ||||||
CDW LLC / CDW Finance Corp. |
77,000 | 78,824 | ||||||
4.13%, 5/1/25 |
273,000 | 269,293 | ||||||
4.25%, 4/1/28 |
1,000 | 926 | ||||||
3.25%, 2/15/29 |
420,000 | 365,539 | ||||||
Centene Corp. |
202,000 | 192,056 | ||||||
4.63%, 12/15/29 |
1,033,000 | 974,408 | ||||||
3.00%, 10/15/30 |
845,000 | 706,809 | ||||||
Central Garden & Pet Co. |
198,000 | 166,298 | ||||||
CF Industries, Inc. |
6,000 | 5,639 | ||||||
Change Healthcare Holdings LLC / Change Healthcare Finance, Inc. |
327,000 | 323,177 | ||||||
Charles River Laboratories International, Inc. |
309,000 | 264,007 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
942,000 | 628,559 | ||||||
3.85%, 4/1/61 |
250,000 | 163,135 | ||||||
Chemours Co. |
414,000 | 382,432 | ||||||
5.75%, 11/15/28(a) |
471,000 | 425,812 | ||||||
Cheniere Energy Partners LP |
135,000 | 124,497 | ||||||
Cheniere Energy, Inc. |
406,000 | 391,291 | ||||||
CHS / Community Health Systems, Inc. |
442,000 | 413,805 | ||||||
5.63%, 3/15/27(a) |
500,000 | 424,750 | ||||||
8.00%, 12/15/27(a)(c) |
360,000 | 313,092 | ||||||
6.88%, 4/1/28(a) |
400,000 | 212,788 | ||||||
6.88%, 4/15/29(a) |
891,000 | 557,392 | ||||||
6.13%, 4/1/30(a) |
200,000 | 124,086 | ||||||
5.25%, 5/15/30(a) |
651,000 | 493,751 | ||||||
4.75%, 2/15/31(a) |
1,079,000 | 798,136 | ||||||
Churchill Downs, Inc. |
302,000 | 291,339 | ||||||
Cinemark USA, Inc. |
429,000 | 348,378 | ||||||
Clarivate Science Holdings Corp. |
60,000 | 51,631 | ||||||
4.88%, 7/1/29(a) |
718,000 | 595,323 | ||||||
Clean Harbors, Inc. |
30,000 | 27,869 | ||||||
Clear Channel Outdoor Holdings, Inc. |
1,208,000 | 984,762 | ||||||
7.50%, 6/1/29(a)(c) |
43,000 | 34,624 | ||||||
Clearway Energy Operating LLC |
42,000 | 39,391 | ||||||
3.75%, 2/15/31(a) |
282,000 | 237,593 | ||||||
Cleveland-Cliffs, Inc. |
310,000 | 313,785 | ||||||
5.88%, 6/1/27(c) |
155,000 | 148,626 | ||||||
4.63%, 3/1/29(a)(c) |
212,000 | 188,597 | ||||||
CNX Resources Corp. |
481,000 | 478,749 | ||||||
Cogent Communications Group, Inc. |
8,000 | 7,201 | ||||||
Coinbase Global, Inc. |
1,000,000 | 610,360 | ||||||
CommScope Technologies LLC |
819,000 | 744,979 | ||||||
5.00%, 3/15/27(a) |
379,000 | 299,793 | ||||||
CommScope, Inc. |
829,000 | 784,930 | ||||||
8.25%, 3/1/27(a) |
1,188,000 | 1,019,934 | ||||||
Compass Minerals International, Inc. |
283,000 | 269,648 | ||||||
Comstock Resources, Inc. |
720,000 | 688,723 | ||||||
5.88%, 1/15/30(a) |
457,000 | 422,035 | ||||||
Conduent Business Services LLC / Conduent State & Local Solutions, Inc. |
332,000 | 286,141 | ||||||
Consolidated Communications, Inc. |
473,000 | 385,930 | ||||||
CoreCivic, Inc. |
394,000 | 393,626 | ||||||
Cornerstone Building Brands, Inc. |
341,000 | 240,637 |
See Notes to Financial Statements.
WisdomTree Trust | 47 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Coty, Inc. |
$ | 321,000 | $ | 306,642 | ||||
CQP Holdco LP / BIP-V Chinook Holdco LLC |
560,000 | 496,082 | ||||||
Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp. |
474,000 | 442,939 | ||||||
6.00%, 2/1/29(a) |
285,000 | 263,705 | ||||||
Crowdstrike Holdings, Inc. |
38,000 | 33,666 | ||||||
Crown Americas LLC / Crown Americas Capital Corp. VI |
50,000 | 48,253 | ||||||
CSC Holdings LLC |
1,001,000 | 981,761 | ||||||
5.50%, 4/15/27(a) |
260,000 | 246,753 | ||||||
7.50%, 4/1/28(a)(c) |
570,000 | 508,012 | ||||||
6.50%, 2/1/29(a) |
400,000 | 368,540 | ||||||
5.75%, 1/15/30(a) |
1,010,000 | 782,881 | ||||||
4.63%, 12/1/30(a) |
350,000 | 250,485 | ||||||
3.38%, 2/15/31(a)(c) |
210,000 | 157,775 | ||||||
Curo Group Holdings Corp. |
622,000 | 378,089 | ||||||
CVR Partners LP / CVR Nitrogen Finance Corp. |
321,000 | 298,373 | ||||||
Darling Ingredients, Inc. |
50,000 | 49,146 | ||||||
DaVita, Inc. |
1,052,000 | 846,723 | ||||||
3.75%, 2/15/31(a) |
1,664,000 | 1,227,483 | ||||||
Delta Air Lines, Inc. |
13,000 | 11,445 | ||||||
3.75%, 10/28/29(c) |
607,000 | 496,635 | ||||||
Deluxe Corp. |
310,000 | 276,303 | ||||||
Diamond Sports Group LLC / Diamond Sports Finance Co. |
1,976,000 | 378,858 | ||||||
6.63%, 8/15/27(a) |
1,501,000 | 137,657 | ||||||
DISH DBS Corp. |
1,578,000 | 1,442,055 | ||||||
7.75%, 7/1/26 |
1,744,000 | 1,375,981 | ||||||
5.25%, 12/1/26(a) |
750,000 | 620,752 | ||||||
Diversified Healthcare Trust |
308,000 | 227,898 | ||||||
4.38%, 3/1/31(c) |
811,000 | 557,092 | ||||||
Dycom Industries, Inc. |
196,000 | 176,751 | ||||||
Edgewell Personal Care Co. |
576,000 | 534,182 | ||||||
4.13%, 4/1/29(a) |
5,000 | 4,310 | ||||||
Elanco Animal Health, Inc. |
10,000 | 10,036 | ||||||
6.40%, 8/28/28 |
260,000 | 242,154 | ||||||
Element Solutions, Inc. |
298,000 | 259,144 | ||||||
Enact Holdings, Inc. |
309,000 | 296,238 | ||||||
Encompass Health Corp. |
505,000 | 445,339 | ||||||
4.75%, 2/1/30 |
358,000 | 309,785 | ||||||
Energizer Holdings, Inc. |
400,000 | 335,436 | ||||||
4.38%, 3/31/29(a) |
455,000 | 369,915 | ||||||
EnLink Midstream LLC |
125,000 | 120,360 | ||||||
EnLink Midstream Partners LP |
85,000 | 83,438 | ||||||
EQM Midstream Partners LP |
200,000 | 193,614 | ||||||
6.50%, 7/1/27(a) |
1,450,000 | 1,404,252 | ||||||
5.50%, 7/15/28 |
180,000 | 165,101 | ||||||
4.50%, 1/15/29(a) |
250,000 | 217,820 | ||||||
4.75%, 1/15/31(a)(c) |
450,000 | 389,218 | ||||||
6.50%, 7/15/48 |
287,000 | 243,370 | ||||||
EQT Corp. |
185,000 | 198,240 | ||||||
Ferrellgas LP / Ferrellgas Finance Corp. |
900,000 | 737,307 | ||||||
Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. |
350,000 | 306,026 | ||||||
6.75%, 1/15/30(a)(c) |
795,000 | 649,674 | ||||||
First-Citizens Bank & Trust Co. |
||||||||
3.93%, 6/19/24, (3.929% fixed rate until 6/19/23; 3-month Secured Overnight Financing Rate + 3.929% thereafter)(b) |
10,000 | 9,906 | ||||||
FirstCash, Inc. |
150,000 | 132,833 | ||||||
5.63%, 1/1/30(a) |
200,000 | 179,108 | ||||||
Ford Holdings LLC |
262,000 | 303,619 | ||||||
Ford Motor Co. |
658,000 | 773,861 | ||||||
3.25%, 2/12/32 |
400,000 | 312,988 | ||||||
4.75%, 1/15/43 |
274,000 | 206,686 | ||||||
5.29%, 12/8/46 |
522,000 | 424,584 | ||||||
Ford Motor Credit Co. LLC |
220,000 | 219,778 | ||||||
3.66%, 9/8/24 |
20,000 | 19,200 | ||||||
4.39%, 1/8/26 |
10,000 | 9,428 | ||||||
4.54%, 8/1/26 |
180,000 | 168,664 | ||||||
2.70%, 8/10/26 |
200,000 | 174,230 | ||||||
4.95%, 5/28/27 |
500,000 | 470,110 | ||||||
5.11%, 5/3/29 |
400,000 | 370,248 | ||||||
4.00%, 11/13/30 |
250,000 | 211,178 | ||||||
Freeport-McMoRan, Inc. |
740,000 | 738,490 | ||||||
4.55%, 11/14/24 |
205,000 | 206,453 | ||||||
5.00%, 9/1/27 |
174,000 | 175,891 | ||||||
5.45%, 3/15/43 |
8,000 | 7,212 | ||||||
Frontier Communications Holdings LLC |
1,450,000 | 1,273,114 |
See Notes to Financial Statements.
48 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
5.88%, 11/1/29 |
$ | 1,350,000 | $ | 1,103,544 | ||||
6.00%, 1/15/30(a)(c) |
1,550,000 | 1,281,602 | ||||||
Gap, Inc. |
470,000 | 327,609 | ||||||
3.88%, 10/1/31(a)(c) |
220,000 | 152,863 | ||||||
Gartner, Inc. |
400,000 | 370,124 | ||||||
3.75%, 10/1/30(a) |
118,000 | 101,312 | ||||||
Gates Global LLC / Gates Corp. |
294,000 | 279,606 | ||||||
Genesis Energy LP / Genesis Energy Finance Corp. |
259,000 | 245,718 | ||||||
7.75%, 2/1/28 |
1,170,000 | 1,094,968 | ||||||
Glatfelter Corp. |
265,000 | 166,256 | ||||||
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)(b) |
313,000 | 257,756 | ||||||
Global Net Lease, Inc. / Global Net Lease Operating Partnership LP |
146,000 | 126,623 | ||||||
GLP Capital LP / GLP Financing II, Inc. |
552,000 | 481,062 | ||||||
Go Daddy Operating Co. LLC / GD Finance Co., Inc. |
193,000 | 163,641 | ||||||
Goodyear Tire & Rubber Co. |
446,000 | 431,037 | ||||||
4.88%, 3/15/27(c) |
684,000 | 643,726 | ||||||
5.25%, 7/15/31(c) |
989,000 | 854,160 | ||||||
GrafTech Finance, Inc. |
113,000 | 96,564 | ||||||
Graham Packaging Co., Inc. |
318,000 | 273,560 | ||||||
Gray Television, Inc. |
398,000 | 384,910 | ||||||
7.00%, 5/15/27(a)(c) |
1,389,000 | 1,372,332 | ||||||
Griffon Corp. |
569,000 | 526,974 | ||||||
Group 1 Automotive, Inc. |
298,000 | 255,052 | ||||||
Hanesbrands, Inc. |
189,000 | 182,273 | ||||||
4.88%, 5/15/26(a)(c) |
198,000 | 182,390 | ||||||
HAT Holdings I LLC / HAT Holdings II LLC |
184,000 | 160,023 | ||||||
HealthEquity, Inc. |
273,000 | 240,226 | ||||||
Hilton Domestic Operating Co., Inc. |
747,000 | 683,311 | ||||||
3.63%, 2/15/32(a) |
280,000 | 226,514 | ||||||
Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Escrow, Inc. |
399,000 | 353,486 | ||||||
4.88%, 7/1/31(a) |
329,000 | 272,106 | ||||||
HLF Financing Sarl LLC / Herbalife International, Inc. |
168,000 | 133,832 | ||||||
Holly Energy Partners LP / Holly Energy Finance Corp. |
210,000 | 194,166 | ||||||
Hologic, Inc. |
177,000 | 151,202 | ||||||
Horizon Therapeutics USA, Inc. |
110,000 | 105,535 | ||||||
Hughes Satellite Systems Corp. |
272,000 | 259,382 | ||||||
6.63%, 8/1/26 |
356,000 | 337,089 | ||||||
IAA, Inc. |
30,000 | 28,309 | ||||||
iHeartCommunications, Inc. |
209,424 | 198,239 | ||||||
8.38%, 5/1/27(c) |
620,989 | 547,526 | ||||||
5.25%, 8/15/27(a) |
490,802 | 442,718 | ||||||
4.75%, 1/15/28(a)(c) |
374,000 | 321,120 | ||||||
II-VI, Inc. |
431,000 | 384,814 | ||||||
Ingevity Corp. |
222,000 | 191,921 | ||||||
IQVIA, Inc. |
250,000 | 241,965 | ||||||
Iron Mountain, Inc. |
425,000 | 390,630 | ||||||
5.25%, 3/15/28(a) |
122,000 | 112,844 | ||||||
5.25%, 7/15/30(a) |
526,000 | 466,062 | ||||||
4.50%, 2/15/31(a) |
947,000 | 790,073 | ||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. |
3,000 | 3,089 | ||||||
Kaiser Aluminum Corp. |
220,000 | 188,428 | ||||||
4.50%, 6/1/31(a) |
307,000 | 242,505 | ||||||
KAR Auction Services, Inc. |
97,000 | 95,929 | ||||||
Kennedy-Wilson, Inc. |
607,000 | 501,716 | ||||||
Koppers, Inc. |
253,000 | 238,420 | ||||||
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. |
713,000 | 623,497 | ||||||
Lamar Media Corp. |
413,000 | 345,871 | ||||||
Lamb Weston Holdings, Inc. |
60,000 | 57,515 | ||||||
4.13%, 1/31/30(a) |
186,000 | 167,766 | ||||||
4.38%, 1/31/32(a) |
79,000 | 70,363 | ||||||
Level 3 Financing, Inc. |
1,267,000 | 1,019,314 | ||||||
3.75%, 7/15/29(a) |
791,000 | 637,388 | ||||||
Lions Gate Capital Holdings LLC |
625,000 | 496,156 |
See Notes to Financial Statements.
WisdomTree Trust | 49 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Lithia Motors, Inc. |
$ | 30,000 | $ | 25,406 | ||||
4.38%, 1/15/31(a) |
230,000 | 201,448 | ||||||
Live Nation Entertainment, Inc. |
70,000 | 68,550 | ||||||
6.50%, 5/15/27(a) |
388,000 | 387,798 | ||||||
4.75%, 10/15/27(a)(c) |
499,000 | 457,832 | ||||||
LPL Holdings, Inc. |
146,000 | 130,498 | ||||||
Lumen Technologies, Inc. |
54,000 | 55,177 | ||||||
5.63%, 4/1/25 |
521,000 | 507,621 | ||||||
5.13%, 12/15/26(a) |
572,000 | 494,917 | ||||||
4.00%, 2/15/27(a) |
582,000 | 506,776 | ||||||
5.38%, 6/15/29(a) |
478,000 | 373,466 | ||||||
Macys Retail Holdings LLC |
241,000 | 208,798 | ||||||
Marriott Ownership Resorts, Inc. |
8,000 | 8,000 | ||||||
4.50%, 6/15/29(a) |
254,000 | 214,137 | ||||||
Masonite International Corp. |
97,000 | 90,259 | ||||||
Match Group Holdings II LLC |
50,000 | 44,905 | ||||||
4.13%, 8/1/30(a)(c) |
18,000 | 15,007 | ||||||
Mattel, Inc. |
69,000 | 62,800 | ||||||
3.75%, 4/1/29(a) |
3,000 | 2,679 | ||||||
MGIC Investment Corp. |
150,000 | 139,484 | ||||||
MGM Resorts International |
24,000 | 24,082 | ||||||
6.75%, 5/1/25 |
9,000 | 9,024 | ||||||
5.50%, 4/15/27 |
1,270,000 | 1,171,702 | ||||||
4.75%, 10/15/28 |
17,000 | 14,969 | ||||||
Michaels Cos., Inc. |
1,108,000 | 738,072 | ||||||
MicroStrategy, Inc. |
271,000 | 228,277 | ||||||
Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp. |
450,000 | 396,405 | ||||||
ModivCare Escrow Issuer, Inc. |
463,000 | 412,477 | ||||||
ModivCare, Inc. |
50,000 | 47,412 | ||||||
Molina Healthcare, Inc. |
577,000 | 499,942 | ||||||
Moog, Inc. |
147,000 | 134,834 | ||||||
MPH Acquisition Holdings LLC |
231,000 | 197,172 | ||||||
5.75%, 11/1/28(a)(c) |
977,000 | 776,608 | ||||||
MPT Operating Partnership LP / MPT Finance Corp. |
629,000 | 604,645 | ||||||
MSCI, Inc. |
279,000 | 248,321 | ||||||
Murphy Oil USA, Inc. |
260,000 | 239,686 | ||||||
3.75%, 2/15/31(a) |
90,000 | 76,322 | ||||||
Nabors Industries, Inc. |
750,000 | 724,635 | ||||||
Nationstar Mortgage Holdings, Inc. |
712,000 | 636,806 | ||||||
5.13%, 12/15/30(a) |
626,000 | 494,565 | ||||||
Navient Corp. |
319,000 | 317,832 | ||||||
7.25%, 9/25/23 |
465,000 | 467,051 | ||||||
6.13%, 3/25/24 |
368,000 | 359,606 | ||||||
5.88%, 10/25/24 |
7,000 | 6,759 | ||||||
4.88%, 3/15/28 |
447,000 | 367,447 | ||||||
NCR Corp. |
700,000 | 654,409 | ||||||
6.13%, 9/1/29(a)(c) |
503,000 | 482,659 | ||||||
Newell Brands, Inc. |
197,000 | 196,437 | ||||||
4.45%, 4/1/26 |
38,000 | 35,793 | ||||||
5.75%, 4/1/46 |
58,000 | 46,936 | ||||||
Newmark Group, Inc. |
23,000 | 23,134 | ||||||
News Corp. |
261,000 | 229,664 | ||||||
5.13%, 2/15/32(a) |
200,000 | 187,096 | ||||||
Nexstar Media, Inc. |
392,000 | 373,846 | ||||||
4.75%, 11/1/28(a) |
654,000 | 592,727 | ||||||
Nielsen Finance LLC / Nielsen Finance Co. |
353,000 | 354,783 | ||||||
5.88%, 10/1/30(a) |
450,000 | 452,835 | ||||||
Nordstrom, Inc. |
136,000 | 91,914 | ||||||
NortonLifeLock, Inc. |
20,000 | 19,745 | ||||||
NRG Energy, Inc. |
331,000 | 296,311 | ||||||
3.63%, 2/15/31(a) |
365,000 | 290,376 | ||||||
NuStar Logistics LP |
360,000 | 341,485 | ||||||
5.63%, 4/28/27 |
344,000 | 316,869 | ||||||
6.38%, 10/1/30 |
272,000 | 247,844 | ||||||
Occidental Petroleum Corp. |
391,000 | 380,998 | ||||||
3.50%, 6/15/25 |
277,000 | 271,834 | ||||||
5.88%, 9/1/25 |
367,000 | 376,821 | ||||||
4.40%, 8/15/49 |
1,434,000 | 1,237,456 | ||||||
Olin Corp. |
162,000 | 154,772 | ||||||
5.00%, 2/1/30(c) |
186,000 | 171,767 | ||||||
ON Semiconductor Corp. |
46,000 | 41,081 | ||||||
OneMain Finance Corp. |
458,000 | 447,832 |
See Notes to Financial Statements.
50 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
6.88%, 3/15/25 |
$ | 500,000 | $ | 487,460 | ||||
7.13%, 3/15/26 |
1,227,000 | 1,144,423 | ||||||
5.38%, 11/15/29 |
497,000 | 412,599 | ||||||
4.00%, 9/15/30(c) |
690,000 | 515,816 | ||||||
Option Care Health, Inc. |
190,000 | 167,593 | ||||||
Organon & Co. / Organon Foreign Debt Co-Issuer BV |
960,000 | 841,085 | ||||||
Outfront Media Capital LLC / Outfront Media Capital Corp. |
200,000 | 184,008 | ||||||
4.25%, 1/15/29(a) |
320,000 | 269,923 | ||||||
4.63%, 3/15/30(a) |
408,000 | 341,064 | ||||||
Owens & Minor, Inc. |
100,000 | 85,917 | ||||||
6.63%, 4/1/30(a) |
500,000 | 461,575 | ||||||
Owens-Brockway Glass Container, Inc. |
252,000 | 250,798 | ||||||
Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer LLC |
414,000 | 363,823 | ||||||
4.38%, 10/15/28(a) |
351,000 | 309,880 | ||||||
Paramount Global |
||||||||
6.38%, 3/30/62, (6.375% fixed rate until 3/30/27; 5-year Constant Maturity Treasury Rate + 3.999% thereafter)(b) |
750,000 | 695,392 | ||||||
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance
Co-Issuer, Inc. |
314,000 | 288,915 | ||||||
Party City Holdings, Inc. |
444,000 | 291,166 | ||||||
Patterson-UTI Energy, Inc. |
203,000 | 172,018 | ||||||
PBF Holding Co. LLC / PBF Finance Corp. |
402,000 | 391,114 | ||||||
6.00%, 2/15/28 |
548,000 | 493,107 | ||||||
PDC Energy, Inc. |
222,000 | 212,980 | ||||||
Penske Automotive Group, Inc. |
20,000 | 18,813 | ||||||
3.75%, 6/15/29 |
70,000 | 59,347 | ||||||
Performance Food Group, Inc. |
460,000 | 434,728 | ||||||
4.25%, 8/1/29(a) |
526,000 | 452,023 | ||||||
PGT Innovations, Inc. |
251,000 | 215,057 | ||||||
Pilgrims Pride Corp. |
240,000 | 236,606 | ||||||
4.25%, 4/15/31(a) |
76,000 | 65,568 | ||||||
3.50%, 3/1/32(a) |
300,000 | 244,074 | ||||||
Post Holdings, Inc. |
650,000 | 618,124 | ||||||
5.50%, 12/15/29(a) |
300,000 | 275,295 | ||||||
4.63%, 4/15/30(a) |
1,564,000 | 1,360,117 | ||||||
4.50%, 9/15/31(a)(c) |
184,000 | 156,658 | ||||||
Premier Entertainment Sub LLC / Premier Entertainment Finance Corp. |
575,000 | 425,557 | ||||||
5.88%, 9/1/31(a)(c) |
410,000 | 287,074 | ||||||
Prestige Brands, Inc. |
289,000 | 231,992 | ||||||
Prime Security Services Borrower LLC / Prime Finance, Inc. |
634,000 | 629,194 | ||||||
5.75%, 4/15/26(a) |
661,000 | 639,405 | ||||||
6.25%, 1/15/28(a) |
704,000 | 623,828 | ||||||
PROG Holdings, Inc. |
320,000 | 268,966 | ||||||
PTC, Inc. |
80,000 | 73,283 | ||||||
Qorvo, Inc. |
152,000 | 135,473 | ||||||
QVC, Inc. |
548,000 | 529,434 | ||||||
Rackspace Technology Global, Inc. |
502,000 | 363,533 | ||||||
Radian Group, Inc. |
46,000 | 46,136 | ||||||
Range Resources Corp. |
40,000 | 38,837 | ||||||
8.25%, 1/15/29 |
129,000 | 135,932 | ||||||
4.75%, 2/15/30(a)(c) |
200,000 | 185,696 | ||||||
Realogy Group LLC / Realogy Co-Issuer Corp. |
533,000 | 418,405 | ||||||
5.25%, 4/15/30(a) |
664,000 | 501,081 | ||||||
RHP Hotel Properties LP / RHP Finance Corp. |
250,000 | 227,553 | ||||||
4.50%, 2/15/29(a)(c) |
72,000 | 62,893 | ||||||
Rite Aid Corp. |
340,000 | 290,850 | ||||||
8.00%, 11/15/26(a)(c) |
631,000 | 515,830 | ||||||
Rithm Capital Corp. |
324,000 | 287,822 | ||||||
RLJ Lodging Trust LP |
60,000 | 54,034 | ||||||
4.00%, 9/15/29(a) |
55,000 | 46,404 | ||||||
Roller Bearing Co. of America, Inc. |
252,000 | 226,349 | ||||||
Sabra Health Care LP |
30,000 | 29,114 | ||||||
3.20%, 12/1/31 |
104,000 | 82,674 | ||||||
SBA Communications Corp. |
54,000 | 44,549 | ||||||
Scientific Games International, Inc. |
189,000 | 186,265 | ||||||
Scotts Miracle-Gro Co. |
11,000 | 8,328 | ||||||
Scripps Escrow II, Inc. |
378,000 | 313,105 | ||||||
Scripps Escrow, Inc. |
413,000 | 374,446 | ||||||
SeaWorld Parks & Entertainment, Inc. |
329,000 | 287,477 |
See Notes to Financial Statements.
WisdomTree Trust | 51 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Select Medical Corp. |
$ | 540,000 | $ | 519,507 | ||||
Sensata Technologies, Inc. |
277,000 | 231,431 | ||||||
Service Corp. International |
314,000 | 295,151 | ||||||
3.38%, 8/15/30 |
212,000 | 175,284 | ||||||
Service Properties Trust |
881,000 | 846,394 | ||||||
Silgan Holdings, Inc. |
149,000 | 136,626 | ||||||
Sinclair Television Group, Inc. |
591,000 | 464,591 | ||||||
4.13%, 12/1/30(a) |
140,000 | 114,549 | ||||||
Sirius XM Radio, Inc. |
1,359,000 | 1,273,356 | ||||||
4.13%, 7/1/30(a)(c) |
1,716,000 | 1,455,854 | ||||||
Six Flags Theme Parks, Inc. |
69,000 | 69,811 | ||||||
Skyworks Solutions, Inc. |
20,000 | 17,822 | ||||||
3.00%, 6/1/31(c) |
69,000 | 56,248 | ||||||
Sonic Automotive, Inc. |
344,000 | 292,538 | ||||||
4.88%, 11/15/31(a)(c) |
241,000 | 201,235 | ||||||
Southwestern Energy Co. |
459,000 | 430,427 | ||||||
Spectrum Brands, Inc. |
137,000 | 135,455 | ||||||
3.88%, 3/15/31(a) |
118,000 | 91,690 | ||||||
Spirit AeroSystems, Inc. |
500,000 | 489,750 | ||||||
7.50%, 4/15/25(a) |
342,000 | 335,163 | ||||||
4.60%, 6/15/28(c) |
569,000 | 453,038 | ||||||
Sprint Corp. |
390,000 | 402,301 | ||||||
7.13%, 6/15/24 |
226,000 | 233,937 | ||||||
7.63%, 2/15/25 |
152,000 | 159,150 | ||||||
7.63%, 3/1/26 |
39,000 | 41,368 | ||||||
SS&C Technologies, Inc. |
433,000 | 410,904 | ||||||
Stagwell Global LLC |
711,000 | 617,269 | ||||||
Starwood Property Trust, Inc. |
250,000 | 223,393 | ||||||
Station Casinos LLC |
309,000 | 266,633 | ||||||
4.63%, 12/1/31(a) |
228,000 | 189,151 | ||||||
Stericycle, Inc. |
397,000 | 389,171 | ||||||
Suburban Propane Partners LP / Suburban Energy Finance Corp. |
300,000 | 266,319 | ||||||
Summit Materials LLC / Summit Materials Finance Corp. |
237,000 | 215,630 | ||||||
Summit Midstream Holdings LLC / Summit Midstream Finance Corp. |
405,000 | 394,142 | ||||||
SunCoke Energy, Inc. |
275,000 | 228,440 | ||||||
Sunoco LP / Sunoco Finance Corp. |
407,000 | 350,858 | ||||||
4.50%, 4/30/30 |
70,000 | 59,918 | ||||||
Syneos Health, Inc. |
158,000 | 133,652 | ||||||
T-Mobile USA, Inc. |
421,000 | 361,588 | ||||||
3.38%, 4/15/29 |
584,000 | 525,939 | ||||||
Talos Production, Inc. |
323,000 | 342,751 | ||||||
Taylor Morrison Communities, Inc. |
583,000 | 500,989 | ||||||
TEGNA, Inc. |
517,000 | 495,586 | ||||||
Teleflex, Inc. |
40,000 | 37,556 | ||||||
4.25%, 6/1/28(a) |
50,000 | 45,739 | ||||||
Tempur Sealy International, Inc. |
378,000 | 311,842 | ||||||
3.88%, 10/15/31(a)(c) |
80,000 | 61,699 | ||||||
Tenet Healthcare Corp. |
1,089,000 | 1,066,055 | ||||||
4.88%, 1/1/26(a) |
757,000 | 719,990 | ||||||
6.25%, 2/1/27(a) |
280,000 | 270,337 | ||||||
6.13%, 10/1/28(a) |
1,177,000 | 1,080,757 | ||||||
Terex Corp. |
315,000 | 282,300 | ||||||
TerraForm Power Operating LLC |
632,000 | 564,496 | ||||||
Thor Industries, Inc. |
215,000 | 172,598 | ||||||
TopBuild Corp. |
200,000 | 165,470 | ||||||
Townsquare Media, Inc. |
293,000 | 274,752 | ||||||
TransDigm, Inc. |
328,000 | 336,200 | ||||||
6.25%, 3/15/26(a) |
607,000 | 596,881 | ||||||
6.38%, 6/15/26 |
297,000 | 286,614 | ||||||
7.50%, 3/15/27 |
598,000 | 583,427 | ||||||
4.88%, 5/1/29 |
1,245,000 | 1,066,044 | ||||||
Transocean, Inc. |
983,000 | 948,821 | ||||||
Travel & Leisure Co. |
215,000 | 208,767 | ||||||
TreeHouse Foods, Inc. |
286,000 | 240,532 | ||||||
TriNet Group, Inc. |
128,000 | 109,961 | ||||||
TripAdvisor, Inc. |
120,000 | 118,102 |
See Notes to Financial Statements.
52 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Tronox, Inc. |
$ | 562,000 | $ | 468,022 | ||||
TTM Technologies, Inc. |
270,000 | 235,626 | ||||||
Tutor Perini Corp. |
297,000 | 240,710 | ||||||
Twitter, Inc. |
132,000 | 123,717 | ||||||
U.S. Foods, Inc. |
300,000 | 301,413 | ||||||
4.75%, 2/15/29(a) |
351,000 | 312,513 | ||||||
United Natural Foods, Inc. |
286,000 | 275,441 | ||||||
United Rentals North America, Inc. |
201,000 | 199,328 | ||||||
3.88%, 11/15/27 |
446,000 | 413,977 | ||||||
4.88%, 1/15/28 |
127,000 | 118,904 | ||||||
5.25%, 1/15/30 |
166,000 | 157,141 | ||||||
United States Steel Corp. |
451,000 | 437,204 | ||||||
Uniti Group LP / Uniti Fiber Holdings, Inc. / CSL Capital LLC |
1,044,000 | 1,035,794 | ||||||
6.00%, 1/15/30(a) |
248,000 | 176,385 | ||||||
Uniti Group LP / Uniti Group Finance, Inc. / CSL Capital LLC |
135,000 | 113,657 | ||||||
6.50%, 2/15/29(a)(c) |
758,000 | 578,339 | ||||||
Univar Solutions USA, Inc. |
113,000 | 105,269 | ||||||
Urban One, Inc. |
459,000 | 415,138 | ||||||
USA Compression Partners LP / USA Compression Finance Corp. |
902,000 | 842,242 | ||||||
Vail Resorts, Inc. |
20,000 | 20,054 | ||||||
Valvoline, Inc. |
393,000 | 316,526 | ||||||
Vector Group Ltd. |
231,000 | 200,545 | ||||||
VeriSign, Inc. |
1,000 | 1,016 | ||||||
Vertiv Group Corp. |
260,000 | 225,280 | ||||||
VICI Properties LP / VICI Note Co., Inc. |
309,000 | 304,340 | ||||||
Victors Merger Corp. |
357,000 | 241,871 | ||||||
Vista Outdoor, Inc. |
275,000 | 206,434 | ||||||
Vistra Operations Co. LLC |
562,000 | 543,909 | ||||||
5.00%, 7/31/27(a) |
422,000 | 393,511 | ||||||
Vontier Corp. |
30,000 | 26,257 | ||||||
2.40%, 4/1/28 |
105,000 | 85,395 | ||||||
2.95%, 4/1/31 |
32,000 | 24,637 | ||||||
W&T Offshore, Inc. |
302,000 | 300,242 | ||||||
WESCO Distribution, Inc. |
707,000 | 714,537 | ||||||
Western Digital Corp. |
216,000 | 208,351 | ||||||
2.85%, 2/1/29 |
500,000 | 408,085 | ||||||
Western Midstream Operating LP |
150,000 | 135,015 | ||||||
5.45%, 4/1/44 |
55,000 | 48,450 | ||||||
5.30%, 3/1/48 |
737,000 | 648,847 | ||||||
Westinghouse Air Brake Technologies Corp. |
258,000 | 257,045 | ||||||
3.20%, 6/15/25 |
20,000 | 19,123 | ||||||
3.45%, 11/15/26 |
30,000 | 28,374 | ||||||
4.95%, 9/15/28 |
31,000 | 30,161 | ||||||
William Carter Co. |
91,000 | 88,355 | ||||||
Williams Scotsman International, Inc. |
313,000 | 281,177 | ||||||
Wolverine World Wide, Inc. |
204,000 | 167,584 | ||||||
WW International, Inc. |
14,000 | 8,767 | ||||||
Wyndham Hotels & Resorts, Inc. |
66,000 | 59,209 | ||||||
Xerox Corp. |
12,000 | 11,956 | ||||||
Xerox Holdings Corp. |
452,000 | 420,057 | ||||||
5.50%, 8/15/28(a) |
454,000 | 397,531 | ||||||
XHR LP |
253,000 | 246,392 | ||||||
4.88%, 6/1/29(a) |
250,000 | 220,563 | ||||||
Yum! Brands, Inc. |
20,000 | 16,855 | ||||||
Ziff Davis, Inc. |
283,000 | 241,727 | ||||||
ZoomInfo Technologies LLC / ZoomInfo Finance Corp. |
282,000 | 246,643 | ||||||
|
|
|||||||
Total United States |
|
172,641,259 | ||||||
TOTAL CORPORATE BONDS (Cost: $199,318,813) |
|
174,348,810 | ||||||
Shares |
||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED 11.5% |
| |||||||
United States 11.5% |
| |||||||
State Street Navigator Securities Lending |
||||||||
(Cost: $20,986,375) | 20,986,375 | 20,986,375 | ||||||
TOTAL INVESTMENTS IN SECURITIES 106.7% (Cost: $220,305,188) |
|
195,335,185 | ||||||
Other Assets less Liabilities (6.7)% |
|
(12,293,213 | ) | |||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 183,041,972 |
See Notes to Financial Statements.
WisdomTree Trust | 53 |
Schedule of Investments (concluded)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
August 31, 2022
(a) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
(b) | Rate shown reflects the accrual rate as of August 31, 2022 on securities with variable or step rates. |
(c) | Security, or portion thereof, was on loan at August 31, 2022 (See Note 2). At August 31, 2022, the total market value of the Funds securities on loan identified in the Schedule of Investments was $20,601,198 and the total market value of the collateral held by the Fund was $21,375,438. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $389,063. |
(d) | Rate shown represents annualized 7-day yield as of August 31, 2022. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Short Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
2 Year U.S. Treasury Note |
65 | 12/30/22 | $ | (13,541,328 | ) | $ | 2,114 | |||||||||
5 Year U.S. Treasury Note |
1,116 | 12/30/22 | (123,675,469 | ) | 458,379 | |||||||||||
10 Year U.S. Treasury Note |
120 | 12/20/22 | (14,028,750 | ) | 87,941 | |||||||||||
Ultra 10 Year U.S. Treasury Note |
121 | 12/20/22 | (15,147,688 | ) | 121,922 | |||||||||||
$ | (166,393,235 | ) | $ | 670,356 | ||||||||||||
Long Exposure | ||||||||||||||||
U.S. Treasury Long Bond |
8 | 12/20/22 | $ | 1,086,750 | $ | (2,062 | ) | |||||||||
U.S. Treasury Ultra Long Term Bond |
14 | 12/20/22 | 2,093,000 | (19,516 | ) | |||||||||||
$ | 3,179,750 | $ | (21,578 | ) | ||||||||||||
Total Net |
$ | (163,213,485 | ) | $ | 648,778 |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 174,348,810 | $ | | $ | 174,348,810 | ||||||||
Investment of Cash Collateral for Securities Loaned |
| 20,986,375 | | 20,986,375 | ||||||||||||
Total Investments in Securities |
$ | | $ | 195,335,185 | $ | | $ | 195,335,185 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | 670,356 | $ | | $ | | $ | 670,356 | ||||||||
Liabilities: |
|
|||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (21,578 | ) | $ | | $ | | $ | (21,578 | ) | ||||||
Total Net |
$ | 648,778 | $ | 195,335,185 | $ | | $ | 195,983,963 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
54 | WisdomTree Trust |
Schedule of Investments
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT AGENCIES 28.7% |
| |||||||
Federal Home Loan Bank 0.1% |
| |||||||
3.38%, 9/8/23 |
$ | 70,000 | $ | 69,897 | ||||
3.38%, 12/8/23 |
65,000 | 64,791 | ||||||
1.50%, 8/15/24 |
85,000 | 81,910 | ||||||
0.50%, 4/14/25 |
150,000 | 138,723 | ||||||
3.25%, 11/16/28 |
65,000 | 64,689 | ||||||
5.50%, 7/15/36 |
15,000 | 17,864 | ||||||
|
|
|||||||
Total Federal Home Loan Bank |
|
437,874 | ||||||
Federal Home Loan Mortgage Corporation 8.2% |
| |||||||
0.25%, 9/8/23 |
25,000 | 24,185 | ||||||
0.25%, 12/4/23 |
25,000 | 23,988 | ||||||
3.00%, 4/1/27 |
17,054 | 16,723 | ||||||
3.00%, 7/1/27 |
29,460 | 28,889 | ||||||
2.50%, 3/1/28 |
16,104 | 15,587 | ||||||
2.50%, 4/1/28 |
41,797 | 40,419 | ||||||
3.50%, 1/1/29 |
16,513 | 16,350 | ||||||
2.50%, 6/1/29 |
28,335 | 27,255 | ||||||
3.00%, 8/1/29 |
16,169 | 15,818 | ||||||
2.50%, 1/1/30 |
17,097 | 16,446 | ||||||
2.50%, 2/1/30 |
24,482 | 23,530 | ||||||
3.00%, 4/1/30 |
25,871 | 25,298 | ||||||
2.50%, 5/1/30 |
100,016 | 96,036 | ||||||
3.00%, 3/1/31 |
74,004 | 72,208 | ||||||
3.00%, 4/1/31 |
109,110 | 106,463 | ||||||
2.50%, 12/1/31 |
27,595 | 26,495 | ||||||
3.00%, 12/1/31 |
25,555 | 24,958 | ||||||
3.00%, 7/1/32 |
157,239 | 153,349 | ||||||
6.25%, 7/15/32 |
790,000 | 971,510 | ||||||
3.50%, 9/1/32 |
72,037 | 71,245 | ||||||
2.50%, 11/1/32 |
13,132 | 12,607 | ||||||
3.00%, 11/1/32 |
38,306 | 37,323 | ||||||
3.00%, 1/1/33 |
12,046 | 11,748 | ||||||
3.00%, 9/1/33 |
24,197 | 23,336 | ||||||
4.00%, 11/1/33 |
8,197 | 8,227 | ||||||
3.00%, 2/1/34 |
22,725 | 22,137 | ||||||
4.00%, 5/1/34 |
25,192 | 25,249 | ||||||
3.50%, 8/1/34 |
76,975 | 75,728 | ||||||
3.00%, 3/1/35 |
31,095 | 30,236 | ||||||
2.50%, 4/1/35 |
183,980 | 174,566 | ||||||
2.50%, 5/1/35 |
131,299 | 124,471 | ||||||
3.00%, 5/1/35 |
18,032 | 17,492 | ||||||
3.50%, 6/1/35 |
16,992 | 16,684 | ||||||
2.00%, 8/1/35 |
66,680 | 61,622 | ||||||
2.50%, 8/1/35 |
70,872 | 67,186 | ||||||
1.50%, 9/1/35 |
120,649 | 108,645 | ||||||
2.00%, 9/1/35 |
59,574 | 55,055 | ||||||
2.00%, 10/1/35 |
275,835 | 254,912 | ||||||
2.50%, 10/1/35 |
53,633 | 50,844 | ||||||
1.50%, 12/1/35 |
204,681 | 184,317 | ||||||
2.50%, 1/1/36 |
35,915 | 34,047 | ||||||
1.50%, 2/1/36 |
617,541 | 556,101 | ||||||
2.00%, 2/1/36 |
543,495 | 502,269 | ||||||
1.50%, 5/1/36 |
21,887 | 19,679 | ||||||
2.00%, 7/1/36 |
290,474 | 267,964 | ||||||
1.00%, 8/1/36 |
44,588 | 38,524 | ||||||
1.50%, 8/1/36 |
43,811 | 39,391 | ||||||
2.50%, 8/1/36 |
171,430 | 162,416 | ||||||
2.00%, 9/1/36 |
88,055 | 81,231 | ||||||
1.00%, 10/1/36 |
23,033 | 19,901 | ||||||
2.00%, 10/1/36 |
184,891 | 170,563 | ||||||
2.00%, 11/1/36 |
194,799 | 179,704 | ||||||
1.50%, 1/1/37 |
86,458 | 77,737 | ||||||
1.50%, 2/1/37 |
422,136 | 379,555 | ||||||
1.50%, 3/1/37 |
358,071 | 321,902 | ||||||
1.50%, 4/1/37 |
24,163 | 21,722 | ||||||
2.00%, 4/1/37 |
595,700 | 549,214 | ||||||
4.00%, 10/1/37 |
30,283 | 30,329 | ||||||
5.50%, 4/1/38 |
20,938 | 22,201 | ||||||
2.93%, 11/15/38, Series 1(a) |
50,000 | 28,094 | ||||||
2.93%, 11/15/38(a) |
50,000 | 28,094 | ||||||
2.00%, 11/1/40 |
37,844 | 33,433 | ||||||
4.50%, 12/1/40 |
29,368 | 30,028 | ||||||
1.50%, 1/1/41 |
91,407 | 77,279 | ||||||
2.00%, 1/1/41 |
79,515 | 70,221 | ||||||
2.00%, 2/1/41 |
40,947 | 36,155 | ||||||
4.00%, 2/1/41 |
135,127 | 135,200 | ||||||
2.00%, 3/1/41 |
62,688 | 55,356 | ||||||
2.00%, 4/1/41 |
192,789 | 170,195 | ||||||
2.00%, 8/1/41 |
204,285 | 180,154 | ||||||
2.00%, 11/1/41 |
46,940 | 41,363 | ||||||
1.50%, 12/1/41 |
71,778 | 60,632 | ||||||
1.50%, 1/1/42 |
96,040 | 81,126 | ||||||
2.00%, 1/1/42 |
263,018 | 231,644 | ||||||
2.50%, 1/1/42 |
70,917 | 64,519 | ||||||
2.50%, 2/1/42 |
47,924 | 43,598 | ||||||
3.50%, 3/1/42 |
26,165 | 25,468 | ||||||
3.00%, 5/1/42 |
24,509 | 22,980 | ||||||
3.50%, 6/1/42 |
312,079 | 303,490 | ||||||
3.00%, 6/1/43 |
34,559 | 32,717 | ||||||
3.00%, 7/1/43 |
52,155 | 49,425 | ||||||
3.00%, 8/1/43 |
53,123 | 50,292 | ||||||
4.00%, 12/1/43 |
9,281 | 9,273 | ||||||
3.00%, 1/1/44 |
52,514 | 49,764 | ||||||
3.50%, 9/1/44 |
41,614 | 40,494 | ||||||
4.00%, 9/1/44 |
25,183 | 25,157 | ||||||
3.50%, 1/1/45 |
58,454 | 56,664 | ||||||
4.00%, 4/1/45 |
90,771 | 90,073 | ||||||
4.50%, 7/1/45 |
15,544 | 15,893 | ||||||
3.50%, 8/1/45 |
25,947 | 25,168 | ||||||
4.00%, 8/1/45 |
15,933 | 15,825 | ||||||
3.50%, 9/1/45 |
32,437 | 31,443 | ||||||
4.00%, 11/1/45 |
17,526 | 17,407 | ||||||
3.00%, 1/1/46 |
208,308 | 195,934 | ||||||
4.00%, 2/1/46 |
37,912 | 37,621 | ||||||
3.50%, 3/1/46 |
17,466 | 16,926 | ||||||
3.00%, 4/1/46 |
5,745 | 5,403 | ||||||
3.50%, 4/1/46 |
70,424 | 68,012 | ||||||
3.00%, 5/1/46 |
76,797 | 72,300 | ||||||
3.50%, 5/1/46 |
7,625 | 7,364 | ||||||
3.00%, 9/1/46 |
462,889 | 435,501 | ||||||
4.50%, 9/1/46 |
39,495 | 40,212 | ||||||
3.00%, 10/1/46 |
34,517 | 32,495 | ||||||
3.00%, 11/1/46 |
124,678 | 117,266 | ||||||
4.00%, 11/1/46 |
10,168 | 10,081 | ||||||
3.50%, 12/1/46 |
40,307 | 38,964 | ||||||
3.00%, 2/1/47 |
733,094 | 689,506 |
See Notes to Financial Statements.
WisdomTree Trust | 55 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
3.50%, 2/1/47 |
$ | 74,077 | $ | 71,540 | ||||
4.00%, 2/1/47 |
8,309 | 8,237 | ||||||
4.50%, 4/1/47 |
7,648 | 7,716 | ||||||
3.50%, 5/1/47 |
7,580 | 7,327 | ||||||
3.50%, 7/1/47 |
179,644 | 174,700 | ||||||
4.00%, 7/1/47 |
45,587 | 45,136 | ||||||
3.50%, 8/1/47 |
43,984 | 42,514 | ||||||
4.00%, 8/1/47 |
18,992 | 18,817 | ||||||
3.00%, 10/1/47 |
25,666 | 24,160 | ||||||
3.50%, 10/1/47 |
10,845 | 10,482 | ||||||
3.50%, 11/1/47 |
151,872 | 146,013 | ||||||
3.50%, 12/1/47 |
46,996 | 45,381 | ||||||
4.00%, 2/1/48 |
16,840 | 16,684 | ||||||
3.50%, 7/1/48 |
36,653 | 35,390 | ||||||
4.00%, 7/1/48 |
78,355 | 77,675 | ||||||
3.00%, 11/1/48 |
205,705 | 193,474 | ||||||
5.00%, 3/1/49 |
30,519 | 31,159 | ||||||
3.50%, 6/1/49 |
48,717 | 47,044 | ||||||
3.50%, 7/1/49 |
238,494 | 229,370 | ||||||
3.50%, 8/1/49 |
443,335 | 427,359 | ||||||
4.00%, 8/1/49 |
62,216 | 61,339 | ||||||
2.50%, 9/1/49 |
93,701 | 84,607 | ||||||
3.00%, 10/1/49 |
90,916 | 84,864 | ||||||
3.50%, 10/1/49 |
77,247 | 74,291 | ||||||
5.00%, 10/1/49 |
11,794 | 12,041 | ||||||
3.00%, 12/1/49 |
505,388 | 471,747 | ||||||
3.00%, 1/1/50 |
72,763 | 67,920 | ||||||
3.00%, 2/1/50 |
58,449 | 54,558 | ||||||
3.00%, 4/1/50 |
310,482 | 290,068 | ||||||
3.50%, 4/1/50 |
116,506 | 112,121 | ||||||
2.50%, 5/1/50 |
115,871 | 103,585 | ||||||
4.00%, 5/1/50 |
76,163 | 75,207 | ||||||
2.50%, 6/1/50 |
187,934 | 169,310 | ||||||
3.00%, 6/1/50 |
679,338 | 635,958 | ||||||
2.50%, 7/1/50 |
264,243 | 237,966 | ||||||
2.00%, 8/1/50 |
526,930 | 455,875 | ||||||
2.50%, 8/1/50 |
93,542 | 84,252 | ||||||
2.00%, 9/1/50 |
419,845 | 363,197 | ||||||
2.50%, 9/1/50 |
286,429 | 256,131 | ||||||
2.00%, 10/1/50 |
29,080 | 25,157 | ||||||
2.50%, 10/1/50 |
262,083 | 235,913 | ||||||
1.50%, 11/1/50 |
64,395 | 52,867 | ||||||
1.50%, 12/1/50 |
66,231 | 54,374 | ||||||
2.00%, 12/1/50 |
387,042 | 334,760 | ||||||
1.50%, 1/1/51 |
43,781 | 35,944 | ||||||
2.00%, 1/1/51 |
452,167 | 391,040 | ||||||
2.50%, 1/1/51 |
69,792 | 62,642 | ||||||
3.00%, 1/1/51 |
91,104 | 84,828 | ||||||
4.50%, 1/1/51 |
50,716 | 50,921 | ||||||
1.50%, 2/1/51 |
87,550 | 71,877 | ||||||
2.00%, 2/1/51 |
822,819 | 711,545 | ||||||
2.00%, 3/1/51 |
132,083 | 114,221 | ||||||
2.50%, 3/1/51 |
110,393 | 99,055 | ||||||
1.50%, 4/1/51 |
271,053 | 222,570 | ||||||
2.00%, 4/1/51 |
288,184 | 248,568 | ||||||
2.00%, 5/1/51 |
1,741,799 | 1,502,209 | ||||||
2.50%, 5/1/51 |
723,541 | 648,767 | ||||||
1.50%, 6/1/51 |
554,915 | 455,543 | ||||||
3.00%, 7/1/51 |
284,486 | 265,243 | ||||||
2.00%, 8/1/51 |
277,679 | 239,421 | ||||||
2.50%, 9/1/51 |
1,637,984 | 1,467,559 | ||||||
2.00%, 10/1/51 |
567,461 | 489,189 | ||||||
2.50%, 10/1/51 |
185,098 | 165,719 | ||||||
2.00%, 11/1/51 |
1,068,873 | 921,357 | ||||||
2.00%, 12/1/51 |
1,423,690 | 1,227,852 | ||||||
2.50%, 12/1/51 |
132,500 | 118,615 | ||||||
2.50%, 1/1/52 |
437,054 | 391,505 | ||||||
2.00%, 2/1/52 |
498,063 | 429,247 | ||||||
2.50%, 2/1/52 |
1,069,733 | 958,511 | ||||||
3.50%, 2/1/52 |
423,296 | 404,204 | ||||||
2.00%, 3/1/52 |
731,368 | 629,471 | ||||||
3.00%, 3/1/52 |
489,954 | 454,113 | ||||||
4.00%, 5/1/52 |
98,329 | 96,018 | ||||||
3.00%, 6/1/52 |
74,256 | 68,838 | ||||||
4.50%, 6/1/52 |
49,108 | 48,856 | ||||||
3.50%, 7/1/52 |
49,523 | 47,244 | ||||||
4.00%, 8/1/52 |
49,813 | 48,642 | ||||||
|
|
|||||||
Total Federal Home Loan Mortgage Corporation |
|
29,859,416 | ||||||
Federal National Mortgage Association 12.8% |
| |||||||
1.63%, 10/15/24 |
25,000 | 24,042 | ||||||
1.63%, 1/7/25 |
25,000 | 23,955 | ||||||
4.00%, 9/1/25 |
7,842 | 7,854 | ||||||
5.50%, 10/1/25 |
15,188 | 15,559 | ||||||
2.13%, 4/24/26 |
25,000 | 23,875 | ||||||
4.00%, 7/1/26 |
1,914 | 1,917 | ||||||
1.88%, 9/24/26 |
1,339,000 | 1,260,106 | ||||||
3.50%, 10/1/26 |
31,409 | 31,103 | ||||||
3.00%, 11/1/26 |
13,369 | 13,109 | ||||||
3.50%, 12/1/26 |
3,835 | 3,798 | ||||||
3.00%, 2/1/27 |
38,793 | 38,037 | ||||||
3.00%, 6/1/27 |
32,527 | 31,893 | ||||||
3.00%, 9/1/27 |
15,427 | 15,126 | ||||||
2.50%, 8/1/28 |
13,140 | 12,706 | ||||||
3.00%, 9/1/28 |
28,488 | 27,894 | ||||||
3.00%, 11/1/28 |
7,265 | 7,113 | ||||||
3.00%, 7/1/29 |
28,210 | 27,572 | ||||||
7.25%, 5/15/30 |
300,000 | 376,833 | ||||||
0.88%, 8/5/30 |
35,000 | 28,788 | ||||||
3.00%, 9/1/30 |
14,597 | 14,261 | ||||||
3.50%, 4/1/31 |
16,983 | 16,811 | ||||||
2.50%, 6/1/31 |
12,522 | 12,011 | ||||||
2.50%, 7/1/31 |
12,549 | 12,037 | ||||||
3.00%, 8/1/31 |
109,685 | 107,158 | ||||||
2.50%, 10/1/31 |
314,718 | 301,882 | ||||||
3.50%, 11/1/31 |
32,312 | 31,963 | ||||||
2.50%, 4/1/32 |
16,530 | 15,856 | ||||||
3.50%, 4/1/32 |
26,052 | 25,628 | ||||||
2.50%, 9/1/32 |
45,576 | 43,709 | ||||||
3.00%, 9/1/32 |
20,114 | 19,651 | ||||||
3.00%, 10/1/32 |
45,103 | 43,947 | ||||||
3.50%, 11/1/32 |
38,661 | 38,236 | ||||||
2.50%, 12/1/32 |
6,658 | 6,385 | ||||||
2.50%, 1/1/33 |
42,080 | 40,357 | ||||||
3.50%, 1/1/33 |
12,632 | 12,493 | ||||||
3.50%, 2/1/33 |
29,769 | 29,439 | ||||||
3.00%, 4/1/33 |
22,169 | 21,598 | ||||||
3.00%, 6/1/33 |
71,825 | 69,176 |
See Notes to Financial Statements.
56 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
5.00%, 10/1/33 |
$ | 91,383 | $ | 94,416 | ||||
6.00%, 2/1/34 |
30,809 | 32,737 | ||||||
4.00%, 3/1/34 |
25,432 | 25,477 | ||||||
2.50%, 5/1/34 |
18,169 | 17,240 | ||||||
3.00%, 6/1/34 |
8,032 | 7,810 | ||||||
4.00%, 8/1/34 |
8,578 | 8,590 | ||||||
3.00%, 12/1/34 |
24,161 | 23,492 | ||||||
3.00%, 1/1/35 |
9,598 | 9,333 | ||||||
2.50%, 5/1/35 |
19,688 | 18,664 | ||||||
2.00%, 7/1/35 |
54,965 | 50,798 | ||||||
2.50%, 7/1/35 |
75,828 | 71,884 | ||||||
2.00%, 8/1/35 |
219,438 | 202,801 | ||||||
2.50%, 8/1/35 |
47,934 | 45,733 | ||||||
2.00%, 9/1/35 |
309,129 | 285,693 | ||||||
2.50%, 9/1/35 |
27,454 | 26,026 | ||||||
3.50%, 9/1/35 |
24,382 | 23,941 | ||||||
1.50%, 10/1/35 |
41,268 | 37,159 | ||||||
2.00%, 10/1/35 |
96,957 | 89,591 | ||||||
1.50%, 11/1/35 |
17,529 | 15,784 | ||||||
1.50%, 12/1/35 |
195,275 | 175,833 | ||||||
2.00%, 12/1/35 |
304,685 | 281,546 | ||||||
3.50%, 1/1/36 |
8,670 | 8,513 | ||||||
2.50%, 2/1/36 |
16,108 | 15,270 | ||||||
1.50%, 3/1/36 |
60,049 | 53,991 | ||||||
2.00%, 3/1/36 |
73,853 | 68,128 | ||||||
1.50%, 4/1/36 |
220,765 | 198,506 | ||||||
2.50%, 4/1/36 |
164,027 | 155,403 | ||||||
3.00%, 4/1/36 |
18,794 | 18,058 | ||||||
2.00%, 5/1/36 |
38,950 | 35,930 | ||||||
1.50%, 6/1/36 |
198,979 | 179,168 | ||||||
3.00%, 6/1/36 |
43,835 | 42,064 | ||||||
3.50%, 7/1/36 |
21,892 | 21,460 | ||||||
3.00%, 9/1/36 |
90,460 | 86,806 | ||||||
1.50%, 10/1/36 |
229,511 | 206,357 | ||||||
2.00%, 10/1/36 |
314,673 | 290,293 | ||||||
1.50%, 11/1/36 |
92,558 | 83,221 | ||||||
2.00%, 11/1/36 |
91,060 | 84,004 | ||||||
3.00%, 11/1/36 |
52,433 | 50,436 | ||||||
2.00%, 12/1/36 |
117,489 | 108,395 | ||||||
2.50%, 12/1/36 |
89,399 | 84,826 | ||||||
2.00%, 1/1/37 |
94,164 | 86,868 | ||||||
2.50%, 1/1/37 |
559,484 | 530,069 | ||||||
3.00%, 1/1/37 |
51,350 | 49,276 | ||||||
2.00%, 2/1/37 |
259,342 | 239,247 | ||||||
3.00%, 2/1/37 |
35,798 | 34,352 | ||||||
3.00%, 4/1/37 |
67,261 | 65,537 | ||||||
2.00%, 5/1/37 |
295,063 | 272,041 | ||||||
3.50%, 7/1/37 |
19,309 | 18,873 | ||||||
5.50%, 8/1/37 |
182,812 | 192,388 | ||||||
3.50%, 4/1/38 |
10,566 | 10,269 | ||||||
4.50%, 9/1/39 |
9,828 | 10,039 | ||||||
3.00%, 12/1/39 |
89,348 | 84,663 | ||||||
2.50%, 3/1/40 |
22,573 | 20,586 | ||||||
3.00%, 4/1/40 |
97,403 | 91,473 | ||||||
2.50%, 5/1/40 |
18,745 | 17,063 | ||||||
3.00%, 6/1/40 |
13,796 | 12,956 | ||||||
4.50%, 8/1/40 |
19,314 | 19,729 | ||||||
2.00%, 9/1/40 |
56,053 | 49,588 | ||||||
2.50%, 9/1/40 |
58,501 | 53,253 | ||||||
4.50%, 9/1/40 |
193,032 | 197,179 | ||||||
5.50%, 9/1/40 |
35,305 | 37,400 | ||||||
4.00%, 10/1/40 |
437,077 | 437,061 | ||||||
2.00%, 11/1/40 |
74,820 | 66,095 | ||||||
2.00%, 12/1/40 |
115,231 | 101,774 | ||||||
2.50%, 12/1/40 |
33,315 | 30,325 | ||||||
3.50%, 12/1/40 |
67,992 | 66,167 | ||||||
2.00%, 1/1/41 |
104,801 | 92,535 | ||||||
3.50%, 2/1/41 |
210,336 | 204,692 | ||||||
1.50%, 3/1/41 |
64,359 | 54,360 | ||||||
2.00%, 3/1/41 |
21,014 | 18,557 | ||||||
2.50%, 3/1/41 |
43,926 | 40,007 | ||||||
2.00%, 4/1/41 |
21,620 | 19,087 | ||||||
1.50%, 5/1/41 |
66,876 | 56,486 | ||||||
2.00%, 5/1/41 |
70,146 | 61,912 | ||||||
2.50%, 5/1/41 |
73,971 | 67,295 | ||||||
1.50%, 6/1/41 |
44,940 | 37,958 | ||||||
2.00%, 6/1/41 |
66,629 | 58,792 | ||||||
1.50%, 7/1/41 |
80,656 | 68,125 | ||||||
1.50%, 10/1/41 |
93,701 | 79,143 | ||||||
2.50%, 10/1/41 |
160,596 | 146,102 | ||||||
3.50%, 10/1/41 |
137,007 | 133,330 | ||||||
2.00%, 11/1/41 |
187,933 | 165,577 | ||||||
2.50%, 2/1/42 |
167,106 | 152,025 | ||||||
3.00%, 2/1/42 |
23,671 | 22,247 | ||||||
2.00%, 3/1/42 |
43,559 | 38,394 | ||||||
2.00%, 5/1/42 |
73,360 | 64,676 | ||||||
3.50%, 6/1/42 |
6,514 | 6,334 | ||||||
4.00%, 7/1/42 |
49,709 | 49,680 | ||||||
4.00%, 9/1/42 |
141,396 | 141,209 | ||||||
3.00%, 1/1/43 |
57,809 | 54,727 | ||||||
3.00%, 4/1/43 |
42,771 | 40,492 | ||||||
3.00%, 5/1/43 |
127,277 | 120,497 | ||||||
3.50%, 5/1/43 |
11,661 | 11,337 | ||||||
3.00%, 6/1/43 |
69,653 | 65,942 | ||||||
4.00%, 6/1/43 |
4,172 | 4,169 | ||||||
3.00%, 7/1/43 |
164,209 | 155,461 | ||||||
3.00%, 8/1/43 |
433,521 | 410,425 | ||||||
3.50%, 8/1/43 |
95,466 | 92,810 | ||||||
3.00%, 9/1/43 |
48,352 | 45,776 | ||||||
4.00%, 11/1/43 |
7,580 | 7,567 | ||||||
3.00%, 2/1/44 |
37,757 | 35,744 | ||||||
4.00%, 2/1/44 |
55,920 | 55,823 | ||||||
4.50%, 2/1/44 |
80,245 | 81,973 | ||||||
4.50%, 4/1/44 |
86,965 | 88,302 | ||||||
3.50%, 5/1/44 |
39,567 | 38,465 | ||||||
4.00%, 5/1/44 |
168,761 | 168,470 | ||||||
4.50%, 5/1/44 |
6,236 | 6,361 | ||||||
4.00%, 9/1/44 |
38,335 | 38,260 | ||||||
4.00%, 10/1/44 |
54,457 | 54,351 | ||||||
4.00%, 12/1/44 |
84,949 | 84,803 | ||||||
3.50%, 2/1/45 |
62,964 | 61,230 | ||||||
5.00%, 2/1/45 |
33,676 | 35,232 | ||||||
3.50%, 3/1/45 |
35,575 | 34,474 | ||||||
3.50%, 4/1/45 |
40,579 | 39,323 | ||||||
3.50%, 6/1/45 |
68,385 | 66,268 | ||||||
4.00%, 6/1/45 |
130,371 | 130,147 | ||||||
3.50%, 8/1/45 |
73,993 | 71,702 | ||||||
3.50%, 12/1/45 |
96,163 | 93,185 |
See Notes to Financial Statements.
WisdomTree Trust | 57 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
3.00%, 1/1/46 |
$ | 53,537 | $ | 50,357 | ||||
3.50%, 1/1/46 |
79,034 | 76,587 | ||||||
3.50%, 2/1/46 |
18,915 | 18,329 | ||||||
3.50%, 4/1/46 |
6,518 | 6,294 | ||||||
3.00%, 5/1/46 |
43,376 | 40,797 | ||||||
3.50%, 5/1/46 |
310,575 | 300,913 | ||||||
4.50%, 5/1/46 |
35,408 | 35,810 | ||||||
3.50%, 6/1/46 |
76,602 | 73,978 | ||||||
4.00%, 7/1/46 |
10,560 | 10,459 | ||||||
3.00%, 9/1/46 |
35,514 | 33,403 | ||||||
3.50%, 9/1/46 |
128,764 | 124,353 | ||||||
3.00%, 10/1/46 |
12,085 | 11,366 | ||||||
4.00%, 10/1/46 |
11,471 | 11,361 | ||||||
2.50%, 11/1/46 |
8,768 | 7,950 | ||||||
3.00%, 11/1/46 |
419,957 | 395,588 | ||||||
3.50%, 11/1/46 |
12,919 | 12,519 | ||||||
4.50%, 11/1/46 |
15,519 | 15,830 | ||||||
3.50%, 12/1/46 |
69,854 | 67,461 | ||||||
3.00%, 1/1/47 |
28,799 | 27,086 | ||||||
3.50%, 1/1/47 |
70,547 | 68,131 | ||||||
4.00%, 1/1/47 |
80,879 | 80,107 | ||||||
3.00%, 2/1/47 |
16,214 | 15,250 | ||||||
4.00%, 2/1/47 |
9,302 | 9,213 | ||||||
4.00%, 3/1/47 |
52,343 | 51,826 | ||||||
4.00%, 5/1/47 |
22,844 | 22,618 | ||||||
4.50%, 5/1/47 |
79,878 | 81,479 | ||||||
3.50%, 7/1/47 |
87,010 | 84,022 | ||||||
4.00%, 7/1/47 |
114,164 | 113,036 | ||||||
4.00%, 8/1/47 |
156,281 | 154,736 | ||||||
3.50%, 9/1/47 |
80,698 | 78,199 | ||||||
3.50%, 11/1/47 |
203,369 | 196,386 | ||||||
4.50%, 11/1/47 |
55,628 | 56,071 | ||||||
3.00%, 12/1/47 |
55,917 | 52,592 | ||||||
3.50%, 12/1/47 |
36,402 | 35,152 | ||||||
3.50%, 1/1/48 |
96,453 | 93,141 | ||||||
4.00%, 1/1/48 |
53,973 | 53,440 | ||||||
4.50%, 1/1/48 |
170,341 | 171,697 | ||||||
3.00%, 4/1/48 |
53,260 | 50,423 | ||||||
4.00%, 4/1/48 |
200,182 | 197,824 | ||||||
4.50%, 5/1/48 |
17,655 | 17,769 | ||||||
4.50%, 6/1/48 |
196,930 | 198,207 | ||||||
4.50%, 7/1/48 |
28,148 | 28,330 | ||||||
4.00%, 8/1/48 |
18,649 | 18,429 | ||||||
4.00%, 9/1/48 |
293,323 | 289,867 | ||||||
4.00%, 11/1/48 |
572,838 | 567,182 | ||||||
3.00%, 12/1/48 |
52,382 | 49,268 | ||||||
4.00%, 1/1/49 |
109,326 | 108,108 | ||||||
5.00%, 5/1/49 |
38,491 | 39,296 | ||||||
3.50%, 6/1/49 |
122,526 | 118,305 | ||||||
4.00%, 6/1/49 |
260,522 | 257,799 | ||||||
4.50%, 7/1/49 |
14,294 | 14,373 | ||||||
3.50%, 8/1/49 |
267,988 | 257,740 | ||||||
3.00%, 9/1/49 |
115,432 | 107,750 | ||||||
4.00%, 9/1/49 |
101,092 | 99,717 | ||||||
3.00%, 10/1/49 |
76,536 | 71,443 | ||||||
4.00%, 10/1/49 |
149,027 | 146,927 | ||||||
2.50%, 11/1/49 |
277,409 | 250,489 | ||||||
3.50%, 11/1/49 |
151,400 | 146,185 | ||||||
5.00%, 11/1/49 |
125,463 | 128,092 | ||||||
2.50%, 1/1/50 |
59,511 | 53,736 | ||||||
3.00%, 1/1/50 |
38,451 | 35,893 | ||||||
3.50%, 1/1/50 |
89,587 | 86,161 | ||||||
4.50%, 1/1/50 |
73,088 | 73,382 | ||||||
3.00%, 3/1/50 |
129,946 | 121,299 | ||||||
4.00%, 3/1/50 |
64,798 | 63,886 | ||||||
4.50%, 3/1/50 |
74,736 | 75,220 | ||||||
5.00%, 3/1/50 |
156,679 | 159,921 | ||||||
2.50%, 4/1/50 |
278,342 | 250,798 | ||||||
3.00%, 4/1/50 |
92,784 | 86,542 | ||||||
3.50%, 4/1/50 |
500,320 | 481,047 | ||||||
3.50%, 5/1/50 |
126,656 | 121,682 | ||||||
4.00%, 5/1/50 |
51,870 | 51,081 | ||||||
4.50%, 5/1/50 |
135,536 | 135,079 | ||||||
2.50%, 6/1/50 |
547,816 | 493,201 | ||||||
4.00%, 6/1/50 |
130,668 | 128,827 | ||||||
2.50%, 7/1/50 |
281,758 | 253,680 | ||||||
3.00%, 7/1/50 |
142,188 | 132,566 | ||||||
2.00%, 8/1/50 |
225,784 | 195,340 | ||||||
2.50%, 8/1/50 |
216,659 | 194,931 | ||||||
3.00%, 8/1/50 |
30,601 | 28,726 | ||||||
2.00%, 9/1/50 |
1,048,936 | 907,499 | ||||||
2.50%, 9/1/50 |
990,989 | 892,633 | ||||||
2.00%, 10/1/50 |
660,852 | 571,666 | ||||||
1.50%, 11/1/50 |
302,178 | 248,069 | ||||||
2.00%, 11/1/50 |
1,184,482 | 1,024,584 | ||||||
2.50%, 11/1/50 |
173,542 | 156,679 | ||||||
1.50%, 12/1/50 |
418,173 | 343,293 | ||||||
2.00%, 12/1/50 |
1,556,467 | 1,346,230 | ||||||
2.50%, 12/1/50 |
1,018,079 | 915,704 | ||||||
3.00%, 12/1/50 |
61,740 | 57,502 | ||||||
1.50%, 1/1/51 |
198,056 | 162,592 | ||||||
2.00%, 1/1/51 |
1,934,990 | 1,673,398 | ||||||
2.50%, 1/1/51 |
855,059 | 768,145 | ||||||
2.00%, 2/1/51 |
943,595 | 815,997 | ||||||
2.50%, 2/1/51 |
753,108 | 675,384 | ||||||
3.00%, 2/1/51 |
341,389 | 318,266 | ||||||
1.50%, 3/1/51 |
321,365 | 263,910 | ||||||
2.00%, 3/1/51 |
1,512,406 | 1,306,824 | ||||||
1.50%, 4/1/51 |
99,739 | 81,895 | ||||||
2.00%, 4/1/51 |
1,507,718 | 1,300,474 | ||||||
2.00%, 5/1/51 |
662,959 | 573,129 | ||||||
2.50%, 5/1/51 |
929,427 | 833,119 | ||||||
3.00%, 5/1/51 |
117,493 | 109,066 | ||||||
1.50%, 6/1/51 |
462,849 | 380,075 | ||||||
2.00%, 6/1/51 |
227,071 | 196,206 | ||||||
2.00%, 7/1/51 |
1,097,458 | 946,536 | ||||||
2.50%, 7/1/51 |
279,186 | 250,106 | ||||||
3.00%, 7/1/51 |
257,983 | 239,315 | ||||||
1.50%, 8/1/51 |
70,750 | 58,063 | ||||||
2.50%, 8/1/51 |
1,444,082 | 1,293,989 | ||||||
2.00%, 9/1/51 |
446,932 | 385,297 | ||||||
2.50%, 9/1/51 |
969,926 | 869,589 | ||||||
3.50%, 9/1/51 |
58,357 | 55,770 | ||||||
2.00%, 10/1/51 |
433,828 | 374,000 | ||||||
3.00%, 11/1/51 |
118,047 | 109,428 | ||||||
2.00%, 12/1/51 |
529,717 | 456,583 | ||||||
2.50%, 12/1/51 |
1,164,206 | 1,042,329 | ||||||
3.00%, 12/1/51 |
335,351 | 312,722 |
See Notes to Financial Statements.
58 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
2.50%, 1/1/52 |
$ | 191,120 | $ | 171,967 | ||||
2.50%, 2/1/52 |
1,086,739 | 972,864 | ||||||
3.00%, 2/1/52 |
817,497 | 758,637 | ||||||
2.50%, 3/1/52 |
217,940 | 195,094 | ||||||
2.50%, 4/1/52 |
112,237 | 100,379 | ||||||
3.00%, 4/1/52 |
291,802 | 270,451 | ||||||
|
|
|||||||
Total Federal National Mortgage Association |
|
46,844,881 | ||||||
Government National Mortgage Association 5.9% |
| |||||||
2.50%, 7/20/28 |
41,004 | 38,835 | ||||||
3.00%, 4/20/33 |
22,746 | 22,043 | ||||||
2.00%, 5/20/36 |
40,627 | 37,467 | ||||||
4.00%, 11/20/40 |
91,010 | 91,677 | ||||||
3.00%, 11/20/42 |
143,243 | 137,150 | ||||||
3.50%, 2/20/43 |
134,348 | 132,125 | ||||||
5.00%, 2/20/43 |
22,365 | 23,430 | ||||||
3.50%, 3/20/43 |
129,151 | 126,967 | ||||||
4.00%, 5/20/43 |
20,732 | 20,873 | ||||||
4.00%, 6/20/43 |
42,554 | 42,842 | ||||||
3.00%, 8/20/43 |
94,712 | 90,626 | ||||||
5.00%, 4/20/44 |
45,743 | 47,906 | ||||||
3.50%, 7/20/44 |
52,340 | 51,276 | ||||||
4.00%, 7/20/44 |
102,595 | 102,597 | ||||||
5.00%, 7/20/44 |
8,539 | 8,942 | ||||||
3.50%, 8/20/44 |
66,596 | 65,242 | ||||||
5.00%, 8/20/44 |
7,340 | 7,689 | ||||||
3.00%, 9/20/44 |
31,266 | 29,832 | ||||||
4.50%, 9/20/44 |
27,345 | 27,945 | ||||||
3.50%, 10/20/44 |
390,816 | 382,870 | ||||||
3.00%, 1/20/45 |
11,590 | 11,059 | ||||||
4.00%, 4/20/45 |
68,923 | 68,925 | ||||||
3.00%, 7/20/45 |
85,053 | 81,051 | ||||||
3.50%, 8/20/45 |
70,257 | 68,578 | ||||||
3.50%, 11/20/45 |
51,556 | 50,323 | ||||||
3.00%, 12/20/45 |
65,324 | 62,250 | ||||||
3.50%, 12/20/45 |
92,916 | 90,695 | ||||||
4.50%, 12/20/45 |
25,934 | 26,503 | ||||||
3.50%, 1/20/46 |
173,466 | 169,320 | ||||||
3.00%, 5/20/46 |
321,507 | 306,327 | ||||||
4.00%, 7/20/46 |
75,366 | 75,045 | ||||||
3.00%, 9/20/46 |
98,051 | 93,422 | ||||||
3.50%, 9/20/46 |
54,068 | 52,757 | ||||||
2.50%, 10/20/46 |
60,752 | 56,320 | ||||||
3.00%, 10/20/46 |
39,886 | 38,003 | ||||||
3.00%, 12/20/46 |
7,408 | 7,058 | ||||||
4.00%, 12/20/46 |
17,268 | 17,194 | ||||||
4.00%, 1/20/47 |
15,131 | 15,067 | ||||||
4.50%, 1/20/47 |
20,537 | 20,942 | ||||||
3.00%, 2/20/47 |
619,394 | 590,150 | ||||||
3.50%, 2/20/47 |
56,658 | 55,285 | ||||||
3.50%, 3/20/47 |
52,083 | 50,764 | ||||||
3.50%, 4/20/47 |
27,910 | 27,203 | ||||||
4.00%, 4/20/47 |
82,956 | 82,580 | ||||||
3.00%, 5/20/47 |
32,933 | 31,362 | ||||||
4.00%, 7/20/47 |
18,293 | 18,210 | ||||||
4.00%, 8/20/47 |
15,812 | 15,740 | ||||||
3.50%, 9/20/47 |
44,596 | 43,467 | ||||||
4.50%, 10/20/47 |
7,179 | 7,293 | ||||||
3.50%, 11/20/47 |
128,146 | 124,900 | ||||||
3.50%, 1/20/48 |
181,063 | 176,477 | ||||||
4.00%, 1/20/48 |
30,723 | 30,584 | ||||||
3.00%, 2/20/48 |
137,402 | 130,559 | ||||||
3.50%, 2/20/48 |
160,370 | 156,308 | ||||||
3.50%, 3/20/48 |
15,532 | 15,138 | ||||||
3.50%, 4/20/48 |
27,407 | 26,775 | ||||||
3.50%, 6/20/48 |
46,401 | 45,225 | ||||||
4.50%, 6/20/48 |
32,209 | 32,598 | ||||||
3.50%, 7/20/48 |
103,831 | 101,089 | ||||||
4.00%, 9/20/48 |
24,529 | 24,407 | ||||||
4.50%, 9/20/48 |
14,234 | 14,406 | ||||||
3.50%, 10/20/48 |
187,243 | 182,298 | ||||||
4.50%, 1/20/49 |
14,278 | 14,450 | ||||||
3.50%, 3/20/49 |
7,056 | 6,870 | ||||||
4.00%, 3/20/49 |
25,565 | 25,438 | ||||||
4.50%, 3/20/49 |
6,770 | 6,852 | ||||||
5.00%, 3/20/49 |
12,387 | 12,737 | ||||||
4.00%, 4/20/49 |
10,822 | 10,757 | ||||||
4.50%, 6/20/49 |
44,062 | 44,594 | ||||||
3.50%, 7/20/49 |
39,250 | 38,121 | ||||||
3.00%, 8/20/49 |
62,453 | 59,259 | ||||||
3.50%, 8/20/49 |
22,912 | 22,250 | ||||||
3.00%, 9/20/49 |
246,460 | 233,784 | ||||||
3.00%, 10/20/49 |
240,147 | 227,729 | ||||||
4.00%, 10/20/49 |
29,560 | 29,383 | ||||||
3.00%, 11/15/49 |
7,577 | 7,174 | ||||||
2.50%, 11/20/49 |
42,166 | 38,540 | ||||||
3.00%, 1/20/50 |
6,866 | 6,506 | ||||||
3.50%, 1/20/50 |
5,015 | 4,867 | ||||||
4.50%, 1/20/50 |
10,562 | 10,689 | ||||||
3.00%, 2/20/50 |
84,463 | 80,002 | ||||||
4.00%, 2/20/50 |
160,554 | 159,592 | ||||||
2.50%, 4/20/50 |
98,942 | 90,965 | ||||||
3.00%, 5/20/50 |
107,391 | 101,683 | ||||||
2.50%, 6/20/50 |
150,382 | 138,258 | ||||||
3.00%, 6/20/50 |
49,289 | 46,662 | ||||||
3.50%, 7/20/50 |
130,190 | 126,307 | ||||||
5.00%, 7/20/50 |
51,772 | 53,577 | ||||||
2.00%, 8/20/50 |
139,320 | 123,512 | ||||||
2.50%, 8/20/50 |
374,934 | 344,705 | ||||||
3.00%, 8/20/50 |
435,233 | 411,898 | ||||||
3.50%, 8/20/50 |
98,613 | 95,816 | ||||||
4.00%, 8/20/50 |
37,501 | 37,315 | ||||||
2.50%, 9/20/50 |
134,848 | 123,976 | ||||||
3.00%, 9/20/50 |
209,337 | 198,113 | ||||||
4.00%, 9/20/50 |
42,317 | 42,064 | ||||||
4.50%, 9/20/50 |
54,501 | 55,159 | ||||||
3.50%, 10/20/50 |
24,774 | 24,049 | ||||||
2.00%, 11/20/50 |
569,251 | 504,659 | ||||||
2.50%, 11/20/50 |
288,052 | 264,829 | ||||||
3.00%, 11/20/50 |
80,933 | 76,581 | ||||||
2.00%, 12/20/50 |
194,812 | 172,707 | ||||||
2.50%, 12/20/50 |
682,821 | 627,770 | ||||||
3.50%, 12/20/50 |
201,656 | 195,904 | ||||||
2.00%, 1/20/51 |
769,107 | 681,837 | ||||||
2.50%, 1/20/51 |
476,861 | 438,415 | ||||||
2.00%, 3/20/51 |
431,047 | 382,931 | ||||||
2.50%, 3/20/51 |
474,184 | 434,510 | ||||||
2.00%, 4/20/51 |
83,951 | 74,554 |
See Notes to Financial Statements.
WisdomTree Trust | 59 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
2.50%, 4/20/51 |
$ | 203,157 | $ | 186,096 | ||||
2.00%, 5/20/51 |
449,164 | 398,748 | ||||||
2.50%, 5/20/51 |
69,666 | 63,794 | ||||||
3.00%, 5/20/51 |
37,056 | 34,970 | ||||||
2.00%, 6/20/51 |
368,342 | 326,884 | ||||||
2.00%, 7/20/51 |
446,397 | 396,016 | ||||||
2.50%, 7/20/51 |
353,773 | 323,737 | ||||||
3.00%, 7/20/51 |
122,869 | 115,884 | ||||||
2.50%, 8/20/51 |
562,189 | 514,283 | ||||||
1.50%, 9/20/51 |
46,724 | 39,706 | ||||||
2.00%, 9/20/51 |
368,836 | 326,981 | ||||||
2.50%, 9/20/51 |
389,702 | 356,375 | ||||||
3.00%, 9/20/51 |
240,594 | 226,783 | ||||||
3.50%, 9/20/51 |
221,054 | 213,712 | ||||||
2.00%, 10/20/51 |
281,943 | 249,861 | ||||||
2.00%, 11/20/51 |
751,125 | 665,592 | ||||||
2.00%, 12/20/51 |
288,664 | 255,704 | ||||||
2.50%, 12/20/51 |
880,798 | 805,249 | ||||||
2.00%, 1/20/52 |
290,861 | 257,559 | ||||||
2.50%, 1/20/52 |
361,617 | 330,488 | ||||||
3.00%, 1/20/52 |
741,202 | 697,830 | ||||||
2.00%, 3/20/52 |
181,425 | 160,257 | ||||||
2.50%, 3/20/52 |
146,605 | 133,902 | ||||||
2.00%, 4/20/52 |
98,446 | 86,959 | ||||||
2.50%, 7/20/52 |
134,449 | 122,736 | ||||||
3.00%, 7/20/52 |
124,505 | 116,869 | ||||||
2.50%, 9/21/52(b) |
100,000 | 91,147 | ||||||
3.50%, 9/21/52(b) |
275,000 | 265,073 | ||||||
4.00%, 9/21/52(b) |
725,000 | 714,147 | ||||||
4.50%, 9/21/52(b) |
525,000 | 525,100 | ||||||
2.00%, 10/20/52(b) |
100,000 | 88,285 | ||||||
2.50%, 10/20/52(b) |
100,000 | 91,129 | ||||||
3.50%, 10/20/52(b) |
125,000 | 120,361 | ||||||
4.00%, 10/20/52(b) |
175,000 | 172,099 | ||||||
4.50%, 10/20/52(b) |
200,000 | 199,758 | ||||||
5.00%, 10/20/52(b) |
200,000 | 202,233 | ||||||
|
|
|||||||
Total Government National Mortgage Association |
|
21,566,648 | ||||||
Tennessee Valley Authority 0.1% |
| |||||||
2.88%, 9/15/24 |
25,000 | 24,656 | ||||||
5.25%, 9/15/39 |
390,000 | 443,083 | ||||||
|
|
|||||||
Total Tennessee Valley Authority |
|
467,739 | ||||||
Uniform Mortgage-Backed Securities 1.6% |
| |||||||
3.00%, 9/1/37(b) |
275,000 | 266,318 | ||||||
4.00%, 9/1/37(b) |
25,000 | 24,930 | ||||||
3.50%, 9/19/37(b) |
100,000 | 98,225 | ||||||
2.00%, 10/18/37(b) |
75,000 | 69,094 | ||||||
2.50%, 10/18/37(b) |
75,000 | 70,916 | ||||||
3.50%, 10/18/37(b) |
100,000 | 98,125 | ||||||
3.00%, 9/1/52(b) |
775,000 | 717,080 | ||||||
3.50%, 9/14/52(b) |
1,175,000 | 1,119,912 | ||||||
4.00%, 9/14/52(b) |
650,000 | 634,316 | ||||||
4.50%, 9/14/52(b) |
750,000 | 745,481 | ||||||
5.00%, 9/15/52(b) |
450,000 | 454,216 | ||||||
1.50%, 10/1/52(b) |
50,000 | 40,924 | ||||||
2.00%, 10/13/52(b) |
225,000 | 193,508 | ||||||
2.50%, 10/13/52(b) |
200,000 | 178,513 | ||||||
3.00%, 10/13/52(b) |
175,000 | 161,814 | ||||||
3.50%, 10/13/52(b) |
125,000 | 119,038 | ||||||
4.00%, 10/13/52(b) |
250,000 | 243,678 | ||||||
4.50%, 10/13/52(b) |
400,000 | 397,044 | ||||||
5.00%, 10/13/52(b) |
100,000 | 100,772 | ||||||
5.50%, 10/13/52(b) |
200,000 | 204,093 | ||||||
|
|
|||||||
Total Uniform Mortgage-Backed Securities |
|
5,937,997 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $112,912,942) |
|
105,114,555 | ||||||
U.S. GOVERNMENT OBLIGATIONS 40.0% |
| |||||||
U.S. Treasury Bonds 8.2% |
| |||||||
6.88%, 8/15/25 |
277,000 | 302,925 | ||||||
5.25%, 2/15/29 |
259,000 | 287,723 | ||||||
6.13%, 8/15/29 |
5,000 | 5,878 | ||||||
6.25%, 5/15/30 |
244,000 | 293,753 | ||||||
5.38%, 2/15/31 |
193,500 | 224,188 | ||||||
4.75%, 2/15/37 |
900,000 | 1,066,570 | ||||||
5.00%, 5/15/37 |
128,000 | 155,350 | ||||||
4.38%, 2/15/38 |
200,000 | 228,500 | ||||||
4.50%, 5/15/38 |
174,000 | 201,351 | ||||||
3.50%, 2/15/39 |
67,000 | 68,759 | ||||||
4.25%, 5/15/39 |
110,000 | 123,604 | ||||||
4.50%, 8/15/39 |
92,000 | 106,397 | ||||||
4.38%, 11/15/39 |
106,000 | 120,641 | ||||||
4.63%, 2/15/40 |
57,000 | 66,833 | ||||||
4.38%, 5/15/40 |
1,000,000 | 1,134,531 | ||||||
4.75%, 2/15/41 |
150,000 | 177,762 | ||||||
3.75%, 8/15/41 |
325,000 | 335,740 | ||||||
3.13%, 2/15/42 |
300,000 | 282,188 | ||||||
3.00%, 5/15/42 |
285,000 | 262,222 | ||||||
3.25%, 5/15/42 |
950,000 | 909,254 | ||||||
2.75%, 8/15/42 |
150,000 | 131,941 | ||||||
3.38%, 8/15/42 |
400,000 | 390,562 | ||||||
2.75%, 11/15/42 |
460,000 | 403,794 | ||||||
3.13%, 2/15/43 |
2,500,000 | 2,326,172 | ||||||
3.63%, 8/15/43 |
152,500 | 153,394 | ||||||
3.75%, 11/15/43 |
346,000 | 354,569 | ||||||
3.63%, 2/15/44 |
1,134,000 | 1,138,518 | ||||||
3.38%, 5/15/44 |
1,118,000 | 1,079,656 | ||||||
3.13%, 8/15/44 |
182,000 | 168,492 | ||||||
3.00%, 5/15/45 |
1,800,000 | 1,628,578 | ||||||
2.88%, 8/15/45 |
354,000 | 313,345 | ||||||
3.00%, 11/15/45 |
141,000 | 127,704 | ||||||
2.50%, 5/15/46 |
705,000 | 581,515 | ||||||
2.88%, 11/15/46 |
2,434,000 | 2,159,414 | ||||||
3.00%, 2/15/47 |
740,000 | 671,897 | ||||||
3.00%, 5/15/47 |
2,891,000 | 2,628,777 | ||||||
2.75%, 11/15/47 |
269,000 | 234,303 | ||||||
3.00%, 2/15/48 |
341,000 | 312,574 | ||||||
2.88%, 5/15/49 |
670,000 | 609,962 | ||||||
2.38%, 11/15/49 |
390,000 | 321,720 | ||||||
1.25%, 5/15/50 |
840,000 | 519,947 | ||||||
1.38%, 8/15/50 |
1,000,000 | 640,078 | ||||||
1.88%, 2/15/51 |
4,675,000 | 3,414,211 | ||||||
2.00%, 8/15/51 |
450,000 | 338,379 | ||||||
2.88%, 5/15/52 |
2,900,000 | 2,674,797 | ||||||
3.00%, 8/15/52 |
305,000 | 289,226 | ||||||
|
|
|||||||
Total U.S. Treasury Bonds |
|
29,967,694 |
See Notes to Financial Statements.
60 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. Treasury Notes 31.8% |
| |||||||
0.13%, 9/15/23 |
$ | 685,000 | $ | 661,881 | ||||
0.25%, 9/30/23 |
400,000 | 386,469 | ||||||
1.38%, 9/30/23 |
338,000 | 330,580 | ||||||
2.88%, 9/30/23 |
250,000 | 248,496 | ||||||
0.13%, 10/15/23 |
525,000 | 505,907 | ||||||
0.38%, 10/31/23 |
800,000 | 772,187 | ||||||
1.63%, 10/31/23 |
344,000 | 336,925 | ||||||
2.88%, 10/31/23 |
250,000 | 248,389 | ||||||
0.25%, 11/15/23 |
450,000 | 433,239 | ||||||
2.75%, 11/15/23 |
755,000 | 748,777 | ||||||
0.50%, 11/30/23 |
1,000,000 | 964,199 | ||||||
2.13%, 11/30/23 |
250,000 | 245,986 | ||||||
2.88%, 11/30/23 |
250,000 | 248,257 | ||||||
0.13%, 12/15/23 |
671,600 | 643,700 | ||||||
0.75%, 12/31/23 |
1,200,000 | 1,157,766 | ||||||
2.25%, 12/31/23 |
411,000 | 404,466 | ||||||
2.63%, 12/31/23 |
250,000 | 247,407 | ||||||
0.13%, 1/15/24 |
985,000 | 941,137 | ||||||
0.88%, 1/31/24 |
1,535,000 | 1,479,716 | ||||||
2.25%, 1/31/24 |
354,000 | 348,088 | ||||||
2.50%, 1/31/24 |
250,000 | 246,650 | ||||||
0.13%, 2/15/24 |
1,195,000 | 1,138,774 | ||||||
2.75%, 2/15/24 |
382,000 | 378,120 | ||||||
1.50%, 2/29/24 |
805,000 | 782,061 | ||||||
2.13%, 2/29/24 |
329,000 | 322,613 | ||||||
2.38%, 2/29/24 |
250,000 | 246,045 | ||||||
0.25%, 3/15/24 |
950,000 | 904,318 | ||||||
2.13%, 3/31/24 |
362,000 | 354,633 | ||||||
2.25%, 3/31/24 |
1,115,000 | 1,093,898 | ||||||
0.38%, 4/15/24 |
1,000,000 | 951,309 | ||||||
2.00%, 4/30/24 |
341,000 | 333,068 | ||||||
2.25%, 4/30/24 |
300,000 | 294,152 | ||||||
2.50%, 4/30/24 |
725,000 | 713,573 | ||||||
0.25%, 5/15/24 |
975,000 | 923,375 | ||||||
2.50%, 5/15/24 |
782,000 | 769,659 | ||||||
2.50%, 5/31/24 |
585,000 | 575,391 | ||||||
0.25%, 6/15/24 |
1,275,000 | 1,204,327 | ||||||
1.75%, 6/30/24 |
300,000 | 290,930 | ||||||
2.00%, 6/30/24 |
500,000 | 487,187 | ||||||
0.38%, 7/15/24 |
790,000 | 746,272 | ||||||
1.75%, 7/31/24 |
500,000 | 484,316 | ||||||
2.13%, 7/31/24 |
500,000 | 487,773 | ||||||
0.38%, 8/15/24 |
900,000 | 847,881 | ||||||
2.38%, 8/15/24 |
629,000 | 616,236 | ||||||
1.25%, 8/31/24 |
400,000 | 383,117 | ||||||
1.88%, 8/31/24 |
500,000 | 484,961 | ||||||
3.25%, 8/31/24 |
645,000 | 642,291 | ||||||
0.38%, 9/15/24 |
700,000 | 657,617 | ||||||
1.50%, 9/30/24 |
400,000 | 384,359 | ||||||
2.13%, 9/30/24 |
250,000 | 243,457 | ||||||
0.63%, 10/15/24 |
1,400,000 | 1,319,281 | ||||||
1.50%, 10/31/24 |
300,000 | 287,918 | ||||||
2.25%, 10/31/24 |
250,000 | 243,730 | ||||||
0.75%, 11/15/24 |
800,000 | 753,937 | ||||||
2.25%, 11/15/24 |
719,000 | 700,688 | ||||||
1.50%, 11/30/24 |
500,000 | 478,887 | ||||||
2.13%, 11/30/24 |
506,000 | 491,334 | ||||||
1.00%, 12/15/24 |
1,050,000 | 993,193 | ||||||
1.75%, 12/31/24 |
270,000 | 259,706 | ||||||
2.25%, 12/31/24 |
349,000 | 339,512 | ||||||
1.13%, 1/15/25 |
660,000 | 624,809 | ||||||
1.38%, 1/31/25 |
295,000 | 280,746 | ||||||
1.50%, 2/15/25 |
900,000 | 858,129 | ||||||
2.00%, 2/15/25 |
485,000 | 468,290 | ||||||
1.13%, 2/28/25 |
480,000 | 453,244 | ||||||
2.75%, 2/28/25 |
699,000 | 686,822 | ||||||
1.75%, 3/15/25 |
590,000 | 565,432 | ||||||
0.50%, 3/31/25 |
570,000 | 528,430 | ||||||
2.63%, 4/15/25 |
695,000 | 680,068 | ||||||
0.38%, 4/30/25 |
500,000 | 460,684 | ||||||
2.88%, 4/30/25 |
188,000 | 185,048 | ||||||
2.13%, 5/15/25 |
582,000 | 561,675 | ||||||
2.75%, 5/15/25 |
670,000 | 657,202 | ||||||
0.25%, 5/31/25 |
1,005,000 | 920,282 | ||||||
2.88%, 5/31/25 |
210,000 | 206,612 | ||||||
2.88%, 6/15/25 |
750,000 | 737,666 | ||||||
0.25%, 6/30/25 |
500,000 | 456,934 | ||||||
2.75%, 6/30/25 |
350,000 | 343,178 | ||||||
0.25%, 7/31/25 |
580,000 | 528,344 | ||||||
2.00%, 8/15/25 |
954,000 | 914,349 | ||||||
3.13%, 8/15/25 |
615,000 | 608,874 | ||||||
0.25%, 8/31/25 |
800,000 | 726,625 | ||||||
2.75%, 8/31/25 |
300,000 | 293,766 | ||||||
3.00%, 9/30/25 |
500,000 | 493,008 | ||||||
0.25%, 10/31/25 |
2,460,000 | 2,223,129 | ||||||
3.00%, 10/31/25 |
1,300,000 | 1,281,566 | ||||||
2.25%, 11/15/25 |
1,507,000 | 1,450,664 | ||||||
0.38%, 11/30/25 |
500,000 | 452,500 | ||||||
2.88%, 11/30/25 |
300,000 | 294,469 | ||||||
0.38%, 12/31/25 |
1,400,000 | 1,263,937 | ||||||
2.63%, 12/31/25 |
500,000 | 486,914 | ||||||
2.63%, 1/31/26 |
500,000 | 486,621 | ||||||
1.63%, 2/15/26 |
800,000 | 751,781 | ||||||
0.50%, 2/28/26 |
650,000 | 586,625 | ||||||
2.50%, 2/28/26 |
500,000 | 484,238 | ||||||
2.25%, 3/31/26 |
150,000 | 144,006 | ||||||
0.75%, 4/30/26 |
1,000,000 | 907,344 | ||||||
2.38%, 4/30/26 |
500,000 | 482,148 | ||||||
1.63%, 5/15/26 |
623,000 | 583,941 | ||||||
0.75%, 5/31/26 |
1,500,000 | 1,358,086 | ||||||
2.13%, 5/31/26 |
200,000 | 190,805 | ||||||
1.88%, 6/30/26 |
750,000 | 708,750 | ||||||
0.63%, 7/31/26 |
450,000 | 403,857 | ||||||
1.88%, 7/31/26 |
450,000 | 424,758 | ||||||
1.50%, 8/15/26 |
550,000 | 510,770 | ||||||
0.75%, 8/31/26 |
500,000 | 450,137 | ||||||
1.38%, 8/31/26 |
350,000 | 323,477 | ||||||
0.88%, 9/30/26 |
3,200,000 | 2,891,000 | ||||||
1.63%, 9/30/26 |
450,000 | 419,766 | ||||||
1.13%, 10/31/26 |
500,000 | 455,645 | ||||||
1.63%, 10/31/26 |
250,000 | 232,764 | ||||||
2.00%, 11/15/26 |
500,000 | 472,187 | ||||||
1.25%, 11/30/26 |
2,140,000 | 1,958,351 | ||||||
1.63%, 11/30/26 |
500,000 | 465,430 | ||||||
1.25%, 12/31/26 |
1,120,000 | 1,023,575 | ||||||
2.25%, 2/15/27 |
400,000 | 381,016 |
See Notes to Financial Statements.
WisdomTree Trust | 61 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
1.13%, 2/28/27 |
$ | 450,000 | $ | 408,252 | ||||
1.88%, 2/28/27 |
500,000 | 468,984 | ||||||
0.63%, 3/31/27 |
565,000 | 499,672 | ||||||
2.50%, 3/31/27 |
925,000 | 890,782 | ||||||
2.75%, 4/30/27 |
440,000 | 428,313 | ||||||
2.38%, 5/15/27 |
675,000 | 645,548 | ||||||
0.50%, 5/31/27 |
950,000 | 831,510 | ||||||
2.63%, 5/31/27 |
110,000 | 106,545 | ||||||
0.50%, 6/30/27 |
1,845,000 | 1,611,636 | ||||||
0.38%, 7/31/27 |
650,000 | 563,697 | ||||||
2.25%, 8/15/27 |
907,000 | 861,544 | ||||||
0.50%, 8/31/27 |
740,000 | 643,858 | ||||||
3.13%, 8/31/27 |
660,000 | 654,199 | ||||||
0.50%, 10/31/27 |
750,000 | 649,453 | ||||||
2.25%, 11/15/27 |
388,000 | 367,660 | ||||||
0.63%, 11/30/27 |
3,800,000 | 3,304,516 | ||||||
1.25%, 4/30/28 |
1,000,000 | 891,719 | ||||||
2.88%, 5/15/28 |
968,000 | 943,308 | ||||||
1.25%, 5/31/28 |
900,000 | 801,668 | ||||||
1.25%, 6/30/28 |
685,000 | 608,847 | ||||||
1.00%, 7/31/28 |
890,000 | 778,194 | ||||||
2.88%, 8/15/28 |
1,337,000 | 1,301,852 | ||||||
1.13%, 8/31/28 |
500,000 | 439,902 | ||||||
1.25%, 9/30/28 |
1,200,000 | 1,061,625 | ||||||
3.13%, 11/15/28 |
901,000 | 889,808 | ||||||
1.50%, 11/30/28 |
1,300,000 | 1,165,125 | ||||||
1.75%, 1/31/29 |
795,000 | 722,984 | ||||||
2.63%, 2/15/29 |
3,700,000 | 3,549,254 | ||||||
1.88%, 2/28/29 |
1,685,000 | 1,545,066 | ||||||
2.38%, 3/31/29 |
575,000 | 542,387 | ||||||
2.88%, 4/30/29 |
665,000 | 646,868 | ||||||
2.38%, 5/15/29 |
375,000 | 353,701 | ||||||
2.75%, 5/31/29 |
700,000 | 675,664 | ||||||
2.63%, 7/31/29 |
750,000 | 719,121 | ||||||
1.63%, 8/15/29 |
731,000 | 657,843 | ||||||
3.13%, 8/31/29 |
540,000 | 534,895 | ||||||
1.75%, 11/15/29 |
400,000 | 363,219 | ||||||
1.50%, 2/15/30 |
565,000 | 501,305 | ||||||
0.63%, 8/15/30 |
2,570,000 | 2,109,207 | ||||||
0.88%, 11/15/30 |
2,305,000 | 1,927,376 | ||||||
1.25%, 8/15/31 |
1,865,000 | 1,587,873 | ||||||
2.88%, 5/15/32 |
4,285,000 | 4,178,210 | ||||||
2.75%, 8/15/32 |
1,300,000 | 1,254,602 | ||||||
|
|
|||||||
Total U.S. Treasury Notes |
|
116,688,387 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $152,758,547) |
|
146,656,081 | ||||||
CORPORATE BONDS 24.3% |
| |||||||
Australia 0.0% |
| |||||||
BHP Billiton Finance USA Ltd. |
23,000 | 23,344 | ||||||
Westpac Banking Corp. |
| |||||||
3.35%, 3/8/27 |
23,000 | 22,214 | ||||||
4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year U.S. dollar ICE Swap Rate + 2.236% thereafter)(c) |
10,000 | 9,524 | ||||||
2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(c) |
30,000 | 23,748 | ||||||
4.42%, 7/24/39 |
25,000 | 22,110 | ||||||
2.96%, 11/16/40 |
50,000 | 35,697 | ||||||
|
|
|||||||
Total Australia |
|
136,637 | ||||||
Austria 0.1% |
| |||||||
Oesterreichische Kontrollbank AG |
235,000 | 233,804 | ||||||
Suzano Austria GmbH |
41,000 | 34,763 | ||||||
|
|
|||||||
Total Austria |
|
268,567 | ||||||
Belgium 0.2% |
| |||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. |
||||||||
3.65%, 2/1/26 |
154,000 | 151,508 | ||||||
4.70%, 2/1/36 |
25,000 | 24,133 | ||||||
Anheuser-Busch InBev Finance, Inc. |
228,000 | 191,930 | ||||||
Anheuser-Busch InBev Worldwide, Inc. |
||||||||
4.90%, 1/23/31 |
240,000 | 247,236 | ||||||
4.60%, 4/15/48 |
269,000 | 245,124 | ||||||
4.44%, 10/6/48 |
19,000 | 16,958 | ||||||
|
|
|||||||
Total Belgium |
|
876,889 | ||||||
Bermuda 0.0% |
| |||||||
Aspen Insurance Holdings Ltd. |
18,000 | 17,988 | ||||||
Brazil 0.0% |
| |||||||
Vale Overseas Ltd. |
||||||||
6.25%, 8/10/26(d) |
48,000 | 50,360 | ||||||
6.88%, 11/21/36 |
10,000 | 10,330 | ||||||
|
|
|||||||
Total Brazil |
|
60,690 | ||||||
Canada 0.8% |
| |||||||
Bank of Montreal |
||||||||
3.30%, 2/5/24, Series E |
40,000 | 39,646 | ||||||
2.15%, 3/8/24 |
275,000 | 268,023 | ||||||
3.70%, 6/7/25 |
100,000 | 98,739 | ||||||
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c) |
49,000 | 44,787 | ||||||
Brookfield Asset Management, Inc. |
31,000 | 30,753 | ||||||
Brookfield Finance, Inc. |
||||||||
3.90%, 1/25/28 |
18,000 | 16,998 | ||||||
4.85%, 3/29/29 |
25,000 | 24,549 | ||||||
4.70%, 9/20/47 |
50,000 | 43,512 | ||||||
Canadian Imperial Bank of Commerce |
25,000 | 24,664 | ||||||
Canadian National Railway Co. |
||||||||
2.95%, 11/21/24 |
25,000 | 24,540 | ||||||
2.75%, 3/1/26 |
100,000 | 95,868 | ||||||
3.85%, 8/5/32 |
100,000 | 96,847 | ||||||
4.40%, 8/5/52 |
100,000 | 95,747 | ||||||
Canadian Natural Resources Ltd. |
||||||||
3.80%, 4/15/24 |
50,000 | 49,528 | ||||||
3.85%, 6/1/27 |
25,000 | 23,893 |
See Notes to Financial Statements.
62 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Canadian Pacific Railway Co. |
||||||||
1.35%, 12/2/24 |
$ | 150,000 | $ | 141,051 | ||||
4.80%, 9/15/35 |
35,000 | 34,741 | ||||||
Cenovus Energy, Inc. |
50,000 | 54,636 | ||||||
Enbridge, Inc. |
25,000 | 24,659 | ||||||
Kinross Gold Corp. |
55,000 | 53,372 | ||||||
Magna International, Inc. |
5,000 | 4,967 | ||||||
National Bank of Canada |
||||||||
3.75%, 6/9/25, (3.750% fixed rate until 6/9/24; Secured Overnight Financing Rate + 1.009% thereafter)(c) |
250,000 | 246,565 | ||||||
Nutrien Ltd. |
||||||||
2.95%, 5/13/30 |
90,000 | 79,751 | ||||||
5.63%, 12/1/40 |
5,000 | 5,174 | ||||||
5.25%, 1/15/45 |
18,000 | 17,677 | ||||||
3.95%, 5/13/50 |
25,000 | 21,381 | ||||||
Rogers Communications, Inc. |
||||||||
3.20%, 3/15/27(e) |
400,000 | 380,988 | ||||||
4.50%, 3/15/43 |
25,000 | 21,588 | ||||||
Royal Bank of Canada |
||||||||
3.70%, 10/5/23 |
25,000 | 25,000 | ||||||
2.25%, 11/1/24 |
25,000 | 24,068 | ||||||
3.88%, 5/4/32(d) |
100,000 | 94,614 | ||||||
TELUS Corp. |
||||||||
2.80%, 2/16/27 |
6,000 | 5,643 | ||||||
4.60%, 11/16/48 |
5,000 | 4,674 | ||||||
Toronto-Dominion Bank |
||||||||
3.25%, 3/11/24 |
25,000 | 24,727 | ||||||
2.65%, 6/12/24 |
25,000 | 24,418 | ||||||
0.70%, 9/10/24 |
25,000 | 23,400 | ||||||
3.77%, 6/6/25 |
100,000 | 98,856 | ||||||
0.75%, 9/11/25 |
25,000 | 22,595 | ||||||
4.46%, 6/8/32 |
175,000 | 171,855 | ||||||
TransCanada PipeLines Ltd. |
||||||||
4.25%, 5/15/28 |
114,000 | 111,287 | ||||||
4.63%, 3/1/34 |
28,000 | 26,820 | ||||||
5.85%, 3/15/36 |
29,000 | 30,077 | ||||||
|
|
|||||||
Total Canada |
|
2,752,678 | ||||||
Chile 0.0% |
| |||||||
Enel Chile SA |
25,000 | 24,647 | ||||||
France 0.0% |
| |||||||
Sanofi |
5,000 | 4,862 | ||||||
TotalEnergies Capital International SA |
||||||||
3.46%, 2/19/29 |
25,000 | 23,963 | ||||||
3.46%, 7/12/49 |
20,000 | 16,486 | ||||||
|
|
|||||||
Total France |
|
45,311 | ||||||
Germany 0.0% |
| |||||||
Deutsche Bank AG |
25,000 | 24,709 | ||||||
Deutsche Telekom International Finance BV |
||||||||
8.75%, 6/15/30 |
15,000 | 18,509 | ||||||
9.25%, 6/1/32(d) |
50,000 | 65,984 | ||||||
|
|
|||||||
Total Germany |
|
109,202 | ||||||
Ireland 0.1% |
| |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
200,000 | 199,136 | ||||||
Japan 0.3% | ||||||||
Mitsubishi UFJ Financial Group, Inc. |
||||||||
3.41%, 3/7/24 |
25,000 | 24,759 | ||||||
3.78%, 3/2/25 |
5,000 | 4,947 | ||||||
3.96%, 3/2/28(d) |
45,000 | 43,385 | ||||||
3.74%, 3/7/29(d) |
40,000 | 37,764 | ||||||
4.32%, 4/19/33, (4.315% fixed rate until 4/19/32; 1-year Constant Maturity Treasury Rate + 1.55% thereafter)(c)(d) |
200,000 | 190,070 | ||||||
4.15%, 3/7/39(d) |
25,000 | 22,831 | ||||||
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) |
160,000 | 126,299 | ||||||
Sumitomo Mitsui Financial Group, Inc. |
||||||||
3.45%, 1/11/27(d) |
25,000 | 23,848 | ||||||
3.35%, 10/18/27 |
23,000 | 21,637 | ||||||
3.20%, 9/17/29(d) |
50,000 | 44,207 | ||||||
2.14%, 9/23/30 |
530,000 | 422,712 | ||||||
Takeda Pharmaceutical Co. Ltd. |
25,000 | 19,406 | ||||||
Toyota Motor Corp. |
25,000 | 24,560 | ||||||
|
|
|||||||
Total Japan |
|
1,006,425 | ||||||
Netherlands 0.2% |
| |||||||
Cooperatieve Rabobank UA |
134,000 | 146,856 | ||||||
Shell International Finance BV |
||||||||
3.25%, 5/11/25 |
475,000 | 467,875 | ||||||
5.50%, 3/25/40 |
27,000 | 29,226 | ||||||
3.13%, 11/7/49 |
50,000 | 38,908 | ||||||
|
|
|||||||
Total Netherlands |
|
682,865 | ||||||
Norway 0.2% |
| |||||||
Equinor ASA |
||||||||
2.65%, 1/15/24 |
5,000 | 4,930 | ||||||
3.70%, 3/1/24 |
362,000 | 362,174 | ||||||
1.75%, 1/22/26 |
25,000 | 23,213 | ||||||
3.00%, 4/6/27 |
25,000 | 23,947 | ||||||
3.63%, 9/10/28(d) |
374,000 | 365,207 | ||||||
5.10%, 8/17/40 |
19,000 | 19,811 | ||||||
4.80%, 11/8/43 |
25,000 | 25,400 | ||||||
|
|
|||||||
Total Norway |
|
824,682 | ||||||
Peru 0.0% |
| |||||||
Southern Copper Corp. |
5,000 | 5,647 |
See Notes to Financial Statements.
WisdomTree Trust | 63 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Spain 0.2% | ||||||||
Banco Bilbao Vizcaya Argentaria SA |
$ | 200,000 | $ | 193,312 | ||||
Banco Santander SA |
200,000 | 195,996 | ||||||
Telefonica Europe BV |
247,000 | 289,000 | ||||||
|
|
|||||||
Total Spain |
|
678,308 | ||||||
Switzerland 0.1% |
| |||||||
Credit Suisse AG |
200,000 | 194,316 | ||||||
Credit Suisse Group AG |
192,000 | 184,265 | ||||||
Novartis Capital Corp. |
||||||||
3.10%, 5/17/27 |
60,000 | 58,336 | ||||||
3.70%, 9/21/42 |
15,000 | 13,472 | ||||||
|
|
|||||||
Total Switzerland |
|
450,389 | ||||||
United Kingdom 0.8% |
| |||||||
AstraZeneca PLC |
||||||||
3.38%, 11/16/25 |
15,000 | 14,736 | ||||||
4.00%, 1/17/29 |
25,000 | 24,982 | ||||||
4.00%, 9/18/42 |
150,000 | 138,127 | ||||||
4.38%, 11/16/45 |
50,000 | 48,278 | ||||||
BAT Capital Corp. |
||||||||
3.22%, 8/15/24 |
150,000 | 146,539 | ||||||
3.22%, 9/6/26 |
25,000 | 23,333 | ||||||
4.39%, 8/15/37 |
25,000 | 19,860 | ||||||
4.76%, 9/6/49 |
29,000 | 21,994 | ||||||
3.98%, 9/25/50 |
150,000 | 101,788 | ||||||
BP Capital Markets PLC |
||||||||
3.28%, 9/19/27 |
24,000 | 23,006 | ||||||
3.72%, 11/28/28 |
45,000 | 43,629 | ||||||
British Telecommunications PLC |
274,000 | 337,598 | ||||||
Diageo Capital PLC |
30,000 | 24,966 | ||||||
GlaxoSmithKline Capital, Inc. |
||||||||
5.38%, 4/15/34 |
20,000 | 21,522 | ||||||
6.38%, 5/15/38 |
50,000 | 58,705 | ||||||
HSBC Holdings PLC |
| |||||||
3.90%, 5/25/26 |
25,000 | 24,332 | ||||||
4.95%, 3/31/30 |
175,000 | 170,553 | ||||||
5.40%, 8/11/33, (5.402% fixed rate until 8/11/32; Secured Overnight Financing Rate + 2.87% thereafter) |
200,000 | 190,274 | ||||||
Lloyds Banking Group PLC |
||||||||
3.90%, 3/12/24 |
200,000 | 199,138 | ||||||
4.72%, 8/11/26, (4.716% fixed rate until 8/11/25; 1-year Constant Maturity Treasury Rate + 1.75% thereafter) |
300,000 | 296,118 | ||||||
1.63%, 5/11/27, (1.627% fixed rate until 5/11/26; 1-year Constant Maturity Treasury Rate + 0.85% thereafter)(c) |
200,000 | 177,032 | ||||||
3.57%, 11/7/28, (3.574% fixed rate until 11/7/27; 3-month U.S. dollar London Interbank Offered Rate + 1.205% thereafter)(c)(f) |
50,000 | 46,255 | ||||||
4.98%, 8/11/33, (4.976% fixed rate until 8/11/32; 1-year Constant Maturity Treasury Rate + 2.30% thereafter) |
200,000 | 190,366 | ||||||
Reynolds American, Inc. |
||||||||
7.25%, 6/15/37 |
23,000 | 23,894 | ||||||
5.85%, 8/15/45 |
10,000 | 8,592 | ||||||
Santander UK Group Holdings PLC |
||||||||
1.09%, 3/15/25, (1.089% fixed rate until 3/15/24; Secured Overnight Financing Rate + 0.787% thereafter)(c) |
250,000 | 234,200 | ||||||
Unilever Capital Corp. |
130,000 | 147,640 | ||||||
Vodafone Group PLC |
||||||||
4.13%, 5/30/25 |
50,000 | 49,841 | ||||||
4.38%, 2/19/43 |
34,000 | 29,246 | ||||||
5.25%, 5/30/48 |
30,000 | 28,057 | ||||||
|
|
|||||||
Total United Kingdom |
|
2,864,601 | ||||||
United States 21.3% |
| |||||||
3M Co. |
||||||||
2.25%, 9/19/26 |
205,000 | 191,501 | ||||||
2.88%, 10/15/27 |
65,000 | 61,202 | ||||||
3.38%, 3/1/29(d) |
35,000 | 32,527 | ||||||
3.05%, 4/15/30(d) |
25,000 | 22,284 | ||||||
3.13%, 9/19/46 |
23,000 | 16,963 | ||||||
3.63%, 10/15/47 |
38,000 | 30,557 | ||||||
Abbott Laboratories |
||||||||
3.40%, 11/30/23 |
14,000 | 13,972 | ||||||
6.15%, 11/30/37(d) |
103,000 | 122,330 | ||||||
4.75%, 4/15/43 |
10,000 | 10,139 | ||||||
AbbVie, Inc. |
||||||||
3.60%, 5/14/25 |
59,000 | 57,995 | ||||||
2.95%, 11/21/26 |
565,000 | 533,597 | ||||||
4.55%, 3/15/35 |
10,000 | 9,598 | ||||||
4.50%, 5/14/35 |
100,000 | 95,266 | ||||||
4.05%, 11/21/39 |
125,000 | 110,352 | ||||||
4.40%, 11/6/42 |
15,000 | 13,587 | ||||||
4.75%, 3/15/45 |
8,000 | 7,496 | ||||||
4.70%, 5/14/45 |
48,000 | 44,916 | ||||||
4.25%, 11/21/49 |
14,000 | 12,336 | ||||||
Activision Blizzard, Inc. |
||||||||
3.40%, 6/15/27 |
82,000 | 79,096 | ||||||
2.50%, 9/15/50 |
20,000 | 13,455 | ||||||
Adobe, Inc. |
25,000 | 22,179 | ||||||
Advance Auto Parts, Inc. |
25,000 | 22,648 | ||||||
Advocate Health & Hospitals Corp. |
25,000 | 18,490 | ||||||
Aetna, Inc. |
||||||||
4.75%, 3/15/44 |
60,000 | 54,860 | ||||||
3.88%, 8/15/47 |
43,000 | 35,193 | ||||||
Aflac, Inc. |
75,000 | 73,966 | ||||||
Air Lease Corp. |
||||||||
4.25%, 9/15/24 |
5,000 | 4,945 | ||||||
3.25%, 3/1/25 |
25,000 | 23,981 | ||||||
3.63%, 4/1/27 |
23,000 | 21,357 |
See Notes to Financial Statements.
64 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
3.63%, 12/1/27(d) |
$ | 244,000 | $ | 222,343 | ||||
4.63%, 10/1/28 |
50,000 | 47,154 | ||||||
Air Products and Chemicals, Inc. |
50,000 | 39,578 | ||||||
Aircastle Ltd. |
25,000 | 23,078 | ||||||
Alabama Power Co. |
||||||||
4.30%, 7/15/48, Series A |
20,000 | 18,260 | ||||||
3.45%, 10/1/49 |
9,000 | 7,111 | ||||||
Alexandria Real Estate Equities, Inc. |
||||||||
3.45%, 4/30/25 |
18,000 | 17,714 | ||||||
4.90%, 12/15/30 |
51,000 | 50,809 | ||||||
1.88%, 2/1/33 |
25,000 | 18,849 | ||||||
Alleghany Corp. |
25,000 | 24,186 | ||||||
Allstate Corp. |
||||||||
1.45%, 12/15/30 |
30,000 | 23,936 | ||||||
4.20%, 12/15/46 |
50,000 | 45,516 | ||||||
Ally Financial, Inc. |
||||||||
1.45%, 10/2/23 |
100,000 | 96,971 | ||||||
8.00%, 11/1/31 |
263,000 | 291,901 | ||||||
Alphabet, Inc. |
||||||||
1.10%, 8/15/30 |
25,000 | 20,407 | ||||||
1.90%, 8/15/40 |
20,000 | 14,147 | ||||||
2.05%, 8/15/50 |
10,000 | 6,604 | ||||||
2.25%, 8/15/60(d) |
50,000 | 32,093 | ||||||
Altria Group, Inc. |
||||||||
4.80%, 2/14/29 |
25,000 | 24,219 | ||||||
2.45%, 2/4/32 |
40,000 | 30,246 | ||||||
3.40%, 2/4/41 |
6,000 | 4,065 | ||||||
5.38%, 1/31/44 |
198,000 | 175,137 | ||||||
Amazon.com, Inc. |
||||||||
5.20%, 12/3/25 |
19,000 | 19,776 | ||||||
3.30%, 4/13/27 |
100,000 | 97,739 | ||||||
1.50%, 6/3/30 |
60,000 | 49,867 | ||||||
2.10%, 5/12/31 |
125,000 | 107,422 | ||||||
3.60%, 4/13/32 |
100,000 | 96,201 | ||||||
3.88%, 8/22/37 |
15,000 | 14,082 | ||||||
4.95%, 12/5/44 |
52,000 | 54,377 | ||||||
4.05%, 8/22/47 |
41,000 | 38,118 | ||||||
4.25%, 8/22/57 |
27,000 | 25,542 | ||||||
2.70%, 6/3/60 |
90,000 | 60,368 | ||||||
4.10%, 4/13/62 |
100,000 | 90,648 | ||||||
Ameren Corp. |
159,000 | 153,335 | ||||||
Ameren Illinois Co. |
||||||||
3.80%, 5/15/28 |
23,000 | 22,462 | ||||||
1.55%, 11/15/30 |
50,000 | 40,858 | ||||||
American Express Co. |
||||||||
3.00%, 10/30/24 |
220,000 | 215,736 | ||||||
3.63%, 12/5/24 |
44,000 | 43,780 | ||||||
3.30%, 5/3/27 |
10,000 | 9,579 | ||||||
4.05%, 12/3/42 |
68,000 | 61,862 | ||||||
American Financial Group, Inc. |
25,000 | 21,318 | ||||||
American Homes 4 Rent LP |
10,000 | 9,664 | ||||||
American Honda Finance Corp. |
||||||||
2.90%, 2/16/24 |
5,000 | 4,937 | ||||||
1.00%, 9/10/25(d) |
15,000 | 13,724 | ||||||
2.30%, 9/9/26 |
5,000 | 4,670 | ||||||
American International Group, Inc. |
||||||||
4.50%, 7/16/44 |
100,000 | 90,378 | ||||||
4.75%, 4/1/48 |
28,000 | 26,533 | ||||||
American Tower Corp. |
||||||||
0.60%, 1/15/24 |
20,000 | 19,031 | ||||||
2.95%, 1/15/25 |
25,000 | 24,055 | ||||||
4.00%, 6/1/25 |
45,000 | 44,309 | ||||||
3.60%, 1/15/28 |
58,000 | 53,997 | ||||||
3.80%, 8/15/29 |
25,000 | 23,087 | ||||||
3.10%, 6/15/50 |
20,000 | 13,943 | ||||||
2.95%, 1/15/51 |
25,000 | 16,861 | ||||||
American University |
50,000 | 42,250 | ||||||
American Water Capital Corp. |
||||||||
2.95%, 9/1/27 |
189,000 | 177,906 | ||||||
3.45%, 6/1/29 |
25,000 | 23,342 | ||||||
3.75%, 9/1/47 |
40,000 | 33,974 | ||||||
AmerisourceBergen Corp. |
||||||||
3.40%, 5/15/24 |
18,000 | 17,764 | ||||||
3.45%, 12/15/27(d) |
25,000 | 23,895 | ||||||
4.30%, 12/15/47 |
50,000 | 45,167 | ||||||
Amgen, Inc. |
||||||||
3.63%, 5/22/24 |
16,000 | 15,936 | ||||||
2.30%, 2/25/31 |
105,000 | 88,976 | ||||||
4.66%, 6/15/51 |
432,000 | 405,989 | ||||||
Aon Corp. |
15,000 | 13,115 | ||||||
Apple, Inc. |
||||||||
3.00%, 2/9/24 |
118,000 | 117,085 | ||||||
2.85%, 5/11/24 |
48,000 | 47,436 | ||||||
1.80%, 9/11/24 |
25,000 | 24,180 | ||||||
1.13%, 5/11/25 |
10,000 | 9,345 | ||||||
3.25%, 2/23/26 |
75,000 | 73,864 | ||||||
3.20%, 5/11/27 |
116,000 | 113,166 | ||||||
3.00%, 6/20/27 |
23,000 | 22,349 | ||||||
2.20%, 9/11/29 |
75,000 | 67,111 | ||||||
1.65%, 5/11/30 |
55,000 | 46,724 | ||||||
3.35%, 8/8/32 |
25,000 | 23,654 | ||||||
4.45%, 5/6/44 |
18,000 | 18,015 | ||||||
4.38%, 5/13/45 |
18,000 | 17,732 | ||||||
3.85%, 8/4/46 |
36,000 | 32,791 | ||||||
4.25%, 2/9/47 |
25,000 | 24,493 | ||||||
3.75%, 11/13/47 |
48,000 | 43,191 | ||||||
2.65%, 5/11/50 |
60,000 | 43,986 | ||||||
2.55%, 8/20/60 |
70,000 | 47,603 | ||||||
4.10%, 8/8/62 |
40,000 | 36,787 | ||||||
Ares Capital Corp. |
43,000 | 41,886 | ||||||
Arizona Public Service Co. |
350,000 | 302,645 | ||||||
Ascension Health |
||||||||
3.95%, 11/15/46 |
25,000 | 22,945 | ||||||
4.85%, 11/15/53 |
49,000 | 51,284 |
See Notes to Financial Statements.
WisdomTree Trust | 65 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
AT&T, Inc. |
||||||||
3.80%, 2/15/27 |
$ | 64,000 | $ | 62,525 | ||||
4.25%, 3/1/27 |
93,000 | 92,227 | ||||||
4.30%, 2/15/30 |
150,000 | 144,358 | ||||||
2.75%, 6/1/31 |
100,000 | 85,596 | ||||||
2.25%, 2/1/32 |
26,000 | 21,060 | ||||||
4.30%, 12/15/42 |
197,000 | 171,067 | ||||||
4.35%, 6/15/45 |
321,000 | 276,044 | ||||||
4.75%, 5/15/46 |
10,000 | 9,238 | ||||||
5.15%, 2/15/50 |
25,000 | 24,319 | ||||||
3.65%, 6/1/51 |
12,000 | 9,189 | ||||||
3.50%, 9/15/53 |
100,000 | 74,378 | ||||||
3.55%, 9/15/55 |
105,000 | 76,943 | ||||||
3.80%, 12/1/57 |
75,000 | 56,793 | ||||||
Atmos Energy Corp. |
70,000 | 55,974 | ||||||
Automatic Data Processing, Inc. |
175,000 | 143,313 | ||||||
AutoNation, Inc. |
||||||||
3.50%, 11/15/24 |
18,000 | 17,594 | ||||||
4.50%, 10/1/25 |
18,000 | 17,922 | ||||||
3.80%, 11/15/27 |
25,000 | 23,037 | ||||||
AutoZone, Inc. |
||||||||
3.25%, 4/15/25 |
18,000 | 17,511 | ||||||
3.63%, 4/15/25 |
100,000 | 98,484 | ||||||
4.00%, 4/15/30 |
25,000 | 23,796 | ||||||
AvalonBay Communities, Inc. |
605,000 | 526,398 | ||||||
Avangrid, Inc. |
25,000 | 23,388 | ||||||
Avnet, Inc. |
625,000 | 497,900 | ||||||
AXIS Specialty Finance LLC |
50,000 | 46,440 | ||||||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. |
48,000 | 45,042 | ||||||
Bank of America Corp. |
||||||||
4.13%, 1/22/24 |
48,000 | 48,209 | ||||||
4.00%, 4/1/24 |
50,000 | 50,108 | ||||||
4.20%, 8/26/24 |
78,000 | 77,962 | ||||||
0.81%, 10/24/24, (0.81% fixed rate until 10/24/23; Secured Overnight Financing Rate + 0.74% thereafter)(c) |
105,000 | 100,789 | ||||||
3.46%, 3/15/25, (3.458% fixed rate until 3/15/24; 3-month U.S. dollar London Interbank Offered Rate + 0.97% thereafter)(c)(f) |
105,000 | 103,275 | ||||||
3.95%, 4/21/25, Series L |
29,000 | 28,718 | ||||||
2.46%, 10/22/25, (2.456% fixed rate until 10/22/24; 3-month U.S. dollar London Interbank Offered Rate + 0.87% thereafter)(c)(f) |
50,000 | 47,742 | ||||||
3.50%, 4/19/26 |
71,000 | 69,251 | ||||||
1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c) |
13,000 | 11,824 | ||||||
1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(c) |
335,000 | 299,815 | ||||||
1.66%, 3/11/27, Series N, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(c) |
45,000 | 40,273 | ||||||
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.04% thereafter)(c)(f) |
344,000 | 319,524 | ||||||
4.27%, 7/23/29, (4.271% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.31% thereafter)(c)(f) |
45,000 | 43,211 | ||||||
3.97%, 2/7/30, (3.974% fixed rate until 2/7/29; 3-month U.S. dollar London Interbank Offered Rate + 1.21% thereafter)(c)(f) |
125,000 | 117,335 | ||||||
3.19%, 7/23/30, (3.194% fixed rate until 7/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.18% thereafter)(c)(f) |
77,000 | 68,600 | ||||||
2.88%, 10/22/30, (2.884% fixed rate until 10/22/29; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(c)(f) |
10,000 | 8,698 | ||||||
1.92%, 10/24/31, (1.922% fixed rate until 10/24/30; Secured Overnight Financing Rate + 1.37% thereafter)(c) |
435,000 | 345,281 | ||||||
5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c) |
100,000 | 99,263 | ||||||
4.24%, 4/24/38, (4.244% fixed rate until 4/24/37; 3-month U.S. dollar London Interbank Offered Rate + 1.814% thereafter)(c)(f) |
10,000 | 9,078 | ||||||
2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(c) |
45,000 | 32,325 | ||||||
5.88%, 2/7/42 |
10,000 | 10,926 | ||||||
5.00%, 1/21/44 |
120,000 | 116,848 | ||||||
4.75%, 4/21/45, Series L |
10,000 | 9,161 | ||||||
4.44%, 1/20/48, (4.443% fixed rate until 1/20/47; 3-month U.S. dollar London Interbank Offered Rate + 1.99% thereafter)(c)(f) |
10,000 | 9,225 | ||||||
3.95%, 1/23/49, (3.946% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(c)(f) |
28,000 | 23,860 | ||||||
4.33%, 3/15/50, (4.33% fixed rate until 3/15/49; 3-month U.S. dollar London Interbank Offered Rate + 1.52% thereafter)(c)(f) |
100,000 | 90,172 | ||||||
4.08%, 3/20/51, (4.083% fixed rate until 3/20/50; 3-month U.S. dollar London Interbank Offered Rate + 3.15% thereafter)(c)(f) |
150,000 | 128,793 |
See Notes to Financial Statements.
66 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing Rate + 1.88% thereafter)(c) |
$ | 5,000 | $ | 3,404 | ||||
BankUnited, Inc. |
18,000 | 17,986 | ||||||
Banner Health |
80,000 | 69,086 | ||||||
Baxalta, Inc. |
15,000 | 14,898 | ||||||
Baxter International, Inc. |
||||||||
1.32%, 11/29/24 |
100,000 | 94,183 | ||||||
2.27%, 12/1/28 |
100,000 | 86,776 | ||||||
Baylor Scott & White Holdings |
24,000 | 22,216 | ||||||
Becton Dickinson and Co. |
||||||||
2.82%, 5/20/30 |
37,000 | 32,757 | ||||||
4.69%, 12/15/44 |
22,000 | 20,915 | ||||||
Berkshire Hathaway Energy Co. |
||||||||
4.05%, 4/15/25 |
95,000 | 95,159 | ||||||
3.25%, 4/15/28 |
23,000 | 21,773 | ||||||
3.70%, 7/15/30 |
50,000 | 47,699 | ||||||
6.13%, 4/1/36 |
25,000 | 27,512 | ||||||
3.80%, 7/15/48 |
36,000 | 30,520 | ||||||
Berkshire Hathaway Finance Corp. |
||||||||
1.85%, 3/12/30 |
400,000 | 343,144 | ||||||
1.45%, 10/15/30(d) |
50,000 | 40,851 | ||||||
4.20%, 8/15/48 |
20,000 | 18,612 | ||||||
4.25%, 1/15/49 |
38,000 | 35,777 | ||||||
2.85%, 10/15/50 |
5,000 | 3,653 | ||||||
Berry Global, Inc. |
40,000 | 35,730 | ||||||
BGC Partners, Inc. |
10,000 | 9,718 | ||||||
Black Hills Corp. |
50,000 | 46,003 | ||||||
BlackRock, Inc. |
18,000 | 17,952 | ||||||
Blackstone Private Credit Fund |
350,000 | 338,849 | ||||||
Boardwalk Pipelines LP |
||||||||
4.95%, 12/15/24 |
5,000 | 5,048 | ||||||
4.45%, 7/15/27 |
18,000 | 17,318 | ||||||
3.40%, 2/15/31 |
15,000 | 12,752 | ||||||
Boeing Co. |
||||||||
4.88%, 5/1/25 |
85,000 | 85,321 | ||||||
2.25%, 6/15/26 |
5,000 | 4,555 | ||||||
5.15%, 5/1/30 |
220,000 | 216,601 | ||||||
5.88%, 2/15/40 |
10,000 | 9,847 | ||||||
3.90%, 5/1/49 |
10,000 | 7,282 | ||||||
5.81%, 5/1/50 |
25,000 | 24,015 | ||||||
3.83%, 3/1/59 |
575,000 | 398,573 | ||||||
5.93%, 5/1/60 |
30,000 | 28,705 | ||||||
Bon Secours Mercy Health, Inc. |
150,000 | 114,169 | ||||||
BorgWarner, Inc. |
12,000 | 10,931 | ||||||
Boston Properties LP |
||||||||
3.13%, 9/1/23 |
19,000 | 18,818 | ||||||
3.65%, 2/1/26 |
5,000 | 4,864 | ||||||
2.75%, 10/1/26 |
24,000 | 22,319 | ||||||
2.90%, 3/15/30 |
25,000 | 21,328 | ||||||
BP Capital Markets America, Inc. |
||||||||
3.41%, 2/11/26 |
25,000 | 24,543 | ||||||
3.12%, 5/4/26 |
5,000 | 4,844 | ||||||
3.59%, 4/14/27 |
65,000 | 63,437 | ||||||
4.23%, 11/6/28 |
10,000 | 9,901 | ||||||
3.38%, 2/8/61 |
195,000 | 146,330 | ||||||
Brandywine Operating Partnership LP |
25,000 | 23,546 | ||||||
Brighthouse Financial, Inc. |
100,000 | 99,107 | ||||||
Bristol-Myers Squibb Co. |
||||||||
3.20%, 6/15/26 |
7,000 | 6,850 | ||||||
3.90%, 2/20/28 |
127,000 | 126,228 | ||||||
3.40%, 7/26/29 |
109,000 | 104,170 | ||||||
1.45%, 11/13/30 |
5,000 | 4,087 | ||||||
4.13%, 6/15/39 |
10,000 | 9,359 | ||||||
4.25%, 10/26/49 |
50,000 | 46,387 | ||||||
2.55%, 11/13/50 |
5,000 | 3,455 | ||||||
Brixmor Operating Partnership LP |
||||||||
3.65%, 6/15/24 |
5,000 | 4,892 | ||||||
3.90%, 3/15/27 |
50,000 | 47,381 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. |
||||||||
3.63%, 1/15/24 |
81,000 | 80,423 | ||||||
3.88%, 1/15/27 |
23,000 | 22,130 | ||||||
3.50%, 1/15/28 |
5,000 | 4,629 | ||||||
Broadcom, Inc. |
||||||||
4.15%, 11/15/30 |
70,000 | 63,963 | ||||||
2.45%, 2/15/31(e) |
70,000 | 55,896 | ||||||
Bunge Ltd. Finance Corp. |
15,000 | 13,932 | ||||||
Burlington Northern Santa Fe LLC |
||||||||
3.00%, 4/1/25 |
18,000 | 17,705 | ||||||
7.00%, 12/15/25 |
22,000 | 24,026 | ||||||
6.15%, 5/1/37 |
10,000 | 11,498 | ||||||
5.15%, 9/1/43 |
48,000 | 50,114 | ||||||
3.90%, 8/1/46 |
5,000 | 4,429 | ||||||
Burlington Resources LLC |
14,000 | 16,941 | ||||||
Camden Property Trust |
||||||||
3.15%, 7/1/29 |
25,000 | 22,939 | ||||||
2.80%, 5/15/30 |
25,000 | 22,183 | ||||||
Campbell Soup Co. |
20,000 | 19,656 | ||||||
Capital One Financial Corp. |
||||||||
4.20%, 10/29/25 |
25,000 | 24,709 | ||||||
3.75%, 3/9/27 |
20,000 | 19,225 | ||||||
Cardinal Health, Inc. |
50,000 | 45,559 | ||||||
Carlisle Cos., Inc. |
||||||||
3.75%, 12/1/27 |
18,000 | 17,091 | ||||||
2.75%, 3/1/30 |
25,000 | 21,446 |
See Notes to Financial Statements.
WisdomTree Trust | 67 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Carrier Global Corp. |
$ | 25,000 | $ | 21,635 | ||||
Caterpillar Financial Services Corp. |
33,000 | 33,087 | ||||||
Caterpillar, Inc. |
||||||||
3.40%, 5/15/24 |
35,000 | 34,902 | ||||||
3.80%, 8/15/42 |
25,000 | 22,835 | ||||||
3.25%, 9/19/49 |
40,000 | 33,040 | ||||||
Catholic Health Services of Long Island Obligated Group |
50,000 | 37,378 | ||||||
Cboe Global Markets, Inc. |
||||||||
3.65%, 1/12/27 |
5,000 | 4,893 | ||||||
1.63%, 12/15/30 |
50,000 | 40,369 | ||||||
3.00%, 3/16/32 |
100,000 | 88,814 | ||||||
CBRE Services, Inc. |
||||||||
4.88%, 3/1/26 |
30,000 | 30,235 | ||||||
2.50%, 4/1/31 |
145,000 | 116,497 | ||||||
CDW LLC / CDW Finance Corp. |
||||||||
4.13%, 5/1/25 |
50,000 | 49,321 | ||||||
3.25%, 2/15/29 |
25,000 | 21,758 | ||||||
CenterPoint Energy Houston Electric LLC |
25,000 | 21,689 | ||||||
CenterPoint Energy Resources Corp. |
||||||||
1.75%, 10/1/30 |
150,000 | 122,584 | ||||||
4.10%, 9/1/47 |
5,000 | 4,453 | ||||||
Charles Schwab Corp. |
||||||||
3.45%, 2/13/26 |
25,000 | 24,695 | ||||||
0.90%, 3/11/26 |
147,000 | 132,347 | ||||||
2.45%, 3/3/27 |
100,000 | 93,352 | ||||||
3.25%, 5/22/29 |
25,000 | 23,488 | ||||||
1.65%, 3/11/31 |
70,000 | 56,583 | ||||||
2.90%, 3/3/32 |
100,000 | 88,352 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
4.50%, 2/1/24 |
18,000 | 17,998 | ||||||
5.05%, 3/30/29 |
175,000 | 168,413 | ||||||
2.30%, 2/1/32 |
705,000 | 536,865 | ||||||
6.38%, 10/23/35 |
5,000 | 4,986 | ||||||
3.50%, 6/1/41 |
44,000 | 30,607 | ||||||
6.48%, 10/23/45 |
40,000 | 38,208 | ||||||
5.13%, 7/1/49 |
20,000 | 16,319 | ||||||
3.70%, 4/1/51 |
24,000 | 16,014 | ||||||
6.83%, 10/23/55 |
98,000 | 98,816 | ||||||
3.85%, 4/1/61 |
14,000 | 9,136 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
7.00%, 6/30/24 |
153,000 | 157,533 | ||||||
5.13%, 6/30/27 |
25,000 | 24,983 | ||||||
Chevron Corp. |
71,000 | 56,670 | ||||||
Chevron USA, Inc. |
||||||||
3.90%, 11/15/24 |
5,000 | 5,044 | ||||||
0.69%, 8/12/25(d) |
15,000 | 13,716 | ||||||
3.25%, 10/15/29 |
26,000 | 24,406 | ||||||
Childrens Hospital |
25,000 | 17,711 | ||||||
Childrens Hospital Corp. |
25,000 | 23,359 | ||||||
Chubb INA Holdings, Inc. |
18,000 | 17,760 | ||||||
Cigna Corp. |
||||||||
0.61%, 3/15/24 |
100,000 | 95,176 | ||||||
3.40%, 3/1/27 |
10,000 | 9,564 | ||||||
3.05%, 10/15/27 |
475,000 | 442,638 | ||||||
6.13%, 11/15/41 |
14,000 | 15,247 | ||||||
3.88%, 10/15/47 |
30,000 | 24,276 | ||||||
4.90%, 12/15/48 |
30,000 | 28,610 | ||||||
Cintas Corp. No. 2 |
23,000 | 22,696 | ||||||
Cisco Systems, Inc. |
||||||||
2.20%, 9/20/23 |
36,000 | 35,535 | ||||||
3.63%, 3/4/24 |
35,000 | 35,042 | ||||||
5.90%, 2/15/39 |
40,000 | 45,444 | ||||||
Citigroup, Inc. |
||||||||
3.30%, 4/27/25 |
9,000 | 8,788 | ||||||
5.50%, 9/13/25 |
10,000 | 10,265 | ||||||
3.70%, 1/12/26 |
9,000 | 8,795 | ||||||
3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(c) |
300,000 | 289,560 | ||||||
3.40%, 5/1/26 |
10,000 | 9,663 | ||||||
1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(c) |
10,000 | 8,828 | ||||||
4.45%, 9/29/27 |
230,000 | 224,547 | ||||||
3.52%, 10/27/28, (3.52% fixed rate until 10/27/27; 3-month U.S. dollar London Interbank Offered Rate + 1.151% thereafter)(c)(f) |
49,000 | 45,634 | ||||||
4.08%, 4/23/29, (4.075% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.192% thereafter)(c)(f) |
10,000 | 9,524 | ||||||
3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month U.S. dollar London Interbank Offered Rate + 1.338% thereafter)(c)(f) |
350,000 | 328,111 | ||||||
4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c) |
20,000 | 19,040 | ||||||
2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(c) |
8,000 | 6,693 | ||||||
6.63%, 6/15/32 |
430,000 | 467,883 | ||||||
4.91%, 5/24/33, (4.910% fixed rate until 5/24/32; Secured Overnight Financing Rate + 2.086% thereafter)(c) |
100,000 | 98,337 | ||||||
8.13%, 7/15/39 |
60,000 | 78,851 | ||||||
6.68%, 9/13/43 |
19,000 | 21,555 | ||||||
4.28%, 4/24/48, (4.281% fixed rate until 4/24/47; 3-month U.S. dollar London Interbank Offered Rate + 1.839% thereafter)(c)(f) |
10,000 | 9,011 | ||||||
4.65%, 7/23/48 |
235,000 | 221,748 | ||||||
Citizens Financial Group, Inc. |
||||||||
2.50%, 2/6/30 |
100,000 | 84,304 | ||||||
3.25%, 4/30/30 |
50,000 | 44,007 |
See Notes to Financial Statements.
68 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Citrix Systems, Inc. |
$ | 30,000 | $ | 29,499 | ||||
Cleco Corporate Holdings LLC |
23,000 | 22,099 | ||||||
CME Group, Inc. |
||||||||
3.00%, 3/15/25 |
105,000 | 103,115 | ||||||
2.65%, 3/15/32 |
100,000 | 88,109 | ||||||
5.30%, 9/15/43 |
5,000 | 5,466 | ||||||
4.15%, 6/15/48 |
5,000 | 4,786 | ||||||
Coca-Cola Co. |
||||||||
2.13%, 9/6/29 |
323,000 | 288,239 | ||||||
1.65%, 6/1/30 |
100,000 | 84,638 | ||||||
2.60%, 6/1/50 |
5,000 | 3,692 | ||||||
2.50%, 3/15/51 |
5,000 | 3,561 | ||||||
2.75%, 6/1/60(d) |
50,000 | 35,751 | ||||||
Comcast Corp. |
||||||||
3.70%, 4/15/24 |
23,000 | 22,963 | ||||||
2.35%, 1/15/27 |
20,000 | 18,632 | ||||||
3.55%, 5/1/28 |
99,000 | 95,569 | ||||||
4.25%, 10/15/30 |
25,000 | 24,693 | ||||||
5.65%, 6/15/35 |
30,000 | 32,438 | ||||||
6.45%, 3/15/37 |
27,000 | 31,531 | ||||||
4.60%, 10/15/38 |
15,000 | 14,496 | ||||||
3.40%, 7/15/46 |
10,000 | 7,841 | ||||||
4.00%, 8/15/47 |
40,000 | 34,706 | ||||||
3.97%, 11/1/47 |
403,000 | 346,262 | ||||||
4.70%, 10/15/48 |
17,000 | 16,304 | ||||||
4.00%, 11/1/49 |
75,000 | 64,362 | ||||||
3.45%, 2/1/50 |
50,000 | 39,405 | ||||||
2.45%, 8/15/52(d) |
10,000 | 6,493 | ||||||
4.05%, 11/1/52 |
303,000 | 260,686 | ||||||
4.95%, 10/15/58(d) |
28,000 | 27,535 | ||||||
2.65%, 8/15/62 |
10,000 | 6,309 | ||||||
Comerica, Inc. |
25,000 | 24,217 | ||||||
CommonSpirit Health |
||||||||
3.35%, 10/1/29 |
157,000 | 140,385 | ||||||
4.35%, 11/1/42 |
10,000 | 8,986 | ||||||
Commonwealth Edison Co. |
15,000 | 14,677 | ||||||
Conagra Brands, Inc. |
||||||||
1.38%, 11/1/27 |
25,000 | 20,938 | ||||||
7.00%, 10/1/28 |
19,000 | 20,544 | ||||||
Connecticut Light and Power Co. |
15,000 | 14,009 | ||||||
ConocoPhillips |
||||||||
2.40%, 3/7/25 |
100,000 | 96,775 | ||||||
6.50%, 2/1/39(d) |
29,000 | 34,113 | ||||||
Consolidated Edison Co. of New York, Inc. |
||||||||
4.50%, 12/1/45 |
25,000 | 23,158 | ||||||
3.85%, 6/15/46 |
25,000 | 21,068 | ||||||
3.88%, 6/15/47, Series 2017 |
20,000 | 16,839 | ||||||
4.00%, 11/15/57, Series C |
43,000 | 35,649 | ||||||
3.70%, 11/15/59 |
60,000 | 47,238 | ||||||
Constellation Brands, Inc. |
||||||||
4.40%, 11/15/25 |
66,000 | 66,185 | ||||||
3.15%, 8/1/29 |
50,000 | 45,025 | ||||||
5.25%, 11/15/48 |
19,000 | 18,659 | ||||||
Consumers Energy Co. |
||||||||
3.95%, 7/15/47 |
50,000 | 44,438 | ||||||
3.10%, 8/15/50 |
90,000 | 69,739 | ||||||
2.50%, 5/1/60 |
50,000 | 31,760 | ||||||
Corebridge Financial, Inc. |
||||||||
3.90%, 4/5/32(e) |
100,000 | 90,015 | ||||||
4.40%, 4/5/52(e) |
100,000 | 82,694 | ||||||
Corning, Inc. |
||||||||
4.38%, 11/15/57 |
50,000 | 41,296 | ||||||
5.85%, 11/15/68 |
18,000 | 17,421 | ||||||
5.45%, 11/15/79 |
10,000 | 9,196 | ||||||
Costco Wholesale Corp. |
||||||||
3.00%, 5/18/27 |
5,000 | 4,864 | ||||||
1.60%, 4/20/30 |
40,000 | 33,782 | ||||||
1.75%, 4/20/32 |
5,000 | 4,121 | ||||||
Crown Castle, Inc. |
||||||||
4.30%, 2/15/29 |
55,000 | 52,884 | ||||||
4.75%, 5/15/47 |
50,000 | 45,247 | ||||||
3.25%, 1/15/51 |
15,000 | 10,684 | ||||||
CSX Corp. |
||||||||
2.40%, 2/15/30 |
25,000 | 21,844 | ||||||
4.30%, 3/1/48 |
20,000 | 18,316 | ||||||
4.50%, 8/1/54 |
18,000 | 16,786 | ||||||
CVS Health Corp. |
||||||||
6.25%, 6/1/27 |
73,000 | 79,050 | ||||||
3.25%, 8/15/29 |
25,000 | 22,915 | ||||||
1.88%, 2/28/31 |
105,000 | 84,869 | ||||||
4.88%, 7/20/35 |
285,000 | 278,357 | ||||||
4.78%, 3/25/38 |
25,000 | 23,951 | ||||||
5.30%, 12/5/43 |
23,000 | 22,880 | ||||||
5.05%, 3/25/48 |
35,000 | 33,728 | ||||||
D.R. Horton, Inc. |
25,000 | 24,053 | ||||||
Danaher Corp. |
5,000 | 3,466 | ||||||
Darden Restaurants, Inc. |
68,000 | 65,744 | ||||||
Dell International LLC / EMC Corp. |
||||||||
4.00%, 7/15/24 |
135,000 | 134,532 | ||||||
6.02%, 6/15/26 |
15,000 | 15,590 | ||||||
4.90%, 10/1/26 |
25,000 | 25,115 | ||||||
8.10%, 7/15/36 |
100,000 | 116,320 | ||||||
8.35%, 7/15/46 |
12,000 | 14,608 | ||||||
Devon Energy Corp. |
||||||||
7.88%, 9/30/31 |
25,000 | 29,114 | ||||||
5.60%, 7/15/41 |
15,000 | 14,861 | ||||||
DH Europe Finance II Sarl |
25,000 | 20,792 | ||||||
Digital Realty Trust LP |
50,000 | 46,096 | ||||||
Dignity Health |
25,000 | 23,596 | ||||||
Discover Financial Services |
60,000 | 57,821 | ||||||
Discovery Communications LLC |
||||||||
5.20%, 9/20/47 |
10,000 | 8,177 | ||||||
4.00%, 9/15/55 |
47,000 | 31,171 |
See Notes to Financial Statements.
WisdomTree Trust | 69 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Dollar General Corp. |
$ | 50,000 | $ | 46,156 | ||||
Dollar Tree, Inc. |
50,000 | 48,773 | ||||||
Dominion Energy South Carolina, Inc. |
34,000 | 34,915 | ||||||
Dominion Energy, Inc. |
||||||||
3.90%, 10/1/25 |
5,000 | 4,942 | ||||||
1.45%, 4/15/26, Series A |
62,000 | 56,430 | ||||||
6.30%, 3/15/33, Series E |
55,000 | 59,927 | ||||||
5.95%, 6/15/35, Series B |
5,000 | 5,296 | ||||||
4.90%, 8/1/41, Series C |
25,000 | 24,009 | ||||||
Dover Corp. |
23,000 | 22,290 | ||||||
Dow Chemical Co. |
||||||||
7.38%, 11/1/29 |
3,000 | 3,456 | ||||||
4.25%, 10/1/34 |
17,000 | 15,795 | ||||||
9.40%, 5/15/39 |
15,000 | 20,812 | ||||||
5.25%, 11/15/41 |
110,000 | 108,255 | ||||||
4.38%, 11/15/42 |
5,000 | 4,388 | ||||||
DTE Electric Co. |
||||||||
1.90%, 4/1/28, Series A |
65,000 | 57,797 | ||||||
3.75%, 8/15/47 |
50,000 | 43,579 | ||||||
Duke Energy Carolinas LLC |
48,000 | 39,993 | ||||||
Duke Energy Corp. |
||||||||
3.75%, 4/15/24 |
100,000 | 99,657 | ||||||
0.90%, 9/15/25 |
100,000 | 90,840 | ||||||
3.15%, 8/15/27 |
295,000 | 278,462 | ||||||
3.95%, 8/15/47 |
20,000 | 16,296 | ||||||
Duke Energy Florida LLC |
43,500 | 50,397 | ||||||
Duke Energy Indiana LLC |
142,000 | 99,156 | ||||||
Duke Energy Ohio, Inc. |
18,000 | 18,058 | ||||||
Duke Realty LP |
46,000 | 34,602 | ||||||
DuPont de Nemours, Inc. |
425,000 | 424,103 | ||||||
Eastman Chemical Co. |
23,000 | 20,220 | ||||||
Eaton Vance Corp. |
18,000 | 17,260 | ||||||
eBay, Inc. |
15,000 | 12,482 | ||||||
Ecolab, Inc. |
||||||||
2.70%, 11/1/26 |
5,000 | 4,813 | ||||||
3.25%, 12/1/27(d) |
25,000 | 24,284 | ||||||
2.13%, 8/15/50(d) |
35,000 | 22,454 | ||||||
Elevance Health, Inc. |
||||||||
3.50%, 8/15/24 |
80,000 | 79,150 | ||||||
3.65%, 12/1/27 |
25,000 | 24,235 | ||||||
6.38%, 6/15/37 |
18,000 | 20,594 | ||||||
4.63%, 5/15/42 |
85,000 | 81,139 | ||||||
4.65%, 1/15/43 |
40,000 | 37,924 | ||||||
4.65%, 8/15/44 |
15,000 | 14,091 | ||||||
3.13%, 5/15/50 |
152,000 | 114,099 | ||||||
3.60%, 3/15/51 |
50,000 | 40,330 | ||||||
Eli Lilly & Co. |
25,000 | 26,776 | ||||||
Emerson Electric Co. |
||||||||
1.80%, 10/15/27 |
35,000 | 31,497 | ||||||
1.95%, 10/15/30 |
20,000 | 17,014 | ||||||
Enbridge Energy Partners LP |
5,000 | 5,173 | ||||||
Energy Transfer LP |
||||||||
4.20%, 9/15/23, Series 5Y |
5,000 | 4,996 | ||||||
5.88%, 1/15/24 |
40,000 | 40,544 | ||||||
4.25%, 4/1/24 |
20,000 | 19,877 | ||||||
4.50%, 4/15/24 |
30,000 | 29,942 | ||||||
3.90%, 5/15/24 |
48,000 | 47,380 | ||||||
5.95%, 12/1/25 |
25,000 | 25,621 | ||||||
3.90%, 7/15/26 |
5,000 | 4,786 | ||||||
4.20%, 4/15/27 |
20,000 | 19,220 | ||||||
5.50%, 6/1/27 |
50,000 | 50,627 | ||||||
4.15%, 9/15/29 |
100,000 | 92,004 | ||||||
4.90%, 3/15/35 |
13,000 | 11,846 | ||||||
6.63%, 10/15/36 |
94,000 | 96,310 | ||||||
Entergy Corp. |
100,000 | 81,319 | ||||||
Entergy Louisiana LLC |
||||||||
3.12%, 9/1/27 |
15,000 | 14,189 | ||||||
4.00%, 3/15/33 |
85,000 | 80,734 | ||||||
4.20%, 9/1/48 |
40,000 | 35,878 | ||||||
Entergy Texas, Inc. |
||||||||
1.75%, 3/15/31 |
200,000 | 160,796 | ||||||
3.55%, 9/30/49 |
25,000 | 19,839 | ||||||
Enterprise Products Operating LLC |
||||||||
6.88%, 3/1/33, Series D |
44,000 | 50,192 | ||||||
4.45%, 2/15/43 |
40,000 | 35,606 | ||||||
4.25%, 2/15/48 |
669,000 | 574,765 | ||||||
EPR Properties |
100,000 | 93,607 | ||||||
Equinix, Inc. |
30,000 | 20,337 | ||||||
Equitable Holdings, Inc. |
414,000 | 407,496 | ||||||
ERP Operating LP |
25,000 | 22,679 | ||||||
Essential Utilities, Inc. |
10,000 | 8,652 | ||||||
Essex Portfolio LP |
||||||||
1.65%, 1/15/31 |
25,000 | 19,447 | ||||||
2.65%, 9/1/50 |
30,000 | 18,609 | ||||||
Estee Lauder Cos., Inc. |
||||||||
2.00%, 12/1/24 |
25,000 | 24,311 | ||||||
1.95%, 3/15/31(d) |
40,000 | 33,781 | ||||||
Evergy, Inc. |
150,000 | 131,626 | ||||||
Eversource Energy |
15,000 | 14,632 | ||||||
Exelon Corp. |
8,000 | 7,968 |
See Notes to Financial Statements.
70 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Expedia Group, Inc. |
$ | 5,000 | $ | 4,656 | ||||
Exxon Mobil Corp. |
||||||||
2.02%, 8/16/24 |
10,000 | 9,698 | ||||||
3.04%, 3/1/26 |
23,000 | 22,412 | ||||||
2.28%, 8/16/26(d) |
50,000 | 47,273 | ||||||
2.44%, 8/16/29(d) |
15,000 | 13,538 | ||||||
2.61%, 10/15/30 |
35,000 | 31,436 | ||||||
4.33%, 3/19/50 |
425,000 | 405,611 | ||||||
FedEx Corp. |
| |||||||
4.20%, 10/17/28 |
18,000 | 17,713 | ||||||
3.90%, 2/1/35 |
19,000 | 17,326 | ||||||
3.88%, 8/1/42 |
5,000 | 4,210 | ||||||
4.75%, 11/15/45 |
5,000 | 4,646 | ||||||
4.40%, 1/15/47 |
63,000 | 55,945 | ||||||
Fifth Third Bancorp |
| |||||||
2.55%, 5/5/27 |
20,000 | 18,439 | ||||||
3.95%, 3/14/28 |
25,000 | 24,298 | ||||||
8.25%, 3/1/38 |
20,000 | 25,864 | ||||||
Fiserv, Inc. |
| |||||||
2.75%, 7/1/24 |
147,000 | 143,396 | ||||||
3.20%, 7/1/26 |
17,000 | 16,187 | ||||||
4.20%, 10/1/28 |
15,000 | 14,560 | ||||||
4.40%, 7/1/49 |
25,000 | 21,650 | ||||||
Florida Power & Light Co. |
| |||||||
3.25%, 6/1/24 |
71,000 | 70,525 | ||||||
3.70%, 12/1/47 |
5,000 | 4,386 | ||||||
4.13%, 6/1/48 |
53,000 | 49,818 | ||||||
FMC Corp. |
150,000 | 126,856 | ||||||
Fortune Brands Home & Security, Inc. |
| |||||||
4.00%, 9/21/23 |
25,000 | 24,948 | ||||||
3.25%, 9/15/29 |
15,000 | 13,127 | ||||||
Fox Corp. |
25,000 | 24,502 | ||||||
Franciscan Missionaries of Our Lady Health System, Inc. |
40,000 | 33,038 | ||||||
Franklin Resources, Inc. |
25,000 | 24,229 | ||||||
Freeport-McMoRan, Inc. |
25,000 | 23,180 | ||||||
FS KKR Capital Corp. |
50,000 | 48,442 | ||||||
GATX Corp. |
| |||||||
4.00%, 6/30/30 |
25,000 | 22,979 | ||||||
3.50%, 6/1/32(d) |
225,000 | 194,249 | ||||||
GE Capital International Funding Co. Unlimited Co. |
100,000 | 94,340 | ||||||
General Dynamics Corp. |
| |||||||
3.75%, 5/15/28 |
23,000 | 22,655 | ||||||
4.25%, 4/1/40 |
35,000 | 33,743 | ||||||
General Electric Co. |
| |||||||
6.75%, 3/15/32, Series MTNA |
528,000 | 599,090 | ||||||
5.88%, 1/14/38(d) |
24,000 | 25,355 | ||||||
General Motors Co. |
| |||||||
4.20%, 10/1/27 |
71,000 | 68,269 | ||||||
5.00%, 10/1/28 |
78,000 | 75,820 | ||||||
6.75%, 4/1/46 |
137,000 | 137,611 | ||||||
General Motors Financial Co., Inc. |
| |||||||
4.00%, 1/15/25 |
101,000 | 99,731 | ||||||
4.35%, 4/9/25 |
615,000 | 608,094 | ||||||
4.30%, 7/13/25 |
30,000 | 29,596 | ||||||
4.35%, 1/17/27 |
30,000 | 28,970 | ||||||
2.35%, 1/8/31 |
100,000 | 77,583 | ||||||
George Washington University |
| |||||||
4.30%, 9/15/44, Series 2014 |
25,000 | 22,810 | ||||||
4.13%, 9/15/48, Series 2018 |
26,000 | 23,678 | ||||||
Georgia Power Co. |
| |||||||
3.25%, 4/1/26 |
25,000 | 24,150 | ||||||
4.30%, 3/15/43 |
264,000 | 232,080 | ||||||
Georgia-Pacific LLC |
| |||||||
8.00%, 1/15/24 |
525,000 | 553,171 | ||||||
7.75%, 11/15/29 |
5,000 | 5,956 | ||||||
Gilead Sciences, Inc. |
| |||||||
3.50%, 2/1/25 |
5,000 | 4,933 | ||||||
3.65%, 3/1/26 |
69,000 | 67,792 | ||||||
1.20%, 10/1/27(d) |
50,000 | 43,165 | ||||||
5.65%, 12/1/41 |
38,000 | 40,311 | ||||||
4.50%, 2/1/45 |
363,000 | 331,561 | ||||||
GLP Capital LP / GLP Financing II, Inc. |
| |||||||
5.38%, 11/1/23 |
18,000 | 18,009 | ||||||
5.25%, 6/1/25 |
15,000 | 14,829 | ||||||
5.75%, 6/1/28 |
23,000 | 22,852 | ||||||
4.00%, 1/15/30 |
30,000 | 26,330 | ||||||
3.25%, 1/15/32 |
25,000 | 20,306 | ||||||
Goldman Sachs BDC, Inc. |
25,000 | 23,236 | ||||||
Goldman Sachs Capital I |
19,000 | 19,924 | ||||||
Goldman Sachs Group, Inc. |
| |||||||
4.00%, 3/3/24 |
15,000 | 14,994 | ||||||
3.00%, 3/15/24 |
595,000 | 585,307 | ||||||
3.50%, 1/23/25 |
25,000 | 24,528 | ||||||
3.27%, 9/29/25, (3.272% fixed rate until 9/29/24; 3-month U.S. dollar London Interbank Offered Rate + 1.201% thereafter)(c)(f) |
25,000 | 24,358 | ||||||
3.75%, 2/25/26 |
50,000 | 48,995 | ||||||
5.95%, 1/15/27 |
23,000 | 24,040 | ||||||
3.85%, 1/26/27 |
15,000 | 14,544 | ||||||
3.62%, 3/15/28, (3.615% fixed rate until 3/15/27; Secured Overnight Financing Rate + 1.846% thereafter)(c) |
455,000 | 430,626 | ||||||
3.69%, 6/5/28, (3.691% fixed rate until 6/5/27; 3-month U.S. dollar London Interbank Offered Rate + 1.51% thereafter)(c)(f) |
23,000 | 21,767 | ||||||
4.48%, 8/23/28, (4.482% fixed rate until 8/23/27; Secured Overnight Financing Rate + 1.725% thereafter) |
200,000 | 195,466 |
See Notes to Financial Statements.
WisdomTree Trust | 71 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
3.81%, 4/23/29, (3.814% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.158% thereafter)(c)(f) |
$ | 21,000 | $ | 19,716 | ||||
4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month U.S. dollar London Interbank Offered Rate + 1.301% thereafter)(c)(f) |
100,000 | 95,619 | ||||||
3.80%, 3/15/30 |
468,000 | 433,794 | ||||||
6.13%, 2/15/33 |
9,000 | 9,849 | ||||||
6.45%, 5/1/36 |
22,000 | 23,781 | ||||||
4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month U.S. dollar London Interbank Offered Rate + 1.373% thereafter)(c)(f) |
10,000 | 8,732 | ||||||
4.41%, 4/23/39, (4.411% fixed rate until 4/23/38; 3-month U.S. dollar London Interbank Offered Rate + 1.43% thereafter)(c)(f) |
5,000 | 4,570 | ||||||
6.25%, 2/1/41 |
10,000 | 11,163 | ||||||
5.15%, 5/22/45 |
53,000 | 50,348 | ||||||
GSK Consumer Healthcare Capital U.S. LLC |
300,000 | 293,661 | ||||||
GSK Consumer Healthcare Capital UK PLC |
300,000 | 289,293 | ||||||
Hackensack Meridian Health, Inc. |
75,000 | 56,087 | ||||||
Halliburton Co. |
| |||||||
6.70%, 9/15/38 |
18,000 | 19,599 | ||||||
4.50%, 11/15/41 |
415,000 | 359,324 | ||||||
Hartford Financial Services Group, Inc. |
40,000 | 43,052 | ||||||
Hasbro, Inc. |
| |||||||
3.55%, 11/19/26 |
20,000 | 19,086 | ||||||
3.50%, 9/15/27 |
15,000 | 14,174 | ||||||
HCA, Inc. |
| |||||||
5.63%, 9/1/28 |
68,000 | 68,470 | ||||||
4.13%, 6/15/29 |
50,000 | 46,378 | ||||||
Healthcare Realty Holdings LP |
| |||||||
3.75%, 7/1/27 |
5,000 | 4,788 | ||||||
2.00%, 3/15/31 |
25,000 | 19,487 | ||||||
Healthpeak Properties, Inc. |
40,000 | 44,514 | ||||||
Hershey Co. |
93,000 | 88,005 | ||||||
Hess Corp. |
| |||||||
4.30%, 4/1/27 |
30,000 | 29,325 | ||||||
7.88%, 10/1/29 |
225,000 | 257,974 | ||||||
7.13%, 3/15/33 |
50,000 | 55,684 | ||||||
6.00%, 1/15/40 |
48,000 | 49,011 | ||||||
Hewlett Packard Enterprise Co. |
23,000 | 24,544 | ||||||
Home Depot, Inc. |
| |||||||
2.80%, 9/14/27 |
23,000 | 21,867 | ||||||
0.90%, 3/15/28(d) |
100,000 | 85,227 | ||||||
1.38%, 3/15/31 |
100,000 | 80,317 | ||||||
1.88%, 9/15/31 |
25,000 | 20,702 | ||||||
5.88%, 12/16/36 |
15,000 | 16,866 | ||||||
4.88%, 2/15/44 |
11,000 | 11,042 | ||||||
3.35%, 4/15/50 |
100,000 | 80,047 | ||||||
Honeywell International, Inc. |
| |||||||
2.50%, 11/1/26 |
10,000 | 9,498 | ||||||
2.70%, 8/15/29 |
485,000 | 446,341 | ||||||
3.81%, 11/21/47 |
150,000 | 135,585 | ||||||
Hormel Foods Corp. |
30,000 | 25,413 | ||||||
HP, Inc. |
25,000 | 23,159 | ||||||
Hubbell, Inc. |
48,000 | 45,048 | ||||||
Hudson Pacific Properties LP |
5,000 | 4,694 | ||||||
Humana, Inc. |
23,000 | 22,112 | ||||||
Huntington Bancshares, Inc. |
| |||||||
2.63%, 8/6/24 |
45,000 | 43,724 | ||||||
4.00%, 5/15/25 |
25,000 | 24,800 | ||||||
Huntington Ingalls Industries, Inc. |
| |||||||
3.84%, 5/1/25 |
15,000 | 14,687 | ||||||
2.04%, 8/16/28 |
25,000 | 21,271 | ||||||
4.20%, 5/1/30 |
25,000 | 23,311 | ||||||
Hyatt Hotels Corp. |
25,000 | 25,286 | ||||||
Idaho Power Co. |
20,000 | 17,901 | ||||||
Illinois Tool Works, Inc. |
65,000 | 62,435 | ||||||
Intel Corp. |
| |||||||
3.70%, 7/29/25 |
25,000 | 24,890 | ||||||
3.75%, 3/25/27 |
150,000 | 148,179 | ||||||
3.90%, 3/25/30 |
25,000 | 24,187 | ||||||
4.10%, 5/19/46 |
45,000 | 39,814 | ||||||
4.10%, 5/11/47 |
118,000 | 103,565 | ||||||
3.25%, 11/15/49 |
120,000 | 89,569 | ||||||
4.75%, 3/25/50 |
45,000 | 43,013 | ||||||
5.05%, 8/5/62 |
35,000 | 33,974 | ||||||
Intercontinental Exchange, Inc. |
| |||||||
3.75%, 12/1/25 |
5,000 | 4,954 | ||||||
3.10%, 9/15/27 |
5,000 | 4,739 | ||||||
4.60%, 3/15/33 |
100,000 | 99,171 | ||||||
3.00%, 6/15/50 |
145,000 | 105,863 | ||||||
International Business Machines Corp. |
| |||||||
3.45%, 2/19/26 |
100,000 | 98,068 | ||||||
6.22%, 8/1/27 |
49,000 | 53,514 | ||||||
5.88%, 11/29/32 |
24,000 | 26,335 | ||||||
4.00%, 6/20/42 |
325,000 | 281,395 | ||||||
4.25%, 5/15/49 |
20,000 | 17,795 | ||||||
International Flavors & Fragrances, Inc. |
5,000 | 4,640 | ||||||
International Paper Co. |
| |||||||
7.30%, 11/15/39 |
25,000 | 28,986 | ||||||
4.80%, 6/15/44 |
4,000 | 3,637 | ||||||
4.35%, 8/15/48(d) |
19,000 | 16,871 |
See Notes to Financial Statements.
72 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Intuit, Inc. |
$ | 25,000 | $ | 21,993 | ||||
Invesco Finance PLC |
18,000 | 17,933 | ||||||
ITC Holdings Corp. |
15,000 | 14,712 | ||||||
Jabil, Inc. |
25,000 | 23,582 | ||||||
Janus Henderson U.S. Holdings, Inc. |
18,000 | 18,120 | ||||||
Jefferies Group LLC |
25,000 | 26,411 | ||||||
JetBlue Pass Through Trust |
145,092 | 132,772 | ||||||
John Deere Capital Corp. |
| |||||||
3.45%, 3/13/25 |
25,000 | 24,891 | ||||||
3.40%, 6/6/25 |
175,000 | 173,413 | ||||||
2.80%, 9/8/27 |
37,000 | 35,204 | ||||||
2.45%, 1/9/30 |
35,000 | 31,087 | ||||||
Johns Hopkins Health System Corp. |
40,000 | 35,750 | ||||||
Johns Hopkins University |
10,000 | 7,093 | ||||||
Johnson & Johnson |
| |||||||
2.63%, 1/15/25 |
48,000 | 47,062 | ||||||
2.95%, 3/3/27 |
21,000 | 20,431 | ||||||
4.95%, 5/15/33(d) |
25,000 | 27,119 | ||||||
3.55%, 3/1/36 |
14,000 | 13,050 | ||||||
3.40%, 1/15/38 |
100,000 | 89,738 | ||||||
4.50%, 9/1/40 |
19,000 | 19,050 | ||||||
3.70%, 3/1/46 |
22,000 | 19,670 | ||||||
Johnson Controls International PLC |
18,000 | 19,370 | ||||||
JPMorgan Chase & Co. |
| |||||||
3.88%, 2/1/24 |
50,000 | 50,200 | ||||||
0.56%, 2/16/25, (0.563% fixed rate until 2/16/24; Secured Overnight Financing Rate + 0.42% thereafter)(c)(d) |
250,000 | 236,335 | ||||||
3.22%, 3/1/25, (3.22% fixed rate until 3/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.155% thereafter)(c)(f) |
165,000 | 161,934 | ||||||
3.85%, 6/14/25, (3.845% fixed rate until 6/14/24; Secured Overnight Financing Rate + 0.98% thereafter)(c) |
100,000 | 98,988 | ||||||
0.97%, 6/23/25, (0.969% fixed rate until 6/23/24; 3-month Secured Overnight Financing Rate + 0.58% thereafter)(c) |
100,000 | 93,740 | ||||||
2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; 3-month Secured Overnight Financing Rate + 1.585% thereafter)(c) |
375,000 | 351,000 | ||||||
3.30%, 4/1/26 |
10,000 | 9,680 | ||||||
1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c) |
50,000 | 44,484 | ||||||
3.96%, 1/29/27, (3.96% fixed rate until 1/29/26; 3-month U.S. dollar London Interbank Offered Rate + 1.245% thereafter)(c)(f) |
150,000 | 146,064 | ||||||
8.00%, 4/29/27 |
25,000 | 28,781 | ||||||
4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c) |
75,000 | 73,324 | ||||||
3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(c)(f) |
25,000 | 23,563 | ||||||
4.85%, 7/25/28, (4.851% fixed rate until 7/25/27; Secured Overnight Financing Rate + 1.99% thereafter)(c) |
100,000 | 99,922 | ||||||
3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month U.S. dollar London Interbank Offered Rate + 0.945% thereafter)(c)(f) |
123,000 | 113,996 | ||||||
4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.26% thereafter)(c)(f) |
20,000 | 19,158 | ||||||
4.45%, 12/5/29, (4.452% fixed rate until 12/5/28; 3-month U.S. dollar London Interbank Offered Rate + 1.33% thereafter)(c)(f) |
43,000 | 41,613 | ||||||
3.70%, 5/6/30, (3.702% fixed rate until 5/6/29; 3-month U.S. dollar London Interbank Offered Rate + 1.16% thereafter)(c)(f) |
15,000 | 13,828 | ||||||
4.49%, 3/24/31, (4.493% fixed rate until 3/24/30; Secured Overnight Financing Rate + 3.79% thereafter)(c) |
15,000 | 14,580 | ||||||
2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(c) |
15,000 | 12,710 | ||||||
2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; Secured Overnight Financing Rate + 2.515% thereafter)(c) |
56,000 | 48,326 | ||||||
1.76%, 11/19/31, (1.764% fixed rate until 11/19/30; 3-month Secured Overnight Financing Rate + 1.105% thereafter)(c) |
130,000 | 102,358 | ||||||
2.58%, 4/22/32, (2.58% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.25% thereafter)(c) |
125,000 | 103,500 | ||||||
4.59%, 4/26/33, (4.586% fixed rate until 4/26/32; Secured Overnight Financing Rate + 1.80% thereafter)(c) |
100,000 | 96,727 | ||||||
6.40%, 5/15/38 |
10,000 | 11,399 | ||||||
2.53%, 11/19/41, (2.525% fixed rate until 11/19/40; Secured Overnight Financing Rate + 1.51% thereafter)(c) |
40,000 | 28,034 | ||||||
5.63%, 8/16/43 |
118,000 | 123,837 | ||||||
3.96%, 11/15/48, (3.964% fixed rate until 11/15/47; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(c)(f) |
25,000 | 20,958 |
See Notes to Financial Statements.
WisdomTree Trust | 73 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 1.22% thereafter)(c)(f) |
$ | 23,000 | $ | 19,306 | ||||
3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(c) |
55,000 | 39,928 | ||||||
Juniper Networks, Inc. |
25,000 | 19,531 | ||||||
Kaiser Foundation Hospitals |
| |||||||
3.15%, 5/1/27 |
11,000 | 10,614 | ||||||
4.15%, 5/1/47 |
9,000 | 8,343 | ||||||
3.00%, 6/1/51, Series 2021 |
10,000 | 7,452 | ||||||
Kansas City Southern |
455,000 | 438,720 | ||||||
Kellogg Co. |
100,000 | 95,195 | ||||||
Keurig Dr. Pepper, Inc. |
| |||||||
3.13%, 12/15/23 |
25,000 | 24,771 | ||||||
2.55%, 9/15/26 |
8,000 | 7,489 | ||||||
4.42%, 12/15/46 |
23,000 | 20,163 | ||||||
KeyBank NA |
250,000 | 248,157 | ||||||
KeyCorp |
| |||||||
4.15%, 10/29/25(d) |
244,000 | 241,882 | ||||||
2.55%, 10/1/29 |
13,000 | 11,140 | ||||||
4.79%, 6/1/33, (4.789% fixed rate until 6/1/32; Secured Overnight Financing Rate + 2.06% thereafter)(c) |
100,000 | 97,196 | ||||||
Keysight Technologies, Inc. |
25,000 | 25,111 | ||||||
Kimberly-Clark Corp. |
| |||||||
1.05%, 9/15/27 |
35,000 | 30,648 | ||||||
3.90%, 5/4/47 |
50,000 | 43,981 | ||||||
Kimco Realty Corp. |
| |||||||
3.30%, 2/1/25 |
18,000 | 17,587 | ||||||
2.80%, 10/1/26 |
5,000 | 4,702 | ||||||
3.70%, 10/1/49 |
150,000 | 116,083 | ||||||
Kinder Morgan Energy Partners LP |
| |||||||
3.50%, 9/1/23 |
5,000 | 4,978 | ||||||
4.30%, 5/1/24 |
10,000 | 10,041 | ||||||
5.50%, 3/1/44 |
18,000 | 16,892 | ||||||
5.40%, 9/1/44 |
19,000 | 17,672 | ||||||
Kinder Morgan, Inc. |
| |||||||
4.30%, 3/1/28 |
35,000 | 34,244 | ||||||
7.75%, 1/15/32 |
5,000 | 5,816 | ||||||
5.30%, 12/1/34 |
500,000 | 490,925 | ||||||
5.55%, 6/1/45 |
15,000 | 14,595 | ||||||
KLA Corp. |
| |||||||
4.65%, 11/1/24 |
15,000 | 15,233 | ||||||
5.00%, 3/15/49 |
50,000 | 50,737 | ||||||
3.30%, 3/1/50 |
25,000 | 19,573 | ||||||
Kraft Heinz Foods Co. |
| |||||||
3.75%, 4/1/30 |
81,000 | 74,972 | ||||||
4.38%, 6/1/46 |
125,000 | 106,375 | ||||||
Kroger Co. |
| |||||||
3.70%, 8/1/27(d) |
64,000 | 62,268 | ||||||
6.90%, 4/15/38 |
35,000 | 40,636 | ||||||
5.15%, 8/1/43 |
18,000 | 17,771 | ||||||
5.40%, 1/15/49 |
19,000 | 19,784 | ||||||
Laboratory Corp. of America Holdings |
486,000 | 466,852 | ||||||
Lam Research Corp. |
19,000 | 18,683 | ||||||
Legg Mason, Inc. |
5,000 | 5,196 | ||||||
Lennar Corp. |
| |||||||
4.50%, 4/30/24 |
25,000 | 25,049 | ||||||
5.88%, 11/15/24 |
25,000 | 25,608 | ||||||
4.75%, 11/29/27 |
25,000 | 24,426 | ||||||
Linde, Inc. |
| |||||||
3.20%, 1/30/26(d) |
25,000 | 24,538 | ||||||
2.00%, 8/10/50 |
15,000 | 9,468 | ||||||
Lockheed Martin Corp. |
| |||||||
6.15%, 9/1/36, Series B |
39,000 | 45,017 | ||||||
4.09%, 9/15/52 |
24,000 | 22,333 | ||||||
Lowes Cos., Inc. |
| |||||||
2.50%, 4/15/26 |
30,000 | 28,555 | ||||||
2.63%, 4/1/31 |
10,000 | 8,583 | ||||||
4.05%, 5/3/47 |
15,000 | 12,501 | ||||||
3.50%, 4/1/51 |
100,000 | 75,761 | ||||||
Lubrizol Corp. |
39,000 | 45,837 | ||||||
LYB International Finance BV |
5,000 | 4,550 | ||||||
LYB International Finance III LLC |
5,000 | 3,567 | ||||||
LyondellBasell Industries NV |
20,000 | 16,957 | ||||||
Magallanes, Inc. |
| |||||||
4.05%, 3/15/29(e) |
250,000 | 227,522 | ||||||
5.39%, 3/15/62(e) |
100,000 | 80,468 | ||||||
Magellan Midstream Partners LP |
| |||||||
3.25%, 6/1/30 |
25,000 | 22,198 | ||||||
4.20%, 10/3/47 |
38,000 | 31,149 | ||||||
Marathon Oil Corp. |
5,000 | 5,353 | ||||||
Marathon Petroleum Corp. |
| |||||||
6.50%, 3/1/41 |
25,000 | 26,983 | ||||||
5.00%, 9/15/54 |
50,000 | 44,840 | ||||||
Marriott International, Inc. |
495,000 | 425,294 | ||||||
Marsh & McLennan Cos., Inc. |
| |||||||
3.75%, 3/14/26 |
40,000 | 39,675 | ||||||
4.20%, 3/1/48 |
5,000 | 4,487 | ||||||
4.90%, 3/15/49 |
20,000 | 20,049 | ||||||
Martin Marietta Materials, Inc. |
| |||||||
4.25%, 7/2/24 |
35,000 | 34,944 | ||||||
3.50%, 12/15/27(d) |
5,000 | 4,784 | ||||||
Marvell Technology, Inc. |
15,000 | 14,730 | ||||||
Masco Corp. |
20,000 | 17,010 |
See Notes to Financial Statements.
74 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Mass General Brigham, Inc. |
| |||||||
3.19%, 7/1/49, Series 2020 |
$ | 300,000 | $ | 232,035 | ||||
3.34%, 7/1/60, Series 2020 |
25,000 | 18,944 | ||||||
Massachusetts Institute of Technology |
19,000 | 15,395 | ||||||
Mastercard, Inc. |
| |||||||
3.80%, 11/21/46 |
25,000 | 22,688 | ||||||
3.65%, 6/1/49 |
20,000 | 17,580 | ||||||
Mayo Clinic |
240,000 | 180,247 | ||||||
McCormick & Co., Inc. |
50,000 | 44,058 | ||||||
McDonalds Corp. |
| |||||||
3.38%, 5/26/25 |
5,000 | 4,915 | ||||||
6.30%, 10/15/37 |
19,000 | 21,518 | ||||||
3.70%, 2/15/42 |
259,000 | 216,920 | ||||||
4.45%, 3/1/47 |
15,000 | 13,908 | ||||||
3.63%, 9/1/49 |
40,000 | 32,472 | ||||||
4.20%, 4/1/50 |
160,000 | 142,680 | ||||||
Medtronic, Inc. |
10,000 | 9,937 | ||||||
Merck & Co., Inc. |
| |||||||
6.50%, 12/1/33 |
50,000 | 59,448 | ||||||
2.35%, 6/24/40 |
5,000 | 3,696 | ||||||
2.45%, 6/24/50 |
5,000 | 3,467 | ||||||
Meta Platforms, Inc. |
| |||||||
3.50%, 8/15/27(e) |
100,000 | 96,911 | ||||||
3.85%, 8/15/32(e) |
100,000 | 94,071 | ||||||
4.65%, 8/15/62(e) |
100,000 | 90,342 | ||||||
MetLife, Inc. |
| |||||||
3.60%, 11/13/25 |
69,000 | 68,307 | ||||||
5.70%, 6/15/35 |
32,000 | 34,798 | ||||||
4.88%, 11/13/43 |
50,000 | 49,442 | ||||||
Micron Technology, Inc. |
125,000 | 125,356 | ||||||
Microsoft Corp. |
| |||||||
2.40%, 8/8/26 |
69,000 | 65,947 | ||||||
3.30%, 2/6/27 |
92,000 | 90,515 | ||||||
3.50%, 2/12/35 |
40,000 | 38,308 | ||||||
4.10%, 2/6/37 |
48,000 | 48,273 | ||||||
4.50%, 10/1/40 |
75,000 | 77,088 | ||||||
3.70%, 8/8/46 |
12,000 | 11,068 | ||||||
4.25%, 2/6/47(d) |
18,000 | 18,045 | ||||||
2.53%, 6/1/50 |
415,000 | 302,801 | ||||||
2.92%, 3/17/52 |
50,000 | 39,502 | ||||||
4.50%, 2/6/57 |
18,000 | 18,687 | ||||||
Mid-America Apartments LP |
25,000 | 23,886 | ||||||
MidAmerican Energy Co. |
| |||||||
4.80%, 9/15/43 |
15,000 | 14,839 | ||||||
4.25%, 5/1/46 |
25,000 | 23,217 | ||||||
3.15%, 4/15/50 |
9,000 | 7,000 | ||||||
Molson Coors Beverage Co. |
30,000 | 27,884 | ||||||
Mondelez International, Inc. |
| |||||||
2.13%, 3/17/24 |
600,000 | 584,400 | ||||||
1.50%, 5/4/25 |
50,000 | 46,833 | ||||||
2.75%, 4/13/30 |
100,000 | 88,506 | ||||||
Montefiore Obligated Group |
105,000 | 83,561 | ||||||
Moodys Corp. |
| |||||||
3.25%, 1/15/28 |
18,000 | 16,990 | ||||||
4.88%, 12/17/48 |
30,000 | 29,189 | ||||||
2.55%, 8/18/60 |
10,000 | 6,152 | ||||||
Morgan Stanley |
| |||||||
3.88%, 4/29/24, Series F |
15,000 | 14,976 | ||||||
3.70%, 10/23/24 |
67,000 | 66,620 | ||||||
2.72%, 7/22/25, (2.72% fixed rate until 7/22/24; Secured Overnight Financing Rate + 1.152% thereafter)(c) |
305,000 | 295,026 | ||||||
4.00%, 7/23/25 |
9,000 | 8,957 | ||||||
3.88%, 1/27/26 |
11,000 | 10,856 | ||||||
3.13%, 7/27/26 |
9,000 | 8,579 | ||||||
4.35%, 9/8/26 |
765,000 | 756,424 | ||||||
4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(c) |
175,000 | 170,579 | ||||||
3.59%, 7/22/28, (3.591% fixed rate until 7/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.34% thereafter)(c)(f) |
272,000 | 257,010 | ||||||
3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month U.S. dollar London Interbank Offered Rate + 1.14% thereafter)(c)(f) |
239,000 | 225,370 | ||||||
4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.628% thereafter)(c)(f) |
20,000 | 19,490 | ||||||
2.70%, 1/22/31, (2.699% fixed rate until 1/22/30; Secured Overnight Financing Rate + 1.143% thereafter)(c) |
15,000 | 12,997 | ||||||
3.62%, 4/1/31, (3.622% fixed rate until 4/1/30; Secured Overnight Financing Rate + 3.12% thereafter)(c) |
15,000 | 13,771 | ||||||
3.97%, 7/22/38, (3.971% fixed rate until 7/22/37; 3-month U.S. dollar London Interbank Offered Rate + 1.455% thereafter)(c)(f) |
21,000 | 18,740 | ||||||
4.38%, 1/22/47 |
14,000 | 12,814 | ||||||
5.60%, 3/24/51, (5.597% fixed rate until 3/24/50; Secured Overnight Financing Rate + 4.84% thereafter)(c) |
8,000 | 8,698 | ||||||
2.80%, 1/25/52, (2.802% fixed rate until 1/25/51; Secured Overnight Financing Rate + 1.43% thereafter)(c) |
10,000 | 6,819 | ||||||
Mosaic Co. |
10,000 | 8,865 | ||||||
Motorola Solutions, Inc. |
25,000 | 19,903 | ||||||
Mount Sinai Hospitals Group, Inc. |
| |||||||
3.98%, 7/1/48, Series 2017 |
5,000 | 4,497 | ||||||
3.74%, 7/1/49, Series 2019 |
60,000 | 48,794 | ||||||
MPLX LP |
| |||||||
4.13%, 3/1/27 |
100,000 | 96,893 |
See Notes to Financial Statements.
WisdomTree Trust | 75 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
4.00%, 3/15/28 |
$ | 18,000 | $ | 17,235 | ||||
4.70%, 4/15/48 |
50,000 | 42,898 | ||||||
Nasdaq, Inc. |
100,000 | 83,973 | ||||||
National Rural Utilities Cooperative Finance Corp. |
| |||||||
3.25%, 11/1/25 |
10,000 | 9,768 | ||||||
3.40%, 2/7/28 |
5,000 | 4,805 | ||||||
3.90%, 11/1/28 |
18,000 | 17,478 | ||||||
4.02%, 11/1/32 |
18,000 | 17,185 | ||||||
NBCUniversal Media LLC |
| |||||||
5.95%, 4/1/41 |
5,000 | 5,566 | ||||||
4.45%, 1/15/43 |
50,000 | 46,057 | ||||||
NetApp, Inc. |
45,000 | 44,257 | ||||||
New York and Presbyterian Hospital |
25,000 | 16,308 | ||||||
Newmont Corp. |
20,000 | 19,037 | ||||||
NextEra Energy Capital Holdings, Inc. |
145,000 | 135,816 | ||||||
NIKE, Inc. |
| |||||||
2.40%, 3/27/25 |
836,000 | 809,883 | ||||||
2.85%, 3/27/30 |
17,000 | 15,620 | ||||||
3.88%, 11/1/45 |
5,000 | 4,551 | ||||||
3.38%, 11/1/46 |
20,000 | 16,820 | ||||||
NiSource, Inc. |
| |||||||
3.49%, 5/15/27 |
10,000 | 9,581 | ||||||
5.25%, 2/15/43 |
20,000 | 19,675 | ||||||
5.65%, 2/1/45 |
5,000 | 5,098 | ||||||
4.38%, 5/15/47 |
25,000 | 22,122 | ||||||
3.95%, 3/30/48 |
18,000 | 14,865 | ||||||
Norfolk Southern Corp. |
| |||||||
3.15%, 6/1/27 |
23,000 | 21,938 | ||||||
4.05%, 8/15/52 |
5,000 | 4,367 | ||||||
3.70%, 3/15/53 |
25,000 | 20,550 | ||||||
Northern Trust Corp. |
||||||||
3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; 3-month U.S. dollar London Interbank Offered Rate + 1.131% thereafter)(c)(f) |
25,000 | 23,329 | ||||||
Northrop Grumman Corp. |
53,000 | 50,982 | ||||||
NOV, Inc. |
25,000 | 18,188 | ||||||
NVIDIA Corp. |
| |||||||
2.85%, 4/1/30 |
10,000 | 9,040 | ||||||
3.50%, 4/1/50 |
100,000 | 83,402 | ||||||
3.70%, 4/1/60 |
20,000 | 16,408 | ||||||
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery |
160,000 | 111,038 | ||||||
NYU Langone Hospitals |
| |||||||
4.78%, 7/1/44 |
235,000 | 230,902 | ||||||
3.38%, 7/1/55, Series 2020 |
25,000 | 18,751 | ||||||
OReilly Automotive, Inc. |
| |||||||
3.55%, 3/15/26 |
25,000 | 24,381 | ||||||
3.90%, 6/1/29 |
13,000 | 12,328 | ||||||
Office Properties Income Trust |
| |||||||
4.25%, 5/15/24 |
25,000 | 23,813 | ||||||
4.50%, 2/1/25 |
25,000 | 23,461 | ||||||
Ohio Power Co. |
150,000 | 120,511 | ||||||
Omega Healthcare Investors, Inc. |
| |||||||
4.50%, 4/1/27 |
18,000 | 17,248 | ||||||
4.75%, 1/15/28 |
23,000 | 21,988 | ||||||
3.63%, 10/1/29 |
149,000 | 127,453 | ||||||
Oncor Electric Delivery Co. LLC |
| |||||||
0.55%, 10/1/25 |
25,000 | 22,497 | ||||||
5.75%, 3/15/29 |
34,000 | 36,691 | ||||||
ONEOK, Inc. |
| |||||||
2.75%, 9/1/24 |
18,000 | 17,443 | ||||||
4.00%, 7/13/27 |
18,000 | 17,237 | ||||||
4.55%, 7/15/28 |
50,000 | 48,526 | ||||||
5.20%, 7/15/48 |
50,000 | 45,025 | ||||||
Oracle Corp. |
| |||||||
2.40%, 9/15/23 |
50,000 | 49,152 | ||||||
2.50%, 4/1/25 |
50,000 | 47,472 | ||||||
2.65%, 7/15/26 |
286,000 | 263,878 | ||||||
3.25%, 11/15/27 |
17,000 | 15,727 | ||||||
2.30%, 3/25/28 |
225,000 | 195,950 | ||||||
2.95%, 4/1/30 |
96,000 | 81,886 | ||||||
5.38%, 7/15/40 |
10,000 | 9,018 | ||||||
4.50%, 7/8/44 |
40,000 | 32,114 | ||||||
4.00%, 11/15/47 |
553,000 | 401,998 | ||||||
4.38%, 5/15/55 |
75,000 | 56,342 | ||||||
3.85%, 4/1/60 |
25,000 | 16,671 | ||||||
Orlando Health Obligated Group |
253,000 | 202,499 | ||||||
Otis Worldwide Corp. |
150,000 | 141,808 | ||||||
Owens Corning |
23,000 | 18,869 | ||||||
Owl Rock Capital Corp. |
40,000 | 38,821 | ||||||
Owl Rock Core Income Corp. |
400,000 | 384,780 | ||||||
PACCAR Financial Corp. |
| |||||||
1.10%, 5/11/26 |
50,000 | 45,292 | ||||||
2.00%, 2/4/27 |
25,000 | 23,136 | ||||||
Pacific Gas and Electric Co. |
| |||||||
3.45%, 7/1/25 |
145,000 | 138,233 | ||||||
2.95%, 3/1/26 |
20,000 | 18,207 | ||||||
2.10%, 8/1/27 |
20,000 | 16,919 | ||||||
2.50%, 2/1/31 |
625,000 | 478,187 | ||||||
4.50%, 7/1/40 |
25,000 | 19,574 | ||||||
3.50%, 8/1/50(d) |
80,000 | 53,230 | ||||||
PacifiCorp |
| |||||||
4.10%, 2/1/42 |
50,000 | 43,618 | ||||||
3.30%, 3/15/51 |
100,000 | 77,765 | ||||||
Packaging Corp. of America |
25,000 | 23,655 | ||||||
Paramount Global |
| |||||||
3.38%, 2/15/28(d) |
5,000 | 4,672 | ||||||
6.88%, 4/30/36 |
5,000 | 5,180 |
See Notes to Financial Statements.
76 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
4.85%, 7/1/42 |
$ | 15,000 | $ | 12,329 | ||||
4.90%, 8/15/44 |
5,000 | 4,012 | ||||||
4.60%, 1/15/45 |
50,000 | 38,616 | ||||||
4.95%, 5/19/50 |
20,000 | 16,395 | ||||||
Parker-Hannifin Corp. |
| |||||||
3.30%, 11/21/24 |
18,000 | 17,703 | ||||||
4.25%, 9/15/27 |
175,000 | 173,176 | ||||||
3.25%, 6/14/29 |
13,000 | 11,909 | ||||||
6.25%, 5/15/38 |
15,000 | 16,126 | ||||||
PayPal Holdings, Inc. |
100,000 | 94,219 | ||||||
PeaceHealth Obligated Group |
200,000 | 193,480 | ||||||
PECO Energy Co. |
| |||||||
3.90%, 3/1/48 |
20,000 | 17,886 | ||||||
2.80%, 6/15/50 |
425,000 | 309,591 | ||||||
PepsiCo, Inc. |
| |||||||
3.60%, 3/1/24 |
40,000 | 40,040 | ||||||
2.63%, 3/19/27 |
25,000 | 23,759 | ||||||
3.00%, 10/15/27 |
28,000 | 27,075 | ||||||
2.75%, 3/19/30 |
30,000 | 27,500 | ||||||
3.38%, 7/29/49 |
20,000 | 17,021 | ||||||
Pfizer, Inc. |
| |||||||
2.95%, 3/15/24 |
18,000 | 17,828 | ||||||
3.00%, 12/15/26 |
10,000 | 9,735 | ||||||
3.60%, 9/15/28 |
50,000 | 49,634 | ||||||
1.75%, 8/18/31 |
33,000 | 27,417 | ||||||
4.10%, 9/15/38 |
50,000 | 47,955 | ||||||
7.20%, 3/15/39 |
89,000 | 114,498 | ||||||
4.30%, 6/15/43 |
5,000 | 4,801 | ||||||
4.00%, 3/15/49 |
57,000 | 53,611 | ||||||
PG&E Wildfire Recovery Funding LLC |
100,000 | 105,316 | ||||||
Philip Morris International, Inc. |
| |||||||
3.25%, 11/10/24 |
21,000 | 20,716 | ||||||
3.13%, 3/2/28(d) |
100,000 | 91,975 | ||||||
2.10%, 5/1/30 |
275,000 | 221,694 | ||||||
1.75%, 11/1/30(d) |
100,000 | 77,411 | ||||||
4.88%, 11/15/43 |
32,000 | 27,805 | ||||||
Phillips 66 |
| |||||||
3.85%, 4/9/25 |
25,000 | 24,793 | ||||||
3.90%, 3/15/28 |
11,000 | 10,583 | ||||||
4.65%, 11/15/34 |
50,000 | 48,334 | ||||||
5.88%, 5/1/42 |
90,000 | 96,593 | ||||||
Piedmont Natural Gas Co., Inc. |
25,000 | 21,145 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
4.50%, 12/15/26 |
15,000 | 14,624 | ||||||
6.65%, 1/15/37 |
48,000 | 48,288 | ||||||
PNC Financial Services Group, Inc. |
| |||||||
3.90%, 4/29/24 |
78,000 | 78,048 | ||||||
1.15%, 8/13/26 |
150,000 | 134,622 | ||||||
3.45%, 4/23/29 |
50,000 | 47,351 | ||||||
2.55%, 1/22/30 |
85,000 | 74,658 | ||||||
PPG Industries, Inc. |
25,000 | 22,444 | ||||||
Principal Financial Group, Inc. |
25,000 | 23,576 | ||||||
Procter & Gamble Co. |
| |||||||
2.80%, 3/25/27 |
105,000 | 101,124 | ||||||
3.00%, 3/25/30 |
50,000 | 47,188 | ||||||
Progressive Corp. |
| |||||||
3.00%, 3/15/32 |
25,000 | 22,527 | ||||||
3.95%, 3/26/50 |
25,000 | 22,142 | ||||||
Prologis LP |
| |||||||
2.25%, 4/15/30 |
25,000 | 21,743 | ||||||
1.25%, 10/15/30 |
60,000 | 48,047 | ||||||
4.38%, 9/15/48 |
5,000 | 4,703 | ||||||
Prospect Capital Corp. |
100,000 | 90,021 | ||||||
Prudential Financial, Inc. |
| |||||||
5.70%, 12/14/36 |
5,000 | 5,398 | ||||||
6.63%, 12/1/37 |
44,000 | 51,085 | ||||||
4.60%, 5/15/44 |
5,000 | 4,791 | ||||||
5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; 3-month U.S. dollar London Interbank Offered Rate + 3.031% thereafter)(c)(f) |
5,000 | 4,921 | ||||||
5.70%, 9/15/48, (5.70% fixed rate until 9/15/28; 3-month U.S. dollar London Interbank Offered Rate + 2.665% thereafter)(c)(f) |
5,000 | 4,923 | ||||||
3.94%, 12/7/49 |
70,000 | 60,851 | ||||||
4.35%, 2/25/50 |
20,000 | 18,490 | ||||||
6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter) |
100,000 | 99,035 | ||||||
Public Service Co. of Colorado |
215,000 | 183,328 | ||||||
Public Service Electric and Gas Co. |
| |||||||
3.00%, 5/15/27 |
19,000 | 18,255 | ||||||
3.95%, 5/1/42 |
30,000 | 27,059 | ||||||
3.60%, 12/1/47 |
325,000 | 274,391 | ||||||
Public Service Enterprise Group, Inc. |
25,000 | 24,442 | ||||||
Public Storage |
150,000 | 135,297 | ||||||
PVH Corp. |
25,000 | 24,895 | ||||||
QUALCOMM, Inc. |
| |||||||
2.90%, 5/20/24 |
22,000 | 21,676 | ||||||
1.65%, 5/20/32 |
5,000 | 4,021 | ||||||
4.65%, 5/20/35 |
100,000 | 101,049 | ||||||
3.25%, 5/20/50(d) |
40,000 | 32,620 | ||||||
4.50%, 5/20/52 |
100,000 | 96,968 | ||||||
Quanta Services, Inc. |
25,000 | 21,277 | ||||||
Raymond James Financial, Inc. |
25,000 | 24,589 | ||||||
Raytheon Technologies Corp. |
| |||||||
3.95%, 8/16/25 |
25,000 | 25,001 | ||||||
3.50%, 3/15/27 |
50,000 | 48,524 | ||||||
4.50%, 6/1/42 |
75,000 | 71,146 | ||||||
4.80%, 12/15/43 |
10,000 | 9,695 | ||||||
3.75%, 11/1/46 |
48,000 | 40,123 |
See Notes to Financial Statements.
WisdomTree Trust | 77 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
4.35%, 4/15/47 |
$ | 30,000 | $ | 27,338 | ||||
4.05%, 5/4/47 |
210,000 | 184,735 | ||||||
Realty Income Corp. |
| |||||||
4.60%, 2/6/24 |
133,000 | 133,978 | ||||||
3.00%, 1/15/27 |
5,000 | 4,720 | ||||||
3.95%, 8/15/27 |
5,000 | 4,892 | ||||||
Regeneron Pharmaceuticals, Inc. |
80,000 | 53,870 | ||||||
Reliance Steel & Aluminum Co. |
25,000 | 22,864 | ||||||
Rockwell Automation, Inc. |
35,000 | 32,489 | ||||||
Roper Technologies, Inc. |
| |||||||
2.35%, 9/15/24 |
15,000 | 14,488 | ||||||
3.80%, 12/15/26 |
30,000 | 29,401 | ||||||
1.40%, 9/15/27 |
25,000 | 21,432 | ||||||
RWJ Barnabas Health, Inc. |
24,000 | 21,550 | ||||||
S&P Global, Inc. |
| |||||||
2.45%, 3/1/27(e) |
250,000 | 233,340 | ||||||
4.75%, 8/1/28(e) |
350,000 | 358,827 | ||||||
2.90%, 3/1/32(e) |
275,000 | 244,324 | ||||||
Sabine Pass Liquefaction LLC |
| |||||||
5.88%, 6/30/26 |
25,000 | 25,740 | ||||||
5.00%, 3/15/27 |
25,000 | 24,944 | ||||||
4.20%, 3/15/28 |
75,000 | 71,593 | ||||||
Sabra Health Care LP |
| |||||||
5.13%, 8/15/26 |
28,000 | 27,173 | ||||||
3.90%, 10/15/29 |
10,000 | 8,795 | ||||||
Salesforce, Inc. |
25,000 | 24,759 | ||||||
San Diego Gas & Electric Co. |
150,000 | 123,499 | ||||||
Santander Holdings USA, Inc. |
88,000 | 84,817 | ||||||
Sempra Energy |
46,000 | 43,587 | ||||||
Sherwin-Williams Co. |
| |||||||
4.05%, 8/8/24 |
200,000 | 199,822 | ||||||
4.25%, 8/8/25 |
200,000 | 199,900 | ||||||
2.95%, 8/15/29 |
10,000 | 8,988 | ||||||
4.00%, 12/15/42 |
30,000 | 24,512 | ||||||
4.50%, 6/1/47 |
5,000 | 4,466 | ||||||
3.80%, 8/15/49 |
20,000 | 16,011 | ||||||
Shire Acquisitions Investments Ireland DAC |
| |||||||
2.88%, 9/23/23 |
6,000 | 5,924 | ||||||
3.20%, 9/23/26 |
82,000 | 78,385 | ||||||
Simon Property Group LP |
| |||||||
3.75%, 2/1/24 |
5,000 | 4,982 | ||||||
3.38%, 10/1/24 |
150,000 | 148,389 | ||||||
3.30%, 1/15/26 |
5,000 | 4,853 | ||||||
3.25%, 11/30/26 |
23,000 | 22,118 | ||||||
3.38%, 6/15/27 |
100,000 | 95,674 | ||||||
2.45%, 9/13/29 |
25,000 | 21,567 | ||||||
SITE Centers Corp. |
68,000 | 65,793 | ||||||
Southern California Edison Co. |
| |||||||
0.98%, 8/1/24, Series K |
25,000 | 23,574 | ||||||
2.25%, 6/1/30 |
175,000 | 146,939 | ||||||
4.65%, 10/1/43 |
299,000 | 270,978 | ||||||
4.88%, 3/1/49, Series B |
8,000 | 7,418 | ||||||
3.65%, 2/1/50 |
20,000 | 15,360 | ||||||
Southern California Gas Co. |
5,000 | 4,329 | ||||||
Southern Co. |
| |||||||
0.60%, 2/26/24, Series 21-A |
150,000 | 142,435 | ||||||
3.25%, 7/1/26 |
67,000 | 64,092 | ||||||
Southern Co. Gas Capital Corp. |
21,000 | 18,221 | ||||||
Southern Power Co. |
| |||||||
0.90%, 1/15/26 |
50,000 | 44,726 | ||||||
5.15%, 9/15/41 |
19,000 | 18,380 | ||||||
Southwest Airlines Co. |
37,000 | 37,793 | ||||||
Southwest Gas Corp. |
50,000 | 37,890 | ||||||
Southwestern Electric Power Co. |
150,000 | 108,964 | ||||||
Spectra Energy Partners LP |
| |||||||
4.75%, 3/15/24 |
18,000 | 18,098 | ||||||
3.50%, 3/15/25 |
5,000 | 4,892 | ||||||
Stanford Health Care |
18,000 | 16,145 | ||||||
Stanley Black & Decker, Inc. |
10,000 | 6,826 | ||||||
Starbucks Corp. |
| |||||||
2.45%, 6/15/26 |
5,000 | 4,741 | ||||||
2.00%, 3/12/27 |
70,000 | 63,876 | ||||||
4.00%, 11/15/28 |
5,000 | 4,909 | ||||||
3.50%, 11/15/50(d) |
50,000 | 38,564 | ||||||
State Street Corp. |
| |||||||
2.35%, 11/1/25, (2.354% fixed rate until 11/1/24; Secured Overnight Financing Rate + 0.94% thereafter)(c) |
50,000 | 48,295 | ||||||
4.14%, 12/3/29, (4.141% fixed rate until 12/3/28; 3-month U.S. dollar London Interbank Offered Rate + 1.03% thereafter)(c)(f) |
50,000 | 48,948 | ||||||
2.40%, 1/24/30(d) |
62,000 | 54,664 | ||||||
4.42%, 5/13/33, (4.421% fixed rate until 5/13/32; Secured Overnight Financing Rate + 1.605% thereafter)(c) |
175,000 | 172,867 | ||||||
Steel Dynamics, Inc. |
| |||||||
5.00%, 12/15/26 |
25,000 | 24,896 | ||||||
3.45%, 4/15/30 |
90,000 | 80,343 | ||||||
Stryker Corp. |
5,000 | 4,956 | ||||||
Sutter Health |
95,000 | 73,450 | ||||||
SVB Financial Group |
185,000 | 139,681 | ||||||
Synchrony Financial |
| |||||||
3.70%, 8/4/26 |
5,000 | 4,693 | ||||||
5.15%, 3/19/29 |
240,000 | 228,516 |
See Notes to Financial Statements.
78 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Sysco Corp. |
| |||||||
3.30%, 7/15/26 |
$ | 73,000 | $ | 70,721 | ||||
6.60%, 4/1/50 |
25,000 | 29,394 | ||||||
T-Mobile USA, Inc. |
| |||||||
3.50%, 4/15/25 |
90,000 | 87,956 | ||||||
3.75%, 4/15/27 |
20,000 | 19,191 | ||||||
5.38%, 4/15/27 |
150,000 | 150,559 | ||||||
3.38%, 4/15/29 |
150,000 | 135,087 | ||||||
4.50%, 4/15/50 |
145,000 | 126,620 | ||||||
3.30%, 2/15/51 |
25,000 | 17,945 | ||||||
3.40%, 10/15/52 |
150,000 | 108,871 | ||||||
3.60%, 11/15/60 |
25,000 | 18,042 | ||||||
Tampa Electric Co. |
| |||||||
4.30%, 6/15/48 |
18,000 | 16,358 | ||||||
4.45%, 6/15/49 |
115,000 | 106,880 | ||||||
Tapestry, Inc. |
14,000 | 13,423 | ||||||
Target Corp. |
| |||||||
2.50%, 4/15/26(d) |
435,000 | 417,496 | ||||||
4.00%, 7/1/42 |
35,000 | 32,432 | ||||||
Teledyne FLIR LLC |
25,000 | 20,589 | ||||||
Texas Instruments, Inc. |
| |||||||
2.90%, 11/3/27 |
27,000 | 25,762 | ||||||
4.15%, 5/15/48 |
164,000 | 157,025 | ||||||
Time Warner Cable LLC |
| |||||||
6.75%, 6/15/39 |
80,500 | 78,719 | ||||||
5.50%, 9/1/41 |
7,000 | 6,060 | ||||||
4.50%, 9/15/42 |
157,000 | 119,075 | ||||||
TJX Cos., Inc. |
25,000 | 24,343 | ||||||
Toll Brothers Finance Corp. |
50,000 | 48,199 | ||||||
Toyota Motor Credit Corp. |
| |||||||
0.45%, 1/11/24 |
32,000 | 30,650 | ||||||
2.90%, 4/17/24 |
5,000 | 4,939 | ||||||
3.05%, 1/11/28 |
15,000 | 14,327 | ||||||
2.15%, 2/13/30 |
50,000 | 43,393 | ||||||
1.65%, 1/10/31 |
30,000 | 24,509 | ||||||
Trane Technologies Global Holding Co. Ltd. |
45,000 | 43,264 | ||||||
Trane Technologies Luxembourg Finance SA |
50,000 | 49,327 | ||||||
Transcontinental Gas Pipe Line Co. LLC |
15,000 | 13,561 | ||||||
Travelers Cos., Inc. |
| |||||||
6.25%, 6/15/37 |
30,000 | 35,154 | ||||||
3.75%, 5/15/46 |
25,000 | 21,464 | ||||||
4.00%, 5/30/47 |
48,000 | 43,072 | ||||||
2.55%, 4/27/50 |
20,000 | 13,979 | ||||||
Trinity Health Corp. |
40,000 | 29,762 | ||||||
Truist Bank |
25,000 | 25,015 | ||||||
Truist Financial Corp. |
| |||||||
2.85%, 10/26/24 |
251,000 | 246,685 | ||||||
1.13%, 8/3/27(d) |
56,000 | 48,101 | ||||||
3.88%, 3/19/29 |
65,000 | 61,628 | ||||||
Tucson Electric Power Co. |
100,000 | 79,862 | ||||||
TWDC Enterprises 18 Corp. |
| |||||||
3.00%, 2/13/26 |
15,000 | 14,534 | ||||||
2.95%, 6/15/27(d) |
23,000 | 22,095 | ||||||
4.38%, 8/16/41 |
10,000 | 9,536 | ||||||
3.70%, 12/1/42 |
5,000 | 4,295 | ||||||
3.00%, 7/30/46 |
48,000 | 36,683 | ||||||
Tyson Foods, Inc. |
50,000 | 49,786 | ||||||
U.S. Bancorp |
| |||||||
3.70%, 1/30/24 |
50,000 | 50,076 | ||||||
3.60%, 9/11/24 |
25,000 | 24,901 | ||||||
1.45%, 5/12/25 |
25,000 | 23,450 | ||||||
2.38%, 7/22/26, Series V |
325,000 | 306,592 | ||||||
3.90%, 4/26/28 |
103,000 | 101,267 | ||||||
1.38%, 7/22/30 |
11,000 | 8,806 | ||||||
UDR, Inc. |
25,000 | 19,409 | ||||||
Union Electric Co. |
18,000 | 17,110 | ||||||
Union Pacific Corp. |
| |||||||
3.75%, 7/15/25 |
5,000 | 4,992 | ||||||
3.25%, 8/15/25 |
5,000 | 4,924 | ||||||
2.75%, 3/1/26 |
5,000 | 4,804 | ||||||
4.00%, 4/15/47 |
19,000 | 16,950 | ||||||
3.84%, 3/20/60 |
408,000 | 343,769 | ||||||
3.75%, 2/5/70 |
25,000 | 20,022 | ||||||
3.80%, 4/6/71 |
5,000 | 4,031 | ||||||
United Airlines Pass-Through Trust |
15,078 | 14,268 | ||||||
United Parcel Service, Inc. |
| |||||||
2.40%, 11/15/26 |
5,000 | 4,753 | ||||||
3.05%, 11/15/27 |
28,000 | 27,212 | ||||||
6.20%, 1/15/38 |
15,000 | 17,647 | ||||||
3.40%, 11/15/46 |
5,000 | 4,179 | ||||||
UnitedHealth Group, Inc. |
| |||||||
3.70%, 12/15/25 |
90,000 | 89,556 | ||||||
3.10%, 3/15/26 |
34,000 | 33,257 | ||||||
3.88%, 12/15/28 |
18,000 | 17,702 | ||||||
2.30%, 5/15/31 |
25,000 | 21,477 | ||||||
4.20%, 5/15/32 |
100,000 | 99,269 | ||||||
5.80%, 3/15/36 |
25,000 | 27,568 | ||||||
5.95%, 2/15/41 |
274,000 | 308,055 | ||||||
3.95%, 10/15/42 |
5,000 | 4,497 | ||||||
4.75%, 7/15/45 |
100,000 | 99,029 | ||||||
3.75%, 10/15/47 |
15,000 | 12,932 | ||||||
4.45%, 12/15/48 |
25,000 | 23,843 | ||||||
University of Southern California |
| |||||||
3.03%, 10/1/39 |
24,000 | 20,370 | ||||||
3.84%, 10/1/47, Series 2017 |
420,000 | 384,002 | ||||||
Unum Group |
50,000 | 39,078 | ||||||
Utah Acquisition Sub, Inc. |
40,000 | 37,611 | ||||||
Ventas Realty LP |
| |||||||
4.75%, 11/15/30(d) |
14,000 | 13,602 | ||||||
4.38%, 2/1/45 |
24,000 | 20,440 |
See Notes to Financial Statements.
WisdomTree Trust | 79 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
VeriSign, Inc. |
$ | 50,000 | $ | 49,460 | ||||
Verisk Analytics, Inc. |
347,000 | 332,006 | ||||||
Verizon Communications, Inc. |
| |||||||
0.75%, 3/22/24(d) |
20,000 | 19,093 | ||||||
3.38%, 2/15/25 |
10,000 | 9,870 | ||||||
0.85%, 11/20/25 |
10,000 | 9,019 | ||||||
4.33%, 9/21/28 |
25,000 | 24,669 | ||||||
4.02%, 12/3/29 |
20,000 | 19,199 | ||||||
1.68%, 10/30/30 |
76,000 | 60,444 | ||||||
2.65%, 11/20/40 |
70,000 | 50,604 | ||||||
3.40%, 3/22/41 |
325,000 | 262,067 | ||||||
2.88%, 11/20/50 |
85,000 | 58,562 | ||||||
3.00%, 11/20/60 |
15,000 | 10,016 | ||||||
3.70%, 3/22/61 |
107,000 | 82,667 | ||||||
Viatris, Inc. |
| |||||||
2.70%, 6/22/30 |
10,000 | 7,893 | ||||||
3.85%, 6/22/40 |
30,000 | 20,876 | ||||||
4.00%, 6/22/50 |
60,000 | 38,876 | ||||||
Virginia Electric and Power Co. |
15,000 | 21,065 | ||||||
Visa, Inc. |
| |||||||
3.15%, 12/14/25 |
25,000 | 24,483 | ||||||
1.90%, 4/15/27 |
34,000 | 31,394 | ||||||
2.75%, 9/15/27 |
138,000 | 131,609 | ||||||
3.65%, 9/15/47 |
65,000 | 57,689 | ||||||
2.00%, 8/15/50 |
25,000 | 16,391 | ||||||
VMware, Inc. |
| |||||||
1.00%, 8/15/24 |
103,000 | 96,608 | ||||||
4.50%, 5/15/25 |
25,000 | 24,999 | ||||||
Vulcan Materials Co. |
| |||||||
4.50%, 4/1/25 |
18,000 | 18,072 | ||||||
3.50%, 6/1/30 |
31,000 | 28,026 | ||||||
W.R. Berkley Corp. |
25,000 | 16,882 | ||||||
Wachovia Corp. |
5,000 | 5,073 | ||||||
Walgreens Boots Alliance, Inc. |
253,000 | 251,624 | ||||||
Walmart, Inc. |
| |||||||
3.55%, 6/26/25 |
69,000 | 69,028 | ||||||
3.70%, 6/26/28 |
15,000 | 14,804 | ||||||
2.38%, 9/24/29 |
25,000 | 22,519 | ||||||
5.25%, 9/1/35 |
50,000 | 55,237 | ||||||
4.05%, 6/29/48 |
40,000 | 38,430 | ||||||
Walt Disney Co. |
| |||||||
3.35%, 3/24/25(d) |
50,000 | 49,311 | ||||||
2.20%, 1/13/28(d) |
75,000 | 68,285 | ||||||
2.65%, 1/13/31 |
115,000 | 102,048 | ||||||
6.40%, 12/15/35(d) |
4,000 | 4,618 | ||||||
6.65%, 11/15/37 |
20,000 | 23,912 | ||||||
3.50%, 5/13/40 |
60,000 | 51,323 | ||||||
4.75%, 9/15/44 |
20,000 | 19,652 | ||||||
4.95%, 10/15/45 |
5,000 | 4,990 | ||||||
3.80%, 5/13/60 |
15,000 | 12,635 | ||||||
Washington University |
74,000 | 63,692 | ||||||
Wells Fargo & Co. |
| |||||||
3.00%, 4/22/26 |
475,000 | 452,086 | ||||||
3.20%, 6/17/27, (3.196% fixed rate until 6/17/26; 3-month U.S. dollar London Interbank Offered Rate + 1.17% thereafter)(c)(f) |
25,000 | 23,563 | ||||||
3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.31% thereafter)(c)(f) |
114,000 | 107,627 | ||||||
2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c) |
165,000 | 147,771 | ||||||
4.15%, 1/24/29 |
10,000 | 9,700 | ||||||
4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; Secured Overnight Financing Rate + 4.032% thereafter)(c) |
25,000 | 24,069 | ||||||
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(c) |
40,000 | 30,809 | ||||||
5.38%, 11/2/43 |
47,000 | 46,892 | ||||||
3.90%, 5/1/45 |
50,000 | 42,205 | ||||||
4.75%, 12/7/46 |
96,000 | 87,914 | ||||||
5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; Secured Overnight Financing Rate + 4.502% thereafter)(c) |
305,000 | 301,871 | ||||||
Welltower, Inc. |
| |||||||
4.00%, 6/1/25 |
83,000 | 82,076 | ||||||
4.25%, 4/1/26 |
23,000 | 22,809 | ||||||
4.25%, 4/15/28 |
15,000 | 14,627 | ||||||
2.75%, 1/15/31 |
25,000 | 21,023 | ||||||
Western Digital Corp. |
| |||||||
4.75%, 2/15/26 |
50,000 | 48,229 | ||||||
2.85%, 2/1/29 |
25,000 | 20,404 | ||||||
Western Union Co. |
300,000 | 240,036 | ||||||
Westinghouse Air Brake Technologies Corp. |
| |||||||
4.40%, 3/15/24 |
100,000 | 99,630 | ||||||
3.45%, 11/15/26 |
50,000 | 47,289 | ||||||
Westlake Corp. |
10,000 | 9,356 | ||||||
WestRock MWV LLC |
14,000 | 16,409 | ||||||
Weyerhaeuser Co. |
100,000 | 94,771 | ||||||
Whirlpool Corp. |
| |||||||
4.50%, 6/1/46 |
85,000 | 70,965 | ||||||
4.60%, 5/15/50 |
100,000 | 83,739 | ||||||
Williams Cos., Inc. |
| |||||||
3.75%, 6/15/27 |
10,000 | 9,659 | ||||||
7.50%, 1/15/31, Series A |
50,000 | 56,781 | ||||||
6.30%, 4/15/40 |
10,000 | 10,694 | ||||||
5.75%, 6/24/44 |
50,000 | 50,553 | ||||||
Willis-Knighton Medical Center |
20,000 | 19,512 | ||||||
Wisconsin Public Service Corp. |
38,000 | 31,998 |
See Notes to Financial Statements.
80 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
WRKCo, Inc. |
| |||||||
3.75%, 3/15/25 |
$ | 45,000 | $ | 44,298 | ||||
4.65%, 3/15/26 |
125,000 | 125,934 | ||||||
3.90%, 6/1/28 |
50,000 | 48,112 | ||||||
WW Grainger, Inc. |
85,000 | 72,645 | ||||||
Wyeth LLC |
10,000 | 11,360 | ||||||
Xilinx, Inc. |
| |||||||
2.95%, 6/1/24 |
73,000 | 72,307 | ||||||
2.38%, 6/1/30 |
25,000 | 21,881 | ||||||
Xylem, Inc. |
5,000 | 4,785 | ||||||
|
|
|||||||
Total United States |
|
77,959,699 | ||||||
TOTAL CORPORATE BONDS (Cost: $99,039,432) |
|
88,964,361 | ||||||
FOREIGN GOVERNMENT AGENCIES 0.7% |
| |||||||
Canada 0.1% |
| |||||||
Province of Alberta Canada |
| |||||||
1.88%, 11/13/24 |
149,000 | 143,533 | ||||||
3.30%, 3/15/28 |
95,000 | 92,739 | ||||||
1.30%, 7/22/30 |
75,000 | 62,752 | ||||||
Province of British Columbia Canada |
25,000 | 23,703 | ||||||
Province of New Brunswick Canada |
20,000 | 19,913 | ||||||
Province of Ontario Canada |
110,000 | 109,144 | ||||||
Province of Quebec Canada |
| |||||||
2.88%, 10/16/24, Series QO |
55,000 | 54,172 | ||||||
1.50%, 2/11/25, Series QX |
20,000 | 19,020 | ||||||
2.50%, 4/20/26 |
50,000 | 47,861 | ||||||
7.50%, 9/15/29, Series PD |
31,000 | 38,035 | ||||||
|
|
|||||||
Total Canada |
|
610,872 | ||||||
Germany 0.5% |
| |||||||
Kreditanstalt fuer Wiederaufbau |
| |||||||
2.63%, 2/28/24 |
550,000 | 542,630 | ||||||
2.50%, 11/20/24 |
38,000 | 37,154 | ||||||
0.63%, 1/22/26 |
450,000 | 408,182 | ||||||
2.88%, 4/3/28 |
40,000 | 38,798 | ||||||
5.48%, 4/18/36(a) |
50,000 | 31,039 | ||||||
5.78%, 6/29/37(a) |
50,000 | 29,775 | ||||||
Landwirtschaftliche Rentenbank |
| |||||||
1.75%, 7/27/26 |
490,000 | 458,135 | ||||||
2.50%, 11/15/27, Series 37(d) |
125,000 | 118,996 | ||||||
0.88%, 9/3/30 |
230,000 | 189,614 | ||||||
|
|
|||||||
Total Germany |
|
1,854,323 | ||||||
South Korea 0.1% |
| |||||||
Korea Development Bank |
200,000 | 194,558 | ||||||
Sweden 0.0% | ||||||||
Svensk Exportkredit AB |
50,000 | 27,647 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,845,034) |
|
2,687,400 | ||||||
FOREIGN GOVERNMENT OBLIGATIONS 0.9% | ||||||||
Chile 0.0% | ||||||||
Chile Government International Bond |
150,000 | 110,435 | ||||||
Hungary 0.0% |
| |||||||
Hungary Government International Bond |
18,000 | 18,092 | ||||||
Indonesia 0.0% |
| |||||||
Indonesia Government International Bond |
165,000 | 131,248 | ||||||
Italy 0.2% |
| |||||||
Republic of Italy Government International Bond |
536,000 | 540,722 | ||||||
Mexico 0.1% |
| |||||||
Mexico Government International Bond |
||||||||
6.75%, 9/27/34, Series MTNA |
25,000 | 27,665 | ||||||
4.28%, 8/14/41 |
150,000 | 120,991 | ||||||
5.75%, 10/12/2110, Series GMTN |
368,000 | 316,458 | ||||||
|
|
|||||||
Total Mexico |
|
465,114 | ||||||
Panama 0.2% |
| |||||||
Panama Government International Bond |
||||||||
7.13%, 1/29/26 |
200,000 | 218,506 | ||||||
8.88%, 9/30/27 |
433,000 | 514,404 | ||||||
6.70%, 1/26/36 |
50,000 | 53,981 | ||||||
|
|
|||||||
Total Panama |
|
786,891 | ||||||
Peru 0.2% |
| |||||||
Peruvian Government International Bond |
||||||||
4.13%, 8/25/27 |
269,000 | 264,333 | ||||||
2.78%, 1/23/31 |
50,000 | 42,759 | ||||||
8.75%, 11/21/33 |
25,000 | 32,296 | ||||||
3.00%, 1/15/34 |
150,000 | 122,620 | ||||||
5.63%, 11/18/50 |
50,000 | 52,238 | ||||||
3.23%, 7/28/2121 |
50,000 | 31,317 | ||||||
|
|
|||||||
Total Peru |
|
545,563 | ||||||
Philippines 0.1% |
| |||||||
Philippine Government International Bond |
||||||||
7.75%, 1/14/31 |
100,000 | 123,335 | ||||||
3.95%, 1/20/40 |
200,000 | 182,662 | ||||||
|
|
|||||||
Total Philippines |
|
305,997 | ||||||
Poland 0.0% |
| |||||||
Republic of Poland Government International Bond |
72,000 | 70,973 | ||||||
Uruguay 0.1% | ||||||||
Uruguay Government International Bond |
||||||||
5.10%, 6/18/50 |
53,000 | 54,145 | ||||||
4.98%, 4/20/55 |
324,000 | 326,572 | ||||||
|
|
|||||||
Total Uruguay |
|
380,717 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $3,835,655) |
|
3,355,752 |
See Notes to Financial Statements.
WisdomTree Trust | 81 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
SUPRANATIONAL BONDS 1.5% |
| |||||||
Asian Development Bank |
||||||||
2.63%, 1/30/24 |
$ | 25,000 | $ | 24,686 | ||||
1.63%, 3/15/24 |
300,000 | 291,426 | ||||||
1.50%, 10/18/24 |
635,000 | 608,755 | ||||||
2.00%, 1/22/25 |
5,000 | 4,821 | ||||||
0.63%, 4/29/25 |
200,000 | 185,154 | ||||||
0.50%, 2/4/26 |
125,000 | 112,716 | ||||||
2.50%, 11/2/27 |
20,000 | 19,064 | ||||||
Asian Infrastructure Investment Bank |
500,000 | 488,405 | ||||||
European Investment Bank |
||||||||
3.25%, 1/29/24 |
14,000 | 13,944 | ||||||
1.88%, 2/10/25 |
25,000 | 24,019 | ||||||
0.38%, 12/15/25(d) |
15,000 | 13,522 | ||||||
0.38%, 3/26/26 |
50,000 | 44,743 | ||||||
2.13%, 4/13/26 |
25,000 | 23,834 | ||||||
2.38%, 5/24/27(d) |
159,000 | 151,751 | ||||||
4.88%, 2/15/36 |
25,000 | 28,641 | ||||||
Inter-American Development Bank |
||||||||
1.75%, 3/14/25 |
140,000 | 133,783 | ||||||
0.63%, 7/15/25 |
575,000 | 528,534 | ||||||
2.00%, 7/23/26 |
25,000 | 23,609 | ||||||
2.38%, 7/7/27 |
25,000 | 23,779 | ||||||
0.63%, 9/16/27 |
25,000 | 21,720 | ||||||
3.20%, 8/7/42 |
25,000 | 22,807 | ||||||
International Bank for Reconstruction & Development |
||||||||
2.50%, 11/25/24, Series GDIF |
214,000 | 209,303 | ||||||
2.13%, 3/3/25, Series GDIF |
50,000 | 48,299 | ||||||
0.63%, 4/22/25 |
700,000 | 648,851 | ||||||
2.50%, 7/29/25, Series GDIF |
734,000 | 711,877 | ||||||
0.50%, 10/28/25 |
35,000 | 31,806 | ||||||
3.13%, 6/15/27 |
200,000 | 197,104 | ||||||
2.50%, 11/22/27, Series GDIF |
154,000 | 146,868 | ||||||
1.38%, 4/20/28, Series GDIF |
25,000 | 22,309 | ||||||
0.88%, 5/14/30 |
118,000 | 98,017 | ||||||
International Finance Corp. |
385,000 | 368,279 | ||||||
TOTAL SUPRANATIONAL BONDS (Cost: $5,542,192) |
|
5,272,426 | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES 1.9% |
| |||||||
United States 1.9% |
| |||||||
Bank |
||||||||
2.85%, 10/17/52, Series 2019-BN21, Class A5 |
75,000 | 67,798 | ||||||
3.18%, 2/15/55, Series 2022-BNK39, Class AS |
113,000 | 97,941 | ||||||
3.44%, 9/15/60, Series 2017-BNK7, Class A5 |
105,000 | 100,344 | ||||||
2.40%, 1/15/63, Series 2020-BN25, Class A4 |
150,000 | 130,936 | ||||||
2.14%, 3/15/63, Series 2020-BN28, Class AS |
100,000 | 80,252 | ||||||
Bank of America Merrill Lynch Commercial Mortgage Trust |
||||||||
3.17%, 7/15/49, Series 2016-UB10, Class A4 |
100,000 | 95,363 | ||||||
Barclays Commercial Mortgage Trust |
||||||||
2.99%, 11/15/52, Series 2019-C5, Class ASB |
200,000 | 187,128 | ||||||
Benchmark Mortgage Trust |
||||||||
2.91%, 9/15/43, Series 2020-IG1, Class AS^(c) |
60,000 | 51,319 | ||||||
3.96%, 1/15/52, Series 2018-B8, Class A4 |
200,000 | 195,069 | ||||||
4.02%, 3/15/52, Series 2019-B9, Class A5 |
60,000 | 58,500 | ||||||
1.95%, 3/15/54, Series 2021-B24, Class A2 |
200,000 | 181,359 | ||||||
1.98%, 8/15/54, Series 2021-B28, Class ASB |
150,000 | 128,166 | ||||||
3.79%, 4/15/55, Series 2022-B34, Class A5^(c) |
50,000 | 47,353 | ||||||
Citigroup Commercial Mortgage Trust |
||||||||
3.35%, 2/10/49, Series 2016-GC36, Class A4 |
500,000 | 483,604 | ||||||
Commercial Mortgage Trust |
||||||||
3.60%, 5/10/47, Series 2014-CR17, Class ASB |
17,204 | 17,071 | ||||||
3.98%, 5/10/47, Series 2014-CR17, Class A5 |
200,000 | 198,089 | ||||||
3.21%, 3/10/48, Series 2015-CR22, Class A3 |
38,934 | 38,934 | ||||||
3.63%, 10/10/48, Series 2015-CR26, Class A4 |
250,000 | 243,124 | ||||||
CSAIL Commercial Mortgage Trust |
||||||||
4.10%, 4/15/51, Series 2018-CX11, Class A3 |
84,514 | 83,688 | ||||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates |
||||||||
2.81%, 1/25/25, Series K044, Class A2 |
70,965 | 69,309 | ||||||
2.48%, 3/25/25, Series K049, Class A1 |
5,065 | 4,983 | ||||||
3.75%, 8/25/25, Series K733, Class A2 |
100,000 | 99,453 | ||||||
3.00%, 12/25/25, Series K053, Class A2 |
200,000 | 194,766 | ||||||
2.67%, 3/25/26, Series K055, Class A2 |
80,000 | 76,989 | ||||||
2.62%, 8/25/26, Series K057, Class AM |
100,000 | 95,332 | ||||||
3.43%, 1/25/27, Series K063, Class A2^(c) |
70,000 | 68,946 | ||||||
3.19%, 9/25/27, Series K069, Class A2^(c) |
340,000 | 331,143 | ||||||
3.25%, 11/25/27, Series K072, Class A1 |
303,700 | 299,165 | ||||||
3.69%, 1/25/29, Series K088, Class A2 |
115,000 | 114,196 | ||||||
2.52%, 10/25/29, Series K101, Class A2 |
50,000 | 46,068 | ||||||
1.85%, 7/25/31, Series K131, Class A2 |
400,000 | 342,316 | ||||||
2.13%, 11/25/31, Series K136, Class A2 |
100,000 | 87,202 | ||||||
2.35%, 11/25/31, Series K137, Class A2^(c) |
155,000 | 137,711 | ||||||
3.99%, 8/25/33, Series K157, Class A3^(c) |
70,000 | 69,734 | ||||||
1.24%, 1/25/35, Series K1516, Class A1 |
290,040 | 237,421 | ||||||
Federal National Mortgage Association Alternative Credit Enhancement Securities |
||||||||
3.34%, 7/25/23, Series 2014-M1, Class A2^(c) |
32,364 | 32,267 | ||||||
2.49%, 5/25/26, Series 2016-M6, Class A2 |
50,823 | 48,568 | ||||||
2.55%, 12/25/26, Series 2017-M3, Class A2^(c) |
34,626 | 32,858 | ||||||
3.16%, 3/25/28, Series 2018-M4, Class A2^(c) |
22,616 | 21,851 |
See Notes to Financial Statements.
82 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
3.67%, 9/25/28, Series 2019-M1, Class A2^(c) |
$ | 91,760 | $ | 90,545 | ||||
2.44%, 10/25/29, Series 2020-M1, Class A2 |
400,000 | 365,787 | ||||||
1.78%, 5/25/30, Series 2020-M14, Class A2 |
125,000 | 108,128 | ||||||
1.27%, 7/25/30, Series 2020-M42, Class A2 |
150,000 | 123,393 | ||||||
3.61%, 2/25/31, Series 2019-M4, Class A2 |
250,000 | 245,225 | ||||||
GS Mortgage Securities Trust |
||||||||
3.00%, 9/1/52, Series 2019-GC42, Class A4 |
50,000 | 45,457 | ||||||
2.66%, 2/13/53, Series 2020-GC45, Class A4 |
100,000 | 88,540 | ||||||
JPMBB Commercial Mortgage Securities Trust |
||||||||
4.08%, 2/15/47, Series 2014-C18, Class A5 |
50,000 | 49,617 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||
3.60%, 5/15/50, Series 2017-C33, Class A5 |
250,000 | 240,464 | ||||||
Morgan Stanley Capital I Trust |
||||||||
3.52%, 7/15/52, Series 2019-H7, Class AS |
100,000 | 89,455 | ||||||
2.44%, 6/15/54, Series 2021-L6, Class A4^(c) |
100,000 | 84,976 | ||||||
2.57%, 10/15/54, Series 2021-L7, Class A5 |
100,000 | 85,678 | ||||||
UBS Commercial Mortgage Trust |
||||||||
4.30%, 8/15/51, Series 2018-C12, Class A5 |
50,000 | 49,217 | ||||||
4.08%, 12/15/51, Series 2018-C15, Class A3 |
40,037 | 38,949 | ||||||
Wells Fargo Commercial Mortgage Trust |
||||||||
3.79%, 9/15/48, Series 2015-SG1, Class A4 |
97,058 | 94,488 | ||||||
3.64%, 3/15/50, Series 2017-RB1, Class A5 |
68,000 | 65,505 | ||||||
2.40%, 7/15/53, Series 2020-C58, Class AS |
100,000 | 81,972 | ||||||
2.63%, 4/15/54, Series 2021-C59, Class A5 |
100,000 | 86,557 | ||||||
WFRBS Commercial Mortgage Trust |
||||||||
4.02%, 12/15/46, Series 2013-C17, Class A4 |
100,000 | 99,387 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $7,696,561) |
|
7,029,656 | ||||||
MUNICIPAL BONDS 0.6% |
| |||||||
United States 0.6% |
| |||||||
Bay Area Toll Authority |
25,000 | 33,587 | ||||||
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue |
50,000 | 59,174 | ||||||
City of Houston, TX |
100,000 | 93,611 | ||||||
City of Los Angeles Department of Airports Customer Facilities Charge Revenue |
200,000 | 181,887 | ||||||
Commonwealth of Massachusetts |
150,000 | 148,464 | ||||||
Dallas Fort Worth International Airport |
||||||||
4.09%, 11/1/51, Series A |
100,000 | 92,584 | ||||||
4.51%, 11/1/51, Series A |
100,000 | 96,047 | ||||||
Louisiana Local Government Environmental Facilities & Community Development Authority |
100,000 | 98,861 | ||||||
New Jersey Transportation Trust Fund Authority |
45,000 | 46,513 | ||||||
New York City Water & Sewer System |
100,000 | 112,687 | ||||||
Oklahoma Development Finance Authority |
200,000 | 196,289 | ||||||
Port Authority of New York & New Jersey |
||||||||
5.65%, 11/1/40 |
100,000 | 111,788 | ||||||
4.81%, 10/15/65, Series 192 |
25,000 | 25,744 | ||||||
Port of Morrow, OR |
20,000 | 15,374 | ||||||
Sales Tax Securitization Corp. |
150,000 | 130,894 | ||||||
State of California |
190,000 | 252,946 | ||||||
State of Mississippi |
75,000 | 81,376 | ||||||
Texas Transportation Commission |
20,000 | 15,770 | ||||||
Texas Transportation Commission State Highway Fund |
||||||||
5.18%, 4/1/30, Series B-BUILD |
50,000 | 52,789 | ||||||
4.00%, 10/1/33 |
20,000 | 19,654 | ||||||
University of California |
10,000 | 9,491 | ||||||
University of Michigan |
||||||||
3.60%, 4/1/47, Series C |
100,000 | 91,351 | ||||||
3.50%, 4/1/52, Series A |
100,000 | 86,637 | ||||||
4.45%, 4/1/2122, Series A |
100,000 | 89,860 | ||||||
TOTAL MUNICIPAL BONDS (Cost: $2,408,940) |
|
2,143,378 | ||||||
ASSET-BACKED SECURITIES 0.4% |
| |||||||
United States 0.4% |
| |||||||
American Express Credit Account Master Trust |
||||||||
0.90%, 11/15/26, Series 2021-1, Class A |
265,000 | 248,547 | ||||||
2.21%, 3/15/27, Series 2022-1, Class A |
100,000 | 95,987 | ||||||
CarMax Auto Owner Trust |
||||||||
0.55%, 6/15/26, Series 2021-3, Class A3 |
150,000 | 143,880 | ||||||
Citibank Credit Card Issuance Trust |
||||||||
3.96%, 10/13/30, Series 2018-A7, Class A7 |
100,000 | 99,696 | ||||||
Discover Card Execution Note Trust |
||||||||
0.58%, 9/15/26, Series 2021-A1, Class A1 |
55,000 | 51,348 | ||||||
Ford Credit Auto Owner Trust |
||||||||
1.04%, 8/15/24, Series 2020-A, Class A3 |
22,646 | 22,433 |
See Notes to Financial Statements.
WisdomTree Trust | 83 |
Schedule of Investments (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
GM Financial Consumer Automobile Receivables Trust |
||||||||
1.49%, 12/16/24, Series 2020-2, Class A3 |
$ | 21,977 | $ | 21,771 | ||||
Honda Auto Receivables Owner Trust |
||||||||
1.83%, 1/18/24, Series 2019-4, Class A3 |
13,550 | 13,487 | ||||||
0.82%, 7/15/24, Series 2020-2, Class A3 |
12,751 | 12,588 | ||||||
1.88%, 5/15/26, Series 2022-1, Class A3 |
222,000 | 213,628 | ||||||
Volkswagen Auto Loan Enhanced Trust |
||||||||
1.26%, 10/20/28, Series 2021-1, Class A4 |
100,000 | 93,374 | ||||||
World Omni Auto Receivables Trust |
500,000 | 475,821 | ||||||
TOTAL ASSET-BACKED SECURITIES (Cost: $1,542,074) |
|
1,492,560 | ||||||
REPURCHASE AGREEMENT 1.6% |
| |||||||
United States 1.6% |
| |||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/22 (tri-party custodian: The Bank of New York Mellon Corp.), 2.30% due 9/1/22; Proceeds at maturity $5,840,373 (fully collateralized by Ginnie Mae II Single Family, 2.00% 3.50% due 3/20/52; Market value including accrued interest $6,132,298) |
||||||||
(Cost: $5,840,000) | 5,840,000 | 5,840,000 | ||||||
Investments | Shares |
Value | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED 0.6% |
| |||||||
United States 0.6% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 2.34%(g) |
||||||||
(Cost: $2,230,448) | 2,230,448 | 2,230,448 | ||||||
TOTAL INVESTMENTS IN SECURITIES 101.2% (Cost: $396,651,825) |
|
370,786,617 | ||||||
Other Assets less Liabilities (1.2)% |
|
(4,418,621 | ) | |||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 366,367,996 |
^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
(a) | Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2022. |
(b) | To-be-announced (TBA) security (See Note 2). TBA securities are non-income producing. |
(c) | Rate shown reflects the accrual rate as of August 31, 2022 on securities with variable or step rates. |
(d) | Security, or portion thereof, was on loan at August 31, 2022 (See Note 2). At August 31, 2022, the total market value of the Funds securities on loan identified in the Schedule of Investments was $3,014,753 and the total market value of the collateral held by the Fund was $3,115,317. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $884,869. |
(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) | The London Interbank Offered Rate (LIBOR) is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Funds investments. |
(g) | Rate shown represents annualized 7-day yield as of August 31, 2022. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Short Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
2 Year U.S. Treasury Note |
331 | 12/30/22 | $ | (68,956,610 | ) | $ | 98,343 | |||||||||
5 Year U.S. Treasury Note |
1,941 | 12/30/22 | (215,102,227 | ) | 713,663 | |||||||||||
U.S. Treasury Ultra Long Term Bond |
224 | 12/20/22 | (33,488,000 | ) | (359,633 | ) | ||||||||||
Ultra 10 Year U.S. Treasury Note |
604 | 12/20/22 | (75,613,250 | ) | 158,313 | |||||||||||
$ | (393,160,087 | ) | $ | 610,686 |
See Notes to Financial Statements.
84 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
August 31, 2022
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 105,114,555 | $ | | $ | 105,114,555 | ||||||||
U.S. Government Obligations |
| 146,656,081 | | 146,656,081 | ||||||||||||
Corporate Bonds |
| 88,964,361 | | 88,964,361 | ||||||||||||
Foreign Government Agencies |
| 2,687,400 | | 2,687,400 | ||||||||||||
Foreign Government Obligations |
| 3,355,752 | | 3,355,752 | ||||||||||||
Supranational Bonds |
| 5,272,426 | | 5,272,426 | ||||||||||||
Commercial Mortgage-Backed Securities |
| 7,029,656 | | 7,029,656 | ||||||||||||
Municipal Bonds |
| 2,143,378 | | 2,143,378 | ||||||||||||
Asset-Backed Securities |
| 1,492,560 | | 1,492,560 | ||||||||||||
Repurchase Agreement |
| 5,840,000 | | 5,840,000 | ||||||||||||
Investment of Cash Collateral for Securities Loaned |
| 2,230,448 | | 2,230,448 | ||||||||||||
Total Investments in Securities |
$ | | $ | 370,786,617 | $ | | $ | 370,786,617 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | 970,319 | $ | | $ | | $ | 970,319 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (359,633 | ) | $ | | $ | | $ | (359,633 | ) | ||||||
Total Net |
$ | 610,686 | $ | 370,786,617 | $ | | $ | 371,397,303 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 85 |
Schedule of Investments
WisdomTree Mortgage Plus Bond Fund (MTGP)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
ASSET-BACKED SECURITIES 0.7% |
| |||||||
United States 0.7% |
| |||||||
Navient Private Education Refi Loan Trust |
$ | 284,000 | $ | 270,295 | ||||
COLLATERALIZED LOAN OBLIGATIONS 5.0% |
| |||||||
Cayman Islands 4.3% |
| |||||||
Apidos CLO XXXVI |
||||||||
4.71%, 7/20/34, Series 2021-36A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 2.00%)(a)(b)(c) |
350,000 | 330,076 | ||||||
Ares XLVII CLO Ltd. |
||||||||
4.26%, 4/15/30, Series 2018-47A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 1.75%)(a)(b)(c) |
400,000 | 379,563 | ||||||
LCM 28 Ltd. |
||||||||
4.86%, 10/20/30, Series 28A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 2.15%)(a)(b)(c) |
400,000 | 375,972 | ||||||
Neuberger Berman Loan Advisers CLO 32 Ltd. |
||||||||
4.44%, 1/20/32, Series 2019-32A, Class CR, (3-month U.S. dollar London Interbank Offered Rate + 1.70%)(a)(b)(c) |
500,000 | 472,201 | ||||||
|
|
|||||||
Total Cayman Islands |
|
1,557,812 | ||||||
Morocco 0.7% |
| |||||||
OCP CLO Ltd. |
250,000 | 246,143 | ||||||
TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost: $1,864,500) |
|
1,803,955 | ||||||
COLLATERALIZED MORTGAGE OBLIGATIONS 46.5% |
| |||||||
Federal Home Loan Mortgage Corp. REMIC |
1,814 | 1,822 | ||||||
4.50%, 7/15/25, Series 3000, Class BC |
14,503 | 14,482 | ||||||
4.00%, 5/15/28, Series 4669, Class EV |
227,855 | 223,040 | ||||||
6.00%, 7/15/29, Series 2175, Class TH |
37,919 | 39,389 | ||||||
6.00%, 5/15/32, Series 2448, Class ZQ |
47,230 | 49,166 | ||||||
3.00%, 8/15/32, Series 4092, Class AY |
200,000 | 191,806 | ||||||
6.00%, 8/15/32, Series 2485, Class WG |
18,022 | 18,994 | ||||||
5.00%, 11/15/32, Series 2519, Class NU |
694,612 | 708,988 | ||||||
5.50%, 11/15/32, Series 2519, Class ZD |
26,678 | 27,613 | ||||||
5.50%, 11/15/32, Series 2520, Class PH |
119,439 | 125,117 | ||||||
2.50%, 1/15/33, Series 4332, Class CU |
33,512 | 33,069 | ||||||
2.84%, 6/15/34, Series 2812, Class MF^(c) |
156,166 | 156,163 | ||||||
5.50%, 9/15/34, Series 2861, Class Z |
15,758 | 16,455 | ||||||
5.00%, 11/15/34, Series 2893, Class PE |
37,001 | 38,075 | ||||||
6.00%, 11/15/36, Series 3244, Class LZ |
250 | 260 | ||||||
2.70%, 3/15/37, Series 3284, Class LF^(c) |
443,247 | 440,001 | ||||||
5.00%, 1/15/40, Series 3626, Class ME |
373,329 | 388,770 | ||||||
5.00%, 4/15/40, Series 3658, Class CZ, PIK |
388,578 | 408,383 | ||||||
4.50%, 9/15/40, Series 3726, Class QZ, PIK |
290,688 | 296,256 | ||||||
4.00%, 1/15/41, Series 4179, Class AZ |
457,245 | 453,461 | ||||||
3.50%, 5/15/41, Series 4229, Class MA |
59,080 | 58,587 | ||||||
3.00%, 12/15/41, Series 4273, Class GM |
62,280 | 60,700 | ||||||
4.00%, 5/15/42, Series 4048, Class CE |
150,000 | 148,377 | ||||||
4.50%, 9/15/42, Series 4671, Class JM |
41,925 | 41,862 | ||||||
3.00%, 11/15/42, Series 4136 ZG, Class ZG, PIK |
401,785 | 375,815 | ||||||
3.00%, 5/15/43, Series 4322, Class DJ |
65,938 | 64,771 | ||||||
3.00%, 6/15/44, Series 4483, Class CA |
188,377 | 183,386 | ||||||
2.25%, 8/15/44, Series 4406, Class AC |
66,418 | 62,196 | ||||||
3.50%, 9/15/46, Series 4774, Class LP |
143,527 | 141,735 | ||||||
3.50%, 12/25/46, Series 2017-SC01, Class 2A |
280,643 | 269,127 | ||||||
3.00%, 4/25/49, Series 4908, Class BD |
294,595 | 278,666 | ||||||
Federal Home Loan Mortgage Corp. STRIPS |
312,055 | 296,902 | ||||||
Federal National Mortgage Association REMIC |
132 | 132 | ||||||
6.00%, 8/25/23, Series 1996-8, Class C |
910 | 912 | ||||||
6.50%, 9/25/23, Series 1993-169, Class L |
4,920 | 4,964 | ||||||
3.50%, 8/25/26, Series 2011-80, Class HE |
164,000 | 163,214 | ||||||
2.00%, 11/25/30, Series 2015-93, Class AD |
143,165 | 138,443 | ||||||
6.50%, 10/25/31, Series 2001-52, Class YZ |
14,892 | 15,964 | ||||||
3.00%, 6/25/33, Series 2014-36, Class QA |
47,793 | 46,901 | ||||||
4.00%, 8/25/33, Series 2014-58, Class VM |
100,000 | 99,484 | ||||||
4.50%, 10/25/34, Series 2004-75, Class ZG |
6,106 | 6,209 | ||||||
2.69%, 5/25/35, Series 2005-40, Class FB^(c) |
78,483 | 78,154 | ||||||
4.75%, 8/25/35, Series 2005-80, Class SZ, PIK |
111,936 | 112,503 | ||||||
6.00%, 7/25/36, Series 2006-62, Class PZ, PIK |
139,474 | 168,277 | ||||||
4.50%, 10/25/36, Series 2009-19, Class PW |
32,611 | 32,961 | ||||||
2.69%, 12/25/36, Series 2006-120, Class PF^(c) |
69,815 | 69,492 | ||||||
5.50%, 2/25/37, Series 2007-6, Class PA |
8,158 | 8,238 | ||||||
4.25%, 4/25/37, Series 2007-30, Class ZM, PIK |
263,494 | 265,684 | ||||||
5.00%, 4/25/37, Series 2007-26, Class JZ |
204,295 | 209,819 | ||||||
5.00%, 3/25/38, Series 2008-16, Class EA |
6,463 | 6,629 | ||||||
6.00%, 8/25/39, Series 2009-62, Class Z, PIK |
282,050 | 297,758 | ||||||
5.00%, 11/25/39, Series 2009-89, Class PH |
118,000 | 121,303 | ||||||
5.00%, 7/25/40, Series 2010-80, Class PZ, PIK |
275,257 | 284,510 | ||||||
5.00%, 9/25/40, Series 2010-102, Class PN |
143,111 | 146,499 | ||||||
1.75%, 11/25/40, Series 2012-51, Class GU |
400,000 | 388,051 | ||||||
3.00%, 2/25/41, Series 2011-134, Class NJ |
60,468 | 58,874 | ||||||
2.50%, 5/25/41, Series 2012-131, Class DZ, PIK |
13,690 | 12,304 | ||||||
5.00%, 6/25/41, Series 2011-52, Class GB |
144,013 | 148,683 | ||||||
2.50%, 9/25/41, Series 2011-127, Class JC |
8,416 | 8,262 | ||||||
5.25%, 9/25/41, Series 2011-84, Class PZ, PIK |
355,867 | 369,988 | ||||||
3.00%, 3/25/42, Series 2016-21, Class BA |
36,120 | 35,884 | ||||||
1.75%, 6/25/42, Series 2013-37, Class JA |
144,181 | 138,121 | ||||||
2.50%, 11/25/42, Series 2012-152, Class TB |
231,000 | 198,915 | ||||||
3.00%, 2/25/43, Series 2013-1, Class JZ, PIK |
77,089 | 67,540 | ||||||
3.00%, 3/25/44, Series 2015-42, Class CA |
199,282 | 193,854 | ||||||
3.00%, 4/25/45, Series 2015-23, Class HZ, PIK |
499,540 | 461,904 | ||||||
3.00%, 3/25/46, Series 2016-9, Class D |
155,283 | 147,632 | ||||||
3.00%, 4/25/46, Series 2018-3, Class PA |
149,528 | 144,814 | ||||||
2.50%, 9/25/46, Series 2016-63, Class CA |
33,329 | 29,117 | ||||||
Government National Mortgage Association |
127,697 | 128,654 | ||||||
5.00%, 4/20/34, Series 2004-31, Class ZB |
183,816 | 187,682 | ||||||
5.00%, 6/20/35, Series 2005-46, Class YX |
154,880 | 161,530 | ||||||
5.50%, 4/20/37, Series 2007-24, Class PC |
49,819 | 50,474 | ||||||
5.50%, 5/20/38, Series 2008-42, Class QB |
60,368 | 62,776 | ||||||
2.00%, 8/20/39, Series 2011-52, Class KY |
56,089 | 53,467 |
See Notes to Financial Statements.
86 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Mortgage Plus Bond Fund (MTGP)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
5.50%, 9/16/39, Series 2009-76, Class XA, REMIC |
$ | 425,664 | $ | 462,278 | ||||
4.50%, 9/16/40, Series 2010-125, Class BZ, REMIC |
231,853 | 234,854 | ||||||
3.00%, 7/16/41, Series 2011-135, Class WH |
117,205 | 103,005 | ||||||
3.00%, 3/16/42, Series 2012-39, Class GC, REMIC |
145,000 | 129,270 | ||||||
4.00%, 3/20/44, Series 2014-43, Class Z, PIK |
629,770 | 639,889 | ||||||
3.75%, 4/16/44, Series 2014-60, Class AL |
250,000 | 245,690 | ||||||
3.00%, 11/20/45, Series 2015-165, Class ZE, PIK |
122,415 | 113,876 | ||||||
JP Morgan Mortgage Trust |
||||||||
3.59%, 5/25/45, Series 2015-3, Class B3^(a)(c) |
120,098 | 112,999 | ||||||
3.89%, 12/25/48, Series 2018-6, Class B2^(a)(c) |
267,996 | 244,041 | ||||||
3.42%, 5/25/50, Series 2019-9, Class B2A^(a)(c) |
284,848 | 249,442 | ||||||
4.39%, 5/25/50, Series 2019-INV3, Class B3^(a)(c) |
220,009 | 197,188 | ||||||
3.66%, 11/25/50, Series 2020-4, Class B2^(a)(c) |
286,465 | 248,642 | ||||||
3.60%, 12/25/50, Series 2020-5, Class B1^(a)(c) |
477,549 | 420,176 | ||||||
Provident Funding Mortgage Trust |
||||||||
3.26%, 2/25/50, Series 2020-1, Class B1^(a)(c) |
377,605 | 328,597 | ||||||
RCKT Mortgage Trust |
||||||||
3.00%, 2/25/50, Series 2020-1, Class A13^(a)(c) |
139,838 | 123,684 | ||||||
Seasoned Credit Risk Transfer Trust |
||||||||
3.75%, 9/25/55, Series 2016-1, Class M2^(a)(c) |
692,735 | 637,457 | ||||||
4.75%, 5/25/57, Series 2018-1, Class M^(c) |
300,000 | 283,552 | ||||||
2.50%, 5/25/60, Series 2020-3, Class M5TU |
157,518 | 147,123 | ||||||
Seasoned Loans Structured Transaction Trust |
||||||||
3.50%, 6/25/28, Series 2018-1, Class A1 |
176,992 | 173,207 | ||||||
2.75%, 9/25/29, Series 2019-2, Class A2C |
660,000 | 599,576 | ||||||
Sequoia Mortgage Trust |
||||||||
4.00%, 3/25/48, Series 2018-CH1, Class A1^(a)(c) |
22,997 | 22,149 | ||||||
Verus Securitization Trust |
||||||||
2.99%, 5/25/60, Series 2020-2, Class A2^(a)(c) |
300,000 | 294,842 | ||||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost: $18,712,090) |
|
16,951,547 | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES 4.5% |
| |||||||
United States 4.5% |
| |||||||
Bank |
||||||||
1.45%, 11/15/53, Series 2020-BN29, Class XA^(c)(d) |
4,439,074 | 352,598 | ||||||
2.90%, 6/15/64, Series 2021-BN35, Class C^(c) |
350,000 | 272,861 | ||||||
Benchmark Mortgage Trust |
||||||||
2.50%, 12/15/62, Series 2019-B14, Class D(a) |
380,000 | 271,572 | ||||||
Cantor Commercial Real Estate Lending |
||||||||
2.50%, 1/15/53, Series 2019-CF3, Class D^(a)(c) |
250,000 | 170,525 | ||||||
Federal Home Loan Mortgage Corp. Multiclass Certificates |
||||||||
1.84%, 9/25/45, Series 2021-P011, Class X1^(c)(d) |
423,060 | 57,250 | ||||||
Washington State Housing Finance Commission |
||||||||
0.73%, 12/20/35, Series 2021-1, Class X^(c)(d) |
6,218,074 | 328,874 | ||||||
WFRBS Commercial Mortgage Trust |
||||||||
4.23%, 8/15/47, Series 2014-C21, Class C^(c) |
200,000 | 185,660 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $1,860,376) |
|
1,639,340 | ||||||
U.S. GOVERNMENT AGENCIES 42.0% |
| |||||||
Federal Home Loan Mortgage Corporation 7.7% |
| |||||||
4.00%, 1/1/42 |
238,110 | 237,542 | ||||||
3.50%, 8/1/46 |
237,837 | 230,426 | ||||||
3.50%, 9/1/47 |
305,153 | 295,642 | ||||||
2.00%, 9/1/51 |
495,592 | 431,283 | ||||||
2.00%, 1/1/52 |
956,942 | 825,958 | ||||||
2.50%, 2/1/52 |
873,147 | 783,457 | ||||||
|
|
|||||||
Total Federal Home Loan Mortgage Corporation |
|
2,804,308 | ||||||
Federal National Mortgage Association 8.9% |
| |||||||
4.00%, 11/1/43 |
281,995 | 281,551 | ||||||
4.00%, 5/1/47 |
223,207 | 221,845 | ||||||
4.00%, 12/1/47 |
224,703 | 223,240 | ||||||
4.00%, 10/1/48 |
815,257 | 816,803 | ||||||
2.50%, 11/1/50 |
503,116 | 454,375 | ||||||
2.50%, 12/1/51 |
480,395 | 432,100 | ||||||
2.50%, 2/1/52 |
377,022 | 337,133 | ||||||
4.00%, 4/1/55 |
420,677 | 418,715 | ||||||
4.50%, 6/1/56 |
71,808 | 73,822 | ||||||
|
|
|||||||
Total Federal National Mortgage Association |
|
3,259,584 | ||||||
Government National Mortgage Association 10.8% |
| |||||||
4.50%, 10/20/41 |
458,706 | 473,458 | ||||||
3.50%, 7/20/47 |
457,129 | 443,636 | ||||||
3.50%, 12/20/47 |
282,138 | 275,270 | ||||||
4.50%, 5/20/49 |
65,783 | 66,337 | ||||||
3.00%, 9/21/52(e) |
2,450,000 | 2,300,607 | ||||||
4.00%, 9/21/52(e) |
400,000 | 394,281 | ||||||
|
|
|||||||
Total Government National Mortgage Association |
|
3,953,589 | ||||||
Uniform Mortgage-Backed Securities 14.6% |
| |||||||
2.50%, 9/1/52(e) |
500,000 | 446,640 | ||||||
2.00%, 9/14/52(e) |
1,088,000 | 936,424 | ||||||
3.50%, 9/14/52(e) |
3,600,000 | 3,430,969 | ||||||
4.50%, 10/13/52(e) |
500,000 | 496,305 | ||||||
|
|
|||||||
Total Uniform Mortgage-Backed Securities |
|
5,310,338 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $15,862,265) |
|
15,327,819 | ||||||
TOTAL INVESTMENTS IN SECURITIES 98.7% (Cost: $38,592,637) |
|
35,992,956 | ||||||
Other Assets less Liabilities 1.3% |
|
464,629 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 36,457,585 |
See Notes to Financial Statements.
WisdomTree Trust | 87 |
Schedule of Investments (concluded)
WisdomTree Mortgage Plus Bond Fund (MTGP)
August 31, 2022
^ | 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) | The London Interbank Offered Rate (LIBOR) is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Funds investments. |
(c) | Rate shown reflects the accrual rate as of August 31, 2022 on securities with variable or step rates. |
(d) | 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). |
(e) | To-be-announced (TBA) security (See Note 2). TBA securities are non-income producing. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Depreciation |
||||||||||||
10 Year U.S. Treasury Note |
1 | 12/20/22 | $ | 116,906 | $ | (743 | ) | |||||||||
U.S. Treasury Long Bond |
13 | 12/20/22 | 1,765,969 | (17,063 | ) | |||||||||||
U.S. Treasury Ultra Long Term Bond |
4 | 12/20/22 | 598,000 | (5,576 | ) | |||||||||||
$ | 2,480,875 | $ | (23,382 | ) |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
||||||||||||||||
Asset-Backed Securities |
$ | | $ | 270,295 | $ | | $ | 270,295 | ||||||||
Collateralized Loan Obligations |
| 1,803,955 | | 1,803,955 | ||||||||||||
Collateralized Mortgage Obligations |
| 16,951,547 | | 16,951,547 | ||||||||||||
Commercial Mortgage-Backed Securities |
| 1,639,340 | | 1,639,340 | ||||||||||||
U.S. Government Agencies |
| 15,327,819 | | 15,327,819 | ||||||||||||
Total Investments in Securities |
$ | | $ | 35,992,956 | $ | | $ | 35,992,956 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (23,382 | ) | $ | | $ | | $ | (23,382 | ) | ||||||
Total Net |
$ | (23,382 | ) | $ | 35,992,956 | $ | | $ | 35,969,574 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
88 | WisdomTree Trust |
Schedule of Investments
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
U.S. GOVERNMENT AGENCIES 40.3% |
| |||||||
Federal Farm Credit Bank 0.5% |
| |||||||
2.02%, 4/1/31 |
$ | 2,000,000 | $ | 1,724,580 | ||||
1.79%, 6/22/35 |
500,000 | 382,075 | ||||||
1.65%, 7/23/35 |
1,510,000 | 1,131,247 | ||||||
1.95%, 8/13/40 |
1,510,000 | 1,040,133 | ||||||
|
|
|||||||
Total Federal Farm Credit Bank |
|
4,278,035 | ||||||
Federal Home Loan Bank 1.0% |
| |||||||
3.25%, 11/16/28 |
900,000 | 895,698 | ||||||
5.50%, 7/15/36 |
7,500,000 | 8,932,125 | ||||||
|
|
|||||||
Total Federal Home Loan Bank |
|
9,827,823 | ||||||
Federal Home Loan Mortgage Corporation 8.7% |
| |||||||
6.75%, 9/15/29, Series GDIF |
280,000 | 338,758 | ||||||
2.50%, 4/1/30 |
1,578,321 | 1,515,522 | ||||||
3.00%, 5/1/30 |
444,131 | 435,465 | ||||||
6.75%, 3/15/31 |
4,000,000 | 4,961,640 | ||||||
6.25%, 7/15/32 |
14,629,000 | 17,990,159 | ||||||
3.00%, 1/1/33 |
1,204,567 | 1,173,658 | ||||||
3.00%, 5/1/33 |
1,626,478 | 1,584,403 | ||||||
4.00%, 11/1/33 |
25,530 | 25,569 | ||||||
6.50%, 3/1/36 |
151,839 | 161,075 | ||||||
5.00%, 6/1/37 |
1,261 | 1,315 | ||||||
2.55%, 11/15/38, Series 1(a) |
250,000 | 140,470 | ||||||
5.50%, 2/1/40 |
5,286 | 5,605 | ||||||
4.50%, 8/1/40 |
99,532 | 101,768 | ||||||
4.00%, 11/1/40 |
7,655 | 7,662 | ||||||
5.00%, 3/1/41 |
159,547 | 166,457 | ||||||
5.50%, 6/1/41 |
2,408 | 2,553 | ||||||
5.00%, 7/1/41 |
4,461 | 4,659 | ||||||
3.50%, 2/1/42 |
106,649 | 103,823 | ||||||
5.00%, 2/1/42 |
200,062 | 209,245 | ||||||
4.50%, 5/1/42 |
160,489 | 164,086 | ||||||
3.50%, 7/1/42 |
130,342 | 126,754 | ||||||
3.50%, 9/1/42 |
153,740 | 149,649 | ||||||
3.00%, 3/1/43 |
228,856 | 216,660 | ||||||
3.00%, 7/1/43 |
614,005 | 581,858 | ||||||
3.50%, 7/1/43 |
176,651 | 171,894 | ||||||
4.00%, 8/1/43 |
14,107 | 14,082 | ||||||
3.50%, 1/1/44 |
937,888 | 912,811 | ||||||
3.00%, 2/1/44 |
105,491 | 99,968 | ||||||
3.50%, 2/1/44 |
71,259 | 69,340 | ||||||
4.00%, 3/1/44 |
26,251 | 26,199 | ||||||
4.00%, 4/1/44 |
278,619 | 278,447 | ||||||
3.50%, 5/1/44 |
105,131 | 101,934 | ||||||
4.00%, 5/1/44 |
95,812 | 95,624 | ||||||
4.00%, 8/1/44 |
356,500 | 356,721 | ||||||
3.50%, 10/1/44 |
11,015 | 10,687 | ||||||
3.50%, 12/1/44 |
140,544 | 136,366 | ||||||
3.50%, 1/1/45 |
28,278 | 27,412 | ||||||
4.00%, 2/1/45 |
48,071 | 47,747 | ||||||
4.00%, 3/1/45 |
6,520 | 6,476 | ||||||
3.00%, 4/1/45 |
9,796 | 9,214 | ||||||
4.00%, 4/1/45 |
29,147 | 28,923 | ||||||
3.00%, 5/1/45 |
40,236 | 37,885 | ||||||
3.50%, 5/1/45 |
62,228 | 60,360 | ||||||
3.50%, 6/1/45 |
30,695 | 29,745 | ||||||
4.00%, 6/1/45 |
87,970 | 87,376 | ||||||
3.00%, 7/1/45 |
10,505 | 9,881 | ||||||
3.00%, 8/1/45 |
44,979 | 42,351 | ||||||
3.50%, 8/1/45 |
435,174 | 422,110 | ||||||
4.00%, 9/1/45 |
48,967 | 48,590 | ||||||
3.50%, 10/1/45 |
60,350 | 58,538 | ||||||
4.00%, 10/1/45 |
51,199 | 50,854 | ||||||
4.00%, 11/1/45 |
42,654 | 42,366 | ||||||
4.50%, 11/1/45 |
333,823 | 340,523 | ||||||
3.00%, 12/1/45 |
41,281 | 38,868 | ||||||
4.00%, 12/1/45 |
88,706 | 88,025 | ||||||
4.00%, 1/1/46 |
14,633 | 14,605 | ||||||
4.00%, 2/1/46 |
305,742 | 303,392 | ||||||
4.00%, 3/1/46 |
52,870 | 52,413 | ||||||
3.00%, 4/1/46 |
191,103 | 179,741 | ||||||
3.50%, 4/1/46 |
273,184 | 263,826 | ||||||
4.50%, 4/1/46 |
330,568 | 338,016 | ||||||
3.00%, 6/1/46 |
43,476 | 40,930 | ||||||
3.00%, 9/1/46 |
995,492 | 938,363 | ||||||
3.50%, 9/1/46 |
75,229 | 72,721 | ||||||
2.50%, 10/1/46 |
47,517 | 43,127 | ||||||
3.00%, 10/1/46 |
57,343 | 53,984 | ||||||
3.00%, 11/1/46 |
54,406 | 51,171 | ||||||
3.50%, 11/1/46 |
10,657 | 10,302 | ||||||
4.50%, 11/1/46 |
220,323 | 224,960 | ||||||
3.00%, 12/1/46 |
180,634 | 169,894 | ||||||
4.00%, 1/1/47 |
89,760 | 88,985 | ||||||
4.50%, 1/1/47 |
316,297 | 322,645 | ||||||
3.00%, 2/1/47 |
90,557 | 85,253 | ||||||
3.00%, 4/1/47 |
304,947 | 286,815 | ||||||
3.50%, 4/1/47 |
122,208 | 118,009 | ||||||
4.00%, 4/1/47 |
64,464 | 63,888 | ||||||
4.00%, 5/1/47 |
51,848 | 51,384 | ||||||
4.50%, 5/1/47 |
12,742 | 12,856 | ||||||
4.00%, 6/1/47 |
77,552 | 76,858 | ||||||
4.00%, 7/1/47 |
136,761 | 135,408 | ||||||
3.50%, 9/1/47 |
121,471 | 117,411 | ||||||
4.00%, 10/1/47 |
239,703 | 237,332 | ||||||
4.50%, 10/1/47 |
37,772 | 38,109 | ||||||
3.50%, 11/1/47 |
278,917 | 269,448 | ||||||
4.50%, 2/1/48 |
53,935 | 54,417 | ||||||
4.00%, 9/1/48 |
51,750 | 51,189 | ||||||
4.00%, 10/1/48 |
312,829 | 309,144 | ||||||
3.00%, 12/1/48 |
60,153 | 56,572 | ||||||
4.50%, 2/1/49 |
549,847 | 553,414 | ||||||
5.00%, 3/1/49 |
13,284 | 13,575 | ||||||
4.50%, 5/1/49 |
84,812 | 85,154 | ||||||
4.00%, 7/1/49 |
517,410 | 512,114 | ||||||
4.50%, 7/1/49 |
94,509 | 94,890 | ||||||
3.50%, 8/1/49 |
326,368 | 313,882 | ||||||
2.50%, 9/1/49 |
945,529 | 853,761 | ||||||
3.00%, 10/1/49 |
585,484 | 546,513 | ||||||
5.00%, 10/1/49 |
612,050 | 624,890 | ||||||
5.50%, 10/1/49 |
228,269 | 236,819 | ||||||
3.00%, 12/1/49 |
553,112 | 516,295 | ||||||
4.00%, 12/1/49 |
325,778 | 323,418 | ||||||
3.00%, 2/1/50 |
418,494 | 390,638 | ||||||
3.00%, 3/1/50 |
313,068 | 292,284 | ||||||
3.00%, 4/1/50 |
1,283,157 | 1,197,314 | ||||||
3.00%, 5/1/50 |
61,461 | 57,173 |
See Notes to Financial Statements.
WisdomTree Trust | 89 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
2.50%, 6/1/50 |
$ | 701,921 | $ | 632,300 | ||||
2.50%, 7/1/50 |
268,788 | 242,067 | ||||||
2.50%, 8/1/50 |
966,951 | 869,203 | ||||||
2.00%, 9/1/50 |
1,427,472 | 1,234,869 | ||||||
2.00%, 10/1/50 |
2,404,572 | 2,080,133 | ||||||
2.00%, 12/1/50 |
1,450,388 | 1,254,468 | ||||||
2.00%, 1/1/51 |
852,838 | 737,504 | ||||||
4.50%, 1/1/51 |
83,682 | 84,019 | ||||||
1.50%, 2/1/51 |
1,427,066 | 1,171,594 | ||||||
2.00%, 2/1/51 |
3,370,446 | 2,914,641 | ||||||
2.50%, 2/1/51 |
704,776 | 632,387 | ||||||
1.50%, 4/1/51 |
487,896 | 400,625 | ||||||
2.00%, 4/1/51 |
1,536,983 | 1,325,698 | ||||||
2.00%, 5/1/51 |
2,439,234 | 2,103,625 | ||||||
2.50%, 5/1/51 |
3,885,639 | 3,483,079 | ||||||
1.50%, 6/1/51 |
1,034,383 | 849,149 | ||||||
2.50%, 8/1/51 |
924,127 | 827,713 | ||||||
2.50%, 9/1/51 |
1,774,105 | 1,589,014 | ||||||
1.50%, 10/1/51 |
812,601 | 666,750 | ||||||
2.00%, 10/1/51 |
1,036,627 | 893,642 | ||||||
2.50%, 10/1/51 |
1,954,353 | 1,750,155 | ||||||
3.50%, 10/1/51 |
481,956 | 460,516 | ||||||
1.50%, 11/1/51 |
1,569,086 | 1,287,295 | ||||||
2.00%, 11/1/51 |
3,705,427 | 3,194,038 | ||||||
2.50%, 12/1/51 |
883,564 | 792,012 | ||||||
3.00%, 12/1/51 |
555,972 | 515,616 | ||||||
3.50%, 12/1/51 |
611,774 | 584,370 | ||||||
2.50%, 1/1/52 |
2,444,622 | 2,189,847 | ||||||
3.50%, 1/1/52 |
274,007 | 261,689 | ||||||
2.50%, 2/1/52 |
976,774 | 874,850 | ||||||
2.50%, 4/1/52 |
1,343,376 | 1,204,271 | ||||||
3.50%, 5/1/52 |
117,633 | 112,238 | ||||||
|
|
|||||||
Total Federal Home Loan Mortgage Corporation |
|
82,884,809 | ||||||
Federal National Mortgage Association 15.5% |
| |||||||
4.00%, 9/1/25 |
470,514 | 471,250 | ||||||
1.88%, 9/24/26 |
60,000 | 56,465 | ||||||
0.75%, 10/8/27 |
60,000 | 52,715 | ||||||
2.50%, 11/1/30 |
251,488 | 241,492 | ||||||
6.63%, 11/15/30 |
1,395,000 | 1,707,550 | ||||||
2.50%, 1/1/32 |
582,127 | 558,988 | ||||||
2.50%, 2/1/32 |
98,187 | 94,182 | ||||||
3.00%, 5/1/32 |
165,432 | 161,191 | ||||||
2.50%, 6/1/32 |
707,585 | 678,726 | ||||||
3.00%, 11/1/32 |
158,926 | 154,852 | ||||||
6.00%, 12/1/32 |
229,684 | 238,339 | ||||||
2.50%, 1/1/33 |
246,719 | 237,087 | ||||||
5.00%, 8/1/33 |
192,671 | 199,066 | ||||||
5.50%, 10/1/35 |
25,257 | 26,720 | ||||||
5.50%, 4/1/37 |
119,167 | 125,097 | ||||||
5.63%, 7/15/37 |
3,830,000 | 4,627,253 | ||||||
5.00%, 5/1/38 |
7,863 | 8,203 | ||||||
5.50%, 6/1/38 |
63,995 | 67,794 | ||||||
6.21%, 8/6/38 |
500,000 | 640,030 | ||||||
5.50%, 11/1/38 |
1,622 | 1,718 | ||||||
4.50%, 9/1/39 |
241,124 | 246,315 | ||||||
5.00%, 9/1/39 |
131,441 | 137,242 | ||||||
4.50%, 11/1/39 |
69,612 | 71,111 | ||||||
4.50%, 8/1/40 |
151,847 | 155,109 | ||||||
4.50%, 9/1/40 |
96,516 | 98,589 | ||||||
4.00%, 10/1/40 |
78,171 | 78,168 | ||||||
4.00%, 12/1/40 |
17,923 | 17,923 | ||||||
4.00%, 1/1/41 |
13,648 | 13,648 | ||||||
4.00%, 2/1/41 |
408,083 | 408,068 | ||||||
4.50%, 2/1/41 |
43,342 | 44,274 | ||||||
6.00%, 7/1/41 |
335,496 | 359,818 | ||||||
4.50%, 8/1/41 |
119,176 | 121,731 | ||||||
4.00%, 9/1/41 |
38,815 | 38,814 | ||||||
4.50%, 9/1/41 |
143,078 | 146,145 | ||||||
4.00%, 10/1/41 |
546,617 | 546,301 | ||||||
4.00%, 11/1/41 |
69,020 | 68,980 | ||||||
4.00%, 12/1/41 |
68,053 | 68,014 | ||||||
4.00%, 1/1/42 |
436,050 | 435,798 | ||||||
4.50%, 1/1/42 |
108,658 | 110,992 | ||||||
6.00%, 1/1/42 |
206,938 | 221,848 | ||||||
4.00%, 3/1/42 |
162,733 | 162,639 | ||||||
4.00%, 5/1/42 |
17,755 | 17,754 | ||||||
3.50%, 6/1/42 |
206,263 | 200,583 | ||||||
4.00%, 6/1/42 |
269,118 | 268,962 | ||||||
4.00%, 9/1/42 |
197,834 | 198,222 | ||||||
3.00%, 10/1/42 |
242,181 | 229,269 | ||||||
4.00%, 12/1/42 |
63,334 | 63,298 | ||||||
2.50%, 2/1/43 |
152,483 | 139,127 | ||||||
2.50%, 3/1/43 |
12,847 | 11,722 | ||||||
2.50%, 5/1/43 |
48,246 | 44,015 | ||||||
3.00%, 5/1/43 |
99,791 | 94,475 | ||||||
3.50%, 5/1/43 |
23,322 | 22,673 | ||||||
3.00%, 7/1/43 |
14,248 | 13,489 | ||||||
3.50%, 7/1/43 |
898,921 | 873,994 | ||||||
3.00%, 8/1/43 |
959,908 | 908,746 | ||||||
3.00%, 9/1/43 |
1,382,208 | 1,308,574 | ||||||
4.00%, 9/1/43 |
70,598 | 70,477 | ||||||
4.50%, 9/1/43 |
15,268 | 15,596 | ||||||
3.50%, 10/1/43 |
115,234 | 112,028 | ||||||
4.00%, 11/1/43 |
227,535 | 227,404 | ||||||
4.00%, 1/1/44 |
365,626 | 365,380 | ||||||
4.00%, 2/1/44 |
100,730 | 100,556 | ||||||
4.00%, 3/1/44 |
78,773 | 78,618 | ||||||
4.50%, 5/1/44 |
24,496 | 25,024 | ||||||
4.00%, 6/1/44 |
34,787 | 34,719 | ||||||
4.00%, 7/1/44 |
429,378 | 428,536 | ||||||
3.50%, 8/1/44 |
20,564 | 19,992 | ||||||
4.00%, 8/1/44 |
28,769 | 28,713 | ||||||
4.00%, 11/1/44 |
160,660 | 160,345 | ||||||
5.00%, 11/1/44 |
126,220 | 131,889 | ||||||
4.00%, 12/1/44 |
21,048 | 21,006 | ||||||
3.50%, 2/1/45 |
472,234 | 459,228 | ||||||
4.00%, 2/1/45 |
362,450 | 362,205 | ||||||
4.50%, 2/1/45 |
392,713 | 401,136 | ||||||
3.50%, 6/1/45 |
55,906 | 54,175 | ||||||
4.00%, 6/1/45 |
435,838 | 435,011 | ||||||
3.50%, 8/1/45 |
324,743 | 314,688 | ||||||
3.50%, 9/1/45 |
859,053 | 832,455 | ||||||
4.00%, 9/1/45 |
38,023 | 37,731 | ||||||
4.50%, 10/1/45 |
247,292 | 252,594 | ||||||
4.00%, 11/1/45 |
44,211 | 43,871 | ||||||
3.00%, 12/1/45 |
42,905 | 40,357 | ||||||
3.50%, 12/1/45 |
63,458 | 61,493 |
See Notes to Financial Statements.
90 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
3.50%, 1/1/46 |
$ | 1,198,380 | $ | 1,161,275 | ||||
4.00%, 1/1/46 |
81,608 | 80,980 | ||||||
3.50%, 2/1/46 |
32,553 | 31,545 | ||||||
4.00%, 3/1/46 |
24,948 | 24,756 | ||||||
3.00%, 4/1/46 |
421,139 | 396,128 | ||||||
3.50%, 5/1/46 |
118,704 | 114,637 | ||||||
3.00%, 6/1/46 |
36,052 | 33,909 | ||||||
4.00%, 7/1/46 |
34,672 | 34,341 | ||||||
2.50%, 9/1/46 |
17,559 | 15,920 | ||||||
3.00%, 9/1/46 |
329,670 | 310,071 | ||||||
4.00%, 9/1/46 |
481,151 | 480,361 | ||||||
2.50%, 10/1/46 |
21,839 | 19,801 | ||||||
3.00%, 10/1/46 |
967,498 | 909,981 | ||||||
4.00%, 10/1/46 |
68,825 | 68,168 | ||||||
2.50%, 11/1/46 |
17,536 | 15,899 | ||||||
3.00%, 11/1/46 |
987,669 | 928,950 | ||||||
2.50%, 12/1/46 |
39,754 | 36,045 | ||||||
3.00%, 12/1/46 |
110,779 | 104,193 | ||||||
3.50%, 12/1/46 |
848,118 | 821,867 | ||||||
2.50%, 1/1/47 |
49,421 | 44,809 | ||||||
3.00%, 1/1/47 |
163,903 | 154,159 | ||||||
3.50%, 1/1/47 |
286,714 | 276,893 | ||||||
4.00%, 1/1/47 |
80,368 | 79,601 | ||||||
5.50%, 1/1/47 |
253,008 | 266,261 | ||||||
3.00%, 2/1/47 |
105,112 | 98,863 | ||||||
3.50%, 2/1/47 |
1,474,300 | 1,433,010 | ||||||
4.00%, 2/1/47 |
447,862 | 446,984 | ||||||
4.50%, 3/1/47 |
44,486 | 44,840 | ||||||
3.00%, 4/1/47 |
623,134 | 586,088 | ||||||
4.00%, 4/1/47 |
100,642 | 99,647 | ||||||
3.00%, 5/1/47 |
556,109 | 523,427 | ||||||
3.50%, 5/1/47 |
204,362 | 197,361 | ||||||
4.00%, 5/1/47 |
132,533 | 131,223 | ||||||
4.50%, 5/1/47 |
685,025 | 699,138 | ||||||
4.00%, 6/1/47 |
283,456 | 280,910 | ||||||
3.50%, 7/1/47 |
1,108,992 | 1,077,387 | ||||||
4.00%, 7/1/47 |
228,749 | 226,105 | ||||||
4.50%, 7/1/47 |
139,115 | 140,222 | ||||||
5.00%, 7/1/47 |
197,980 | 206,547 | ||||||
3.50%, 8/1/47 |
150,348 | 145,191 | ||||||
4.00%, 8/1/47 |
780,416 | 772,936 | ||||||
3.00%, 9/1/47 |
620,707 | 583,796 | ||||||
4.00%, 9/1/47 |
279,129 | 276,370 | ||||||
4.50%, 9/1/47 |
110,990 | 111,873 | ||||||
4.00%, 10/1/47 |
456,233 | 451,724 | ||||||
4.50%, 10/1/47 |
121,744 | 122,712 | ||||||
3.50%, 12/1/47 |
95,665 | 92,388 | ||||||
4.00%, 12/1/47 |
170,673 | 168,986 | ||||||
3.50%, 1/1/48 |
148,716 | 143,609 | ||||||
4.50%, 1/1/48 |
62,996 | 63,497 | ||||||
3.00%, 2/1/48 |
93,278 | 87,718 | ||||||
3.50%, 2/1/48 |
471,832 | 455,630 | ||||||
3.50%, 3/1/48 |
562,357 | 542,986 | ||||||
4.00%, 5/1/48 |
216,139 | 212,908 | ||||||
5.00%, 5/1/48 |
91,254 | 93,170 | ||||||
4.00%, 6/1/48 |
65,432 | 64,661 | ||||||
4.50%, 6/1/48 |
19,783 | 19,911 | ||||||
3.50%, 7/1/48 |
143,900 | 139,445 | ||||||
4.00%, 7/1/48 |
251,601 | 248,637 | ||||||
3.00%, 8/1/48 |
386,752 | 364,023 | ||||||
4.50%, 8/1/48 |
64,424 | 64,842 | ||||||
3.00%, 9/1/48 |
196,679 | 184,986 | ||||||
4.00%, 9/1/48 |
324,363 | 320,541 | ||||||
4.00%, 10/1/48 |
452,415 | 449,475 | ||||||
5.00%, 10/1/48 |
421,138 | 439,722 | ||||||
3.00%, 11/1/48 |
968,290 | 910,784 | ||||||
3.50%, 11/1/48 |
1,043,477 | 1,007,645 | ||||||
4.00%, 11/1/48 |
152,568 | 150,808 | ||||||
4.50%, 11/1/48 |
183,545 | 184,735 | ||||||
4.50%, 12/1/48 |
88,197 | 88,768 | ||||||
5.00%, 3/1/49 |
9,625 | 9,826 | ||||||
4.00%, 4/1/49 |
182,163 | 179,597 | ||||||
3.50%, 5/1/49 |
44,814 | 43,100 | ||||||
4.00%, 5/1/49 |
651,226 | 643,933 | ||||||
4.50%, 5/1/49 |
139,838 | 140,401 | ||||||
3.50%, 6/1/49 |
1,884,360 | 1,818,647 | ||||||
3.50%, 7/1/49 |
329,728 | 317,120 | ||||||
4.00%, 7/1/49 |
141,767 | 139,770 | ||||||
3.50%, 8/1/49 |
705,232 | 678,264 | ||||||
3.00%, 9/1/49 |
461,727 | 431,002 | ||||||
3.00%, 10/1/49 |
463,961 | 433,087 | ||||||
2.50%, 11/1/49 |
1,478,836 | 1,335,328 | ||||||
3.00%, 12/1/49 |
738,044 | 688,931 | ||||||
3.00%, 1/1/50 |
1,001,479 | 934,570 | ||||||
3.00%, 2/1/50 |
818,630 | 764,154 | ||||||
4.50%, 2/1/50 |
116,613 | 117,082 | ||||||
3.00%, 3/1/50 |
1,705,081 | 1,586,594 | ||||||
3.50%, 3/1/50 |
360,706 | 346,912 | ||||||
4.00%, 3/1/50 |
153,468 | 151,660 | ||||||
5.00%, 3/1/50 |
222,523 | 227,127 | ||||||
2.50%, 4/1/50 |
1,391,709 | 1,253,989 | ||||||
3.50%, 4/1/50 |
268,252 | 258,191 | ||||||
4.50%, 4/1/50 |
529,704 | 533,139 | ||||||
2.50%, 5/1/50 |
2,101,558 | 1,898,654 | ||||||
3.00%, 5/1/50 |
207,730 | 193,753 | ||||||
3.50%, 5/1/50 |
1,177,045 | 1,132,106 | ||||||
2.50%, 6/1/50 |
2,704,449 | 2,431,772 | ||||||
2.00%, 7/1/50 |
865,715 | 749,118 | ||||||
2.50%, 7/1/50 |
312,783 | 281,768 | ||||||
3.00%, 7/1/50 |
499,697 | 465,883 | ||||||
3.50%, 7/1/50 |
174,892 | 168,228 | ||||||
2.50%, 8/1/50 |
533,912 | 480,969 | ||||||
3.00%, 8/1/50 |
687,561 | 640,902 | ||||||
2.00%, 9/1/50 |
2,250,981 | 1,947,462 | ||||||
2.50%, 9/1/50 |
675,522 | 607,602 | ||||||
2.00%, 10/1/50 |
4,985,677 | 4,312,642 | ||||||
3.00%, 10/1/50 |
449,892 | 419,188 | ||||||
1.50%, 11/1/50 |
984,237 | 807,997 | ||||||
2.00%, 11/1/50 |
1,915,957 | 1,657,315 | ||||||
3.00%, 11/1/50 |
355,756 | 331,661 | ||||||
3.50%, 11/1/50 |
39,833 | 38,213 | ||||||
4.00%, 11/1/50 |
401,502 | 395,846 | ||||||
1.50%, 12/1/50 |
3,649,241 | 2,995,797 | ||||||
2.00%, 12/1/50 |
11,265,534 | 9,744,331 | ||||||
1.50%, 1/1/51 |
264,075 | 216,789 | ||||||
2.00%, 1/1/51 |
2,904,964 | 2,512,155 | ||||||
2.50%, 1/1/51 |
965,929 | 866,971 | ||||||
2.00%, 2/1/51 |
6,319,563 | 5,463,119 |
See Notes to Financial Statements.
WisdomTree Trust | 91 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
2.50%, 2/1/51 |
$ | 4,683,075 | $ | 4,201,102 | ||||
2.00%, 3/1/51 |
1,367,507 | 1,179,660 | ||||||
2.00%, 4/1/51 |
2,440,777 | 2,105,122 | ||||||
3.00%, 4/1/51 |
318,393 | 295,569 | ||||||
2.00%, 5/1/51 |
669,986 | 577,850 | ||||||
2.50%, 5/1/51 |
3,893,299 | 3,485,316 | ||||||
1.50%, 6/1/51 |
461,934 | 379,285 | ||||||
2.00%, 6/1/51 |
3,745,191 | 3,233,746 | ||||||
2.00%, 7/1/51 |
1,458,242 | 1,257,705 | ||||||
2.50%, 7/1/51 |
1,404,795 | 1,258,470 | ||||||
3.00%, 7/1/51 |
670,633 | 622,480 | ||||||
2.50%, 8/1/51 |
1,576,468 | 1,414,144 | ||||||
3.00%, 8/1/51 |
903,459 | 838,655 | ||||||
2.00%, 9/1/51 |
1,966,500 | 1,695,305 | ||||||
2.50%, 9/1/51 |
1,944,515 | 1,743,359 | ||||||
3.00%, 9/1/51 |
353,381 | 328,840 | ||||||
2.00%, 10/1/51 |
4,815,064 | 4,151,697 | ||||||
2.50%, 10/1/51 |
3,153,893 | 2,827,338 | ||||||
2.50%, 11/1/51 |
2,207,859 | 1,976,859 | ||||||
3.00%, 11/1/51 |
863,800 | 802,525 | ||||||
2.00%, 12/1/51 |
1,701,139 | 1,466,878 | ||||||
2.50%, 12/1/51 |
1,481,903 | 1,328,203 | ||||||
3.00%, 12/1/51 |
718,608 | 670,119 | ||||||
2.50%, 1/1/52 |
960,942 | 859,977 | ||||||
3.00%, 1/1/52 |
238,050 | 220,836 | ||||||
2.50%, 2/1/52 |
2,957,564 | 2,647,309 | ||||||
3.00%, 2/1/52 |
2,845,578 | 2,643,543 | ||||||
2.50%, 3/1/52 |
678,035 | 606,959 | ||||||
3.00%, 3/1/52 |
926,154 | 858,402 | ||||||
3.00%, 4/1/52 |
571,917 | 530,318 | ||||||
4.00%, 5/1/52 |
1,483,398 | 1,449,921 | ||||||
3.00%, 6/1/52 |
1,185,139 | 1,097,964 | ||||||
3.50%, 6/1/52 |
49,265 | 46,998 | ||||||
|
|
|||||||
Total Federal National Mortgage Association |
|
147,572,273 | ||||||
Government National Mortgage Association 10.0% |
| |||||||
4.00%, 11/20/40 |
1,201,338 | 1,210,132 | ||||||
3.50%, 12/20/42 |
907,708 | 892,692 | ||||||
2.50%, 3/20/43 |
96,523 | 88,951 | ||||||
3.50%, 3/20/43 |
764,971 | 752,036 | ||||||
3.00%, 2/20/45 |
627,324 | 598,561 | ||||||
3.50%, 4/20/45 |
63,379 | 61,864 | ||||||
3.50%, 11/20/45 |
274,718 | 268,151 | ||||||
3.50%, 12/20/45 |
905,932 | 884,276 | ||||||
3.50%, 1/20/46 |
229,732 | 224,240 | ||||||
3.00%, 2/20/46 |
253,127 | 241,216 | ||||||
3.00%, 9/20/46 |
525,555 | 500,742 | ||||||
3.50%, 9/20/46 |
279,350 | 272,578 | ||||||
4.00%, 10/20/46 |
1,842,882 | 1,835,040 | ||||||
3.00%, 1/20/47 |
257,275 | 245,128 | ||||||
2.50%, 2/20/47 |
59,301 | 54,976 | ||||||
3.00%, 2/20/47 |
657,743 | 626,688 | ||||||
4.00%, 6/20/47 |
641,174 | 638,266 | ||||||
4.00%, 7/20/47 |
556,106 | 553,584 | ||||||
4.50%, 8/20/47 |
330,471 | 335,740 | ||||||
3.00%, 9/20/47 |
67,977 | 64,734 | ||||||
3.50%, 10/20/47 |
65,310 | 63,656 | ||||||
3.00%, 12/20/47 |
81,402 | 77,518 | ||||||
3.50%, 1/20/48 |
1,086,077 | 1,058,568 | ||||||
4.00%, 1/20/48 |
174,874 | 174,081 | ||||||
3.00%, 3/20/48 |
104,094 | 99,128 | ||||||
3.50%, 3/20/48 |
372,758 | 363,316 | ||||||
3.50%, 4/20/48 |
158,049 | 154,401 | ||||||
4.00%, 5/20/48 |
421,824 | 419,727 | ||||||
4.50%, 5/20/48 |
845,623 | 856,585 | ||||||
4.50%, 6/20/48 |
957,156 | 968,706 | ||||||
4.00%, 8/20/48 |
572,835 | 569,987 | ||||||
4.50%, 8/20/48 |
166,246 | 168,252 | ||||||
5.00%, 8/20/48 |
62,562 | 64,328 | ||||||
3.50%, 9/20/48 |
280,674 | 273,565 | ||||||
3.50%, 1/20/49 |
17,047 | 16,616 | ||||||
4.00%, 2/20/49 |
75,320 | 74,946 | ||||||
4.50%, 2/20/49 |
132,085 | 133,679 | ||||||
3.50%, 3/20/49 |
138,299 | 134,647 | ||||||
4.00%, 3/20/49 |
714,581 | 711,029 | ||||||
4.50%, 3/20/49 |
30,895 | 31,268 | ||||||
3.00%, 10/20/49 |
1,927,243 | 1,827,585 | ||||||
4.50%, 10/20/49 |
51,147 | 51,764 | ||||||
3.00%, 1/20/50 |
42,571 | 40,334 | ||||||
3.50%, 1/20/50 |
254,337 | 246,855 | ||||||
5.00%, 1/20/50 |
20,728 | 21,333 | ||||||
3.50%, 4/20/50 |
8,105 | 7,865 | ||||||
4.00%, 4/20/50 |
29,811 | 29,632 | ||||||
2.50%, 5/15/50 |
103,214 | 93,961 | ||||||
2.50%, 5/20/50 |
362,422 | 333,203 | ||||||
5.00%, 5/20/50 |
7,006 | 7,221 | ||||||
2.50%, 6/20/50 |
1,649,575 | 1,516,583 | ||||||
3.00%, 6/20/50 |
650,618 | 615,935 | ||||||
3.50%, 6/20/50 |
146,768 | 142,604 | ||||||
4.00%, 6/20/50 |
110,771 | 110,107 | ||||||
2.50%, 7/15/50 |
62,362 | 56,771 | ||||||
3.00%, 7/20/50 |
590,353 | 558,793 | ||||||
2.50%, 8/20/50 |
359,263 | 330,298 | ||||||
3.00%, 8/20/50 |
1,305,698 | 1,235,694 | ||||||
3.50%, 8/20/50 |
262,969 | 255,508 | ||||||
4.50%, 8/20/50 |
76,401 | 77,323 | ||||||
2.50%, 9/20/50 |
1,947,805 | 1,790,769 | ||||||
2.50%, 10/20/50 |
508,801 | 467,780 | ||||||
2.00%, 11/20/50 |
2,273,183 | 2,015,249 | ||||||
2.00%, 12/20/50 |
370,143 | 328,144 | ||||||
2.50%, 12/20/50 |
1,999,689 | 1,838,470 | ||||||
3.50%, 12/20/50 |
136,183 | 132,299 | ||||||
2.00%, 1/20/51 |
3,575,950 | 3,170,193 | ||||||
2.50%, 1/20/51 |
2,045,665 | 1,880,739 | ||||||
1.50%, 3/20/51 |
365,045 | 310,723 | ||||||
2.00%, 3/20/51 |
882,620 | 784,097 | ||||||
2.00%, 4/20/51 |
1,733,595 | 1,539,546 | ||||||
2.50%, 4/20/51 |
501,916 | 459,768 | ||||||
2.50%, 5/20/51 |
40,980 | 37,526 | ||||||
2.50%, 6/20/51 |
974,339 | 891,916 | ||||||
2.00%, 7/20/51 |
2,544,465 | 2,257,293 | ||||||
2.50%, 7/20/51 |
1,415,094 | 1,294,948 | ||||||
3.00%, 7/20/51 |
941,995 | 888,444 | ||||||
3.50%, 7/20/51 |
751,136 | 728,903 | ||||||
2.00%, 8/20/51 |
498,745 | 442,302 | ||||||
2.50%, 8/20/51 |
742,089 | 678,854 | ||||||
2.50%, 9/20/51 |
247,576 | 226,403 | ||||||
2.00%, 10/20/51 |
798,839 | 707,940 |
See Notes to Financial Statements.
92 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
2.50%, 10/20/51 |
$ | 2,184,399 | $ | 1,997,711 | ||||
3.50%, 10/20/51 |
887,371 | 857,898 | ||||||
2.00%, 11/20/51 |
3,080,565 | 2,729,768 | ||||||
2.50%, 11/20/51 |
1,176,665 | 1,076,102 | ||||||
3.00%, 11/20/51 |
1,680,067 | 1,582,691 | ||||||
2.00%, 12/20/51 |
1,756,042 | 1,555,531 | ||||||
2.50%, 12/20/51 |
1,952,039 | 1,784,605 | ||||||
2.00%, 1/20/52 |
2,191,150 | 1,940,281 | ||||||
2.50%, 1/20/52 |
144,647 | 132,195 | ||||||
3.00%, 1/20/52 |
1,984,508 | 1,868,384 | ||||||
2.50%, 2/20/52 |
1,481,486 | 1,353,498 | ||||||
2.00%, 3/20/52 |
1,235,655 | 1,091,477 | ||||||
2.50%, 3/20/52 |
1,954,729 | 1,785,354 | ||||||
2.00%, 4/20/52 |
1,491,461 | 1,317,435 | ||||||
2.50%, 4/20/52 |
1,968,756 | 1,797,249 | ||||||
2.50%, 5/20/52 |
1,973,199 | 1,801,305 | ||||||
3.50%, 5/20/52 |
169,845 | 163,818 | ||||||
3.00%, 6/20/52 |
1,489,095 | 1,398,764 | ||||||
2.50%, 7/20/52 |
497,958 | 454,579 | ||||||
3.50%, 7/20/52 |
997,576 | 962,177 | ||||||
2.00%, 9/21/52(b) |
3,100,000 | 2,737,078 | ||||||
2.50%, 9/21/52(b) |
325,000 | 296,227 | ||||||
3.00%, 9/21/52(b) |
6,800,000 | 6,379,130 | ||||||
3.50%, 9/21/52(b) |
5,575,000 | 5,373,755 | ||||||
4.00%, 9/21/52(b) |
500,000 | 492,515 | ||||||
4.50%, 9/21/52(b) |
875,000 | 875,167 | ||||||
5.00%, 9/21/52(b) |
800,000 | 810,602 | ||||||
3.50%, 10/20/52(b) |
150,000 | 144,433 | ||||||
4.00%, 10/20/52(b) |
1,000,000 | 983,423 | ||||||
4.50%, 10/20/52(b) |
800,000 | 799,030 | ||||||
5.00%, 10/20/52(b) |
900,000 | 910,047 | ||||||
|
|
|||||||
Total Government National Mortgage Association |
|
94,647,502 | ||||||
Tennessee Valley Authority 4.5% |
| |||||||
4.70%, 7/15/33, Series B |
3,450,000 | 3,694,571 | ||||||
4.65%, 6/15/35 |
2,250,000 | 2,397,488 | ||||||
5.88%, 4/1/36 |
4,350,000 | 5,194,639 | ||||||
6.15%, 1/15/38 |
270,000 | 332,929 | ||||||
5.50%, 6/15/38 |
2,000,000 | 2,326,480 | ||||||
5.25%, 9/15/39 |
8,631,000 | 9,805,765 | ||||||
3.50%, 12/15/42 |
5,519,000 | 4,989,121 | ||||||
4.88%, 1/15/48 |
1,995,000 | 2,191,986 | ||||||
5.38%, 4/1/56 |
4,297,000 | 5,173,760 | ||||||
4.63%, 9/15/60 |
2,760,000 | 3,006,440 | ||||||
4.25%, 9/15/65 |
3,850,000 | 3,913,910 | ||||||
|
|
|||||||
Total Tennessee Valley Authority |
|
43,027,089 | ||||||
Uniform Mortgage-Backed Securities 0.1% |
| |||||||
4.50%, 9/14/52(b) |
650,000 | 646,083 | ||||||
4.50%, 10/13/52(b) |
450,000 | 446,674 | ||||||
|
|
|||||||
Total Uniform Mortgage-Backed Securities |
|
1,092,757 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $424,947,599) |
|
383,330,288 | ||||||
U.S. GOVERNMENT OBLIGATIONS 20.7% |
| |||||||
U.S. Treasury Bonds 4.3% |
| |||||||
7.50%, 11/15/24 |
175,000 | 189,964 | ||||||
7.63%, 2/15/25 |
500,000 | 548,145 | ||||||
6.13%, 8/15/29 |
175,000 | 205,734 | ||||||
6.25%, 5/15/30 |
150,000 | 180,586 | ||||||
5.38%, 2/15/31 |
980,000 | 1,135,422 | ||||||
4.50%, 2/15/36 |
1,165,000 | 1,344,028 | ||||||
4.75%, 2/15/37 |
350,000 | 414,777 | ||||||
4.38%, 2/15/38 |
290,000 | 331,325 | ||||||
4.50%, 5/15/38 |
330,000 | 381,872 | ||||||
3.50%, 2/15/39 |
85,000 | 87,231 | ||||||
4.25%, 5/15/39 |
480,000 | 539,362 | ||||||
4.50%, 8/15/39 |
476,000 | 550,487 | ||||||
4.38%, 11/15/39 |
525,000 | 597,516 | ||||||
4.63%, 2/15/40 |
245,000 | 287,263 | ||||||
1.13%, 5/15/40 |
875,000 | 596,641 | ||||||
4.38%, 5/15/40 |
375,000 | 425,449 | ||||||
1.13%, 8/15/40 |
850,000 | 574,148 | ||||||
3.88%, 8/15/40 |
203,000 | 215,101 | ||||||
1.38%, 11/15/40 |
860,000 | 605,897 | ||||||
4.25%, 11/15/40 |
150,000 | 166,828 | ||||||
1.88%, 2/15/41 |
950,000 | 728,828 | ||||||
4.75%, 2/15/41 |
175,000 | 207,389 | ||||||
2.25%, 5/15/41 |
875,000 | 714,150 | ||||||
4.38%, 5/15/41 |
190,000 | 214,299 | ||||||
1.75%, 8/15/41 |
1,750,000 | 1,301,562 | ||||||
3.75%, 8/15/41 |
99,000 | 102,272 | ||||||
2.00%, 11/15/41 |
2,050,000 | 1,593,715 | ||||||
3.13%, 11/15/41 |
625,000 | 588,818 | ||||||
2.38%, 2/15/42 |
2,100,000 | 1,742,508 | ||||||
3.13%, 2/15/42 |
515,000 | 484,422 | ||||||
3.00%, 5/15/42 |
225,000 | 207,018 | ||||||
3.25%, 5/15/42 |
2,000,000 | 1,914,219 | ||||||
2.75%, 8/15/42 |
178,000 | 156,570 | ||||||
3.38%, 8/15/42 |
600,000 | 585,844 | ||||||
2.75%, 11/15/42 |
275,000 | 241,398 | ||||||
3.13%, 2/15/43 |
225,000 | 209,355 | ||||||
2.88%, 5/15/43 |
464,000 | 414,084 | ||||||
3.63%, 8/15/43 |
274,000 | 275,605 | ||||||
3.75%, 11/15/43 |
435,000 | 445,773 | ||||||
3.63%, 2/15/44 |
240,000 | 240,956 | ||||||
3.38%, 5/15/44 |
290,000 | 280,054 | ||||||
3.13%, 8/15/44 |
350,000 | 324,023 | ||||||
3.00%, 11/15/44 |
500,000 | 452,695 | ||||||
2.50%, 2/15/45 |
550,000 | 455,254 | ||||||
3.00%, 5/15/45 |
470,000 | 425,240 | ||||||
2.88%, 8/15/45 |
305,000 | 269,973 | ||||||
3.00%, 11/15/45 |
500,000 | 452,852 | ||||||
2.50%, 2/15/46 |
615,000 | 507,519 | ||||||
2.50%, 5/15/46 |
560,000 | 461,913 | ||||||
2.25%, 8/15/46 |
525,000 | 411,551 | ||||||
2.88%, 11/15/46 |
440,000 | 390,363 | ||||||
3.00%, 2/15/47 |
390,000 | 354,108 | ||||||
3.00%, 5/15/47 |
350,000 | 318,254 | ||||||
2.75%, 8/15/47 |
350,000 | 304,418 | ||||||
2.75%, 11/15/47 |
460,000 | 400,667 | ||||||
3.00%, 2/15/48 |
600,000 | 549,984 | ||||||
3.13%, 5/15/48 |
625,000 | 588,721 | ||||||
3.00%, 8/15/48 |
545,000 | 502,379 | ||||||
3.38%, 11/15/48 |
565,000 | 560,100 | ||||||
3.00%, 2/15/49 |
530,000 | 493,273 | ||||||
2.88%, 5/15/49 |
550,000 | 500,715 | ||||||
2.25%, 8/15/49 |
560,000 | 449,050 |
See Notes to Financial Statements.
WisdomTree Trust | 93 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
2.38%, 11/15/49 |
$ | 550,000 | $ | 453,707 | ||||
2.00%, 2/15/50 |
855,000 | 647,462 | ||||||
1.25%, 5/15/50 |
1,008,000 | 623,936 | ||||||
1.38%, 8/15/50 |
1,830,000 | 1,171,343 | ||||||
1.63%, 11/15/50 |
1,100,000 | 753,328 | ||||||
1.88%, 2/15/51 |
1,050,000 | 766,828 | ||||||
2.38%, 5/15/51 |
1,250,000 | 1,030,078 | ||||||
2.00%, 8/15/51 |
1,170,000 | 879,785 | ||||||
1.88%, 11/15/51 |
1,700,000 | 1,239,406 | ||||||
2.25%, 2/15/52 |
900,000 | 719,719 | ||||||
2.88%, 5/15/52 |
1,400,000 | 1,291,281 | ||||||
3.00%, 8/15/52 |
650,000 | 616,383 | ||||||
|
|
|||||||
Total U.S. Treasury Bonds |
|
41,392,923 | ||||||
U.S. Treasury Notes 16.4% |
| |||||||
0.13%, 9/15/23 |
250,000 | 241,563 | ||||||
0.25%, 9/30/23 |
900,000 | 869,555 | ||||||
1.38%, 9/30/23 |
500,000 | 489,023 | ||||||
2.88%, 9/30/23 |
710,000 | 705,729 | ||||||
0.13%, 10/15/23 |
1,000,000 | 963,633 | ||||||
0.38%, 10/31/23 |
925,000 | 892,842 | ||||||
1.63%, 10/31/23 |
675,000 | 661,118 | ||||||
2.88%, 10/31/23 |
245,000 | 243,421 | ||||||
0.25%, 11/15/23 |
850,000 | 818,341 | ||||||
2.75%, 11/15/23 |
450,000 | 446,291 | ||||||
0.50%, 11/30/23 |
1,000,000 | 964,199 | ||||||
2.13%, 11/30/23 |
580,000 | 570,688 | ||||||
2.88%, 11/30/23 |
745,000 | 739,805 | ||||||
0.13%, 12/15/23 |
750,000 | 718,843 | ||||||
0.75%, 12/31/23 |
1,200,000 | 1,157,766 | ||||||
2.25%, 12/31/23 |
415,000 | 408,402 | ||||||
2.63%, 12/31/23 |
640,000 | 633,363 | ||||||
0.13%, 1/15/24 |
1,500,000 | 1,433,203 | ||||||
0.88%, 1/31/24 |
1,000,000 | 963,984 | ||||||
2.25%, 1/31/24 |
750,000 | 737,476 | ||||||
2.50%, 1/31/24 |
660,000 | 651,157 | ||||||
0.13%, 2/15/24 |
1,590,000 | 1,515,189 | ||||||
2.75%, 2/15/24 |
1,135,000 | 1,123,473 | ||||||
1.50%, 2/29/24 |
1,800,000 | 1,748,707 | ||||||
2.38%, 2/29/24 |
1,000,000 | 984,180 | ||||||
0.25%, 3/15/24 |
900,000 | 856,723 | ||||||
2.13%, 3/31/24 |
223,000 | 218,462 | ||||||
2.25%, 3/31/24 |
500,000 | 490,537 | ||||||
0.38%, 4/15/24 |
1,000,000 | 951,309 | ||||||
2.00%, 4/30/24 |
170,000 | 166,046 | ||||||
2.25%, 4/30/24 |
1,000,000 | 980,508 | ||||||
2.50%, 4/30/24 |
250,000 | 246,060 | ||||||
0.25%, 5/15/24 |
1,100,000 | 1,041,756 | ||||||
2.50%, 5/15/24 |
1,900,000 | 1,870,016 | ||||||
2.00%, 5/31/24 |
1,880,000 | 1,833,845 | ||||||
2.50%, 5/31/24 |
150,000 | 147,536 | ||||||
0.25%, 6/15/24 |
1,500,000 | 1,416,855 | ||||||
1.75%, 6/30/24 |
1,000,000 | 969,766 | ||||||
2.00%, 6/30/24 |
1,644,000 | 1,601,872 | ||||||
0.38%, 7/15/24 |
1,500,000 | 1,416,973 | ||||||
1.75%, 7/31/24 |
1,100,000 | 1,065,496 | ||||||
2.13%, 7/31/24 |
576,000 | 561,915 | ||||||
3.00%, 7/31/24 |
2,000,000 | 1,982,734 | ||||||
0.38%, 8/15/24 |
1,200,000 | 1,130,508 | ||||||
2.38%, 8/15/24 |
2,250,000 | 2,204,341 | ||||||
1.25%, 8/31/24 |
1,205,000 | 1,154,141 | ||||||
1.88%, 8/31/24 |
1,100,000 | 1,066,914 | ||||||
3.25%, 8/31/24 |
2,000,000 | 1,991,602 | ||||||
0.38%, 9/15/24 |
2,100,000 | 1,972,852 | ||||||
1.50%, 9/30/24 |
615,000 | 590,953 | ||||||
2.13%, 9/30/24 |
894,000 | 870,602 | ||||||
0.63%, 10/15/24 |
2,780,000 | 2,619,716 | ||||||
1.50%, 10/31/24 |
1,100,000 | 1,055,699 | ||||||
2.25%, 10/31/24 |
1,310,000 | 1,277,148 | ||||||
0.75%, 11/15/24 |
1,800,000 | 1,696,359 | ||||||
2.25%, 11/15/24 |
1,150,000 | 1,120,711 | ||||||
1.50%, 11/30/24 |
1,075,000 | 1,029,606 | ||||||
1.00%, 12/15/24 |
2,100,000 | 1,986,387 | ||||||
1.75%, 12/31/24 |
525,000 | 504,984 | ||||||
2.25%, 12/31/24 |
972,000 | 945,574 | ||||||
1.13%, 1/15/25 |
2,000,000 | 1,893,359 | ||||||
1.38%, 1/31/25 |
1,204,000 | 1,145,822 | ||||||
2.50%, 1/31/25 |
750,000 | 733,066 | ||||||
1.50%, 2/15/25 |
1,200,000 | 1,144,172 | ||||||
2.00%, 2/15/25 |
1,000,000 | 965,547 | ||||||
1.13%, 2/28/25 |
1,350,000 | 1,274,748 | ||||||
2.75%, 2/28/25 |
622,000 | 611,164 | ||||||
1.75%, 3/15/25 |
1,000,000 | 958,359 | ||||||
0.50%, 3/31/25 |
1,275,000 | 1,182,015 | ||||||
2.63%, 3/31/25 |
702,000 | 687,439 | ||||||
2.63%, 4/15/25 |
300,000 | 293,555 | ||||||
0.38%, 4/30/25 |
2,808,000 | 2,587,199 | ||||||
2.13%, 5/15/25 |
375,000 | 361,904 | ||||||
2.75%, 5/15/25 |
350,000 | 343,314 | ||||||
0.25%, 5/31/25 |
2,070,000 | 1,895,505 | ||||||
2.88%, 5/31/25 |
565,000 | 555,885 | ||||||
0.25%, 6/30/25 |
2,250,000 | 2,056,201 | ||||||
2.75%, 6/30/25 |
311,000 | 304,938 | ||||||
3.00%, 7/15/25 |
1,000,000 | 986,758 | ||||||
0.25%, 7/31/25 |
1,400,000 | 1,275,312 | ||||||
2.00%, 8/15/25 |
500,000 | 479,219 | ||||||
0.25%, 8/31/25 |
2,250,000 | 2,043,633 | ||||||
0.25%, 9/30/25 |
972,000 | 880,989 | ||||||
0.25%, 10/31/25 |
1,000,000 | 903,711 | ||||||
2.25%, 11/15/25 |
835,000 | 803,785 | ||||||
0.38%, 11/30/25 |
1,425,000 | 1,289,625 | ||||||
0.38%, 12/31/25 |
1,400,000 | 1,263,937 | ||||||
0.38%, 1/31/26 |
1,610,000 | 1,449,755 | ||||||
1.63%, 2/15/26 |
700,000 | 657,809 | ||||||
0.50%, 2/28/26 |
1,500,000 | 1,353,750 | ||||||
0.75%, 3/31/26 |
1,120,000 | 1,017,975 | ||||||
2.25%, 3/31/26 |
1,000,000 | 960,039 | ||||||
0.75%, 4/30/26 |
1,400,000 | 1,270,281 | ||||||
1.63%, 5/15/26 |
1,170,000 | 1,096,646 | ||||||
0.75%, 5/31/26 |
1,500,000 | 1,358,086 | ||||||
2.13%, 5/31/26 |
1,000,000 | 954,023 | ||||||
0.88%, 6/30/26 |
1,500,000 | 1,362,070 | ||||||
1.88%, 6/30/26 |
850,000 | 803,250 | ||||||
0.63%, 7/31/26 |
1,000,000 | 897,461 | ||||||
1.88%, 7/31/26 |
570,000 | 538,027 | ||||||
1.50%, 8/15/26 |
1,624,000 | 1,508,163 | ||||||
0.75%, 8/31/26 |
2,000,000 | 1,800,547 | ||||||
1.38%, 8/31/26 |
335,000 | 309,613 |
See Notes to Financial Statements.
94 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
0.88%, 9/30/26 |
$ | 1,000,000 | $ | 903,437 | ||||
1.63%, 9/30/26 |
100,000 | 93,281 | ||||||
1.13%, 10/31/26 |
1,000,000 | 911,289 | ||||||
2.00%, 11/15/26 |
500,000 | 472,188 | ||||||
1.25%, 11/30/26 |
315,000 | 288,262 | ||||||
1.25%, 12/31/26 |
1,000,000 | 913,906 | ||||||
1.75%, 12/31/26 |
620,000 | 579,555 | ||||||
1.50%, 1/31/27 |
2,000,000 | 1,845,781 | ||||||
2.25%, 2/15/27 |
500,000 | 476,270 | ||||||
1.13%, 2/28/27 |
500,000 | 453,613 | ||||||
1.88%, 2/28/27 |
1,000,000 | 937,969 | ||||||
0.63%, 3/31/27 |
90,000 | 79,594 | ||||||
2.50%, 3/31/27 |
500,000 | 481,504 | ||||||
0.50%, 4/30/27 |
300,000 | 263,133 | ||||||
2.38%, 5/15/27 |
1,000,000 | 956,367 | ||||||
0.50%, 5/31/27 |
460,000 | 402,626 | ||||||
2.63%, 5/31/27 |
315,000 | 305,107 | ||||||
0.50%, 6/30/27 |
1,415,000 | 1,236,025 | ||||||
0.38%, 7/31/27 |
245,000 | 212,471 | ||||||
2.75%, 7/31/27 |
1,000,000 | 973,164 | ||||||
2.25%, 8/15/27 |
595,000 | 565,180 | ||||||
0.50%, 8/31/27 |
600,000 | 522,047 | ||||||
0.38%, 9/30/27 |
600,000 | 517,289 | ||||||
0.50%, 10/31/27 |
650,000 | 562,859 | ||||||
2.25%, 11/15/27 |
540,000 | 511,692 | ||||||
0.63%, 11/30/27 |
1,215,000 | 1,056,575 | ||||||
0.63%, 12/31/27 |
695,000 | 602,885 | ||||||
0.75%, 1/31/28 |
770,000 | 671,254 | ||||||
2.75%, 2/15/28 |
1,000,000 | 969,219 | ||||||
1.13%, 2/29/28 |
1,000,000 | 888,789 | ||||||
1.25%, 3/31/28 |
900,000 | 803,812 | ||||||
1.25%, 4/30/28 |
1,400,000 | 1,248,406 | ||||||
2.88%, 5/15/28 |
1,090,000 | 1,062,196 | ||||||
1.25%, 5/31/28 |
1,000,000 | 890,742 | ||||||
1.25%, 6/30/28 |
1,000,000 | 888,828 | ||||||
1.00%, 7/31/28 |
1,840,000 | 1,608,850 | ||||||
2.88%, 8/15/28 |
1,000,000 | 973,711 | ||||||
1.13%, 8/31/28 |
1,500,000 | 1,319,707 | ||||||
1.25%, 9/30/28 |
1,500,000 | 1,327,031 | ||||||
1.38%, 10/31/28 |
500,000 | 445,273 | ||||||
3.13%, 11/15/28 |
1,300,000 | 1,283,852 | ||||||
1.50%, 11/30/28 |
500,000 | 448,125 | ||||||
1.75%, 1/31/29 |
1,000,000 | 909,414 | ||||||
2.63%, 2/15/29 |
1,000,000 | 959,258 | ||||||
1.88%, 2/28/29 |
500,000 | 458,477 | ||||||
2.38%, 3/31/29 |
1,200,000 | 1,131,937 | ||||||
2.38%, 5/15/29 |
1,000,000 | 943,203 | ||||||
2.75%, 5/31/29 |
360,000 | 347,484 | ||||||
1.63%, 8/15/29 |
1,305,000 | 1,174,398 | ||||||
1.75%, 11/15/29 |
750,000 | 681,035 | ||||||
1.50%, 2/15/30 |
1,500,000 | 1,330,898 | ||||||
0.63%, 5/15/30 |
1,195,000 | 985,408 | ||||||
0.63%, 8/15/30 |
700,000 | 574,492 | ||||||
0.88%, 11/15/30 |
960,000 | 802,725 | ||||||
1.13%, 2/15/31 |
1,195,000 | 1,016,590 | ||||||
1.63%, 5/15/31 |
1,250,000 | 1,104,492 | ||||||
1.25%, 8/15/31 |
1,570,000 | 1,336,708 | ||||||
1.38%, 11/15/31 |
850,000 | 728,477 | ||||||
1.88%, 2/15/32 |
1,300,000 | 1,162,789 | ||||||
2.88%, 5/15/32 |
515,000 | 502,165 | ||||||
|
|
|||||||
Total U.S. Treasury Notes |
|
156,080,927 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $214,423,118) |
|
197,473,850 | ||||||
CORPORATE BONDS 29.9% |
| |||||||
Australia 0.1% |
| |||||||
Rio Tinto Finance USA Ltd. |
98,000 | 110,846 | ||||||
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) |
275,000 | 248,402 | ||||||
2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(c) |
500,000 | 395,795 | ||||||
2.96%, 11/16/40 |
172,000 | 122,798 | ||||||
|
|
|||||||
Total Australia |
|
877,841 | ||||||
Austria 0.1% |
| |||||||
Suzano Austria GmbH |
||||||||
6.00%, 1/15/29 |
200,000 | 200,114 | ||||||
5.00%, 1/15/30 |
490,000 | 458,611 | ||||||
3.75%, 1/15/31 |
200,000 | 169,576 | ||||||
|
|
|||||||
Total Austria |
|
828,301 | ||||||
Belgium 0.5% |
| |||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. |
||||||||
4.70%, 2/1/36 |
575,000 | 555,047 | ||||||
4.90%, 2/1/46 |
800,000 | 760,688 | ||||||
Anheuser-Busch InBev Finance, Inc. |
||||||||
4.70%, 2/1/36 |
35,000 | 33,948 | ||||||
4.90%, 2/1/46 |
173,000 | 163,234 | ||||||
Anheuser-Busch InBev Worldwide, Inc. |
||||||||
4.00%, 4/13/28 |
450,000 | 444,735 | ||||||
4.75%, 1/23/29 |
612,000 | 624,748 | ||||||
4.90%, 1/23/31 |
335,000 | 345,100 | ||||||
4.38%, 4/15/38 |
45,000 | 41,791 | ||||||
8.20%, 1/15/39 |
150,000 | 195,536 | ||||||
5.45%, 1/23/39 |
460,000 | 472,779 | ||||||
8.00%, 11/15/39 |
346,000 | 444,475 | ||||||
4.35%, 6/1/40 |
100,000 | 91,248 | ||||||
4.60%, 4/15/48 |
275,000 | 250,591 | ||||||
4.44%, 10/6/48 |
155,000 | 138,342 | ||||||
5.55%, 1/23/49 |
165,000 | 171,719 | ||||||
4.50%, 6/1/50 |
141,000 | 128,073 | ||||||
4.60%, 6/1/60 |
295,000 | 263,355 | ||||||
|
|
|||||||
Total Belgium |
|
5,125,409 | ||||||
Bermuda 0.0% |
| |||||||
RenaissanceRe Holdings Ltd. |
225,000 | 209,860 | ||||||
XLIT Ltd. |
53,000 | 54,045 | ||||||
|
|
|||||||
Total Bermuda |
|
263,905 |
See Notes to Financial Statements.
WisdomTree Trust | 95 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Brazil 0.1% |
| |||||||
Vale Overseas Ltd. |
||||||||
3.75%, 7/8/30 |
$ | 418,000 | $ | 363,213 | ||||
6.88%, 11/21/36 |
127,000 | 131,193 | ||||||
|
|
|||||||
Total Brazil |
|
494,406 | ||||||
Canada 0.9% |
| |||||||
Bank of Montreal |
||||||||
3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c) |
299,000 | 273,292 | ||||||
Bank of Nova Scotia |
||||||||
4.59%, 5/4/37, (4.588% fixed rate until 2/4/32; 5-year Constant Maturity Treasury Rate + 2.05% thereafter)(c) |
250,000 | 226,440 | ||||||
Barrick Gold Corp. |
100,000 | 97,757 | ||||||
Barrick North America Finance LLC |
82,000 | 84,561 | ||||||
Barrick PD Australia Finance Pty Ltd. |
25,000 | 26,396 | ||||||
Bell Canada |
||||||||
4.30%, 7/29/49 |
275,000 | 244,621 | ||||||
3.20%, 2/15/52, Series US-6 |
160,000 | 117,290 | ||||||
Canadian National Railway Co. |
135,000 | 152,955 | ||||||
Canadian Natural Resources Ltd. |
||||||||
3.85%, 6/1/27 |
56,000 | 53,521 | ||||||
2.95%, 7/15/30 |
30,000 | 26,171 | ||||||
7.20%, 1/15/32 |
209,000 | 234,839 | ||||||
6.50%, 2/15/37 |
104,000 | 109,220 | ||||||
4.95%, 6/1/47 |
150,000 | 142,169 | ||||||
Canadian Pacific Railway Co. |
||||||||
4.00%, 6/1/28 |
46,000 | 45,135 | ||||||
7.13%, 10/15/31 |
313,000 | 364,019 | ||||||
4.80%, 9/15/35 |
95,000 | 94,296 | ||||||
3.10%, 12/2/51 |
61,000 | 45,294 | ||||||
6.13%, 9/15/2115 |
85,000 | 90,075 | ||||||
Cenovus Energy, Inc. |
||||||||
5.25%, 6/15/37 |
500,000 | 480,260 | ||||||
3.75%, 2/15/52(d) |
75,000 | 58,040 | ||||||
CI Financial Corp. |
||||||||
3.20%, 12/17/30 |
260,000 | 198,091 | ||||||
4.10%, 6/15/51 |
140,000 | 92,189 | ||||||
Emera U.S. Finance LP |
145,000 | 128,010 | ||||||
Enbridge, Inc. |
||||||||
2.50%, 1/15/25 |
450,000 | 431,393 | ||||||
4.25%, 12/1/26 |
25,000 | 24,659 | ||||||
3.70%, 7/15/27 |
120,000 | 114,996 | ||||||
3.13%, 11/15/29 |
107,000 | 96,962 | ||||||
5.50%, 12/1/46 |
185,000 | 189,984 | ||||||
4.00%, 11/15/49 |
170,000 | 141,251 | ||||||
Fairfax Financial Holdings Ltd. |
157,000 | 153,902 | ||||||
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) |
35,000 | 32,564 | ||||||
Nutrien Ltd. |
||||||||
4.20%, 4/1/29 |
142,000 | 138,035 | ||||||
4.13%, 3/15/35 |
55,000 | 50,246 | ||||||
5.88%, 12/1/36 |
60,000 | 64,414 | ||||||
5.25%, 1/15/45 |
334,000 | 328,011 | ||||||
Rogers Communications, Inc. |
||||||||
2.95%, 3/15/25(e) |
250,000 | 242,138 | ||||||
3.20%, 3/15/27(e) |
500,000 | 476,235 | ||||||
4.50%, 3/15/43 |
50,000 | 43,176 | ||||||
5.00%, 3/15/44 |
88,000 | 81,149 | ||||||
4.30%, 2/15/48 |
81,000 | 67,625 | ||||||
4.35%, 5/1/49 |
217,000 | 183,215 | ||||||
Suncor Energy, Inc. |
||||||||
7.15%, 2/1/32 |
22,000 | 24,634 | ||||||
5.95%, 12/1/34 |
41,000 | 42,640 | ||||||
5.95%, 5/15/35 |
76,000 | 77,848 | ||||||
6.80%, 5/15/38 |
93,000 | 102,913 | ||||||
6.50%, 6/15/38 |
265,000 | 286,415 | ||||||
4.00%, 11/15/47 |
50,000 | 42,086 | ||||||
TELUS Corp. |
||||||||
3.70%, 9/15/27 |
130,000 | 126,693 | ||||||
4.60%, 11/16/48 |
118,000 | 110,298 | ||||||
Thomson Reuters Corp. |
90,000 | 90,956 | ||||||
Toronto-Dominion Bank |
250,000 | 245,508 | ||||||
TransCanada PipeLines Ltd. |
||||||||
4.25%, 5/15/28 |
77,000 | 75,167 | ||||||
4.63%, 3/1/34 |
615,000 | 589,078 | ||||||
4.75%, 5/15/38 |
140,000 | 133,130 | ||||||
7.25%, 8/15/38 |
150,000 | 178,035 | ||||||
6.10%, 6/1/40 |
50,000 | 53,349 | ||||||
5.10%, 3/15/49 |
97,000 | 96,351 | ||||||
|
|
|||||||
Total Canada |
|
8,519,697 | ||||||
Chile 0.1% |
| |||||||
Celulosa Arauco y Constitucion SA |
205,000 | 189,584 | ||||||
Enel Chile SA |
545,000 | 537,299 | ||||||
|
|
|||||||
Total Chile |
|
726,883 | ||||||
China 0.0% |
| |||||||
Weibo Corp. |
175,000 | 138,628 | ||||||
France 0.1% |
| |||||||
AXA SA |
200,000 | 249,120 | ||||||
Orange SA |
||||||||
9.00%, 3/1/31 |
287,000 | 368,181 | ||||||
5.38%, 1/13/42 |
120,000 | 124,758 | ||||||
5.50%, 2/6/44 |
135,000 | 142,785 | ||||||
Sanofi |
250,000 | 243,122 |
See Notes to Financial Statements.
96 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
TotalEnergies Capital International SA |
$ | 225,000 | $ | 204,188 | ||||
Veolia Environnement SA |
18,000 | 21,235 | ||||||
|
|
|||||||
Total France |
|
1,353,389 | ||||||
Germany 0.1% |
| |||||||
Deutsche Bank AG |
||||||||
4.10%, 1/13/26(d) |
250,000 | 243,738 | ||||||
3.55%, 9/18/31, (3.547% fixed rate until 9/18/30; Secured Overnight Financing Rate + 3.043% thereafter)(c) |
685,000 | 563,823 | ||||||
Deutsche Telekom International Finance BV |
||||||||
8.75%, 6/15/30 |
321,000 | 396,082 | ||||||
9.25%, 6/1/32(d) |
23,000 | 30,353 | ||||||
Mercedes-Benz Finance North America LLC |
100,000 | 126,598 | ||||||
|
|
|||||||
Total Germany |
|
1,360,594 | ||||||
Ireland 0.2% |
| |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
4.50%, 9/15/23 |
350,000 | 348,295 | ||||||
1.65%, 10/29/24 |
500,000 | 463,165 | ||||||
3.65%, 7/21/27 |
210,000 | 191,346 | ||||||
3.00%, 10/29/28 |
250,000 | 214,345 | ||||||
3.30%, 1/30/32 |
500,000 | 403,250 | ||||||
3.40%, 10/29/33 |
500,000 | 395,225 | ||||||
3.85%, 10/29/41 |
200,000 | 148,488 | ||||||
|
|
|||||||
Total Ireland |
|
2,164,114 | ||||||
Japan 0.4% |
| |||||||
Mitsubishi UFJ Financial Group, Inc. |
||||||||
3.74%, 3/7/29(d) |
150,000 | 141,615 | ||||||
3.20%, 7/18/29 |
235,000 | 213,213 | ||||||
2.31%, 7/20/32, (2.309% fixed rate until 7/20/31; 1-year Constant Maturity Treasury Rate + 0.95% thereafter)(c) |
260,000 | 210,351 | ||||||
Mizuho Financial Group, Inc. |
||||||||
4.02%, 3/5/28 |
200,000 | 191,290 | ||||||
1.98%, 9/8/31, (1.979% fixed rate until 9/8/30; Secured Overnight Financing Rate + 1.532% thereafter)(c) |
200,000 | 158,142 | ||||||
Nomura Holdings, Inc. |
||||||||
2.65%, 1/16/25 |
500,000 | 476,770 | ||||||
3.10%, 1/16/30 |
390,000 | 333,290 | ||||||
ORIX Corp. |
90,000 | 86,842 | ||||||
Sumitomo Mitsui Financial Group, Inc. |
||||||||
3.54%, 1/17/28 |
175,000 | 165,863 | ||||||
3.04%, 7/16/29 |
210,000 | 186,770 | ||||||
3.20%, 9/17/29(d) |
246,000 | 217,496 | ||||||
2.14%, 9/23/30 |
232,000 | 185,036 | ||||||
Takeda Pharmaceutical Co. Ltd. |
||||||||
4.40%, 11/26/23 |
200,000 | 200,576 | ||||||
5.00%, 11/26/28 |
366,000 | 371,131 | ||||||
2.05%, 3/31/30 |
350,000 | 293,160 | ||||||
3.18%, 7/9/50 |
260,000 | 191,680 | ||||||
|
|
|||||||
Total Japan |
|
3,623,225 | ||||||
Luxembourg 0.0% |
| |||||||
ArcelorMittal SA |
150,000 | 148,290 | ||||||
Mexico 0.1% |
| |||||||
America Movil SAB de CV |
||||||||
3.63%, 4/22/29 |
314,000 | 297,085 | ||||||
6.38%, 3/1/35 |
40,000 | 45,290 | ||||||
Grupo Televisa SAB |
355,000 | 382,342 | ||||||
|
|
|||||||
Total Mexico |
|
724,717 | ||||||
Netherlands 0.1% |
| |||||||
Cooperatieve Rabobank UA |
||||||||
3.75%, 7/21/26 |
325,000 | 310,223 | ||||||
5.25%, 8/4/45 |
250,000 | 243,455 | ||||||
Koninklijke Ahold Delhaize NV |
40,000 | 42,177 | ||||||
|
|
|||||||
Total Netherlands |
|
595,855 | ||||||
Norway 0.1% |
| |||||||
Equinor ASA |
||||||||
3.25%, 11/18/49 |
579,000 | 463,744 | ||||||
3.70%, 4/6/50 |
190,000 | 165,557 | ||||||
|
|
|||||||
Total Norway |
|
629,301 | ||||||
Peru 0.1% |
| |||||||
Southern Copper Corp. |
||||||||
6.75%, 4/16/40 |
210,000 | 237,159 | ||||||
5.25%, 11/8/42 |
75,000 | 72,803 | ||||||
5.88%, 4/23/45(d) |
96,000 | 100,236 | ||||||
|
|
|||||||
Total Peru |
|
410,198 | ||||||
Spain 0.1% |
| |||||||
Banco Santander SA |
410,000 | 317,897 | ||||||
Telefonica Emisiones SA |
||||||||
4.10%, 3/8/27 |
120,000 | 116,527 | ||||||
7.05%, 6/20/36 |
195,000 | 214,153 | ||||||
4.67%, 3/6/38 |
170,000 | 147,460 | ||||||
5.52%, 3/1/49 |
150,000 | 134,703 | ||||||
Telefonica Europe BV |
175,000 | 204,757 | ||||||
|
|
|||||||
Total Spain |
|
1,135,497 | ||||||
Switzerland 0.0% |
| |||||||
Credit Suisse Group AG |
||||||||
4.55%, 4/17/26 |
100,000 | 95,971 | ||||||
4.88%, 5/15/45 |
225,000 | 182,522 | ||||||
|
|
|||||||
Total Switzerland |
|
278,493 | ||||||
United Kingdom 1.3% |
| |||||||
AstraZeneca PLC |
20,000 | 19,421 | ||||||
Barclays PLC |
||||||||
3.93%, 5/7/25, (3.932% fixed rate until 5/7/24; 3-month U.S. dollar London Interbank Offered Rate + 1.61% thereafter)(c)(f) |
500,000 | 489,190 |
See Notes to Financial Statements.
WisdomTree Trust | 97 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
4.84%, 5/9/28 |
$ | 280,000 | $ | 265,292 | ||||
4.97%, 5/16/29, (4.972% fixed rate until 5/16/28; 3-month U.S. dollar London Interbank Offered Rate + 1.902% thereafter)(c)(f) |
675,000 | 645,158 | ||||||
5.09%, 6/20/30, (5.088% fixed rate until 6/20/29; 3-month U.S. dollar London Interbank Offered Rate + 3.054% thereafter)(c)(f) |
300,000 | 280,677 | ||||||
2.65%, 6/24/31, (2.645% fixed rate until 6/24/30; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(c) |
260,000 | 207,264 | ||||||
5.75%, 8/9/33, (5.746% fixed rate until 8/9/32; 1-year Constant Maturity Treasury Rate + 3.00% thereafter) |
250,000 | 245,090 | ||||||
3.81%, 3/10/42, (3.811% fixed rate until 3/10/41; 1-year Constant Maturity Treasury Rate + 1.70% thereafter)(c)(d) |
250,000 | 182,130 | ||||||
5.25%, 8/17/45 |
100,000 | 94,119 | ||||||
4.95%, 1/10/47 |
330,000 | 302,854 | ||||||
BAT Capital Corp. |
||||||||
3.22%, 8/15/24 |
500,000 | 488,465 | ||||||
3.56%, 8/15/27 |
807,000 | 742,029 | ||||||
3.46%, 9/6/29 |
162,000 | 139,979 | ||||||
4.91%, 4/2/30 |
53,000 | 49,966 | ||||||
4.39%, 8/15/37 |
275,000 | 218,460 | ||||||
3.73%, 9/25/40 |
40,000 | 28,022 | ||||||
4.54%, 8/15/47 |
155,000 | 113,350 | ||||||
4.76%, 9/6/49 |
100,000 | 75,840 | ||||||
5.28%, 4/2/50 |
45,000 | 36,369 | ||||||
3.98%, 9/25/50 |
185,000 | 125,539 | ||||||
BAT International Finance PLC |
150,000 | 133,679 | ||||||
BP Capital Markets PLC |
125,000 | 121,193 | ||||||
British Telecommunications PLC |
||||||||
5.13%, 12/4/28 |
375,000 | 369,229 | ||||||
9.63%, 12/15/30 |
231,000 | 284,617 | ||||||
CNH Industrial NV |
107,000 | 101,486 | ||||||
GlaxoSmithKline Capital, Inc. |
61,000 | 59,966 | ||||||
HSBC Holdings PLC |
||||||||
4.25%, 8/18/25 |
500,000 | 491,835 | ||||||
4.58%, 6/19/29, (4.583% fixed rate until 6/19/28; 3-month U.S. dollar London Interbank Offered Rate + 1.535% thereafter)(c)(f) |
250,000 | 236,113 | ||||||
4.95%, 3/31/30 |
400,000 | 389,836 | ||||||
2.80%, 5/24/32, (2.804% fixed rate until 5/24/31; Secured Overnight Financing Rate + 1.187% thereafter)(c) |
350,000 | 278,401 | ||||||
4.76%, 3/29/33, (4.762% fixed rate until 3/29/32; Secured Overnight Financing Rate + 2.53% thereafter)(c) |
500,000 | 446,535 | ||||||
Lloyds Banking Group PLC |
||||||||
4.50%, 11/4/24 |
400,000 | 397,988 | ||||||
4.34%, 1/9/48 |
214,000 | 175,125 | ||||||
NatWest Group PLC |
||||||||
4.89%, 5/18/29, (4.892% fixed rate until 5/18/28; 3-month U.S. dollar London Interbank Offered Rate + 1.754% thereafter)(c)(f) |
267,000 | 256,608 | ||||||
3.75%, 11/1/29, (3.754% fixed rate until 11/01/24; 5-year Constant Maturity Treasury Rate + 2.10% thereafter)(c) |
500,000 | 475,220 | ||||||
5.08%, 1/27/30, (5.076% fixed rate until 1/27/29; 3-month U.S. dollar London Interbank Offered Rate + 1.905% thereafter)(c)(f) |
325,000 | 315,715 | ||||||
3.03%, 11/28/35, (3.032% fixed rate until 8/28/30; 5-year Constant Maturity Treasury Rate + 2.35% thereafter)(c) |
335,000 | 262,710 | ||||||
nVent Finance Sarl |
84,000 | 79,465 | ||||||
Prudential PLC |
91,000 | 81,228 | ||||||
RELX Capital, Inc. |
||||||||
4.00%, 3/18/29 |
36,000 | 34,749 | ||||||
3.00%, 5/22/30 |
195,000 | 174,909 | ||||||
Reynolds American, Inc. |
||||||||
5.70%, 8/15/35 |
152,000 | 140,352 | ||||||
7.25%, 6/15/37 |
225,000 | 233,744 | ||||||
6.15%, 9/15/43 |
10,000 | 9,194 | ||||||
5.85%, 8/15/45 |
126,000 | 108,255 | ||||||
Santander UK Group Holdings PLC |
||||||||
3.82%, 11/3/28, (3.823% fixed rate until 11/3/27; 3-month U.S. dollar London Interbank Offered Rate + 1.40% thereafter)(c)(f) |
200,000 | 183,280 | ||||||
2.90%, 3/15/32, (2.896% fixed rate until 3/15/31; Secured Overnight Financing Rate + 1.475% thereafter)(c) |
250,000 | 201,703 | ||||||
Unilever Capital Corp. |
120,000 | 114,809 | ||||||
Vodafone Group PLC |
||||||||
4.13%, 5/30/25 |
500,000 | 498,415 | ||||||
4.38%, 5/30/28 |
356,000 | 352,041 | ||||||
7.88%, 2/15/30(d) |
164,000 | 190,840 | ||||||
5.00%, 5/30/38 |
82,000 | 77,864 | ||||||
5.25%, 5/30/48 |
306,000 | 286,177 | ||||||
4.88%, 6/19/49 |
383,000 | 341,157 | ||||||
|
|
|||||||
Total United Kingdom |
|
12,653,652 | ||||||
United States 25.5% |
| |||||||
AbbVie, Inc. |
||||||||
3.80%, 3/15/25 |
500,000 | 493,700 | ||||||
4.25%, 11/14/28 |
100,000 | 98,374 | ||||||
3.20%, 11/21/29 |
624,000 | 570,841 | ||||||
4.55%, 3/15/35 |
715,000 | 686,236 | ||||||
4.50%, 5/14/35 |
234,000 | 222,922 | ||||||
4.05%, 11/21/39 |
130,000 | 114,767 | ||||||
4.63%, 10/1/42 |
250,000 | 230,785 | ||||||
4.85%, 6/15/44 |
25,000 | 23,809 | ||||||
4.75%, 3/15/45 |
271,000 | 253,927 | ||||||
4.70%, 5/14/45 |
230,000 | 215,222 |
See Notes to Financial Statements.
98 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
4.45%, 5/14/46 |
$ | 125,000 | $ | 113,534 | ||||
4.25%, 11/21/49 |
700,000 | 616,798 | ||||||
Activision Blizzard, Inc. |
405,000 | 320,614 | ||||||
Adobe, Inc. |
44,000 | 39,035 | ||||||
Adventist Health System |
50,000 | 45,134 | ||||||
AEP Texas, Inc. |
||||||||
3.95%, 6/1/28 |
110,000 | 106,315 | ||||||
3.80%, 10/1/47 |
25,000 | 20,179 | ||||||
3.45%, 5/15/51 |
100,000 | 77,957 | ||||||
AES Corp. |
422,000 | 348,872 | ||||||
Aetna, Inc. |
||||||||
6.63%, 6/15/36 |
205,000 | 229,198 | ||||||
4.75%, 3/15/44 |
85,000 | 77,718 | ||||||
3.88%, 8/15/47 |
56,000 | 45,833 | ||||||
Agilent Technologies, Inc. |
||||||||
2.75%, 9/15/29(d) |
33,000 | 28,981 | ||||||
2.30%, 3/12/31 |
250,000 | 206,172 | ||||||
Air Lease Corp. |
||||||||
0.80%, 8/18/24 |
425,000 | 393,104 | ||||||
3.63%, 4/1/27 |
86,000 | 79,855 | ||||||
3.63%, 12/1/27 |
45,000 | 41,006 | ||||||
4.63%, 10/1/28 |
436,000 | 411,183 | ||||||
Air Products and Chemicals, Inc. |
45,000 | 38,873 | ||||||
Alexandria Real Estate Equities, Inc. |
||||||||
3.95%, 1/15/28 |
95,000 | 91,660 | ||||||
4.50%, 7/30/29 |
42,000 | 40,911 | ||||||
3.38%, 8/15/31 |
675,000 | 601,553 | ||||||
4.00%, 2/1/50 |
35,000 | 29,032 | ||||||
3.00%, 5/18/51 |
150,000 | 102,015 | ||||||
Allstate Corp. |
108,000 | 105,101 | ||||||
Ally Financial, Inc. |
672,000 | 747,176 | ||||||
Altria Group, Inc. |
||||||||
4.80%, 2/14/29 |
271,000 | 262,531 | ||||||
3.40%, 5/6/30 |
279,000 | 241,893 | ||||||
5.80%, 2/14/39 |
283,000 | 263,116 | ||||||
3.40%, 2/4/41 |
55,000 | 37,258 | ||||||
4.50%, 5/2/43 |
125,000 | 95,245 | ||||||
5.38%, 1/31/44 |
50,000 | 44,227 | ||||||
3.88%, 9/16/46 |
67,000 | 46,293 | ||||||
5.95%, 2/14/49 |
124,000 | 111,423 | ||||||
4.45%, 5/6/50 |
75,000 | 55,381 | ||||||
3.70%, 2/4/51 |
155,000 | 101,201 | ||||||
4.00%, 2/4/61 |
140,000 | 95,206 | ||||||
Amcor Flexibles North America, Inc. |
325,000 | 267,501 | ||||||
Ameren Corp. |
50,000 | 48,733 | ||||||
Ameren Illinois Co. |
250,000 | 204,292 | ||||||
American Airlines Pass-Through Trust |
||||||||
3.15%, 8/15/33, Series 2019-1, Class AA |
216,107 | 190,862 | ||||||
American Electric Power Co., Inc. |
||||||||
1.00%, 11/1/25, Series N |
25,000 | 22,451 | ||||||
4.30%, 12/1/28, Series J |
30,000 | 29,182 | ||||||
3.25%, 3/1/50 |
40,000 | 28,618 | ||||||
American Equity Investment Life Holding Co. |
50,000 | 48,839 | ||||||
American Homes 4 Rent LP |
137,000 | 132,393 | ||||||
American Honda Finance Corp. |
245,000 | 201,694 | ||||||
American International Group, Inc. |
||||||||
3.88%, 1/15/35 |
463,000 | 422,974 | ||||||
4.38%, 6/30/50 |
181,000 | 162,784 | ||||||
American Tower Corp. |
||||||||
3.55%, 7/15/27 |
175,000 | 165,396 | ||||||
1.50%, 1/31/28 |
181,000 | 152,031 | ||||||
3.80%, 8/15/29 |
479,000 | 442,337 | ||||||
2.90%, 1/15/30 |
415,000 | 357,942 | ||||||
2.30%, 9/15/31 |
140,000 | 111,222 | ||||||
3.10%, 6/15/50 |
220,000 | 153,377 | ||||||
2.95%, 1/15/51 |
70,000 | 47,210 | ||||||
American Water Capital Corp. |
||||||||
2.95%, 9/1/27 |
32,000 | 30,122 | ||||||
3.75%, 9/1/28 |
434,000 | 421,058 | ||||||
4.00%, 12/1/46 |
28,000 | 24,058 | ||||||
3.75%, 9/1/47 |
270,000 | 229,324 | ||||||
4.20%, 9/1/48 |
80,000 | 72,067 | ||||||
3.45%, 5/1/50 |
75,000 | 59,241 | ||||||
AmerisourceBergen Corp. |
||||||||
3.45%, 12/15/27 |
117,000 | 111,830 | ||||||
2.70%, 3/15/31 |
410,000 | 349,090 | ||||||
Amgen, Inc. |
||||||||
1.90%, 2/21/25 |
850,000 | 809,837 | ||||||
2.20%, 2/21/27 |
100,000 | 91,968 | ||||||
3.20%, 11/2/27 |
161,000 | 154,095 | ||||||
2.45%, 2/21/30 |
421,000 | 368,859 | ||||||
2.00%, 1/15/32 |
285,000 | 231,759 | ||||||
3.15%, 2/21/40 |
150,000 | 118,842 | ||||||
2.80%, 8/15/41 |
245,000 | 184,032 | ||||||
4.40%, 5/1/45 |
251,000 | 226,462 | ||||||
4.56%, 6/15/48 |
200,000 | 185,402 | ||||||
3.38%, 2/21/50 |
250,000 | 189,880 | ||||||
4.66%, 6/15/51 |
325,000 | 305,432 | ||||||
3.00%, 1/15/52 |
356,000 | 251,809 | ||||||
2.77%, 9/1/53 |
85,000 | 56,688 | ||||||
Amphenol Corp. |
230,000 | 201,259 | ||||||
Analog Devices, Inc. |
83,000 | 81,616 | ||||||
Aon Corp. |
509,000 | 504,592 | ||||||
Aon Corp. / Aon Global Holdings PLC |
160,000 | 111,206 |
See Notes to Financial Statements.
WisdomTree Trust | 99 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Aon Global Ltd. |
$ | 175,000 | $ | 163,012 | ||||
Appalachian Power Co. |
100,000 | 95,283 | ||||||
Aptiv PLC |
||||||||
4.35%, 3/15/29 |
75,000 | 70,561 | ||||||
5.40%, 3/15/49 |
150,000 | 133,234 | ||||||
Arch Capital Group Ltd. |
257,000 | 200,717 | ||||||
Arch Capital Group U.S., Inc. |
35,000 | 33,797 | ||||||
Ares Capital Corp. |
421,000 | 349,451 | ||||||
Arizona Public Service Co. |
33,000 | 30,594 | ||||||
Arrow Electronics, Inc. |
137,000 | 129,369 | ||||||
Arthur J Gallagher & Co. |
190,000 | 145,259 | ||||||
Assurant, Inc. |
25,000 | 24,722 | ||||||
Assured Guaranty U.S. Holdings, Inc. |
60,000 | 44,375 | ||||||
AT&T, Inc. |
||||||||
3.88%, 1/15/26 |
60,000 | 59,540 | ||||||
2.30%, 6/1/27 |
125,000 | 113,800 | ||||||
4.10%, 2/15/28 |
234,000 | 228,073 | ||||||
4.35%, 3/1/29 |
659,000 | 642,545 | ||||||
4.30%, 2/15/30 |
517,000 | 497,556 | ||||||
2.75%, 6/1/31 |
360,000 | 308,146 | ||||||
2.25%, 2/1/32 |
760,000 | 615,600 | ||||||
2.55%, 12/1/33 |
931,000 | 743,832 | ||||||
4.50%, 5/15/35 |
114,000 | 107,234 | ||||||
5.25%, 3/1/37 |
98,000 | 98,472 | ||||||
4.85%, 3/1/39 |
135,000 | 127,621 | ||||||
3.50%, 6/1/41 |
75,000 | 59,220 | ||||||
4.30%, 12/15/42 |
275,000 | 238,799 | ||||||
5.15%, 11/15/46 |
22,000 | 21,431 | ||||||
4.55%, 3/9/49 |
29,000 | 25,970 | ||||||
5.15%, 2/15/50 |
205,000 | 199,412 | ||||||
3.65%, 6/1/51 |
200,000 | 153,150 | ||||||
3.30%, 2/1/52 |
413,000 | 298,492 | ||||||
3.50%, 9/15/53 |
330,000 | 245,447 | ||||||
3.55%, 9/15/55 |
660,000 | 483,641 | ||||||
3.80%, 12/1/57 |
970,000 | 734,523 | ||||||
3.65%, 9/15/59 |
494,000 | 359,207 | ||||||
3.85%, 6/1/60 |
153,000 | 115,460 | ||||||
Athene Holding Ltd. |
||||||||
4.13%, 1/12/28 |
403,000 | 378,828 | ||||||
3.95%, 5/25/51 |
38,000 | 28,366 | ||||||
Autodesk, Inc. |
||||||||
3.50%, 6/15/27 |
178,000 | 171,603 | ||||||
2.40%, 12/15/31 |
20,000 | 16,545 | ||||||
AutoNation, Inc. |
190,000 | 175,081 | ||||||
AutoZone, Inc. |
||||||||
3.13%, 4/18/24 |
50,000 | 49,204 | ||||||
3.75%, 6/1/27 |
113,000 | 110,235 | ||||||
3.75%, 4/18/29 |
175,000 | 165,105 | ||||||
1.65%, 1/15/31 |
270,000 | 212,814 | ||||||
AvalonBay Communities, Inc. |
||||||||
3.20%, 1/15/28 |
85,000 | 79,711 | ||||||
3.30%, 6/1/29 |
275,000 | 255,623 | ||||||
Avangrid, Inc. |
150,000 | 140,328 | ||||||
Avery Dennison Corp. |
41,000 | 41,438 | ||||||
AXIS Specialty Finance LLC |
225,000 | 208,982 | ||||||
AXIS Specialty Finance PLC |
45,000 | 43,413 | ||||||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. |
||||||||
3.34%, 12/15/27 |
30,000 | 28,151 | ||||||
3.14%, 11/7/29 |
225,000 | 202,097 | ||||||
Baltimore Gas and Electric Co. |
715,000 | 606,935 | ||||||
Bank of America Corp. |
||||||||
4.00%, 1/22/25 |
450,000 | 446,427 | ||||||
3.95%, 4/21/25, Series L |
200,000 | 198,058 | ||||||
4.45%, 3/3/26 |
400,000 | 398,560 | ||||||
4.18%, 11/25/27, Series L |
104,000 | 101,546 | ||||||
3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.04% thereafter)(c)(f) |
250,000 | 232,212 | ||||||
3.97%, 3/5/29, (3.97% fixed rate until 3/5/28; 3-month U.S. dollar London Interbank Offered Rate + 1.07% thereafter)(c)(f) |
100,000 | 94,656 | ||||||
2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate + 1.06% thereafter)(c) |
325,000 | 276,689 | ||||||
2.88%, 10/22/30, (2.884% fixed rate until 10/22/29; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(c)(f) |
125,000 | 108,723 | ||||||
2.50%, 2/13/31, (2.496% fixed rate until 2/13/30; 3-month U.S. dollar London Interbank Offered Rate + 0.99% thereafter)(c)(f) |
320,000 | 268,954 | ||||||
2.65%, 3/11/32, Series N, (2.651% fixed rate until 3/11/31; Secured Overnight Financing Rate + 1.22% thereafter)(c) |
856,000 | 710,951 | ||||||
2.69%, 4/22/32, (2.687% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.32% thereafter)(c) |
860,000 | 715,193 | ||||||
2.97%, 2/4/33, (2.972% fixed rate until 2/4/32; Secured Overnight Financing Rate + 1.33% thereafter)(c) |
375,000 | 316,672 | ||||||
2.48%, 9/21/36, (2.482% fixed rate until 9/21/31; 5-year Constant Maturity Treasury Rate + 1.20% thereafter)(c) |
470,000 | 364,085 |
See Notes to Financial Statements.
100 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
4.24%, 4/24/38, (4.244% fixed rate until 4/24/37; 3-month U.S. dollar London Interbank Offered Rate + 1.814% thereafter)(c)(f) |
$ | 76,000 | $ | 68,994 | ||||
7.75%, 5/14/38 |
250,000 | 309,047 | ||||||
4.08%, 3/20/51, (4.083% fixed rate until 3/20/50; 3-month U.S. dollar London Interbank Offered Rate + 3.15% thereafter)(c)(f) |
60,000 | 51,517 | ||||||
BankUnited, Inc. |
125,000 | 121,201 | ||||||
Baxalta, Inc. |
14,000 | 13,907 | ||||||
Baxter International, Inc. |
||||||||
3.95%, 4/1/30 |
400,000 | 377,524 | ||||||
1.73%, 4/1/31 |
260,000 | 205,288 | ||||||
Becton Dickinson and Co. |
||||||||
1.96%, 2/11/31 |
250,000 | 204,412 | ||||||
4.69%, 12/15/44 |
33,000 | 31,372 | ||||||
4.67%, 6/6/47 |
124,000 | 118,369 | ||||||
3.79%, 5/20/50 |
112,000 | 93,147 | ||||||
Berkshire Hathaway Energy Co. |
148,000 | 140,103 | ||||||
Berry Global, Inc. |
175,000 | 150,834 | ||||||
Biogen, Inc. |
||||||||
2.25%, 5/1/30 |
175,000 | 143,491 | ||||||
3.15%, 5/1/50 |
245,000 | 167,107 | ||||||
3.25%, 2/15/51 |
157,000 | 110,019 | ||||||
Black Hills Corp. |
||||||||
2.50%, 6/15/30(d) |
160,000 | 132,782 | ||||||
4.35%, 5/1/33 |
150,000 | 138,010 | ||||||
4.20%, 9/15/46 |
50,000 | 41,749 | ||||||
3.88%, 10/15/49 |
70,000 | 56,121 | ||||||
Blackstone Private Credit Fund |
500,000 | 464,125 | ||||||
Block Financial LLC |
255,000 | 231,782 | ||||||
Boardwalk Pipelines LP |
||||||||
4.45%, 7/15/27 |
110,000 | 105,834 | ||||||
3.40%, 2/15/31 |
210,000 | 178,531 | ||||||
Boeing Co. |
||||||||
4.88%, 5/1/25 |
500,000 | 501,890 | ||||||
2.80%, 3/1/27 |
285,000 | 259,852 | ||||||
3.25%, 3/1/28 |
649,000 | 593,283 | ||||||
5.15%, 5/1/30 |
382,000 | 376,098 | ||||||
3.63%, 2/1/31 |
200,000 | 177,566 | ||||||
3.60%, 5/1/34 |
337,000 | 274,460 | ||||||
6.63%, 2/15/38 |
220,000 | 232,553 | ||||||
3.55%, 3/1/38 |
50,000 | 37,693 | ||||||
6.88%, 3/15/39 |
70,000 | 75,330 | ||||||
5.88%, 2/15/40 |
130,000 | 128,007 | ||||||
5.71%, 5/1/40 |
151,000 | 144,737 | ||||||
3.38%, 6/15/46 |
60,000 | 41,225 | ||||||
3.85%, 11/1/48 |
50,000 | 35,768 | ||||||
3.75%, 2/1/50 |
60,000 | 43,232 | ||||||
5.81%, 5/1/50 |
300,000 | 288,174 | ||||||
5.93%, 5/1/60 |
567,000 | 542,517 | ||||||
Bon Secours Mercy Health, Inc. |
||||||||
3.46%, 6/1/30 |
61,000 | 57,219 | ||||||
2.10%, 6/1/31, Series 20-2 |
100,000 | 82,026 | ||||||
Booking Holdings, Inc. |
175,000 | 176,010 | ||||||
BorgWarner, Inc. |
27,000 | 21,857 | ||||||
Boston Properties LP |
||||||||
4.50%, 12/1/28 |
50,000 | 48,736 | ||||||
2.90%, 3/15/30 |
77,000 | 65,689 | ||||||
2.45%, 10/1/33 |
650,000 | 492,661 | ||||||
Boston Scientific Corp. |
||||||||
6.75%, 11/15/35 |
165,000 | 188,022 | ||||||
4.70%, 3/1/49 |
16,000 | 15,297 | ||||||
BP Capital Markets America, Inc. |
||||||||
3.02%, 1/16/27 |
142,000 | 136,100 | ||||||
4.23%, 11/6/28 |
35,000 | 34,653 | ||||||
2.72%, 1/12/32 |
103,000 | 89,855 | ||||||
Brandywine Operating Partnership LP |
190,000 | 178,948 | ||||||
Brighthouse Financial, Inc. |
||||||||
5.63%, 5/15/30 |
350,000 | 346,874 | ||||||
4.70%, 6/22/47 |
25,000 | 19,790 | ||||||
Bristol-Myers Squibb Co. |
||||||||
1.45%, 11/13/30 |
113,000 | 92,368 | ||||||
4.25%, 10/26/49 |
25,000 | 23,194 | ||||||
Brixmor Operating Partnership LP |
281,000 | 250,556 | ||||||
Broadcom Corp. / Broadcom Cayman Finance Ltd. |
105,000 | 101,030 | ||||||
Broadcom, Inc. |
||||||||
1.95%, 2/15/28(e) |
233,000 | 200,086 | ||||||
4.75%, 4/15/29 |
500,000 | 491,635 | ||||||
5.00%, 4/15/30 |
250,000 | 244,610 | ||||||
4.15%, 11/15/30 |
790,000 | 721,870 | ||||||
2.60%, 2/15/33(e) |
280,000 | 215,558 | ||||||
3.42%, 4/15/33(e) |
675,000 | 557,145 | ||||||
3.47%, 4/15/34(e) |
180,000 | 146,104 | ||||||
3.50%, 2/15/41(e) |
246,000 | 185,445 | ||||||
3.75%, 2/15/51(e) |
345,000 | 255,145 | ||||||
Broadridge Financial Solutions, Inc. |
325,000 | 286,172 | ||||||
Broadstone Net Lease LLC |
350,000 | 275,954 | ||||||
Brown & Brown, Inc. |
620,000 | 492,714 | ||||||
Brunswick Corp. |
20,000 | 14,874 | ||||||
Bunge Ltd. Finance Corp. |
||||||||
3.75%, 9/25/27 |
114,000 | 110,574 | ||||||
2.75%, 5/14/31 |
75,000 | 62,907 | ||||||
Burlington Northern Santa Fe LLC |
50,000 | 53,181 | ||||||
Camden Property Trust |
20,000 | 17,746 |
See Notes to Financial Statements.
WisdomTree Trust | 101 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Campbell Soup Co. |
||||||||
2.38%, 4/24/30(d) |
$ | 250,000 | $ | 211,757 | ||||
4.80%, 3/15/48 |
133,000 | 124,008 | ||||||
Capital One Financial Corp. |
||||||||
4.17%, 5/9/25, (4.166% fixed rate until 5/09/24; Secured Overnight Financing Rate + 1.37% thereafter)(c) |
500,000 | 496,075 | ||||||
2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(c) |
500,000 | 474,170 | ||||||
3.75%, 3/9/27 |
225,000 | 216,277 | ||||||
3.80%, 1/31/28 |
280,000 | 265,350 | ||||||
5.27%, 5/10/33, (5.268% fixed rate until 5/10/22; Secured Overnight Financing Rate + 2.37% thereafter)(c) |
250,000 | 244,862 | ||||||
Cardinal Health, Inc. |
||||||||
3.41%, 6/15/27 |
184,000 | 177,376 | ||||||
4.50%, 11/15/44 |
102,000 | 86,921 | ||||||
4.90%, 9/15/45 |
75,000 | 68,339 | ||||||
Carlisle Cos., Inc. |
||||||||
3.75%, 12/1/27 |
126,000 | 119,636 | ||||||
2.75%, 3/1/30 |
27,000 | 23,162 | ||||||
Carrier Global Corp. |
||||||||
2.70%, 2/15/31 |
305,000 | 260,321 | ||||||
3.38%, 4/5/40 |
125,000 | 98,828 | ||||||
3.58%, 4/5/50 |
244,000 | 186,192 | ||||||
CDW LLC / CDW Finance Corp. |
||||||||
5.50%, 12/1/24 |
125,000 | 127,961 | ||||||
3.57%, 12/1/31 |
476,000 | 401,535 | ||||||
Celanese U.S. Holdings LLC |
500,000 | 504,170 | ||||||
CenterPoint Energy Resources Corp. |
105,000 | 101,780 | ||||||
CF Industries, Inc. |
185,000 | 164,944 | ||||||
Charles Schwab Corp. |
250,000 | 204,352 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
4.20%, 3/15/28 |
150,000 | 141,646 | ||||||
5.05%, 3/30/29 |
140,000 | 134,730 | ||||||
2.80%, 4/1/31 |
365,000 | 295,946 | ||||||
6.38%, 10/23/35 |
655,000 | 653,173 | ||||||
3.50%, 6/1/41 |
280,000 | 194,774 | ||||||
3.50%, 3/1/42 |
100,000 | 69,694 | ||||||
6.48%, 10/23/45 |
322,000 | 307,574 | ||||||
5.38%, 5/1/47 |
74,000 | 63,266 | ||||||
5.75%, 4/1/48 |
47,000 | 41,751 | ||||||
5.13%, 7/1/49 |
202,000 | 164,820 | ||||||
4.80%, 3/1/50 |
200,000 | 157,674 | ||||||
3.70%, 4/1/51 |
430,000 | 286,922 | ||||||
3.90%, 6/1/52 |
170,000 | 115,486 | ||||||
3.85%, 4/1/61 |
245,000 | 159,872 | ||||||
4.40%, 12/1/61 |
310,000 | 219,716 | ||||||
3.95%, 6/30/62 |
186,000 | 123,378 | ||||||
Cheniere Corpus Christi Holdings LLC |
||||||||
5.13%, 6/30/27 |
425,000 | 424,707 | ||||||
3.70%, 11/15/29 |
75,000 | 69,103 | ||||||
Chubb INA Holdings, Inc. |
505,000 | 404,207 | ||||||
Church & Dwight Co., Inc. |
240,000 | 228,274 | ||||||
Cigna Corp. |
||||||||
4.13%, 11/15/25 |
150,000 | 149,113 | ||||||
3.40%, 3/1/27 |
130,000 | 124,328 | ||||||
3.05%, 10/15/27 |
165,000 | 153,759 | ||||||
4.38%, 10/15/28 |
651,000 | 641,827 | ||||||
2.38%, 3/15/31 |
127,000 | 106,928 | ||||||
4.80%, 8/15/38 |
27,000 | 26,087 | ||||||
6.13%, 11/15/41 |
21,000 | 22,870 | ||||||
4.80%, 7/15/46 |
243,000 | 227,448 | ||||||
3.88%, 10/15/47 |
221,000 | 178,833 | ||||||
4.90%, 12/15/48 |
150,000 | 143,050 | ||||||
3.40%, 3/15/50 |
225,000 | 169,506 | ||||||
3.40%, 3/15/51 |
120,000 | 90,804 | ||||||
Cintas Corp. No. 2 |
48,000 | 47,365 | ||||||
Cisco Systems, Inc. |
50,000 | 54,588 | ||||||
Citigroup, Inc. |
||||||||
4.40%, 6/10/25 |
500,000 | 498,410 | ||||||
4.45%, 9/29/27 |
347,000 | 338,773 | ||||||
3.67%, 7/24/28, (3.668% fixed rate until 7/24/27; 3-month U.S. dollar London Interbank Offered Rate + 1.39% thereafter)(c)(f) |
250,000 | 234,577 | ||||||
4.13%, 7/25/28 |
347,000 | 331,083 | ||||||
2.98%, 11/5/30, (2.976% fixed rate until 11/5/29; Secured Overnight Financing Rate + 1.422% thereafter)(c) |
215,000 | 187,710 | ||||||
2.67%, 1/29/31, (2.666% fixed rate until 1/29/30; Secured Overnight Financing Rate + 1.146% thereafter)(c) |
142,000 | 120,511 | ||||||
2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(c) |
215,000 | 176,420 | ||||||
6.63%, 6/15/32 |
386,000 | 420,007 | ||||||
3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(c) |
275,000 | 233,156 | ||||||
3.79%, 3/17/33, (3.785% fixed rate until 3/17/32; Secured Overnight Financing Rate + 1.939% thereafter)(c) |
500,000 | 450,315 | ||||||
6.00%, 10/31/33 |
50,000 | 52,379 | ||||||
6.68%, 9/13/43 |
158,000 | 179,245 | ||||||
4.75%, 5/18/46 |
100,000 | 90,239 | ||||||
Citizens Financial Group, Inc. |
334,000 | 316,605 | ||||||
Citrix Systems, Inc. |
250,000 | 245,825 | ||||||
Clorox Co. |
125,000 | 118,721 | ||||||
CMS Energy Corp. |
||||||||
3.45%, 8/15/27 |
157,000 | 149,381 | ||||||
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 | 75,750 |
See Notes to Financial Statements.
102 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
CNA Financial Corp. |
$ | 360,000 | $ | 289,192 | ||||
CNH Industrial Capital LLC |
91,000 | 90,833 | ||||||
Coca-Cola Co. |
||||||||
2.00%, 3/5/31 |
179,000 | 153,396 | ||||||
1.38%, 3/15/31 |
50,000 | 40,749 | ||||||
2.75%, 6/1/60 |
50,000 | 35,751 | ||||||
Comcast Corp. |
||||||||
2.65%, 2/1/30 |
56,000 | 49,629 | ||||||
1.95%, 1/15/31 |
225,000 | 186,721 | ||||||
1.50%, 2/15/31(d) |
260,000 | 208,694 | ||||||
2.99%, 11/1/63 |
46,000 | 30,857 | ||||||
CommonSpirit Health |
||||||||
4.35%, 11/1/42 |
180,000 | 161,755 | ||||||
3.91%, 10/1/50 |
100,000 | 78,599 | ||||||
Conagra Brands, Inc. |
||||||||
7.00%, 10/1/28 |
228,000 | 246,523 | ||||||
4.85%, 11/1/28 |
187,000 | 185,151 | ||||||
8.25%, 9/15/30 |
335,000 | 390,871 | ||||||
5.40%, 11/1/48 |
10,000 | 9,554 | ||||||
ConocoPhillips |
130,000 | 148,765 | ||||||
Consolidated Edison Co. of New York, Inc. |
||||||||
2.40%, 6/15/31 |
100,000 | 85,493 | ||||||
4.45%, 3/15/44 |
10,000 | 9,331 | ||||||
Constellation Brands, Inc. |
||||||||
3.70%, 12/6/26 |
240,000 | 232,658 | ||||||
3.50%, 5/9/27 |
87,000 | 83,287 | ||||||
2.88%, 5/1/30 |
260,000 | 226,491 | ||||||
4.50%, 5/9/47 |
125,000 | 111,359 | ||||||
4.10%, 2/15/48 |
110,000 | 92,558 | ||||||
Constellation Energy Generation LLC |
||||||||
6.25%, 10/1/39 |
120,000 | 126,571 | ||||||
5.60%, 6/15/42 |
97,000 | 96,434 | ||||||
Consumers Energy Co. |
75,000 | 72,998 | ||||||
Continental Airlines Pass-Through Trust |
9,527 | 9,077 | ||||||
Corebridge Financial, Inc. |
||||||||
3.85%, 4/5/29(e) |
250,000 | 230,582 | ||||||
3.90%, 4/5/32(e) |
300,000 | 270,045 | ||||||
Corning, Inc. |
||||||||
4.75%, 3/15/42 |
75,000 | 69,952 | ||||||
5.45%, 11/15/79 |
250,000 | 229,902 | ||||||
Costco Wholesale Corp. |
100,000 | 84,456 | ||||||
Crown Castle, Inc. |
||||||||
1.35%, 7/15/25 |
50,000 | 45,882 | ||||||
4.00%, 3/1/27 |
220,000 | 214,060 | ||||||
3.65%, 9/1/27 |
104,000 | 98,980 | ||||||
3.80%, 2/15/28 |
95,000 | 89,747 | ||||||
4.30%, 2/15/29 |
205,000 | 197,114 | ||||||
3.10%, 11/15/29 |
102,000 | 90,265 | ||||||
2.25%, 1/15/31 |
405,000 | 328,625 | ||||||
4.75%, 5/15/47 |
190,000 | 171,939 | ||||||
5.20%, 2/15/49 |
85,000 | 80,799 | ||||||
CSX Corp. |
||||||||
3.25%, 6/1/27 |
99,000 | 95,377 | ||||||
3.80%, 3/1/28 |
156,000 | 152,800 | ||||||
6.00%, 10/1/36 |
250,000 | 275,830 | ||||||
4.10%, 3/15/44 |
71,000 | 63,164 | ||||||
3.80%, 11/1/46 |
130,000 | 110,973 | ||||||
4.30%, 3/1/48 |
155,000 | 141,952 | ||||||
4.75%, 11/15/48 |
135,000 | 132,281 | ||||||
4.50%, 3/15/49 |
145,000 | 136,590 | ||||||
3.80%, 4/15/50 |
75,000 | 63,416 | ||||||
3.95%, 5/1/50 |
25,000 | 21,795 | ||||||
2.50%, 5/15/51 |
35,000 | 23,213 | ||||||
4.65%, 3/1/68 |
60,000 | 55,313 | ||||||
CubeSmart LP |
||||||||
2.25%, 12/15/28 |
78,000 | 66,004 | ||||||
4.38%, 2/15/29 |
150,000 | 144,705 | ||||||
2.50%, 2/15/32 |
200,000 | 161,500 | ||||||
CVS Health Corp. |
||||||||
3.88%, 7/20/25 |
434,000 | 431,027 | ||||||
6.25%, 6/1/27 |
125,000 | 135,360 | ||||||
4.30%, 3/25/28 |
947,000 | 936,886 | ||||||
3.25%, 8/15/29 |
597,000 | 547,204 | ||||||
4.88%, 7/20/35 |
653,000 | 637,779 | ||||||
4.78%, 3/25/38 |
111,000 | 106,341 | ||||||
6.13%, 9/15/39 |
25,000 | 26,921 | ||||||
4.13%, 4/1/40 |
225,000 | 196,974 | ||||||
2.70%, 8/21/40 |
225,000 | 162,520 | ||||||
5.13%, 7/20/45 |
143,000 | 137,330 | ||||||
5.05%, 3/25/48 |
550,000 | 530,013 | ||||||
4.25%, 4/1/50 |
125,000 | 107,595 | ||||||
Danaher Corp. |
345,000 | 239,151 | ||||||
Dayton Power & Light Co. |
100,000 | 85,427 | ||||||
Dell International LLC / EMC Corp. |
||||||||
6.02%, 6/15/26 |
500,000 | 519,665 | ||||||
6.10%, 7/15/27 |
122,000 | 128,512 | ||||||
5.30%, 10/1/29 |
290,000 | 288,593 | ||||||
8.10%, 7/15/36 |
298,000 | 346,634 | ||||||
3.45%, 12/15/51(e) |
140,000 | 91,476 | ||||||
Dell, Inc. |
112,000 | 122,034 | ||||||
Devon Energy Corp. |
||||||||
7.95%, 4/15/32 |
75,000 | 87,446 | ||||||
4.75%, 5/15/42 |
200,000 | 181,322 | ||||||
5.00%, 6/15/45 |
206,000 | 190,589 | ||||||
DH Europe Finance II Sarl |
||||||||
3.25%, 11/15/39 |
140,000 | 116,435 | ||||||
3.40%, 11/15/49 |
50,000 | 40,430 | ||||||
Diamondback Energy, Inc. |
||||||||
3.50%, 12/1/29 |
225,000 | 204,664 | ||||||
3.13%, 3/24/31 |
160,000 | 138,829 | ||||||
4.40%, 3/24/51 |
37,000 | 31,534 | ||||||
Digital Realty Trust LP |
||||||||
3.70%, 8/15/27 |
163,000 | 155,724 | ||||||
4.45%, 7/15/28(d) |
257,000 | 251,726 | ||||||
3.60%, 7/1/29 |
50,000 | 46,097 |
See Notes to Financial Statements.
WisdomTree Trust | 103 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Dignity Health |
$ | 105,000 | $ | 99,102 | ||||
Discover Bank |
358,000 | 344,485 | ||||||
Discovery Communications LLC |
||||||||
3.95%, 3/20/28 |
188,000 | 172,733 | ||||||
4.13%, 5/15/29 |
425,000 | 388,335 | ||||||
5.00%, 9/20/37 |
250,000 | 218,870 | ||||||
5.30%, 5/15/49 |
25,000 | 20,775 | ||||||
4.00%, 9/15/55 |
499,000 | 330,942 | ||||||
Dollar General Corp. |
268,000 | 247,399 | ||||||
Dollar Tree, Inc. |
350,000 | 291,917 | ||||||
Dominion Energy, Inc. |
||||||||
4.25%, 6/1/28 |
75,000 | 73,787 | ||||||
3.38%, 4/1/30, Series C |
640,000 | 583,443 | ||||||
5.25%, 8/1/33, Series F |
45,000 | 45,612 | ||||||
7.00%, 6/15/38 |
25,000 | 28,324 | ||||||
3.30%, 4/15/41, Series B |
140,000 | 111,408 | ||||||
4.60%, 3/15/49, Series A |
47,000 | 43,812 | ||||||
Dow Chemical Co. |
||||||||
4.80%, 11/30/28 |
272,000 | 274,037 | ||||||
7.38%, 11/1/29 |
105,000 | 120,947 | ||||||
4.25%, 10/1/34 |
145,000 | 134,725 | ||||||
5.25%, 11/15/41 |
128,000 | 125,970 | ||||||
4.38%, 11/15/42 |
105,000 | 92,142 | ||||||
5.55%, 11/30/48 |
250,000 | 253,567 | ||||||
DTE Electric Co. |
250,000 | 221,797 | ||||||
Duke Energy Carolinas LLC |
50,000 | 40,622 | ||||||
Duke Energy Corp. |
||||||||
3.40%, 6/15/29 |
92,000 | 85,196 | ||||||
2.45%, 6/1/30 |
260,000 | 219,944 | ||||||
2.55%, 6/15/31 |
608,000 | 507,917 | ||||||
3.30%, 6/15/41 |
150,000 | 116,060 | ||||||
4.80%, 12/15/45 |
10,000 | 9,329 | ||||||
3.75%, 9/1/46 |
200,000 | 157,440 | ||||||
3.95%, 8/15/47 |
75,000 | 61,112 | ||||||
4.20%, 6/15/49 |
50,000 | 42,429 | ||||||
Duke Energy Progress LLC |
||||||||
3.70%, 9/1/28 |
60,000 | 58,613 | ||||||
3.45%, 3/15/29 |
110,000 | 104,931 | ||||||
Duke Realty LP |
||||||||
3.25%, 6/30/26 |
41,000 | 39,289 | ||||||
4.00%, 9/15/28 |
45,000 | 43,723 | ||||||
1.75%, 2/1/31 |
260,000 | 210,062 | ||||||
DuPont de Nemours, Inc. |
||||||||
4.73%, 11/15/28 |
544,000 | 549,707 | ||||||
5.42%, 11/15/48 |
202,000 | 198,903 | ||||||
Eastman Chemical Co. |
||||||||
4.50%, 12/1/28 |
40,000 | 39,121 | ||||||
4.65%, 10/15/44 |
120,000 | 105,173 | ||||||
Eaton Corp. |
||||||||
3.10%, 9/15/27 |
226,000 | 214,953 | ||||||
4.00%, 11/2/32 |
101,000 | 97,402 | ||||||
4.15%, 11/2/42 |
100,000 | 90,215 | ||||||
Eaton Vance Corp. |
260,000 | 249,309 | ||||||
eBay, Inc. |
||||||||
2.60%, 5/10/31(d) |
225,000 | 186,894 | ||||||
4.00%, 7/15/42 |
140,000 | 116,494 | ||||||
Ecolab, Inc. |
||||||||
3.25%, 12/1/27 |
25,000 | 24,284 | ||||||
4.80%, 3/24/30 |
246,000 | 253,857 | ||||||
Edison International |
20,000 | 18,867 | ||||||
Electronic Arts, Inc. |
344,000 | 281,850 | ||||||
Elevance Health, Inc. |
||||||||
2.38%, 1/15/25 |
500,000 | 480,440 | ||||||
3.65%, 12/1/27 |
42,000 | 40,715 | ||||||
2.25%, 5/15/30 |
490,000 | 417,994 | ||||||
2.55%, 3/15/31 |
375,000 | 321,941 | ||||||
4.63%, 5/15/42 |
30,000 | 28,637 | ||||||
5.10%, 1/15/44 |
242,000 | 242,000 | ||||||
4.65%, 8/15/44 |
26,000 | 24,424 | ||||||
4.38%, 12/1/47 |
79,000 | 73,084 | ||||||
3.13%, 5/15/50 |
162,000 | 121,605 | ||||||
3.60%, 3/15/51 |
287,000 | 231,494 | ||||||
Eli Lilly & Co. |
137,000 | 132,894 | ||||||
Energy Transfer LP |
||||||||
2.90%, 5/15/25 |
450,000 | 426,838 | ||||||
4.40%, 3/15/27 |
10,000 | 9,696 | ||||||
5.50%, 6/1/27 |
125,000 | 126,567 | ||||||
4.00%, 10/1/27 |
486,000 | 462,269 | ||||||
4.95%, 5/15/28 |
170,000 | 166,161 | ||||||
4.15%, 9/15/29 |
192,000 | 176,648 | ||||||
3.75%, 5/15/30 |
175,000 | 157,850 | ||||||
6.63%, 10/15/36 |
50,000 | 51,229 | ||||||
5.80%, 6/15/38, Series 20Y |
275,000 | 258,525 | ||||||
7.50%, 7/1/38 |
50,000 | 54,562 | ||||||
6.10%, 2/15/42 |
100,000 | 95,810 | ||||||
4.95%, 1/15/43 |
54,000 | 45,338 | ||||||
5.00%, 5/15/44 |
60,000 | 51,371 | ||||||
5.35%, 5/15/45 |
180,000 | 159,804 | ||||||
5.30%, 4/15/47 |
85,000 | 74,394 | ||||||
5.40%, 10/1/47 |
60,000 | 53,647 | ||||||
6.25%, 4/15/49 |
75,000 | 73,784 | ||||||
5.00%, 5/15/50 |
175,000 | 150,395 | ||||||
Enstar Group Ltd. |
196,000 | 184,532 | ||||||
Entergy Corp. |
335,000 | 287,219 | ||||||
Enterprise Products Operating LLC |
||||||||
4.15%, 10/16/28 |
371,000 | 364,151 | ||||||
3.13%, 7/31/29 |
152,000 | 137,983 | ||||||
6.65%, 10/15/34, Series H |
290,000 | 323,588 | ||||||
7.55%, 4/15/38 |
50,000 | 59,009 | ||||||
5.95%, 2/1/41 |
175,000 | 183,853 | ||||||
4.45%, 2/15/43 |
200,000 | 178,032 | ||||||
4.85%, 3/15/44 |
100,000 | 93,226 | ||||||
5.10%, 2/15/45 |
75,000 | 71,772 | ||||||
4.25%, 2/15/48 |
120,000 | 103,097 |
See Notes to Financial Statements.
104 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
4.95%, 10/15/54 |
$ | 175,000 | $ | 160,431 | ||||
3.95%, 1/31/60 |
270,000 | 211,278 | ||||||
5.25%, 8/16/77, Series E, (5.25% fixed rate until 8/16/27; 3-month U.S. dollar London Interbank Offered Rate + 3.033% thereafter)(c)(f) |
68,000 | 59,552 | ||||||
5.38%, 2/15/78, (5.375% fixed rate until 2/15/78; 3-month U.S. dollar London Interbank Offered Rate + 2.57% thereafter)(c)(f) |
100,000 | 82,776 | ||||||
EPR Properties |
||||||||
4.75%, 12/15/26 |
15,000 | 14,041 | ||||||
3.60%, 11/15/31 |
44,000 | 34,513 | ||||||
EQT Corp. |
500,000 | 514,175 | ||||||
Equifax, Inc. |
500,000 | 469,745 | ||||||
Equinix, Inc. |
||||||||
1.80%, 7/15/27 |
48,000 | 42,046 | ||||||
3.20%, 11/18/29 |
430,000 | 385,366 | ||||||
2.15%, 7/15/30 |
185,000 | 151,143 | ||||||
3.90%, 4/15/32 |
250,000 | 227,077 | ||||||
3.00%, 7/15/50 |
134,000 | 92,295 | ||||||
2.95%, 9/15/51 |
140,000 | 94,905 | ||||||
Equitable Holdings, Inc. |
||||||||
4.35%, 4/20/28 |
329,000 | 323,831 | ||||||
5.00%, 4/20/48 |
95,000 | 89,096 | ||||||
ERP Operating LP |
||||||||
3.50%, 3/1/28 |
112,000 | 105,795 | ||||||
4.15%, 12/1/28 |
183,000 | 177,272 | ||||||
Essential Properties LP |
193,000 | 148,546 | ||||||
Essential Utilities, Inc. |
367,000 | 341,475 | ||||||
Essex Portfolio LP |
||||||||
4.00%, 3/1/29 |
125,000 | 118,439 | ||||||
3.00%, 1/15/30 |
135,000 | 118,309 | ||||||
1.65%, 1/15/31 |
256,000 | 199,132 | ||||||
4.50%, 3/15/48 |
25,000 | 22,205 | ||||||
Estee Lauder Cos., Inc. |
260,000 | 219,578 | ||||||
Everest Reinsurance Holdings, Inc. |
||||||||
3.50%, 10/15/50 |
250,000 | 187,937 | ||||||
3.13%, 10/15/52 |
32,000 | 22,279 | ||||||
Evergy Metro, Inc. |
50,000 | 44,754 | ||||||
Evergy, Inc. |
160,000 | 140,402 | ||||||
Eversource Energy |
||||||||
4.20%, 6/27/24 |
500,000 | 500,280 | ||||||
1.65%, 8/15/30, Series R |
300,000 | 240,417 | ||||||
Exelon Corp. |
||||||||
2.75%, 3/15/27(e) |
100,000 | 93,635 | ||||||
3.35%, 3/15/32(e) |
500,000 | 449,045 | ||||||
4.95%, 6/15/35 |
51,000 | 50,142 | ||||||
4.45%, 4/15/46 |
30,000 | 26,940 | ||||||
Expedia Group, Inc. |
||||||||
3.25%, 2/15/30 |
275,000 | 238,821 | ||||||
2.95%, 3/15/31 |
475,000 | 395,347 | ||||||
Extra Space Storage LP |
95,000 | 77,725 | ||||||
Federal Realty Investment Trust |
||||||||
3.20%, 6/15/29 |
71,000 | 63,713 | ||||||
4.50%, 12/1/44 |
130,000 | 114,478 | ||||||
FedEx Corp. |
||||||||
3.40%, 2/15/28 |
65,000 | 62,295 | ||||||
3.10%, 8/5/29 |
277,000 | 253,574 | ||||||
4.25%, 5/15/30 |
250,000 | 244,387 | ||||||
4.90%, 1/15/34 |
100,000 | 100,991 | ||||||
3.25%, 5/15/41 |
145,000 | 113,596 | ||||||
4.75%, 11/15/45 |
250,000 | 232,307 | ||||||
4.40%, 1/15/47 |
170,000 | 150,962 | ||||||
4.05%, 2/15/48 |
75,000 | 63,425 | ||||||
5.25%, 5/15/50(d) |
160,000 | 158,658 | ||||||
Fidelity National Financial, Inc. |
200,000 | 195,440 | ||||||
Fidelity National Information Services, Inc. |
||||||||
0.60%, 3/1/24 |
175,000 | 166,000 | ||||||
1.65%, 3/1/28 |
503,000 | 430,125 | ||||||
5.10%, 7/15/32 |
500,000 | 498,970 | ||||||
Fifth Third Bancorp |
||||||||
3.65%, 1/25/24 |
210,000 | 208,809 | ||||||
8.25%, 3/1/38 |
250,000 | 323,297 | ||||||
First Republic Bank |
75,000 | 64,603 | ||||||
Fiserv, Inc. |
||||||||
2.75%, 7/1/24 |
481,000 | 469,206 | ||||||
4.20%, 10/1/28 |
297,000 | 288,286 | ||||||
2.65%, 6/1/30 |
423,000 | 361,851 | ||||||
4.40%, 7/1/49 |
188,000 | 162,806 | ||||||
Flex Ltd. |
50,000 | 47,416 | ||||||
Flowers Foods, Inc. |
8,000 | 7,648 | ||||||
FMC Corp. |
||||||||
3.45%, 10/1/29 |
100,000 | 89,602 | ||||||
4.50%, 10/1/49 |
157,000 | 132,776 | ||||||
Ford Foundation |
75,000 | 52,596 | ||||||
Fox Corp. |
||||||||
4.71%, 1/25/29 |
314,000 | 311,234 | ||||||
3.50%, 4/8/30 |
96,000 | 87,235 | ||||||
5.48%, 1/25/39 |
215,000 | 210,713 | ||||||
5.58%, 1/25/49 |
37,000 | 36,132 | ||||||
Freeport-McMoRan, Inc. |
||||||||
4.13%, 3/1/28 |
445,000 | 416,938 | ||||||
5.40%, 11/14/34 |
90,000 | 85,612 | ||||||
FS KKR Capital Corp. |
||||||||
3.40%, 1/15/26 |
100,000 | 91,088 | ||||||
3.13%, 10/12/28 |
240,000 | 195,917 | ||||||
GATX Corp. |
||||||||
3.85%, 3/30/27 |
135,000 | 128,451 | ||||||
3.50%, 3/15/28 |
100,000 | 92,578 |
See Notes to Financial Statements.
WisdomTree Trust | 105 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
4.55%, 11/7/28(d) |
$ | 90,000 | $ | 87,184 | ||||
4.70%, 4/1/29 |
66,000 | 64,191 | ||||||
1.90%, 6/1/31 |
190,000 | 146,765 | ||||||
GE Capital International Funding Co. Unlimited Co. |
770,000 | 726,418 | ||||||
General Dynamics Corp. |
||||||||
2.13%, 8/15/26 |
114,000 | 107,103 | ||||||
2.63%, 11/15/27 |
67,000 | 62,330 | ||||||
General Electric Co. |
||||||||
6.75%, 3/15/32, Series MTNA |
213,000 | 241,678 | ||||||
5.88%, 1/14/38 |
158,000 | 166,921 | ||||||
6.88%, 1/10/39, Series GMTN |
210,000 | 241,905 | ||||||
General Mills, Inc. |
||||||||
3.20%, 2/10/27 |
28,000 | 27,028 | ||||||
4.20%, 4/17/28 |
435,000 | 432,855 | ||||||
2.25%, 10/14/31 |
260,000 | 215,756 | ||||||
3.00%, 2/1/51 |
125,000 | 91,408 | ||||||
General Motors Co. |
||||||||
6.80%, 10/1/27 |
500,000 | 530,725 | ||||||
5.00%, 4/1/35 |
185,000 | 166,609 | ||||||
6.60%, 4/1/36 |
520,000 | 527,498 | ||||||
5.15%, 4/1/38 |
135,000 | 119,040 | ||||||
6.25%, 10/2/43 |
175,000 | 167,792 | ||||||
5.95%, 4/1/49 |
225,000 | 209,248 | ||||||
General Motors Financial Co., Inc. |
||||||||
1.05%, 3/8/24 |
525,000 | 498,703 | ||||||
1.50%, 6/10/26 |
784,000 | 688,964 | ||||||
3.85%, 1/5/28 |
131,000 | 120,477 | ||||||
Georgia Power Co. |
||||||||
2.20%, 9/15/24, Series A |
50,000 | 48,353 | ||||||
4.30%, 3/15/43 |
25,000 | 21,977 | ||||||
3.25%, 3/15/51, Series A |
105,000 | 78,000 | ||||||
Gilead Sciences, Inc. |
||||||||
3.65%, 3/1/26 |
500,000 | 491,245 | ||||||
2.95%, 3/1/27(d) |
72,000 | 68,268 | ||||||
1.65%, 10/1/30 |
575,000 | 468,130 | ||||||
2.60%, 10/1/40 |
235,000 | 171,216 | ||||||
4.80%, 4/1/44 |
435,000 | 413,763 | ||||||
2.80%, 10/1/50 |
178,000 | 122,475 | ||||||
Global Payments, Inc. |
||||||||
4.45%, 6/1/28 |
85,000 | 81,808 | ||||||
3.20%, 8/15/29 |
572,000 | 500,231 | ||||||
5.40%, 8/15/32 |
500,000 | 490,375 | ||||||
4.15%, 8/15/49 |
43,000 | 32,961 | ||||||
Globe Life, Inc. |
||||||||
4.55%, 9/15/28 |
75,000 | 73,838 | ||||||
2.15%, 8/15/30 |
130,000 | 105,825 | ||||||
GLP Capital LP / GLP Financing II, Inc. |
||||||||
5.75%, 6/1/28 |
455,000 | 452,074 | ||||||
4.00%, 1/15/30 |
400,000 | 351,072 | ||||||
Goldman Sachs Group, Inc. |
||||||||
4.25%, 10/21/25 |
25,000 | 24,721 | ||||||
4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month U.S. dollar London Interbank Offered Rate + 1.301% thereafter)(c)(f) |
210,000 | 200,800 | ||||||
3.80%, 3/15/30 |
250,000 | 231,727 | ||||||
2.62%, 4/22/32, (2.615% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.281% thereafter)(c) |
350,000 | 288,641 | ||||||
3.10%, 2/24/33, (3.102% fixed rate until 2/24/32; Secured Overnight Financing Rate + 1.41% thereafter)(c) |
321,000 | 273,344 | ||||||
6.45%, 5/1/36 |
160,000 | 172,952 | ||||||
6.75%, 10/1/37 |
500,000 | 554,910 | ||||||
4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month U.S. dollar London Interbank Offered Rate + 1.373% thereafter)(c)(f) |
136,000 | 118,757 | ||||||
5.15%, 5/22/45 |
179,000 | 170,043 | ||||||
Golub Capital BDC, Inc. |
200,000 | 166,992 | ||||||
GSK Consumer Healthcare Capital U.S. LLC |
500,000 | 489,435 | ||||||
GSK Consumer Healthcare Capital UK PLC |
500,000 | 482,155 | ||||||
GXO Logistics, Inc. |
250,000 | 191,297 | ||||||
Halliburton Co. |
||||||||
2.92%, 3/1/30(d) |
150,000 | 132,919 | ||||||
4.85%, 11/15/35 |
180,000 | 171,679 | ||||||
6.70%, 9/15/38 |
56,000 | 60,976 | ||||||
7.45%, 9/15/39 |
53,000 | 61,739 | ||||||
4.75%, 8/1/43 |
200,000 | 177,964 | ||||||
5.00%, 11/15/45 |
107,000 | 97,843 | ||||||
Harley-Davidson, Inc. |
110,000 | 85,932 | ||||||
Hartford Financial Services Group, Inc. |
||||||||
4.30%, 4/15/43 |
140,000 | 122,930 | ||||||
4.40%, 3/15/48 |
130,000 | 118,197 | ||||||
3.60%, 8/19/49 |
45,000 | 35,569 | ||||||
Hasbro, Inc. |
||||||||
3.50%, 9/15/27 |
184,000 | 173,865 | ||||||
6.35%, 3/15/40 |
91,000 | 94,092 | ||||||
HCA, Inc. |
||||||||
5.38%, 2/1/25 |
500,000 | 504,545 | ||||||
5.88%, 2/15/26 |
250,000 | 255,197 | ||||||
4.50%, 2/15/27 |
152,000 | 148,654 | ||||||
5.63%, 9/1/28 |
450,000 | 453,109 | ||||||
4.13%, 6/15/29 |
576,000 | 534,275 | ||||||
2.38%, 7/15/31 |
420,000 | 333,459 | ||||||
5.13%, 6/15/39 |
95,000 | 85,965 | ||||||
5.50%, 6/15/47 |
69,000 | 63,893 | ||||||
5.25%, 6/15/49 |
288,000 | 258,134 | ||||||
3.50%, 7/15/51 |
170,000 | 116,639 | ||||||
Healthcare Realty Holdings LP |
||||||||
3.63%, 1/15/28 |
306,000 | 281,186 | ||||||
3.10%, 2/15/30 |
125,000 | 107,821 | ||||||
2.00%, 3/15/31 |
300,000 | 233,844 | ||||||
Healthpeak Properties, Inc. |
||||||||
3.25%, 7/15/26 |
138,000 | 132,552 | ||||||
2.88%, 1/15/31 |
270,000 | 233,356 | ||||||
6.75%, 2/1/41 |
32,000 | 35,612 |
See Notes to Financial Statements.
106 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Hershey Co. |
$ | 50,000 | $ | 41,870 | ||||
Hess Corp. |
||||||||
4.30%, 4/1/27 |
33,000 | 32,257 | ||||||
7.13%, 3/15/33 |
100,000 | 111,369 | ||||||
6.00%, 1/15/40 |
250,000 | 255,267 | ||||||
5.60%, 2/15/41 |
26,000 | 25,126 | ||||||
Hewlett Packard Enterprise Co. |
||||||||
1.45%, 4/1/24 |
500,000 | 480,530 | ||||||
6.20%, 10/15/35 |
50,000 | 53,357 | ||||||
6.35%, 10/15/45 |
117,000 | 117,665 | ||||||
Highwoods Realty LP |
||||||||
4.13%, 3/15/28 |
25,000 | 23,634 | ||||||
4.20%, 4/15/29 |
75,000 | 69,318 | ||||||
3.05%, 2/15/30 |
105,000 | 89,729 | ||||||
Home Depot, Inc. |
||||||||
2.95%, 6/15/29 |
170,000 | 158,243 | ||||||
1.38%, 3/15/31 |
220,000 | 176,697 | ||||||
2.38%, 3/15/51 |
50,000 | 33,146 | ||||||
Hormel Foods Corp. |
150,000 | 127,066 | ||||||
Host Hotels & Resorts LP |
235,000 | 199,120 | ||||||
HP, Inc. |
||||||||
3.40%, 6/17/30 |
325,000 | 281,820 | ||||||
2.65%, 6/17/31 |
236,000 | 187,814 | ||||||
4.20%, 4/15/32 |
250,000 | 221,132 | ||||||
6.00%, 9/15/41 |
135,000 | 131,343 | ||||||
Hubbell, Inc. |
161,000 | 153,916 | ||||||
Hudson Pacific Properties LP |
||||||||
4.65%, 4/1/29 |
125,000 | 117,889 | ||||||
3.25%, 1/15/30 |
100,000 | 84,729 | ||||||
Humana, Inc. |
||||||||
2.15%, 2/3/32 |
500,000 | 405,985 | ||||||
4.95%, 10/1/44 |
117,000 | 113,138 | ||||||
Huntington Bancshares, Inc. |
||||||||
5.02%, 5/17/33, (5.023% fixed rate until 5/17/32; Secured Overnight Financing Rate + 2.05% thereafter)(c) |
500,000 | 494,855 | ||||||
Huntington Ingalls Industries, Inc. |
||||||||
3.48%, 12/1/27 |
100,000 | 93,014 | ||||||
4.20%, 5/1/30 |
275,000 | 256,418 | ||||||
Huntsman International LLC |
329,000 | 303,496 | ||||||
Hyatt Hotels Corp. |
140,000 | 132,849 | ||||||
Indiana Michigan Power Co. |
92,000 | 88,994 | ||||||
Ingredion, Inc. |
109,000 | 104,711 | ||||||
Intel Corp. |
||||||||
2.45%, 11/15/29(d) |
80,000 | 70,319 | ||||||
3.90%, 3/25/30 |
334,000 | 323,138 | ||||||
2.00%, 8/12/31(d) |
170,000 | 140,326 | ||||||
Intercontinental Exchange, Inc. |
25,000 | 17,027 | ||||||
International Business Machines Corp. |
400,000 | 377,920 | ||||||
International Flavors & Fragrances, Inc. |
200,000 | 185,580 | ||||||
International Paper Co. |
||||||||
4.80%, 6/15/44 |
50,000 | 45,467 | ||||||
4.35%, 8/15/48(d) |
259,000 | 229,982 | ||||||
Interpublic Group of Cos., Inc. |
||||||||
4.65%, 10/1/28(d) |
38,000 | 37,006 | ||||||
4.75%, 3/30/30 |
43,000 | 41,342 | ||||||
5.40%, 10/1/48 |
165,000 | 159,207 | ||||||
Interstate Power and Light Co. |
||||||||
4.10%, 9/26/28 |
100,000 | 98,816 | ||||||
6.25%, 7/15/39 |
10,000 | 10,915 | ||||||
3.70%, 9/15/46 |
100,000 | 81,699 | ||||||
3.10%, 11/30/51 |
150,000 | 108,998 | ||||||
Invitation Homes Operating Partnership LP |
53,000 | 40,239 | ||||||
J.M. Smucker Co. |
||||||||
4.25%, 3/15/35 |
222,000 | 205,246 | ||||||
2.75%, 9/15/41 |
75,000 | 52,997 | ||||||
4.38%, 3/15/45 |
5,000 | 4,352 | ||||||
Jabil, Inc. |
214,000 | 201,864 | ||||||
Janus Henderson U.S. Holdings, Inc. |
2,000 | 2,013 | ||||||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. |
||||||||
2.50%, 1/15/27 |
500,000 | 445,700 | ||||||
3.63%, 1/15/32 |
500,000 | 433,120 | ||||||
Jefferies Group LLC |
||||||||
2.75%, 10/15/32 |
120,000 | 92,290 | ||||||
6.25%, 1/15/36 |
318,000 | 323,311 | ||||||
Jefferies Group LLC / Jefferies Group Capital Finance, Inc. |
||||||||
4.85%, 1/15/27 |
69,000 | 68,559 | ||||||
4.15%, 1/23/30 |
203,000 | 183,059 | ||||||
JetBlue Pass Through Trust |
||||||||
2.75%, 11/15/33, Series 2019-1, Class AA |
89,917 | 76,970 | ||||||
John Deere Capital Corp. |
||||||||
3.05%, 1/6/28 |
25,000 | 24,038 | ||||||
3.45%, 3/7/29 |
60,000 | 58,170 | ||||||
2.80%, 7/18/29 |
185,000 | 171,506 | ||||||
2.45%, 1/9/30 |
45,000 | 39,969 | ||||||
Johnson & Johnson |
||||||||
4.38%, 12/5/33 |
30,000 | 30,662 | ||||||
3.40%, 1/15/38 |
50,000 | 44,869 | ||||||
Johnson Controls International PLC |
||||||||
6.00%, 1/15/36 |
252,000 | 271,175 | ||||||
5.13%, 9/14/45 |
11,000 | 10,546 | ||||||
4.50%, 2/15/47 |
120,000 | 105,221 | ||||||
JPMorgan Chase & Co. |
||||||||
8.00%, 4/29/27 |
1,000 | 1,151 | ||||||
3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(c)(f) |
360,000 | 339,304 |
See Notes to Financial Statements.
WisdomTree Trust | 107 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.26% thereafter)(c)(f) |
$ | 685,000 | $ | 656,155 | ||||
2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; Secured Overnight Financing Rate + 2.515% thereafter)(c) |
50,000 | 43,148 | ||||||
1.95%, 2/4/32, (1.953% fixed rate until 2/4/31; Secured Overnight Financing Rate + 1.065% thereafter)(c) |
500,000 | 396,865 | ||||||
2.58%, 4/22/32, (2.58% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.25% thereafter)(c) |
822,000 | 680,616 | ||||||
2.96%, 1/25/33, (2.963% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.26% thereafter)(c) |
175,000 | 148,837 | ||||||
3.16%, 4/22/42, (3.157% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.46% thereafter)(c) |
25,000 | 19,403 | ||||||
Juniper Networks, Inc. |
||||||||
2.00%, 12/10/30 |
60,000 | 46,874 | ||||||
5.95%, 3/15/41 |
75,000 | 72,286 | ||||||
Kansas City Southern |
||||||||
2.88%, 11/15/29 |
200,000 | 180,268 | ||||||
4.30%, 5/15/43 |
25,000 | 22,133 | ||||||
4.70%, 5/1/48 |
125,000 | 118,646 | ||||||
3.50%, 5/1/50 |
69,000 | 54,222 | ||||||
4.20%, 11/15/69 |
90,000 | 74,678 | ||||||
Kellogg Co. |
||||||||
3.40%, 11/15/27 |
220,000 | 209,429 | ||||||
7.45%, 4/1/31, Series B |
150,000 | 172,951 | ||||||
Kennametal, Inc. |
121,000 | 116,636 | ||||||
Keurig Dr. Pepper, Inc. |
||||||||
3.13%, 12/15/23 |
38,000 | 37,652 | ||||||
0.75%, 3/15/24 |
229,000 | 217,802 | ||||||
3.20%, 5/1/30 |
815,000 | 732,465 | ||||||
KeyBank NA |
275,000 | 252,530 | ||||||
KeyCorp |
||||||||
4.10%, 4/30/28 |
307,000 | 298,502 | ||||||
2.55%, 10/1/29 |
93,000 | 79,694 | ||||||
Kilroy Realty LP |
||||||||
4.25%, 8/15/29 |
50,000 | 46,523 | ||||||
3.05%, 2/15/30 |
270,000 | 228,820 | ||||||
Kimberly-Clark Corp. |
47,000 | 44,350 | ||||||
Kimco Realty Corp. |
||||||||
3.80%, 4/1/27 |
39,000 | 37,565 | ||||||
1.90%, 3/1/28 |
71,000 | 61,044 | ||||||
2.70%, 10/1/30 |
50,000 | 42,529 | ||||||
4.45%, 9/1/47 |
125,000 | 108,546 | ||||||
3.70%, 10/1/49 |
250,000 | 193,472 | ||||||
Kinder Morgan Energy Partners LP |
||||||||
7.30%, 8/15/33 |
124,000 | 138,328 | ||||||
5.80%, 3/15/35 |
50,000 | 50,643 | ||||||
6.50%, 2/1/37 |
25,000 | 26,273 | ||||||
6.95%, 1/15/38 |
65,000 | 70,563 | ||||||
6.38%, 3/1/41 |
8,000 | 8,113 | ||||||
5.00%, 8/15/42 |
210,000 | 189,454 | ||||||
4.70%, 11/1/42 |
100,000 | 85,994 | ||||||
5.40%, 9/1/44 |
85,000 | 79,059 | ||||||
Kinder Morgan, Inc. |
||||||||
4.30%, 3/1/28 |
192,000 | 187,851 | ||||||
2.00%, 2/15/31(d) |
305,000 | 242,716 | ||||||
7.75%, 1/15/32 |
447,000 | 519,919 | ||||||
5.30%, 12/1/34 |
168,000 | 164,951 | ||||||
5.55%, 6/1/45 |
73,000 | 71,030 | ||||||
5.05%, 2/15/46 |
55,000 | 50,205 | ||||||
5.20%, 3/1/48 |
75,000 | 69,906 | ||||||
3.25%, 8/1/50 |
190,000 | 132,886 | ||||||
Kirby Corp. |
80,000 | 74,269 | ||||||
Kohls Corp. |
257,000 | 181,756 | ||||||
Kraft Heinz Foods Co. |
||||||||
4.25%, 3/1/31 |
500,000 | 475,535 | ||||||
5.20%, 7/15/45 |
449,000 | 422,707 | ||||||
4.88%, 10/1/49 |
196,000 | 178,278 | ||||||
Kroger Co. |
||||||||
3.70%, 8/1/27(d) |
245,000 | 238,370 | ||||||
5.40%, 7/15/40 |
50,000 | 50,640 | ||||||
5.00%, 4/15/42 |
66,000 | 63,387 | ||||||
5.15%, 8/1/43 |
115,000 | 113,538 | ||||||
4.65%, 1/15/48 |
119,000 | 110,649 | ||||||
5.40%, 1/15/49 |
10,000 | 10,413 | ||||||
Kyndryl Holdings, Inc. |
||||||||
2.05%, 10/15/26(e) |
42,000 | 34,843 | ||||||
4.10%, 10/15/41(e) |
50,000 | 30,671 | ||||||
L3Harris Technologies, Inc. |
||||||||
4.40%, 6/15/28 |
131,000 | 128,947 | ||||||
1.80%, 1/15/31 |
235,000 | 187,344 | ||||||
4.85%, 4/27/35 |
85,000 | 84,102 | ||||||
Laboratory Corp. of America Holdings |
||||||||
1.55%, 6/1/26 |
200,000 | 180,452 | ||||||
3.60%, 9/1/27 |
335,000 | 325,479 | ||||||
4.70%, 2/1/45 |
54,000 | 49,107 | ||||||
Lam Research Corp. |
312,000 | 306,802 | ||||||
Lear Corp. |
298,000 | 274,312 | ||||||
Leggett & Platt, Inc. |
||||||||
3.50%, 11/15/27 |
195,000 | 181,871 | ||||||
3.50%, 11/15/51(d) |
175,000 | 134,008 | ||||||
Leidos, Inc. |
320,000 | 251,398 | ||||||
Life Storage LP |
||||||||
3.50%, 7/1/26 |
35,000 | 33,694 | ||||||
3.88%, 12/15/27 |
10,000 | 9,471 | ||||||
Lincoln National Corp. |
||||||||
3.80%, 3/1/28 |
13,000 | 12,447 | ||||||
3.05%, 1/15/30 |
210,000 | 185,201 | ||||||
4.35%, 3/1/48 |
178,000 | 154,356 | ||||||
Linde, Inc. |
50,000 | 43,221 |
See Notes to Financial Statements.
108 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Lowes Cos., Inc. |
||||||||
4.00%, 4/15/25 |
$ | 650,000 | $ | 650,052 | ||||
3.10%, 5/3/27 |
70,000 | 66,627 | ||||||
3.65%, 4/5/29 |
500,000 | 473,485 | ||||||
4.50%, 4/15/30 |
430,000 | 426,289 | ||||||
5.00%, 4/15/40 |
125,000 | 121,484 | ||||||
2.80%, 9/15/41 |
90,000 | 64,159 | ||||||
4.05%, 5/3/47 |
50,000 | 41,672 | ||||||
5.13%, 4/15/50 |
252,000 | 246,766 | ||||||
3.00%, 10/15/50 |
330,000 | 226,934 | ||||||
LYB International Finance BV |
||||||||
5.25%, 7/15/43 |
200,000 | 187,556 | ||||||
4.88%, 3/15/44 |
195,000 | 177,452 | ||||||
LYB International Finance III LLC |
||||||||
2.25%, 10/1/30 |
100,000 | 82,199 | ||||||
4.20%, 10/15/49 |
110,000 | 88,616 | ||||||
3.80%, 10/1/60 |
260,000 | 185,481 | ||||||
Magallanes, Inc. |
||||||||
3.64%, 3/15/25(e) |
500,000 | 483,170 | ||||||
4.28%, 3/15/32(e) |
485,000 | 421,596 | ||||||
5.05%, 3/15/42(e) |
692,000 | 566,264 | ||||||
5.39%, 3/15/62(e) |
450,000 | 362,106 | ||||||
Magellan Midstream Partners LP |
||||||||
3.25%, 6/1/30 |
125,000 | 110,990 | ||||||
5.15%, 10/15/43 |
147,000 | 135,556 | ||||||
4.20%, 10/3/47 |
100,000 | 81,970 | ||||||
Marathon Oil Corp. |
||||||||
4.40%, 7/15/27 |
140,000 | 136,228 | ||||||
6.60%, 10/1/37 |
79,000 | 83,163 | ||||||
Marathon Petroleum Corp. |
||||||||
6.50%, 3/1/41 |
205,000 | 221,261 | ||||||
4.75%, 9/15/44 |
51,000 | 44,998 | ||||||
4.50%, 4/1/48 |
10,000 | 8,426 | ||||||
5.00%, 9/15/54 |
40,000 | 35,872 | ||||||
Markel Corp. |
||||||||
3.50%, 11/1/27 |
166,000 | 157,023 | ||||||
5.00%, 4/5/46 |
220,000 | 206,653 | ||||||
Marriott International, Inc. |
||||||||
4.63%, 6/15/30, Series FF |
157,000 | 150,183 | ||||||
2.85%, 4/15/31, Series HH |
271,000 | 225,765 | ||||||
3.50%, 10/15/32, Series GG |
310,000 | 266,346 | ||||||
Marsh & McLennan Cos., Inc. |
121,000 | 120,424 | ||||||
Martin Marietta Materials, Inc. |
||||||||
3.45%, 6/1/27 |
35,000 | 33,405 | ||||||
4.25%, 12/15/47 |
190,000 | 159,826 | ||||||
3.20%, 7/15/51 |
146,000 | 102,784 | ||||||
Marvell Technology, Inc. |
450,000 | 371,263 | ||||||
Masco Corp. |
500,000 | 421,515 | ||||||
Massachusetts Institute of Technology |
60,000 | 70,605 | ||||||
Mastercard, Inc. |
||||||||
3.50%, 2/26/28 |
72,000 | 70,626 | ||||||
2.95%, 6/1/29 |
409,000 | 382,370 | ||||||
1.90%, 3/15/31 |
75,000 | 64,209 | ||||||
McCormick & Co., Inc. |
||||||||
3.40%, 8/15/27 |
60,000 | 57,698 | ||||||
1.85%, 2/15/31 |
245,000 | 195,485 | ||||||
McDonalds Corp. |
||||||||
3.30%, 7/1/25 |
500,000 | 491,045 | ||||||
3.80%, 4/1/28 |
28,000 | 27,487 | ||||||
2.63%, 9/1/29 |
52,000 | 46,830 | ||||||
2.13%, 3/1/30 |
150,000 | 129,019 | ||||||
3.60%, 7/1/30 |
231,000 | 219,466 | ||||||
4.70%, 12/9/35 |
356,000 | 354,551 | ||||||
4.88%, 7/15/40 |
125,000 | 122,752 | ||||||
3.70%, 2/15/42 |
200,000 | 167,506 | ||||||
4.45%, 3/1/47 |
44,000 | 40,795 | ||||||
3.63%, 9/1/49 |
50,000 | 40,591 | ||||||
4.20%, 4/1/50 |
175,000 | 156,056 | ||||||
McKesson Corp. |
70,000 | 63,006 | ||||||
MDC Holdings, Inc. |
||||||||
3.85%, 1/15/30 |
50,000 | 40,915 | ||||||
3.97%, 8/6/61 |
170,000 | 98,923 | ||||||
Merck & Co., Inc. |
||||||||
1.45%, 6/24/30 |
225,000 | 185,935 | ||||||
2.15%, 12/10/31 |
200,000 | 170,602 | ||||||
Mercury General Corp. |
60,000 | 57,691 | ||||||
MetLife, Inc. |
||||||||
4.13%, 8/13/42 |
58,000 | 52,245 | ||||||
6.40%, 12/15/66 |
266,000 | 274,743 | ||||||
10.75%, 8/1/69 |
25,000 | 34,343 | ||||||
Micron Technology, Inc. |
387,000 | 382,120 | ||||||
Microsoft Corp. |
50,000 | 51,392 | ||||||
Mid-America Apartments LP |
||||||||
3.95%, 3/15/29 |
260,000 | 248,417 | ||||||
1.70%, 2/15/31 |
100,000 | 79,700 | ||||||
MidAmerican Energy Co. |
||||||||
3.10%, 5/1/27 |
100,000 | 96,042 | ||||||
3.65%, 4/15/29 |
100,000 | 96,873 | ||||||
6.75%, 12/30/31 |
150,000 | 175,327 | ||||||
Mississippi Power Co. |
60,000 | 57,814 | ||||||
Molson Coors Beverage Co. |
||||||||
5.00%, 5/1/42 |
45,000 | 41,826 | ||||||
4.20%, 7/15/46 |
220,000 | 181,397 | ||||||
Mondelez International, Inc. |
||||||||
2.75%, 4/13/30 |
43,000 | 38,058 | ||||||
1.50%, 2/4/31 |
475,000 | 376,167 | ||||||
1.88%, 10/15/32(d) |
175,000 | 137,494 | ||||||
Montefiore Obligated Group |
25,000 | 17,999 | ||||||
Moodys Corp. |
||||||||
3.25%, 1/15/28 |
33,000 | 31,149 | ||||||
4.25%, 8/8/32 |
500,000 | 483,745 | ||||||
5.25%, 7/15/44 |
250,000 | 253,377 | ||||||
3.25%, 5/20/50 |
55,000 | 41,319 |
See Notes to Financial Statements.
WisdomTree Trust | 109 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Morgan Stanley |
||||||||
5.00%, 11/24/25 |
$ | 450,000 | $ | 457,267 | ||||
3.95%, 4/23/27 |
325,000 | 315,149 | ||||||
4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.628% thereafter)(c)(f) |
350,000 | 341,082 | ||||||
1.79%, 2/13/32, (1.794% fixed rate until 2/13/31; Secured Overnight Financing Rate + 1.034% thereafter)(c) |
210,000 | 165,539 | ||||||
7.25%, 4/1/32 |
150,000 | 177,577 | ||||||
1.93%, 4/28/32, (1.928% fixed rate until 4/28/31; Secured Overnight Financing Rate + 1.02% thereafter)(c) |
225,000 | 178,200 | ||||||
2.24%, 7/21/32, (2.239% fixed rate until 7/21/31; Secured Overnight Financing Rate + 1.178% thereafter)(c) |
260,000 | 209,836 | ||||||
2.94%, 1/21/33, (2.943% fixed rate until 1/21/32; Secured Overnight Financing Rate + 1.29% thereafter)(c) |
437,000 | 373,032 | ||||||
2.48%, 9/16/36, (2.484% fixed rate until 9/16/35; Secured Overnight Financing Rate + 1.36% thereafter)(c) |
308,000 | 238,454 | ||||||
2.80%, 1/25/52, (2.802% fixed rate until 1/25/51; Secured Overnight Financing Rate + 1.43% thereafter)(c) |
50,000 | 34,097 | ||||||
Morgan Stanley Domestic Holdings, Inc. |
100,000 | 96,545 | ||||||
Mosaic Co. |
||||||||
4.05%, 11/15/27 |
123,000 | 119,560 | ||||||
5.63%, 11/15/43 |
88,000 | 87,459 | ||||||
Motorola Solutions, Inc. |
||||||||
4.60%, 5/23/29 |
125,000 | 120,565 | ||||||
2.30%, 11/15/30 |
100,000 | 79,610 | ||||||
2.75%, 5/24/31 |
361,000 | 294,139 | ||||||
5.50%, 9/1/44 |
25,000 | 23,596 | ||||||
Mount Sinai Hospitals Group, Inc. |
35,000 | 28,463 | ||||||
MPLX LP |
||||||||
4.25%, 12/1/27 |
175,000 | 169,552 | ||||||
4.00%, 3/15/28 |
280,000 | 268,103 | ||||||
4.80%, 2/15/29 |
85,000 | 83,274 | ||||||
2.65%, 8/15/30 |
210,000 | 175,377 | ||||||
5.20%, 3/1/47 |
10,000 | 9,109 | ||||||
5.20%, 12/1/47 |
227,000 | 205,632 | ||||||
4.70%, 4/15/48 |
475,000 | 407,531 | ||||||
Mylan, Inc. |
||||||||
4.55%, 4/15/28 |
191,000 | 179,834 | ||||||
5.20%, 4/15/48 |
150,000 | 116,315 | ||||||
Nasdaq, Inc. |
||||||||
1.65%, 1/15/31(d) |
460,000 | 366,643 | ||||||
2.50%, 12/21/40 |
50,000 | 34,833 | ||||||
National Fuel Gas Co. |
||||||||
3.95%, 9/15/27 |
160,000 | 148,218 | ||||||
4.75%, 9/1/28 |
105,000 | 101,624 | ||||||
National Health Investors, Inc. |
350,000 | 266,185 | ||||||
National Retail Properties, Inc. |
||||||||
3.50%, 10/15/27 |
15,000 | 13,934 | ||||||
2.50%, 4/15/30 |
200,000 | 169,258 | ||||||
3.50%, 4/15/51 |
150,000 | 113,052 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
3.40%, 2/7/28 |
100,000 | 96,102 | ||||||
3.90%, 11/1/28 |
48,000 | 46,608 | ||||||
3.70%, 3/15/29 |
142,000 | 135,388 | ||||||
1.65%, 6/15/31 |
15,000 | 11,950 | ||||||
2.75%, 4/15/32 |
45,000 | 38,871 | ||||||
NewMarket Corp. |
279,000 | 225,209 | ||||||
Newmont Corp. |
||||||||
2.80%, 10/1/29 |
41,000 | 35,852 | ||||||
2.60%, 7/15/32 |
270,000 | 220,944 | ||||||
6.25%, 10/1/39 |
93,000 | 100,511 | ||||||
5.45%, 6/9/44 |
150,000 | 149,373 | ||||||
NextEra Energy Capital Holdings, Inc. |
||||||||
4.45%, 6/20/25 |
500,000 | 502,840 | ||||||
3.50%, 4/1/29 |
227,000 | 212,622 | ||||||
2.75%, 11/1/29 |
460,000 | 410,118 | ||||||
3.00%, 1/15/52 |
85,000 | 61,430 | ||||||
4.80%, 12/1/77, (4.80% fixed rate until 12/1/27; 3-month U.S. dollar London Interbank Offered Rate + 2.409% thereafter)(c)(f) |
268,000 | 224,080 | ||||||
NIKE, Inc. |
380,000 | 349,148 | ||||||
NiSource, Inc. |
||||||||
3.60%, 5/1/30 |
515,000 | 476,097 | ||||||
5.25%, 2/15/43 |
25,000 | 24,594 | ||||||
4.80%, 2/15/44 |
15,000 | 13,782 | ||||||
5.65%, 2/1/45 |
74,000 | 75,456 | ||||||
4.38%, 5/15/47 |
131,000 | 115,918 | ||||||
3.95%, 3/30/48 |
20,000 | 16,516 | ||||||
Norfolk Southern Corp. |
||||||||
3.15%, 6/1/27 |
60,000 | 57,229 | ||||||
3.80%, 8/1/28 |
34,000 | 33,198 | ||||||
2.55%, 11/1/29 |
193,000 | 171,687 | ||||||
4.84%, 10/1/41 |
120,000 | 118,108 | ||||||
3.95%, 10/1/42 |
62,000 | 54,509 | ||||||
3.94%, 11/1/47 |
96,000 | 83,471 | ||||||
4.10%, 5/15/49 |
38,000 | 33,823 | ||||||
3.05%, 5/15/50 |
255,000 | 188,045 | ||||||
2.90%, 8/25/51 |
110,000 | 79,122 | ||||||
4.10%, 5/15/2121 |
120,000 | 90,385 | ||||||
Northrop Grumman Corp. |
||||||||
2.93%, 1/15/25 |
450,000 | 438,619 | ||||||
3.20%, 2/1/27 |
100,000 | 96,192 | ||||||
7.75%, 2/15/31 |
170,000 | 203,816 | ||||||
5.15%, 5/1/40 |
325,000 | 331,809 | ||||||
5.05%, 11/15/40 |
26,000 | 26,123 | ||||||
4.75%, 6/1/43 |
70,000 | 67,887 | ||||||
5.25%, 5/1/50 |
55,000 | 58,002 | ||||||
NOV, Inc. |
||||||||
3.60%, 12/1/29 |
150,000 | 133,098 | ||||||
3.95%, 12/1/42 |
155,000 | 112,767 |
See Notes to Financial Statements.
110 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
NSTAR Electric Co. |
$ | 125,000 | $ | 120,626 | ||||
Nucor Corp. |
||||||||
5.20%, 8/1/43 |
225,000 | 222,905 | ||||||
2.98%, 12/15/55 |
47,000 | 31,654 | ||||||
NVIDIA Corp. |
515,000 | 465,539 | ||||||
OReilly Automotive, Inc. |
||||||||
3.60%, 9/1/27 |
50,000 | 48,246 | ||||||
4.20%, 4/1/30 |
225,000 | 216,580 | ||||||
1.75%, 3/15/31 |
175,000 | 139,249 | ||||||
Office Properties Income Trust |
15,000 | 12,086 | ||||||
Oglethorpe Power Corp. |
||||||||
5.95%, 11/1/39 |
50,000 | 51,457 | ||||||
5.25%, 9/1/50 |
105,000 | 98,414 | ||||||
Oklahoma Gas and Electric Co. |
135,000 | 130,276 | ||||||
Omega Healthcare Investors, Inc. |
||||||||
4.50%, 4/1/27 |
30,000 | 28,747 | ||||||
4.75%, 1/15/28 |
60,000 | 57,361 | ||||||
3.63%, 10/1/29 |
100,000 | 85,539 | ||||||
Omnicom Group, Inc. |
480,000 | 404,357 | ||||||
ONEOK Partners LP |
100,000 | 97,449 | ||||||
ONEOK, Inc. |
||||||||
4.00%, 7/13/27 |
465,000 | 445,298 | ||||||
4.55%, 7/15/28 |
232,000 | 225,163 | ||||||
3.40%, 9/1/29 |
177,000 | 156,907 | ||||||
4.95%, 7/13/47 |
50,000 | 43,262 | ||||||
4.45%, 9/1/49 |
75,000 | 60,279 | ||||||
4.50%, 3/15/50 |
110,000 | 88,784 | ||||||
7.15%, 1/15/51 |
105,000 | 112,797 | ||||||
Oracle Corp. |
||||||||
2.50%, 4/1/25 |
500,000 | 474,720 | ||||||
2.80%, 4/1/27 |
385,000 | 352,764 | ||||||
3.25%, 11/15/27 |
214,000 | 197,971 | ||||||
2.30%, 3/25/28 |
25,000 | 21,772 | ||||||
2.95%, 4/1/30 |
620,000 | 528,848 | ||||||
2.88%, 3/25/31 |
743,000 | 616,400 | ||||||
4.30%, 7/8/34 |
27,000 | 23,539 | ||||||
3.80%, 11/15/37 |
375,000 | 292,496 | ||||||
6.50%, 4/15/38 |
200,000 | 205,976 | ||||||
3.60%, 4/1/40 |
80,000 | 58,329 | ||||||
5.38%, 7/15/40 |
560,000 | 505,030 | ||||||
3.65%, 3/25/41 |
80,000 | 58,591 | ||||||
4.13%, 5/15/45 |
235,000 | 175,752 | ||||||
4.00%, 7/15/46 |
270,000 | 197,818 | ||||||
4.00%, 11/15/47 |
270,000 | 196,274 | ||||||
3.60%, 4/1/50 |
356,000 | 242,885 | ||||||
3.95%, 3/25/51 |
75,000 | 54,025 | ||||||
4.38%, 5/15/55 |
173,000 | 129,963 | ||||||
3.85%, 4/1/60 |
262,000 | 174,712 | ||||||
4.10%, 3/25/61 |
203,000 | 141,686 | ||||||
Oshkosh Corp. |
19,000 | 18,289 | ||||||
Otis Worldwide Corp. |
||||||||
2.57%, 2/15/30 |
448,000 | 386,624 | ||||||
3.11%, 2/15/40 |
35,000 | 26,972 | ||||||
Ovintiv, Inc. |
248,000 | 266,089 | ||||||
Owens Corning |
||||||||
7.00%, 12/1/36 |
32,000 | 34,723 | ||||||
4.30%, 7/15/47 |
40,000 | 32,816 | ||||||
4.40%, 1/30/48 |
175,000 | 143,796 | ||||||
Owl Rock Capital Corp. |
400,000 | 324,096 | ||||||
Owl Rock Capital Corp. III |
200,000 | 167,910 | ||||||
Pacific Gas and Electric Co. |
||||||||
3.45%, 7/1/25 |
450,000 | 428,998 | ||||||
2.10%, 8/1/27 |
50,000 | 42,298 | ||||||
4.55%, 7/1/30 |
525,000 | 467,686 | ||||||
2.50%, 2/1/31 |
785,000 | 600,603 | ||||||
4.50%, 7/1/40 |
257,000 | 201,221 | ||||||
4.20%, 6/1/41 |
60,000 | 45,052 | ||||||
3.75%, 8/15/42 |
100,000 | 68,806 | ||||||
4.60%, 6/15/43 |
50,000 | 38,453 | ||||||
4.75%, 2/15/44 |
25,000 | 19,448 | ||||||
4.00%, 12/1/46 |
100,000 | 70,130 | ||||||
4.95%, 7/1/50 |
385,000 | 308,416 | ||||||
3.50%, 8/1/50(d) |
428,000 | 284,783 | ||||||
Packaging Corp. of America |
||||||||
3.00%, 12/15/29 |
242,000 | 215,261 | ||||||
4.05%, 12/15/49 |
26,000 | 21,720 | ||||||
Paramount Global |
||||||||
2.90%, 1/15/27 |
92,000 | 85,493 | ||||||
3.38%, 2/15/28(d) |
250,000 | 233,610 | ||||||
3.70%, 6/1/28 |
84,000 | 79,345 | ||||||
7.88%, 7/30/30 |
182,000 | 204,996 | ||||||
4.95%, 1/15/31 |
172,000 | 163,311 | ||||||
4.20%, 5/19/32 |
60,000 | 52,831 | ||||||
4.38%, 3/15/43 |
173,000 | 130,558 | ||||||
5.85%, 9/1/43 |
82,000 | 74,621 | ||||||
5.25%, 4/1/44 |
30,000 | 25,549 | ||||||
4.95%, 5/19/50 |
190,000 | 155,754 | ||||||
Parker-Hannifin Corp. |
||||||||
3.65%, 6/15/24 |
500,000 | 495,670 | ||||||
3.25%, 3/1/27 |
50,000 | 47,991 | ||||||
3.25%, 6/14/29 |
222,000 | 203,361 | ||||||
4.10%, 3/1/47 |
100,000 | 87,443 | ||||||
4.00%, 6/14/49 |
105,000 | 89,429 | ||||||
PayPal Holdings, Inc. |
75,000 | 64,563 | ||||||
Pentair Finance Sarl |
133,000 | 124,763 | ||||||
PepsiCo, Inc. |
28,000 | 27,075 | ||||||
PerkinElmer, Inc. |
200,000 | 164,786 | ||||||
Pfizer, Inc. |
||||||||
3.60%, 9/15/28 |
94,000 | 93,313 | ||||||
3.45%, 3/15/29 |
98,000 | 94,680 |
See Notes to Financial Statements.
WisdomTree Trust | 111 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
2.63%, 4/1/30 |
$ | 175,000 | $ | 158,336 | ||||
1.70%, 5/28/30 |
32,000 | 27,114 | ||||||
1.75%, 8/18/31 |
175,000 | 145,393 | ||||||
Philip Morris International, Inc. |
410,000 | 317,385 | ||||||
Phillips 66 |
||||||||
3.75%, 3/1/28(e) |
245,000 | 231,422 | ||||||
4.65%, 11/15/34 |
322,000 | 311,271 | ||||||
5.88%, 5/1/42 |
300,000 | 321,978 | ||||||
4.90%, 10/1/46(e) |
100,000 | 94,529 | ||||||
Physicians Realty LP |
75,000 | 70,853 | ||||||
Piedmont Natural Gas Co., Inc. |
578,000 | 539,262 | ||||||
Piedmont Operating Partnership LP |
55,000 | 54,995 | ||||||
Pioneer Natural Resources Co. |
478,000 | 390,363 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
4.50%, 12/15/26 |
171,000 | 166,715 | ||||||
3.55%, 12/15/29 |
70,000 | 61,430 | ||||||
6.65%, 1/15/37 |
250,000 | 251,500 | ||||||
4.70%, 6/15/44 |
42,000 | 33,296 | ||||||
PNC Financial Services Group, Inc. |
||||||||
3.45%, 4/23/29 |
58,000 | 54,928 | ||||||
2.55%, 1/22/30 |
185,000 | 162,491 | ||||||
PPG Industries, Inc. |
25,000 | 21,900 | ||||||
PPL Capital Funding, Inc. |
100,000 | 95,610 | ||||||
President and Fellows of Harvard College |
125,000 | 92,131 | ||||||
Principal Financial Group, Inc. |
31,000 | 29,224 | ||||||
Progress Energy, Inc. |
19,000 | 22,080 | ||||||
Progressive Corp. |
||||||||
2.45%, 1/15/27 |
25,000 | 23,626 | ||||||
6.63%, 3/1/29 |
105,000 | 118,724 | ||||||
Prologis LP |
||||||||
4.38%, 2/1/29 |
60,000 | 59,607 | ||||||
1.63%, 3/15/31(d) |
50,000 | 40,850 | ||||||
Prudential Financial, Inc. |
||||||||
4.60%, 5/15/44 |
50,000 | 47,911 | ||||||
4.50%, 9/15/47, (4.50% fixed rate until 9/15/27; 3-month U.S. dollar London Interbank Offered Rate + 2.38% thereafter)(c)(d)(f) |
258,000 | 245,812 | ||||||
5.70%, 9/15/48, (5.70% fixed rate until 9/15/28; 3-month U.S. dollar London Interbank Offered Rate + 2.665% thereafter)(c)(f) |
175,000 | 172,300 | ||||||
Public Service Co. of Colorado |
126,000 | 123,111 | ||||||
Public Service Electric and Gas Co. |
170,000 | 160,959 | ||||||
Public Storage |
||||||||
3.09%, 9/15/27 |
90,000 | 85,945 | ||||||
2.25%, 11/9/31 |
145,000 | 121,642 | ||||||
PulteGroup, Inc. |
240,000 | 234,331 | ||||||
QUALCOMM, Inc. |
50,000 | 43,181 | ||||||
Quanta Services, Inc. |
160,000 | 111,950 | ||||||
Quest Diagnostics, Inc. |
||||||||
2.95%, 6/30/30 |
485,000 | 428,303 | ||||||
4.70%, 3/30/45 |
25,000 | 22,491 | ||||||
Raytheon Technologies Corp. |
||||||||
3.20%, 3/15/24 |
500,000 | 495,495 | ||||||
3.50%, 3/15/27 |
190,000 | 184,393 | ||||||
7.20%, 8/15/27 |
21,000 | 23,748 | ||||||
4.13%, 11/16/28 |
338,000 | 330,152 | ||||||
2.25%, 7/1/30 |
375,000 | 320,771 | ||||||
4.45%, 11/16/38 |
152,000 | 144,172 | ||||||
4.88%, 10/15/40 |
85,000 | 84,136 | ||||||
4.70%, 12/15/41 |
50,000 | 47,830 | ||||||
4.50%, 6/1/42 |
196,000 | 185,928 | ||||||
4.15%, 5/15/45 |
119,000 | 105,087 | ||||||
3.75%, 11/1/46 |
31,000 | 25,913 | ||||||
4.35%, 4/15/47 |
102,000 | 92,949 | ||||||
4.05%, 5/4/47 |
130,000 | 114,360 | ||||||
4.63%, 11/16/48 |
20,000 | 19,133 | ||||||
3.13%, 7/1/50 |
235,000 | 175,122 | ||||||
3.03%, 3/15/52 |
160,000 | 116,750 | ||||||
Realty Income Corp. |
||||||||
4.13%, 10/15/26 |
95,000 | 94,093 | ||||||
3.00%, 1/15/27 |
46,000 | 43,419 | ||||||
3.65%, 1/15/28 |
176,000 | 168,972 | ||||||
Regency Centers LP |
||||||||
4.13%, 3/15/28 |
25,000 | 24,138 | ||||||
2.95%, 9/15/29 |
122,000 | 106,468 | ||||||
4.40%, 2/1/47 |
38,000 | 33,062 | ||||||
4.65%, 3/15/49 |
150,000 | 134,131 | ||||||
Regeneron Pharmaceuticals, Inc. |
||||||||
1.75%, 9/15/30 |
128,000 | 101,839 | ||||||
2.80%, 9/15/50 |
150,000 | 101,007 | ||||||
Regions Financial Corp. |
30,000 | 35,503 | ||||||
Reinsurance Group of America, Inc. |
||||||||
3.90%, 5/15/29 |
75,000 | 70,501 | ||||||
3.15%, 6/15/30 |
300,000 | 264,525 | ||||||
Republic Services, Inc. |
||||||||
3.95%, 5/15/28 |
34,000 | 33,341 | ||||||
1.45%, 2/15/31 |
280,000 | 220,774 | ||||||
1.75%, 2/15/32(d) |
493,000 | 387,542 | ||||||
Rockwell Automation, Inc. |
68,000 | 65,322 | ||||||
Roper Technologies, Inc. |
||||||||
3.80%, 12/15/26 |
140,000 | 137,203 | ||||||
1.40%, 9/15/27 |
44,000 | 37,720 | ||||||
2.00%, 6/30/30 |
400,000 | 326,412 |
See Notes to Financial Statements.
112 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Ross Stores, Inc. |
$ | 275,000 | $ | 219,037 | ||||
Royalty Pharma PLC |
||||||||
2.20%, 9/2/30 |
290,000 | 235,857 | ||||||
3.30%, 9/2/40 |
101,000 | 75,695 | ||||||
3.55%, 9/2/50 |
120,000 | 82,777 | ||||||
RPM International, Inc. |
||||||||
3.75%, 3/15/27 |
73,000 | 69,604 | ||||||
4.55%, 3/1/29 |
260,000 | 249,129 | ||||||
S&P Global, Inc. |
||||||||
2.95%, 1/22/27 |
5,000 | 4,805 | ||||||
4.25%, 5/1/29(d)(e) |
210,000 | 207,360 | ||||||
Sabine Pass Liquefaction LLC |
||||||||
5.00%, 3/15/27 |
50,000 | 49,888 | ||||||
4.20%, 3/15/28 |
302,000 | 288,283 | ||||||
4.50%, 5/15/30 |
262,000 | 250,957 | ||||||
Sabra Health Care LP |
||||||||
5.13%, 8/15/26 |
163,000 | 158,185 | ||||||
3.90%, 10/15/29 |
100,000 | 87,949 | ||||||
Santander Holdings USA, Inc. |
102,000 | 98,311 | ||||||
Sempra Energy |
||||||||
3.25%, 6/15/27 |
40,000 | 37,902 | ||||||
3.40%, 2/1/28 |
246,000 | 233,083 | ||||||
3.80%, 2/1/38 |
125,000 | 107,304 | ||||||
6.00%, 10/15/39 |
60,000 | 64,051 | ||||||
ServiceNow, Inc. |
336,000 | 264,106 | ||||||
Sherwin-Williams Co. |
||||||||
2.95%, 8/15/29 |
195,000 | 175,262 | ||||||
2.30%, 5/15/30 |
290,000 | 244,760 | ||||||
4.55%, 8/1/45 |
62,000 | 54,516 | ||||||
4.50%, 6/1/47 |
245,000 | 218,809 | ||||||
Shire Acquisitions Investments Ireland DAC |
24,000 | 22,942 | ||||||
Simon Property Group LP |
||||||||
3.38%, 6/15/27 |
175,000 | 167,429 | ||||||
1.75%, 2/1/28 |
25,000 | 21,658 | ||||||
2.45%, 9/13/29 |
82,000 | 70,738 | ||||||
SITE Centers Corp. |
30,000 | 29,026 | ||||||
Skyworks Solutions, Inc. |
||||||||
1.80%, 6/1/26 |
197,000 | 175,549 | ||||||
3.00%, 6/1/31 |
110,000 | 89,671 | ||||||
Snap-on, Inc. |
150,000 | 146,736 | ||||||
Sonoco Products Co. |
||||||||
2.25%, 2/1/27 |
50,000 | 45,463 | ||||||
3.13%, 5/1/30 |
36,000 | 31,233 | ||||||
2.85%, 2/1/32 |
150,000 | 125,403 | ||||||
Southern California Edison Co. |
||||||||
3.65%, 3/1/28, Series B |
100,000 | 95,434 | ||||||
4.20%, 3/1/29, Series A |
85,000 | 82,435 | ||||||
6.65%, 4/1/29 |
208,000 | 218,991 | ||||||
Southern Co. |
||||||||
4.48%, 8/1/24(c) |
500,000 | 501,470 | ||||||
3.70%, 4/30/30, Series A |
125,000 | 116,898 | ||||||
4.25%, 7/1/36 |
257,000 | 235,851 | ||||||
4.40%, 7/1/46 |
105,000 | 92,679 | ||||||
Southern Co. Gas Capital Corp. |
||||||||
5.88%, 3/15/41 |
150,000 | 156,309 | ||||||
4.40%, 6/1/43 |
100,000 | 86,767 | ||||||
3.95%, 10/1/46 |
25,000 | 20,235 | ||||||
4.40%, 5/30/47 |
3,000 | 2,606 | ||||||
Southern Power Co. |
||||||||
5.15%, 9/15/41 |
50,000 | 48,370 | ||||||
5.25%, 7/15/43 |
110,000 | 104,980 | ||||||
4.95%, 12/15/46, Series F |
160,000 | 148,011 | ||||||
Southwest Airlines Co. |
||||||||
5.13%, 6/15/27 |
225,000 | 229,822 | ||||||
3.45%, 11/16/27 |
100,000 | 94,518 | ||||||
Southwest Gas Corp. |
||||||||
3.80%, 9/29/46 |
250,000 | 189,450 | ||||||
4.15%, 6/1/49 |
150,000 | 121,314 | ||||||
Southwestern Electric Power Co. |
||||||||
1.65%, 3/15/26, Series N |
485,000 | 440,026 | ||||||
4.10%, 9/15/28, Series M |
79,000 | 76,583 | ||||||
3.85%, 2/1/48, Series L |
150,000 | 119,796 | ||||||
Spectra Energy Partners LP |
100,000 | 104,406 | ||||||
Spirit Realty LP |
60,000 | 51,752 | ||||||
Stanley Black & Decker, Inc. |
||||||||
4.25%, 11/15/28 |
159,000 | 158,017 | ||||||
2.30%, 3/15/30 |
25,000 | 21,433 | ||||||
Starbucks Corp. |
||||||||
4.00%, 11/15/28 |
358,000 | 351,506 | ||||||
3.55%, 8/15/29 |
389,000 | 366,454 | ||||||
4.30%, 6/15/45(d) |
125,000 | 110,631 | ||||||
4.50%, 11/15/48 |
50,000 | 45,437 | ||||||
4.45%, 8/15/49 |
247,000 | 221,354 | ||||||
3.35%, 3/12/50 |
10,000 | 7,510 | ||||||
3.50%, 11/15/50 |
35,000 | 26,995 | ||||||
State Street Corp. |
||||||||
3.03%, 11/1/34, (3.031% fixed rate until 11/1/29; Secured Overnight Financing Rate + 1.49% thereafter)(c) |
390,000 | 341,613 | ||||||
Steel Dynamics, Inc. |
||||||||
3.45%, 4/15/30 |
134,000 | 119,622 | ||||||
3.25%, 1/15/31 |
200,000 | 173,068 | ||||||
STERIS Irish FinCo Unlimited Co. |
399,000 | 334,901 | ||||||
Stifel Financial Corp. |
175,000 | 158,730 | ||||||
STORE Capital Corp. |
||||||||
4.50%, 3/15/28 |
30,000 | 28,841 | ||||||
4.63%, 3/15/29 |
25,000 | 24,269 | ||||||
Stryker Corp. |
||||||||
4.63%, 3/15/46 |
418,000 | 397,589 | ||||||
2.90%, 6/15/50 |
28,000 | 20,119 | ||||||
Summa Health |
110,000 | 82,821 | ||||||
SVB Financial Group |
||||||||
3.13%, 6/5/30 |
340,000 | 291,227 | ||||||
1.80%, 2/2/31 |
431,000 | 325,418 |
See Notes to Financial Statements.
WisdomTree Trust | 113 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Synchrony Financial |
||||||||
3.70%, 8/4/26 |
$ | 119,000 | $ | 111,682 | ||||
3.95%, 12/1/27 |
223,000 | 202,897 | ||||||
5.15%, 3/19/29 |
225,000 | 214,234 | ||||||
Sysco Corp. |
||||||||
3.25%, 7/15/27 |
129,000 | 122,395 | ||||||
5.95%, 4/1/30 |
123,000 | 131,330 | ||||||
5.38%, 9/21/35 |
72,000 | 74,096 | ||||||
4.50%, 4/1/46 |
25,000 | 22,377 | ||||||
6.60%, 4/1/50 |
227,000 | 266,900 | ||||||
T-Mobile USA, Inc. |
||||||||
3.50%, 4/15/25 |
750,000 | 732,967 | ||||||
2.25%, 2/15/26 |
500,000 | 459,580 | ||||||
3.75%, 4/15/27 |
797,000 | 764,769 | ||||||
3.88%, 4/15/30 |
1,025,000 | 948,043 | ||||||
2.55%, 2/15/31 |
138,000 | 115,055 | ||||||
2.25%, 11/15/31 |
145,000 | 116,738 | ||||||
2.70%, 3/15/32 |
300,000 | 250,068 | ||||||
4.38%, 4/15/40 |
90,000 | 79,580 | ||||||
3.00%, 2/15/41 |
173,000 | 126,162 | ||||||
4.50%, 4/15/50 |
330,000 | 288,169 | ||||||
3.30%, 2/15/51 |
198,000 | 142,126 | ||||||
3.40%, 10/15/52 |
313,000 | 227,179 | ||||||
3.60%, 11/15/60 |
85,000 | 61,341 | ||||||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. |
790,000 | 734,408 | ||||||
Target Corp. |
130,000 | 125,005 | ||||||
TC PipeLines LP |
117,000 | 113,678 | ||||||
TD SYNNEX Corp. |
||||||||
1.75%, 8/9/26 |
112,000 | 98,119 | ||||||
2.65%, 8/9/31 |
58,000 | 46,144 | ||||||
Teledyne FLIR LLC |
234,000 | 192,713 | ||||||
Teledyne Technologies, Inc. |
||||||||
2.25%, 4/1/28 |
178,000 | 154,408 | ||||||
2.75%, 4/1/31 |
220,000 | 183,223 | ||||||
Texas Instruments, Inc. |
100,000 | 89,223 | ||||||
Textron, Inc. |
||||||||
3.65%, 3/15/27 |
250,000 | 238,870 | ||||||
3.38%, 3/1/28 |
175,000 | 161,658 | ||||||
Thermo Fisher Scientific, Inc. |
||||||||
2.00%, 10/15/31(d) |
175,000 | 147,537 | ||||||
2.80%, 10/15/41 |
45,000 | 34,966 | ||||||
Time Warner Cable LLC |
||||||||
6.55%, 5/1/37 |
251,000 | 247,609 | ||||||
7.30%, 7/1/38 |
184,000 | 189,882 | ||||||
5.50%, 9/1/41 |
160,000 | 138,523 | ||||||
4.50%, 9/15/42 |
75,000 | 56,883 | ||||||
Time Warner Entertainment Co. LP |
275,000 | 316,412 | ||||||
Timken Co. |
256,000 | 245,588 | ||||||
TJX Cos., Inc. |
125,000 | 100,696 | ||||||
Toledo Hospital |
100,000 | 65,480 | ||||||
Toll Brothers Finance Corp. |
||||||||
4.88%, 3/15/27 |
145,000 | 139,779 | ||||||
3.80%, 11/1/29(d) |
85,000 | 72,344 | ||||||
Toyota Motor Credit Corp. |
||||||||
2.15%, 2/13/30 |
110,000 | 95,466 | ||||||
1.65%, 1/10/31 |
155,000 | 126,627 | ||||||
Trane Technologies Global Holding Co. Ltd. |
||||||||
3.75%, 8/21/28 |
58,000 | 55,763 | ||||||
5.75%, 6/15/43 |
50,000 | 51,054 | ||||||
Trane Technologies Luxembourg Finance SA |
||||||||
3.80%, 3/21/29 |
180,000 | 169,747 | ||||||
4.50%, 3/21/49 |
150,000 | 130,287 | ||||||
Transatlantic Holdings, Inc. |
30,000 | 38,139 | ||||||
Transcontinental Gas Pipe Line Co. LLC |
||||||||
4.00%, 3/15/28 |
345,000 | 331,783 | ||||||
4.60%, 3/15/48 |
200,000 | 181,982 | ||||||
Trimble, Inc. |
160,000 | 158,232 | ||||||
Truist Bank |
40,000 | 38,466 | ||||||
Tyson Foods, Inc. |
||||||||
4.35%, 3/1/29 |
360,000 | 356,497 | ||||||
4.88%, 8/15/34 |
126,000 | 125,462 | ||||||
4.55%, 6/2/47 |
50,000 | 46,002 | ||||||
5.10%, 9/28/48 |
86,000 | 85,549 | ||||||
U.S. Bancorp |
||||||||
2.49%, 11/3/36, (2.491% fixed rate until 11/3/31; 5-year Constant Maturity Treasury Rate + 0.95% thereafter)(c) |
270,000 | 218,030 | ||||||
UDR, Inc. |
||||||||
2.95%, 9/1/26 |
40,000 | 37,451 | ||||||
3.50%, 1/15/28 |
25,000 | 23,245 | ||||||
4.40%, 1/26/29 |
129,000 | 124,639 | ||||||
3.20%, 1/15/30 |
210,000 | 186,253 | ||||||
3.00%, 8/15/31(d) |
73,000 | 62,359 | ||||||
Union Pacific Corp. |
||||||||
6.63%, 2/1/29 |
187,000 | 211,598 | ||||||
2.38%, 5/20/31(d) |
110,000 | 95,679 | ||||||
4.05%, 3/1/46 |
49,000 | 44,762 | ||||||
United Airlines Pass-Through Trust |
||||||||
4.30%, 2/15/27, Series 2013-1, Class A |
268,383 | 253,973 | ||||||
4.00%, 10/11/27, Series 2014-1, Class A |
56,630 | 52,768 | ||||||
3.75%, 3/3/28, Series 2014-2, Class A |
23,508 | 21,876 | ||||||
3.45%, 1/7/30, Series 2016-1, Class A |
22,085 | 18,684 | ||||||
United Parcel Service, Inc. |
||||||||
3.05%, 11/15/27 |
49,000 | 47,622 | ||||||
3.40%, 3/15/29 |
110,000 | 106,557 | ||||||
UnitedHealth Group, Inc. |
||||||||
3.45%, 1/15/27 |
103,000 | 101,177 | ||||||
3.38%, 4/15/27 |
95,000 | 92,973 | ||||||
3.85%, 6/15/28 |
70,000 | 69,153 | ||||||
3.88%, 12/15/28 |
40,000 | 39,338 |
See Notes to Financial Statements.
114 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
3.05%, 5/15/41 |
$ | 25,000 | $ | 20,064 | ||||
3.25%, 5/15/51 |
25,000 | 19,627 | ||||||
Universal Health Services, Inc. |
365,000 | 278,312 | ||||||
University of Notre Dame du Lac |
12,000 | 10,444 | ||||||
Unum Group |
||||||||
5.75%, 8/15/42 |
122,000 | 115,245 | ||||||
4.50%, 12/15/49 |
75,000 | 58,617 | ||||||
Utah Acquisition Sub, Inc. |
110,000 | 86,979 | ||||||
Valero Energy Corp. |
||||||||
2.15%, 9/15/27 |
104,000 | 92,852 | ||||||
4.35%, 6/1/28 |
193,000 | 189,960 | ||||||
4.00%, 4/1/29(d) |
175,000 | 167,911 | ||||||
6.63%, 6/15/37 |
100,000 | 108,687 | ||||||
4.90%, 3/15/45 |
223,000 | 206,919 | ||||||
Valero Energy Partners LP |
50,000 | 49,516 | ||||||
Valmont Industries, Inc. |
55,000 | 50,503 | ||||||
Ventas Realty LP |
||||||||
4.00%, 3/1/28 |
115,000 | 109,709 | ||||||
4.40%, 1/15/29 |
160,000 | 154,499 | ||||||
3.00%, 1/15/30 |
165,000 | 144,055 | ||||||
2.50%, 9/1/31 |
350,000 | 286,891 | ||||||
Verisk Analytics, Inc. |
||||||||
5.50%, 6/15/45 |
125,000 | 126,559 | ||||||
3.63%, 5/15/50 |
45,000 | 35,163 | ||||||
Verizon Communications, Inc. |
||||||||
0.85%, 11/20/25 |
225,000 | 202,921 | ||||||
4.13%, 3/16/27 |
188,000 | 186,904 | ||||||
4.33%, 9/21/28 |
586,000 | 578,241 | ||||||
3.88%, 2/8/29 |
537,000 | 516,487 | ||||||
4.02%, 12/3/29 |
773,000 | 742,026 | ||||||
3.15%, 3/22/30 |
500,000 | 449,055 | ||||||
1.68%, 10/30/30 |
204,000 | 162,245 | ||||||
1.75%, 1/20/31 |
430,000 | 342,280 | ||||||
2.55%, 3/21/31 |
956,000 | 808,939 | ||||||
2.36%, 3/15/32 |
800,000 | 656,592 | ||||||
4.50%, 8/10/33 |
217,000 | 209,572 | ||||||
2.65%, 11/20/40 |
130,000 | 93,978 | ||||||
3.40%, 3/22/41 |
640,000 | 516,070 | ||||||
2.85%, 9/3/41 |
95,000 | 70,538 | ||||||
4.00%, 3/22/50 |
652,000 | 556,632 | ||||||
2.88%, 11/20/50 |
220,000 | 151,571 | ||||||
3.55%, 3/22/51 |
541,000 | 425,789 | ||||||
2.99%, 10/30/56 |
175,000 | 118,020 | ||||||
3.00%, 11/20/60 |
136,000 | 90,810 | ||||||
3.70%, 3/22/61 |
358,000 | 276,587 | ||||||
VF Corp. |
||||||||
2.80%, 4/23/27 |
130,000 | 121,696 | ||||||
2.95%, 4/23/30 |
125,000 | 108,896 | ||||||
Viatris, Inc. |
||||||||
2.70%, 6/22/30 |
225,000 | 177,586 | ||||||
3.85%, 6/22/40 |
150,000 | 104,378 | ||||||
4.00%, 6/22/50 |
225,000 | 145,786 | ||||||
VICI Properties LP |
500,000 | 489,465 | ||||||
Virginia Electric and Power Co. |
||||||||
6.00%, 1/15/36, Series B |
92,000 | 100,499 | ||||||
4.20%, 5/15/45, Series B |
50,000 | 44,710 | ||||||
VMware, Inc. |
||||||||
4.50%, 5/15/25 |
500,000 | 499,985 | ||||||
3.90%, 8/21/27 |
114,000 | 108,892 | ||||||
2.20%, 8/15/31 |
475,000 | 371,051 | ||||||
Vontier Corp. |
225,000 | 173,232 | ||||||
Voya Financial, Inc. |
||||||||
4.70%, 1/23/48, (4.70% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 2.084% thereafter)(c)(f) |
40,000 | 33,252 | ||||||
Vulcan Materials Co. |
||||||||
3.90%, 4/1/27 |
20,000 | 19,675 | ||||||
4.50%, 6/15/47 |
80,000 | 71,197 | ||||||
4.70%, 3/1/48 |
30,000 | 27,403 | ||||||
W.R. Berkley Corp. |
||||||||
4.75%, 8/1/44 |
8,000 | 7,436 | ||||||
4.00%, 5/12/50 |
175,000 | 145,945 | ||||||
Walgreens Boots Alliance, Inc. |
||||||||
3.20%, 4/15/30 |
450,000 | 401,701 | ||||||
4.50%, 11/18/34 |
50,000 | 46,253 | ||||||
4.80%, 11/18/44 |
52,000 | 46,131 | ||||||
4.10%, 4/15/50(d) |
125,000 | 99,268 | ||||||
Walt Disney Co. |
||||||||
2.00%, 9/1/29 |
89,000 | 77,015 | ||||||
3.80%, 3/22/30(d) |
25,000 | 24,171 | ||||||
Waste Connections, Inc. |
||||||||
3.50%, 5/1/29 |
121,000 | 114,294 | ||||||
2.20%, 1/15/32 |
550,000 | 453,788 | ||||||
Waste Management, Inc. |
||||||||
3.15%, 11/15/27(d) |
175,000 | 167,029 | ||||||
1.15%, 3/15/28 |
50,000 | 42,443 | ||||||
1.50%, 3/15/31 |
275,000 | 220,239 | ||||||
4.15%, 7/15/49 |
50,000 | 46,443 | ||||||
2.50%, 11/15/50(d) |
50,000 | 33,881 | ||||||
WEC Energy Group, Inc. |
85,000 | 73,449 | ||||||
Wells Fargo & Co. |
||||||||
4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; Secured Overnight Financing Rate + 4.032% thereafter)(c) |
375,000 | 361,039 | ||||||
3.35%, 3/2/33, (3.35% fixed rate until 3/2/32; Secured Overnight Financing Rate + 1.50% thereafter)(c) |
490,000 | 428,333 | ||||||
3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(c) |
100,000 | 77,023 | ||||||
Welltower, Inc. |
||||||||
4.25%, 4/15/28 |
75,000 | 73,137 | ||||||
4.13%, 3/15/29 |
175,000 | 166,407 | ||||||
3.10%, 1/15/30 |
379,000 | 334,020 | ||||||
2.80%, 6/1/31 |
175,000 | 148,032 |
See Notes to Financial Statements.
WisdomTree Trust | 115 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
Westinghouse Air Brake Technologies Corp. |
$ | 189,000 | $ | 183,882 | ||||
Westlake Corp. |
||||||||
5.00%, 8/15/46 |
85,000 | 79,526 | ||||||
4.38%, 11/15/47 |
85,000 | 72,786 | ||||||
3.13%, 8/15/51 |
155,000 | 107,074 | ||||||
WestRock MWV LLC |
36,000 | 42,291 | ||||||
Weyerhaeuser Co. |
||||||||
6.95%, 10/1/27 |
75,000 | 82,643 | ||||||
4.00%, 11/15/29 |
95,000 | 90,032 | ||||||
7.38%, 3/15/32 |
61,000 | 70,709 | ||||||
Whirlpool Corp. |
||||||||
2.40%, 5/15/31 |
165,000 | 135,917 | ||||||
4.60%, 5/15/50 |
235,000 | 196,787 | ||||||
Williams Cos., Inc. |
||||||||
3.75%, 6/15/27 |
149,000 | 143,918 | ||||||
2.60%, 3/15/31 |
335,000 | 279,993 | ||||||
6.30%, 4/15/40 |
55,000 | 58,814 | ||||||
5.75%, 6/24/44 |
27,000 | 27,299 | ||||||
5.10%, 9/15/45 |
400,000 | 375,368 | ||||||
Willis North America, Inc. |
||||||||
4.50%, 9/15/28 |
100,000 | 97,030 | ||||||
2.95%, 9/15/29 |
150,000 | 129,636 | ||||||
Wisconsin Power and Light Co. |
110,000 | 100,761 | ||||||
Workday, Inc. |
489,000 | 467,156 | ||||||
WRKCo, Inc. |
||||||||
3.00%, 9/15/24 |
123,000 | 119,828 | ||||||
4.00%, 3/15/28 |
244,000 | 235,572 | ||||||
3.90%, 6/1/28 |
98,000 | 94,300 | ||||||
4.90%, 3/15/29 |
162,000 | 162,154 | ||||||
3.00%, 6/15/33 |
155,000 | 129,592 | ||||||
Xcel Energy, Inc. |
||||||||
3.40%, 6/1/30 |
80,000 | 73,454 | ||||||
6.50%, 7/1/36 |
250,000 | 282,340 | ||||||
Xylem, Inc. |
210,000 | 184,894 | ||||||
Zimmer Biomet Holdings, Inc. |
108,000 | 109,321 | ||||||
Zoetis, Inc. |
||||||||
3.00%, 9/12/27 |
236,000 | 223,542 | ||||||
3.90%, 8/20/28 |
131,000 | 127,830 | ||||||
4.70%, 2/1/43 |
25,000 | 23,903 | ||||||
3.95%, 9/12/47 |
100,000 | 86,961 | ||||||
4.45%, 8/20/48 |
75,000 | 70,252 | ||||||
|
|
|||||||
Total United States |
|
242,442,027 | ||||||
TOTAL CORPORATE BONDS (Cost: $328,139,174) |
|
284,494,422 | ||||||
FOREIGN GOVERNMENT AGENCIES 0.3% |
| |||||||
Canada 0.1% |
| |||||||
Hydro-Quebec |
10,000 | 13,686 | ||||||
Province of New Brunswick Canada |
454,000 | 452,020 | ||||||
|
|
|||||||
Total Canada |
|
465,706 | ||||||
Germany 0.0% |
| |||||||
Kreditanstalt fuer Wiederaufbau |
177,000 | 105,404 | ||||||
Japan 0.2% |
| |||||||
Japan Bank for International Cooperation |
||||||||
1.88%, 7/21/26 |
250,000 | 231,553 | ||||||
2.88%, 6/1/27 |
320,000 | 306,966 | ||||||
2.88%, 7/21/27 |
250,000 | 239,490 | ||||||
1.88%, 4/15/31 |
910,000 | 786,340 | ||||||
Japan International Cooperation Agency |
250,000 | 233,465 | ||||||
|
|
|||||||
Total Japan |
|
1,797,814 | ||||||
Panama 0.0% |
| |||||||
Panama Government International Bond |
315,000 | 239,331 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,900,268) |
|
2,608,255 | ||||||
FOREIGN GOVERNMENT OBLIGATIONS 1.8% |
| |||||||
Chile 0.1% |
| |||||||
Chile Government International Bond |
||||||||
3.24%, 2/6/28 |
200,000 | 186,538 | ||||||
2.45%, 1/31/31 |
200,000 | 169,370 | ||||||
2.55%, 1/27/32 |
200,000 | 167,076 | ||||||
|
|
|||||||
Total Chile |
|
522,984 | ||||||
Hungary 0.0% |
| |||||||
Hungary Government International Bond |
200,000 | 229,554 | ||||||
Indonesia 0.2% |
| |||||||
Indonesia Government International Bond |
||||||||
3.50%, 1/11/28 |
200,000 | 194,980 | ||||||
4.10%, 4/24/28 |
460,000 | 461,808 | ||||||
2.85%, 2/14/30 |
240,000 | 220,404 | ||||||
3.85%, 10/15/30 |
300,000 | 293,403 | ||||||
4.35%, 1/11/48 |
325,000 | 292,883 | ||||||
5.35%, 2/11/49 |
200,000 | 200,950 | ||||||
4.45%, 4/15/70 |
550,000 | 483,351 | ||||||
|
|
|||||||
Total Indonesia |
|
2,147,779 | ||||||
Israel 0.0% |
| |||||||
State of Israel |
200,000 | 186,288 | ||||||
Italy 0.1% |
| |||||||
Republic of Italy Government International Bond |
||||||||
2.88%, 10/17/29 |
550,000 | 474,496 | ||||||
5.38%, 6/15/33 |
153,000 | 154,348 | ||||||
4.00%, 10/17/49 |
350,000 | 271,141 | ||||||
|
|
|||||||
Total Italy |
|
899,985 | ||||||
Mexico 0.5% |
| |||||||
Mexico Government International Bond |
||||||||
3.75%, 1/11/28 |
260,000 | 251,072 | ||||||
4.50%, 4/22/29 |
320,000 | 314,198 | ||||||
3.25%, 4/16/30 |
450,000 | 402,044 | ||||||
2.66%, 5/24/31 |
860,000 | 713,533 |
See Notes to Financial Statements.
116 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
4.75%, 4/27/32 |
$ | 455,000 | $ | 441,527 | ||||
7.50%, 4/8/33, Series MTNA |
105,000 | 125,155 | ||||||
6.75%, 9/27/34, Series MTNA |
380,000 | 420,504 | ||||||
6.05%, 1/11/40 |
102,000 | 102,653 | ||||||
4.28%, 8/14/41 |
675,000 | 544,462 | ||||||
4.75%, 3/8/44, Series MTN |
214,000 | 181,746 | ||||||
5.55%, 1/21/45 |
200,000 | 187,744 | ||||||
4.35%, 1/15/47 |
205,000 | 161,257 | ||||||
4.60%, 2/10/48 |
200,000 | 163,226 | ||||||
4.50%, 1/31/50 |
400,000 | 318,760 | ||||||
3.77%, 5/24/61 |
560,000 | 374,870 | ||||||
5.75%, 10/12/2110, Series GMTN |
310,000 | 266,581 | ||||||
|
|
|||||||
Total Mexico |
|
4,969,332 | ||||||
Panama 0.2% |
| |||||||
Panama Government International Bond |
||||||||
8.88%, 9/30/27 |
156,000 | 185,328 | ||||||
3.88%, 3/17/28 |
200,000 | 192,442 | ||||||
9.38%, 4/1/29 |
305,000 | 373,405 | ||||||
2.25%, 9/29/32 |
200,000 | 155,796 | ||||||
6.70%, 1/26/36 |
235,000 | 253,711 | ||||||
4.50%, 5/15/47 |
200,000 | 161,024 | ||||||
4.30%, 4/29/53 |
295,000 | 226,115 | ||||||
4.50%, 4/1/56 |
325,000 | 252,291 | ||||||
|
|
|||||||
Total Panama |
|
1,800,112 | ||||||
Peru 0.2% |
| |||||||
Peruvian Government International Bond |
||||||||
4.13%, 8/25/27 |
104,000 | 102,195 | ||||||
2.84%, 6/20/30 |
620,000 | 539,673 | ||||||
2.78%, 1/23/31 |
100,000 | 85,518 | ||||||
8.75%, 11/21/33 |
311,000 | 401,768 | ||||||
3.00%, 1/15/34 |
246,000 | 201,098 | ||||||
6.55%, 3/14/37 |
80,000 | 87,931 | ||||||
3.30%, 3/11/41 |
130,000 | 99,125 | ||||||
5.63%, 11/18/50 |
70,000 | 73,133 | ||||||
2.78%, 12/1/60 |
250,000 | 156,625 | ||||||
3.60%, 1/15/72 |
313,000 | 215,122 | ||||||
3.23%, 7/28/2121 |
60,000 | 37,580 | ||||||
|
|
|||||||
Total Peru |
|
1,999,768 | ||||||
Philippines 0.4% |
| |||||||
Philippine Government International Bond |
||||||||
3.00%, 2/1/28 |
750,000 | 723,825 | ||||||
3.75%, 1/14/29 |
300,000 | 297,939 | ||||||
9.50%, 2/2/30 |
282,000 | 372,545 | ||||||
2.46%, 5/5/30 |
200,000 | 180,180 | ||||||
6.38%, 1/15/32 |
285,000 | 325,595 | ||||||
3.95%, 1/20/40 |
480,000 | 438,389 | ||||||
3.70%, 3/1/41 |
200,000 | 173,512 | ||||||
3.70%, 2/2/42 |
825,000 | 711,348 | ||||||
|
|
|||||||
Total Philippines |
|
3,223,333 | ||||||
Uruguay 0.1% |
| |||||||
Uruguay Government International Bond |
||||||||
4.38%, 1/23/31 |
255,000 | 261,156 | ||||||
7.63%, 3/21/36 |
180,000 | 232,308 | ||||||
4.13%, 11/20/45 |
70,000 | 66,681 | ||||||
5.10%, 6/18/50 |
265,000 | 270,724 | ||||||
4.98%, 4/20/55 |
390,000 | 393,097 | ||||||
|
|
|||||||
Total Uruguay |
|
1,223,966 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $20,163,046) |
|
17,203,101 | ||||||
SUPRANATIONAL BONDS 0.1% |
| |||||||
European Investment Bank |
150,000 | 171,847 | ||||||
Inter-American Development Bank |
||||||||
3.88%, 10/28/41 |
100,000 | 100,422 | ||||||
3.20%, 8/7/42 |
372,000 | 339,372 | ||||||
4.38%, 1/24/44 |
100,000 | 108,001 | ||||||
TOTAL SUPRANATIONAL BONDS (Cost: $936,239) |
|
719,642 | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES 4.8% |
| |||||||
United States 4.8% |
| |||||||
Bank |
||||||||
2.04%, 2/15/54, Series 2021-BN31, Class A4 |
1,000,000 | 836,600 | ||||||
2.93%, 2/15/55, Series 2022-BNK39, Class A4 |
325,000 | 288,504 | ||||||
3.25%, 7/15/60, Series 2017-BNK6, Class A4 |
1,000,000 | 948,824 | ||||||
2.76%, 9/15/62, Series 2019-BN20, Class A2 |
2,004,385 | 1,803,207 | ||||||
Benchmark Mortgage Trust |
||||||||
3.94%, 7/15/51, Series 2018-B5, Class A3 |
1,000,000 | 970,559 | ||||||
3.46%, 3/15/55, Series 2022-B33, Class A5 |
350,000 | 324,232 | ||||||
3.79%, 4/15/55, Series 2022-B34, Class A5^(c) |
250,000 | 236,766 | ||||||
3.72%, 3/15/62, Series 2019-B10, Class A4 |
1,000,000 | 956,301 | ||||||
Citigroup Commercial Mortgage Trust |
||||||||
3.15%, 11/15/49, Series 2016-C3, Class A4 |
616,000 | 584,802 | ||||||
2.69%, 8/10/56, Series 2019-GC41, Class A2 |
245,799 | 236,889 | ||||||
2.87%, 8/10/56, Series 2019-GC41, Class A5 |
250,000 | 225,550 | ||||||
Commercial Mortgage Trust |
||||||||
3.96%, 3/10/47, Series 2014-UBS2, Class A5 |
1,000,000 | 991,667 | ||||||
3.70%, 5/10/47, Series 2014-CR17, Class A4 |
1,007,225 | 990,823 | ||||||
3.76%, 8/10/48, Series 2015-CR25, Class A4 |
250,000 | 244,254 | ||||||
3.96%, 5/10/51, Series 2018-COR3, Class A2 |
1,400,000 | 1,363,430 | ||||||
CSAIL Commercial Mortgage Trust |
||||||||
3.49%, 11/15/48, Series 2016-C5, Class A4 |
167,581 | 164,639 | ||||||
4.22%, 8/15/51, Series 2018-CX12, Class A4^(c) |
779,577 | 767,414 | ||||||
3.33%, 6/15/52, Series 2019-C16, Class A3 |
1,000,000 | 929,606 |
See Notes to Financial Statements.
WisdomTree Trust | 117 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
2.56%, 3/15/53, Series 2020-C19, Class A3 |
$ | 500,000 | $ | 436,976 | ||||
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates |
||||||||
3.31%, 9/25/25, Series K051, Class A2 |
250,000 | 245,918 | ||||||
2.57%, 7/25/26, Series K057, Class A2 |
950,000 | 909,301 | ||||||
3.43%, 1/25/27, Series K063, Class A2^(c) |
1,000,000 | 984,940 | ||||||
3.12%, 6/25/27, Series K066, Class A2 |
750,000 | 728,758 | ||||||
3.35%, 1/25/28, Series K073, Class A2 |
1,750,000 | 1,716,133 | ||||||
3.93%, 7/25/28, Series K080, Class A2^(c) |
2,000,000 | 2,014,047 | ||||||
2.79%, 6/25/29, Series K095, Class A2 |
2,000,000 | 1,881,237 | ||||||
2.07%, 1/25/30, Series K106, Class A2 |
2,000,000 | 1,778,341 | ||||||
1.66%, 12/25/30, Series K124, Class A2 |
1,500,000 | 1,271,162 | ||||||
2.11%, 1/25/31, Series K127, Class A2 |
3,000,000 | 2,634,484 | ||||||
1.89%, 1/25/32, Series K138, Class AM |
1,000,000 | 844,373 | ||||||
2.12%, 4/25/55, Series K749, Class A2^(c) |
350,000 | 316,527 | ||||||
Federal National Mortgage Association Alternative Credit Enhancement Securities |
||||||||
3.27%, 2/25/29, Series 2019-M5, Class A2 |
2,000,000 | 1,940,346 | ||||||
2.44%, 10/25/29, Series 2020-M1, Class A2 |
3,050,000 | 2,789,124 | ||||||
1.27%, 7/25/30, Series 2020-M42, Class A2 |
150,000 | 123,393 | ||||||
1.52%, 11/25/30, Series 2021-M1G, Class A2^(c) |
1,000,000 | 831,588 | ||||||
2.94%, 7/25/39, Series 2016-M11, Class AL |
244,444 | 241,383 | ||||||
GS Mortgage Securities Trust |
||||||||
4.18%, 7/10/46, Series 2013-GC13, Class A5^(c) |
2,000,000 | 1,991,907 | ||||||
2.90%, 2/13/53, Series 2020-GC45, Class A2 |
630,000 | 600,403 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust |
||||||||
3.65%, 12/15/49, Series 2016-JP4, Class A4^(c) |
132,000 | 127,364 | ||||||
JPMBB Commercial Mortgage Securities Trust |
||||||||
4.08%, 2/15/47, Series 2014-C18, Class A5 |
2,000,000 | 1,984,661 | ||||||
3.64%, 11/15/47, Series 2014-C24, Class A5 |
405,000 | 396,892 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||
3.08%, 3/15/48, Series 2015-C21, Class A3 |
112,434 | 108,957 | ||||||
3.21%, 10/15/48, Series 2015-C26, Class A3 |
990,988 | 967,211 | ||||||
Morgan Stanley Capital I Trust |
||||||||
2.57%, 10/15/54, Series 2021-L7, Class A5 |
1,000,000 | 856,777 | ||||||
UBS Commercial Mortgage Trust |
||||||||
3.49%, 8/15/50, Series 2017-C2, Class A4 |
1,000,000 | 956,256 | ||||||
Wells Fargo Commercial Mortgage Trust |
||||||||
2.93%, 7/15/48, Series 2016-C35, Class A4 |
1,525,000 | 1,436,823 | ||||||
3.37%, 10/15/49, Series 2016-LC24, Class AS |
860,000 | 797,942 | ||||||
3.75%, 3/15/51, Series 2018-C43, Class A3 |
570,843 | 554,663 | ||||||
4.00%, 4/15/55, Series 2022-C62, Class A4^(c) |
100,000 | 95,302 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $47,304,807) |
|
45,427,256 | ||||||
MUNICIPAL BONDS 0.5% |
| |||||||
United States 0.5% |
| |||||||
Alameda County Joint Powers Authority |
150,000 | 193,289 | ||||||
Commonwealth of Massachusetts |
150,000 | 116,581 | ||||||
Dallas Area Rapid Transit |
||||||||
6.00%, 12/1/44, Series B |
175,000 | 207,305 | ||||||
5.02%, 12/1/48 |
130,000 | 138,624 | ||||||
Grand Parkway Transportation Corp. |
250,000 | 268,188 | ||||||
Los Angeles County Public Works Financing Authority |
100,000 | 130,938 | ||||||
Los Angeles Department of Water & Power |
70,000 | 89,314 | ||||||
Metropolitan Government Nashville & Davidson County Health & Educational Facilities
Board |
100,000 | 100,327 | ||||||
Metropolitan Transportation Authority |
275,000 | 363,007 | ||||||
Municipal Electric Authority of Georgia |
213,000 | 244,226 | ||||||
New Jersey Transportation Trust Fund Authority |
595,000 | 615,001 | ||||||
Port Authority of New York & New Jersey |
130,000 | 145,324 | ||||||
Regional Transportation District Sales Tax Revenue |
205,000 | 244,624 | ||||||
Sales Tax Securitization Corp. |
95,000 | 95,196 | ||||||
San Jose Redevelopment Agency Successor Agency |
60,000 | 54,570 | ||||||
State of Illinois |
||||||||
5.10%, 6/1/33 |
595,000 | 592,848 | ||||||
6.63%, 2/1/35 |
100,000 | 106,039 | ||||||
Texas Private Activity Bond Surface Transportation Corp. |
200,000 | 169,208 | ||||||
University of California |
||||||||
5.77%, 5/15/43 |
230,000 | 256,843 | ||||||
4.86%, 5/15/2112, Series AD |
56,000 | 52,443 |
See Notes to Financial Statements.
118 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
Investments in Long Securities | Principal Amount |
Value | ||||||
University of Pittsburgh of the Commonwealth System of Higher Education |
$ | 120,000 | $ | 91,856 | ||||
University of Virginia |
150,000 | 105,067 | ||||||
TOTAL MUNICIPAL BONDS (Cost: $5,080,625) |
|
4,380,818 | ||||||
ASSET-BACKED SECURITIES 2.3% |
| |||||||
United States 2.3% |
| |||||||
American Express Credit Account Master Trust |
||||||||
0.90%, 11/15/26, Series 2021-1, Class A |
1,570,000 | 1,472,521 | ||||||
3.39%, 5/17/27, Series 2022-2, Class A |
2,000,000 | 1,975,412 | ||||||
BA Credit Card Trust |
||||||||
3.53%, 11/15/27, Series 2022-A1, Class A1 |
1,250,000 | 1,238,669 | ||||||
Barclays Dryrock Issuance Trust |
1,500,000 | 1,467,928 | ||||||
Capital One Multi-Asset Execution Trust |
||||||||
3.49%, 5/15/27, Series 2022-A2, Class A |
1,850,000 | 1,831,616 | ||||||
2.06%, 8/15/28, Series 2019-A3, Class A3 |
1,000,000 | 930,447 | ||||||
1.39%, 7/15/30, Series 2021-A2, Class A2 |
1,250,000 | 1,081,443 | ||||||
CarMax Auto Owner Trust |
||||||||
2.03%, 6/16/25, Series 2020-1, Class A4 |
585,000 | 570,624 | ||||||
CNH Equipment Trust |
||||||||
0.70%, 5/17/27, Series 2021-B, Class A4 |
1,000,000 | 913,125 | ||||||
GM Financial Automobile Leasing Trust |
||||||||
3.42%, 6/20/25, Series 2022-2, Class A3 |
500,000 | 496,594 | ||||||
GM Financial Consumer Automobile Receivables Trust |
||||||||
3.32%, 6/17/24, Series 2018-4, Class A4 |
49,940 | 49,950 | ||||||
3.71%, 12/16/27, Series 2022-3, Class A4 |
1,250,000 | 1,239,085 | ||||||
Honda Auto Receivables Owner Trust |
||||||||
0.46%, 4/19/27, Series 2020-3, Class A4 |
750,000 | 717,627 | ||||||
Hyundai Auto Receivables Trust |
||||||||
0.60%, 2/16/27, Series 2021-B, Class A4 |
1,000,000 | 926,556 | ||||||
Mercedes-Benz Auto Lease Trust |
||||||||
0.40%, 11/15/24, Series 2021-B, Class A3 |
502,000 | 486,230 | ||||||
Toyota Auto Receivables Owner Trust |
||||||||
0.53%, 10/15/26, Series 2021-B, Class A4 |
1,500,000 | 1,381,784 | ||||||
Volkswagen Auto Lease Trust |
||||||||
3.65%, 1/20/27, Series 2022-A, Class A4 |
1,250,000 | 1,241,616 | ||||||
World Omni Auto Receivables Trust |
||||||||
3.33%, 4/15/24, Series 2018-D, Class A3 |
6,913 | 6,914 | ||||||
3.04%, 5/15/24, Series 2019-A, Class A3 |
6,570 | 6,570 | ||||||
0.44%, 8/17/26, Series 2021-C, Class A3 |
990,000 | 949,543 | ||||||
0.61%, 10/15/26, Series 2020-C, Class A4 |
400,000 | 376,559 | ||||||
0.64%, 9/15/27, Series 2021-C, Class A4 |
1,000,000 | 930,859 | ||||||
World Omni Automobile Lease Securitization Trust |
||||||||
0.42%, 8/15/24, Series 2021-A, Class A3 |
1,400,000 | 1,353,645 | ||||||
TOTAL ASSET-BACKED SECURITIES (Cost: $21,834,258) |
|
21,645,317 | ||||||
REPURCHASE AGREEMENT 1.1% |
| |||||||
United States 1.1% |
| |||||||
Citigroup, Inc., tri-party repurchase agreement dated 8/31/22 (tri-party custodian: The Bank of New York Mellon Corp.), 2.30% due 9/1/22; Proceeds at maturity $10,650,680 (fully collateralized by U.S. Treasury Bond, 3.00% due 8/15/52; Market value including accrued interest $10,863,059) |
||||||||
(Cost: $10,650,000) | 10,650,000 | 10,650,000 | ||||||
Shares | ||||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED 0.4% |
| |||||||
United States 0.4% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 2.34%(g) |
||||||||
(Cost: $4,353,315) | 4,353,315 | 4,353,315 | ||||||
TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT 102.2% (Cost: $1,080,732,449) |
|
972,286,264 | ||||||
Securities Sold Short | Principal Amount |
|||||||
U.S. GOVERNMENT AGENCIES SOLD SHORT (1.7)% |
| |||||||
Uniform Mortgage-Backed Securities (1.7)% |
| |||||||
2.50%, 9/19/37(b) |
$ | (3,450,000 | ) | (3,262,819 | ) | |||
3.00%, 9/19/37(b) |
(3,575,000 | ) | (3,462,139 | ) | ||||
4.00%, 9/19/37(b) |
(475,000 | ) | (473,667 | ) | ||||
1.50%, 9/14/52(b) |
(1,200,000 | ) | (982,175 | ) | ||||
2.50%, 9/14/52(b) |
(3,000,000 | ) | (2,678,845 | ) | ||||
3.00%, 9/14/52(b) |
(3,900,000 | ) | (3,608,530 | ) | ||||
4.00%, 10/1/52(b) |
(1,300,000 | ) | (1,267,127 | ) | ||||
1.50%, 10/13/52(b) |
(1,000,000 | ) | (818,488 | ) | ||||
TOTAL INVESTMENTS IN SECURITIES SOLD SHORT |
|
|||||||
(Proceeds: $16,967,074) |
|
(16,553,790 | ) | |||||
Other Assets less Liabilities (0.5)% |
|
(4,326,713 | ) | |||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 951,405,761 |
^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
(a) | Represents a zero coupon bond. Rate shown reflects the effective yield as of August 31, 2022. |
(b) | To-be-announced ("TBA") security (See Note 2). TBA securities are non-income producing. |
(c) | Rate shown reflects the accrual rate as of August 31, 2022 on securities with variable or step rates. |
(d) | Security, or portion thereof, was on loan at August 31, 2022 (See Note 2). At August 31, 2022, the total market value of the Funds securities on loan identified in the Schedule of Investments was $4,771,274 and the total market value of the collateral held by the Fund was $4,927,383. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $574,068. |
See Notes to Financial Statements.
WisdomTree Trust | 119 |
Schedule of Investments (concluded)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
August 31, 2022
(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) | The London Interbank Offered Rate ("LIBOR") is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Funds investments. |
(g) | Rate shown represents annualized 7-day yield as of August 31, 2022. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 383,330,288 | $ | | $ | 383,330,288 | ||||||||
U.S. Government Obligations |
| 197,473,850 | | 197,473,850 | ||||||||||||
Corporate Bonds |
| 284,494,422 | | 284,494,422 | ||||||||||||
Foreign Government Agencies |
| 2,608,255 | | 2,608,255 | ||||||||||||
Foreign Government Obligations |
| 17,203,101 | | 17,203,101 | ||||||||||||
Supranational Bonds |
| 719,642 | | 719,642 | ||||||||||||
Commercial Mortgage-Backed Securities |
| 45,427,256 | | 45,427,256 | ||||||||||||
Municipal Bonds |
| 4,380,818 | | 4,380,818 | ||||||||||||
Asset-Backed Securities |
| 21,645,317 | | 21,645,317 | ||||||||||||
Repurchase Agreement |
| 10,650,000 | | 10,650,000 | ||||||||||||
Investment of Cash Collateral for Securities Loaned |
| 4,353,315 | | 4,353,315 | ||||||||||||
Total Investments in Securities |
$ | | $ | 972,286,264 | $ | | $ | 972,286,264 | ||||||||
Liabilities: |
|
|||||||||||||||
Investments in Securities Sold Short |
||||||||||||||||
U.S. Government Agencies |
$ | | $ | (16,553,790 | ) | $ | | $ | (16,553,790 | ) | ||||||
Total Net |
$ | | $ | 955,732,474 | $ | | $ | 955,732,474 |
See Notes to Financial Statements.
120 | WisdomTree Trust |
Schedule of Investments
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT AGENCIES 17.0% |
| |||||||
Federal Farm Credit Bank 2.4% |
| |||||||
2.85%, 5/23/25 |
$ | 1,361,000 | $ | 1,335,359 | ||||
3.13%, 8/26/27 |
1,000,000 | 987,130 | ||||||
|
|
|||||||
Total Federal Farm Credit Bank |
|
2,322,489 | ||||||
Federal Home Loan Bank 0.2% |
| |||||||
0.38%, 9/4/25 |
200,000 | 182,466 | ||||||
Federal Home Loan Mortgage Corporation 5.3% |
| |||||||
0.38%, 4/20/23 |
3,186,000 | 3,125,371 | ||||||
0.38%, 7/21/25 |
93,000 | 85,067 | ||||||
0.38%, 9/23/25 |
2,000,000 | 1,820,840 | ||||||
|
|
|||||||
Total Federal Home Loan Mortgage Corporation |
|
5,031,278 | ||||||
Federal National Mortgage Association 2.1% |
| |||||||
2.63%, 9/6/24 |
1,850,000 | 1,818,439 | ||||||
1.63%, 1/7/25 |
175,000 | 167,681 | ||||||
|
|
|||||||
Total Federal National Mortgage Association |
|
1,986,120 | ||||||
Tennessee Valley Authority 0.1% |
| |||||||
0.75%, 5/15/25 |
86,000 | 79,792 | ||||||
Uniform Mortgage-Backed Securities 6.9% |
| |||||||
2.50%, 9/1/37(a) |
1,016,000 | 960,876 | ||||||
2.00%, 9/19/37(a) |
6,038,000 | 5,563,408 | ||||||
|
|
|||||||
Total Uniform Mortgage-Backed Securities |
|
6,524,284 | ||||||
TOTAL U.S. GOVERNMENT AGENCIES (Cost: $16,601,527) |
|
16,126,429 | ||||||
U.S. GOVERNMENT OBLIGATIONS 46.0% |
| |||||||
U.S. Treasury Bills 7.6% |
| |||||||
2.14%, 9/20/22* |
225,000 | 224,746 | ||||||
2.18%, 10/13/22* |
7,000,000 | 6,981,155 | ||||||
|
|
|||||||
Total U.S. Treasury Bills |
|
7,205,901 | ||||||
U.S. Treasury Notes 38.4% |
| |||||||
2.13%, 3/31/24 |
735,000 | 720,042 | ||||||
2.00%, 5/31/24 |
1,000,000 | 975,449 | ||||||
1.50%, 10/31/24 |
1,535,000 | 1,473,180 | ||||||
1.75%, 12/31/24 |
1,300,000 | 1,250,438 | ||||||
0.50%, 3/31/25 |
19,666,000 | 18,231,765 | ||||||
0.75%, 4/30/26 |
2,122,900 | 1,926,200 | ||||||
0.63%, 7/31/26 |
1,782,900 | 1,600,083 | ||||||
1.13%, 10/31/26 |
3,385,000 | 3,084,713 | ||||||
1.25%, 12/31/26 |
4,000,000 | 3,655,625 | ||||||
2.50%, 3/31/27 |
1,250,000 | 1,203,760 | ||||||
2.75%, 4/30/27 |
1,175,000 | 1,143,789 | ||||||
3.25%, 6/30/27 |
9,000 | 8,957 | ||||||
2.75%, 7/31/27 |
1,044,900 | 1,016,859 | ||||||
|
|
|||||||
Total U.S. Treasury Notes |
|
36,290,860 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $46,087,685) |
|
43,496,761 | ||||||
CORPORATE BONDS 34.6% |
| |||||||
Canada 1.7% |
| |||||||
Bank of Montreal |
1,000 | 943 | ||||||
Bank of Nova Scotia |
206,000 | 196,435 | ||||||
4.50%, 12/16/25 |
58,000 | 57,868 | ||||||
1.05%, 3/2/26 |
40,000 | 35,897 | ||||||
Brookfield Finance, Inc. |
150,000 | 149,527 | ||||||
Canadian Imperial Bank of Commerce |
78,000 | 76,952 | ||||||
Cenovus Energy, Inc. |
19,000 | 19,511 | ||||||
Enbridge, Inc. |
42,000 | 40,263 | ||||||
Magna International, Inc. |
25,000 | 24,946 | ||||||
Royal Bank of Canada |
120,000 | 115,525 | ||||||
1.15%, 6/10/25 |
457,000 | 421,391 | ||||||
Toronto-Dominion Bank |
343,000 | 316,592 | ||||||
1.95%, 1/12/27, Series FXD |
160,000 | 145,059 | ||||||
|
|
|||||||
Total Canada |
|
1,600,909 | ||||||
China 0.2% |
| |||||||
Baidu, Inc. |
90,000 | 88,843 | ||||||
Tencent Music Entertainment Group |
110,000 | 99,220 | ||||||
|
|
|||||||
Total China |
|
188,063 | ||||||
France 0.2% |
| |||||||
BPCE SA |
170,000 | 169,175 | ||||||
Germany 0.1% |
| |||||||
Deutsche Bank AG |
||||||||
2.22%, 9/18/24, (2.222% fixed rate until 9/18/23; Secured Overnight Financing Rate + 2.159% thereafter)(b) |
140,000 | 134,991 | ||||||
Ireland 0.3% |
| |||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
130,000 | 129,367 | ||||||
6.50%, 7/15/25 |
150,000 | 153,865 | ||||||
|
|
|||||||
Total Ireland |
|
283,232 | ||||||
Japan 1.1% |
| |||||||
Mitsubishi UFJ Financial Group, Inc. |
536,000 | 508,031 | ||||||
1.41%, 7/17/25 |
50,000 | 45,908 | ||||||
ORIX Corp. |
80,000 | 78,382 | ||||||
Sumitomo Mitsui Financial Group, Inc. |
315,000 | 305,711 | ||||||
Toyota Motor Corp. |
73,000 | 66,880 | ||||||
|
|
|||||||
Total Japan |
|
1,004,912 | ||||||
Netherlands 0.2% |
| |||||||
Cooperatieve Rabobank UA |
100,000 | 100,339 | ||||||
ING Groep NV |
140,000 | 138,470 | ||||||
|
|
|||||||
Total Netherlands |
|
238,809 |
See Notes to Financial Statements.
WisdomTree Trust | 121 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Spain 0.2% |
| |||||||
Banco Santander SA |
$ | 200,000 | $ | 194,206 | ||||
United Kingdom 1.8% |
| |||||||
BAT Capital Corp. |
35,000 | 34,193 | ||||||
BAT International Finance PLC |
100,000 | 89,119 | ||||||
Diageo Capital PLC |
200,000 | 185,430 | ||||||
HSBC Holdings PLC |
524,000 | 522,438 | ||||||
1.65%, 4/18/26, (1.645% fixed rate until 4/18/25; Secured Overnight Financing Rate + 1.538% thereafter)(b) |
50,000 | 45,589 | ||||||
2.10%, 6/4/26, (2.099% fixed rate until 6/4/25; Secured Overnight Financing Rate + 1.929% thereafter)(b) |
500,000 | 459,585 | ||||||
Lloyds Bank PLC |
200,000 | 194,838 | ||||||
Lloyds Banking Group PLC |
||||||||
2.91%, 11/7/23, (2.907% fixed rate until 11/7/22; 3-month U.S. dollar London Interbank Offered Rate + 0.81% thereafter)(b)(c) |
63,000 | 62,822 | ||||||
3.90%, 3/12/24 |
50,000 | 49,784 | ||||||
Santander UK Group Holdings PLC |
||||||||
1.09%, 3/15/25, (1.089% fixed rate until 3/15/24; Secured Overnight Financing Rate + 0.787% thereafter)(b) |
41,000 | 38,409 | ||||||
|
|
|||||||
Total United Kingdom |
|
1,682,207 | ||||||
United States 28.8% |
| |||||||
3M Co. |
50,000 | 48,493 | ||||||
Abbott Laboratories |
600,000 | 603,684 | ||||||
AbbVie, Inc. |
100,000 | 98,740 | ||||||
3.20%, 5/14/26 |
125,000 | 119,711 | ||||||
Adobe, Inc. |
222,000 | 213,029 | ||||||
Aetna, Inc. |
7,000 | 6,913 | ||||||
Aflac, Inc. |
30,000 | 29,587 | ||||||
Air Lease Corp. |
50,000 | 49,365 | ||||||
Air Products and Chemicals, Inc. |
104,000 | 96,951 | ||||||
Ally Financial, Inc. |
17,000 | 16,485 | ||||||
Amazon.com, Inc. |
50,000 | 46,265 | ||||||
American Express Co. |
76,000 | 74,527 | ||||||
3.63%, 12/5/24 |
226,000 | 224,872 | ||||||
American Honda Finance Corp. |
50,000 | 48,789 | ||||||
2.15%, 9/10/24 |
130,000 | 125,768 | ||||||
1.20%, 7/8/25 |
80,000 | 74,174 | ||||||
American Tower Corp. |
180,000 | 171,252 | ||||||
Ameriprise Financial, Inc. |
50,000 | 48,733 | ||||||
Ares Capital Corp. |
8,000 | 7,548 | ||||||
AT&T, Inc. |
150,000 | 136,560 | ||||||
AutoZone, Inc. |
60,000 | 59,090 | ||||||
Bank of America Corp. |
323,000 | 322,428 | ||||||
0.98%, 9/25/25, (0.981% fixed rate until 9/25/24; Secured Overnight Financing Rate + 0.91% thereafter)(b) |
50,000 | 46,446 | ||||||
3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.09% thereafter)(b)(c) |
207,000 | 200,749 | ||||||
3.37%, 1/23/26, (3.366% fixed rate until 1/23/25; 3-month U.S. dollar London Interbank Offered Rate + 0.81% thereafter)(b)(c) |
80,000 | 77,448 | ||||||
2.02%, 2/13/26, (2.015% fixed rate until 2/13/25; 3-month U.S. dollar London Interbank Offered Rate + 0.64% thereafter)(b)(c) |
771,000 | 721,957 | ||||||
3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(b) |
100,000 | 96,659 | ||||||
Bank of New York Mellon Corp. |
50,000 | 47,098 | ||||||
3.35%, 4/25/25 |
150,000 | 147,988 | ||||||
Berkshire Hathaway Energy Co. |
117,000 | 117,195 | ||||||
Berry Global, Inc. |
80,000 | 71,460 | ||||||
BGC Partners, Inc. |
1,000 | 1,005 | ||||||
Blackstone Secured Lending Fund |
9,000 | 8,867 | ||||||
Boeing Co. |
357,000 | 334,716 | ||||||
Boston Properties LP |
80,000 | 74,396 | ||||||
Broadcom, Inc. |
||||||||
3.15%, 11/15/25 |
17,000 | 16,403 | ||||||
3.46%, 9/15/26 |
60,000 | 57,569 | ||||||
Capital One Financial Corp. |
||||||||
2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(b) |
450,000 | 426,753 | ||||||
Caterpillar Financial Services Corp. |
175,000 | 160,344 | ||||||
Charles Schwab Corp. |
91,000 | 89,106 | ||||||
4.20%, 3/24/25 |
382,000 | 383,891 | ||||||
Charter Communications Operating LLC / Charter Communications Operating Capital |
36,000 | 35,996 |
See Notes to Financial Statements.
122 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Chubb INA Holdings, Inc. |
$ | 97,000 | $ | 95,705 | ||||
Cigna Corp. |
55,000 | 54,675 | ||||||
1.25%, 3/15/26 |
37,000 | 33,344 | ||||||
Cisco Systems, Inc. |
130,000 | 129,895 | ||||||
Citigroup, Inc. |
||||||||
3.35%, 4/24/25, (3.352% fixed rate until 4/24/24; 3-month U.S. dollar London Interbank Offered Rate + 0.897% thereafter)(b)(c) |
95,000 | 93,120 | ||||||
2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(b) |
300,000 | 282,075 | ||||||
3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(b) |
200,000 | 193,040 | ||||||
3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(b) |
257,000 | 246,815 | ||||||
1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(b) |
251,000 | 221,593 | ||||||
4.45%, 9/29/27 |
105,000 | 102,510 | ||||||
Cleveland Electric Illuminating Co. |
180,000 | 184,595 | ||||||
Columbia Pipeline Group, Inc. |
210,000 | 209,538 | ||||||
Comcast Corp. |
30,000 | 29,606 | ||||||
3.38%, 8/15/25 |
138,000 | 135,802 | ||||||
3.95%, 10/15/25 |
42,000 | 41,933 | ||||||
3.15%, 3/1/26 |
255,000 | 248,064 | ||||||
Constellation Brands, Inc. |
75,000 | 74,530 | ||||||
Crown Castle, Inc. |
48,000 | 47,248 | ||||||
Cummins, Inc. |
140,000 | 128,517 | ||||||
CVS Health Corp. |
80,000 | 80,182 | ||||||
3.88%, 7/20/25 |
30,000 | 29,795 | ||||||
Dell International LLC / EMC Corp. |
25,000 | 25,983 | ||||||
Discovery Communications LLC |
30,000 | 29,867 | ||||||
Dominion Energy, Inc. |
40,000 | 39,536 | ||||||
Duke Energy Corp. |
100,000 | 90,840 | ||||||
DuPont de Nemours, Inc. |
30,000 | 30,258 | ||||||
Eli Lilly & Co. |
137,000 | 134,359 | ||||||
Energy Transfer LP |
80,000 | 75,882 | ||||||
Entergy Gulf States Louisiana LLC |
107,000 | 110,521 | ||||||
Equinix, Inc. |
||||||||
2.63%, 11/18/24 |
169,000 | 162,852 | ||||||
1.25%, 7/15/25 |
44,000 | 40,300 | ||||||
ERP Operating LP |
12,000 | 11,705 | ||||||
Evergy Metro, Inc. |
160,000 | 157,843 | ||||||
Exelon Corp. |
21,000 | 20,371 | ||||||
Fidelity National Information Services, Inc. |
23,000 | 20,406 | ||||||
Fifth Third Bancorp |
100,000 | 95,664 | ||||||
Franklin Resources, Inc. |
140,000 | 135,682 | ||||||
FS KKR Capital Corp. |
130,000 | 118,414 | ||||||
General Dynamics Corp. |
150,000 | 147,813 | ||||||
3.50%, 5/15/25 |
189,000 | 188,030 | ||||||
General Motors Co. |
99,000 | 102,003 | ||||||
General Motors Financial Co., Inc. |
175,000 | 170,663 | ||||||
1.25%, 1/8/26 |
125,000 | 110,364 | ||||||
Georgia Power Co. |
215,000 | 207,918 | ||||||
Gilead Sciences, Inc. |
130,000 | 127,724 | ||||||
Global Payments, Inc. |
20,000 | 19,860 | ||||||
Goldman Sachs Group, Inc. |
307,000 | 306,883 | ||||||
3.50%, 1/23/25 |
164,000 | 160,904 | ||||||
1.76%, 1/24/25, (1.757% fixed rate until 1/24/24; Secured Overnight Financing Rate + 0.73% thereafter)(b) |
100,000 | 96,112 | ||||||
3.50%, 4/1/25 |
209,000 | 204,471 | ||||||
3.75%, 5/22/25 |
250,000 | 245,760 | ||||||
1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(b) |
680,000 | 603,514 | ||||||
Hasbro, Inc. |
104,000 | 101,351 | ||||||
HCA, Inc. |
185,000 | 186,793 | ||||||
Hess Corp. |
115,000 | 113,261 | ||||||
Home Depot, Inc. |
200,000 | 192,318 | ||||||
Honeywell International, Inc. |
100,000 | 94,983 | ||||||
HP, Inc. |
142,000 | 134,027 | ||||||
Intel Corp. |
65,000 | 64,230 | ||||||
3.70%, 7/29/25 |
100,000 | 99,559 | ||||||
International Business Machines Corp. |
235,000 | 232,039 |
See Notes to Financial Statements.
WisdomTree Trust | 123 |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Intuit, Inc. |
$ | 181,000 | $ | 166,786 | ||||
Invesco Finance PLC |
118,000 | 117,563 | ||||||
John Deere Capital Corp. |
139,000 | 138,394 | ||||||
JPMorgan Chase & Co. |
||||||||
3.80%, 7/23/24, (3.797% fixed rate until 7/23/23; 3-month U.S. dollar London Interbank Offered Rate + 0.89% thereafter)(b)(c) |
100,000 | 99,437 | ||||||
3.88%, 9/10/24 |
889,000 | 885,640 | ||||||
4.02%, 12/5/24, (4.023% fixed rate until 12/5/23; 3-month U.S. dollar London Interbank Offered Rate + 1.00% thereafter)(b)(c) |
170,000 | 169,194 | ||||||
3.13%, 1/23/25 |
76,000 | 74,868 | ||||||
2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(b) |
444,000 | 415,620 | ||||||
Juniper Networks, Inc. |
45,000 | 40,356 | ||||||
KeyBank NA |
250,000 | 243,767 | ||||||
Kilroy Realty LP |
179,000 | 175,048 | ||||||
Kinder Morgan Energy Partners LP |
47,000 | 47,036 | ||||||
Lam Research Corp. |
49,000 | 48,797 | ||||||
3.75%, 3/15/26 |
7,000 | 6,979 | ||||||
Lennox International, Inc. |
100,000 | 91,117 | ||||||
Lowes Cos., Inc. |
80,000 | 77,129 | ||||||
Mastercard, Inc. |
30,000 | 28,794 | ||||||
McDonalds Corp. |
75,000 | 72,785 | ||||||
Merck & Co., Inc. |
300,000 | 272,673 | ||||||
Morgan Stanley |
||||||||
3.62%, 4/17/25, (3.62% fixed rate until 4/17/24; Secured Overnight Financing Rate + 1.16% thereafter)(b) |
500,000 | 493,210 | ||||||
4.00%, 7/23/25 |
284,000 | 282,640 | ||||||
3.88%, 1/27/26 |
80,000 | 78,952 | ||||||
2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(b) |
306,000 | 287,554 | ||||||
MPLX LP |
100,000 | 90,548 | ||||||
National Rural Utilities Cooperative Finance Corp. |
50,000 | 48,735 | ||||||
NetApp, Inc. |
80,000 | 74,770 | ||||||
NiSource, Inc. |
170,000 | 154,748 | ||||||
Oncor Electric Delivery Co. LLC |
379,000 | 341,058 | ||||||
Oracle Corp. |
544,000 | 516,495 | ||||||
PECO Energy Co. |
35,000 | 34,134 | ||||||
PepsiCo, Inc. |
40,000 | 38,586 | ||||||
3.50%, 7/17/25 |
40,000 | 39,823 | ||||||
Pfizer, Inc. |
380,000 | 369,919 | ||||||
Philip Morris International, Inc. |
30,000 | 28,160 | ||||||
3.38%, 8/11/25 |
10,000 | 9,845 | ||||||
Pinnacle West Capital Corp. |
123,000 | 112,319 | ||||||
Plains All American Pipeline LP / PAA Finance Corp. |
63,000 | 61,628 | ||||||
PNC Financial Services Group, Inc. |
100,000 | 100,062 | ||||||
PPG Industries, Inc. |
44,000 | 42,740 | ||||||
Public Service Electric and Gas Co. |
467,000 | 421,141 | ||||||
Public Storage |
80,000 | 72,658 | ||||||
QUALCOMM, Inc. |
200,000 | 197,940 | ||||||
Ralph Lauren Corp. |
109,000 | 108,160 | ||||||
Realty Income Corp. |
88,000 | 87,743 | ||||||
Republic Services, Inc. |
50,000 | 47,619 | ||||||
Ryder System, Inc. |
80,000 | 72,074 | ||||||
Santander Holdings USA, Inc. |
244,000 | 233,408 | ||||||
Schlumberger Finance Canada Ltd. |
15,000 | 14,035 | ||||||
Simon Property Group LP |
170,000 | 163,700 | ||||||
Southern California Edison Co. |
49,000 | 48,775 | ||||||
Southwest Airlines Co. |
34,000 | 34,897 | ||||||
Southwestern Electric Power Co. |
80,000 | 72,582 | ||||||
Starbucks Corp. |
8,000 | 7,954 | ||||||
State Street Corp. |
218,000 | 216,197 | ||||||
2.35%, 11/1/25, (2.354% fixed rate until 11/1/24; Secured Overnight Financing Rate + 0.94% thereafter)(b) |
336,000 | 324,542 | ||||||
1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(b) |
50,000 | 47,186 |
See Notes to Financial Statements.
124 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Stryker Corp. |
$ | 10,000 | $ | 9,780 | ||||
Sysco Corp. |
60,000 | 59,230 | ||||||
T-Mobile USA, Inc. |
50,000 | 45,958 | ||||||
Target Corp. |
280,000 | 260,568 | ||||||
Toyota Motor Credit Corp. |
50,000 | 48,908 | ||||||
0.80%, 10/16/25 |
250,000 | 227,532 | ||||||
3.05%, 3/22/27 |
150,000 | 144,010 | ||||||
Truist Bank |
||||||||
3.69%, 8/2/24, (3.689% fixed rate until 8/2/23; 3-month U.S. dollar London Interbank Offered Rate + 0.735% thereafter)(b)(c) |
15,000 | 14,942 | ||||||
1.50%, 3/10/25 |
250,000 | 234,607 | ||||||
Truist Financial Corp. |
600,000 | 584,328 | ||||||
4.00%, 5/1/25 |
335,000 | 334,260 | ||||||
TWDC Enterprises 18 Corp. |
350,000 | 342,468 | ||||||
U.S. Bancorp |
50,000 | 48,802 | ||||||
1.45%, 5/12/25 |
100,000 | 93,801 | ||||||
UnitedHealth Group, Inc. |
100,000 | 97,662 | ||||||
3.75%, 7/15/25 |
150,000 | 149,673 | ||||||
UPMC |
300,000 | 296,286 | ||||||
Verizon Communications, Inc. |
72,000 | 71,067 | ||||||
Walgreens Boots Alliance, Inc. |
50,000 | 48,514 | ||||||
Walt Disney Co. |
209,000 | 207,658 | ||||||
Wells Fargo & Co. |
33,000 | 33,195 | ||||||
3.00%, 2/19/25 |
774,000 | 753,551 | ||||||
2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; Secured Overnight Financing Rate + 1.087% thereafter)(b) |
416,000 | 397,596 | ||||||
2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month U.S. dollar London Interbank Offered Rate + 0.75% thereafter)(b)(c) |
322,000 | 302,706 | ||||||
Williams Cos., Inc. |
50,000 | 49,358 | ||||||
Willis North America, Inc. |
94,000 | 92,847 | ||||||
WW Grainger, Inc. |
80,000 | 76,101 | ||||||
Zoetis, Inc. |
50,000 | 50,624 | ||||||
|
|
|||||||
Total United States |
|
27,237,207 | ||||||
TOTAL CORPORATE BONDS (Cost: $35,019,661) |
|
32,733,711 | ||||||
FOREIGN GOVERNMENT AGENCIES 0.3% |
| |||||||
Japan 0.3% |
| |||||||
Japan Bank for International Cooperation 1.75%, 10/17/24, Series DTC |
200,000 | 191,936 | ||||||
2.13%, 2/10/25, Series DTC |
140,000 | 134,499 | ||||||
TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $349,997) |
|
326,435 | ||||||
FOREIGN GOVERNMENT OBLIGATIONS 0.5% |
| |||||||
Chile 0.1% |
| |||||||
Chile Government International Bond |
110,000 | 107,042 | ||||||
Colombia 0.2% |
| |||||||
Colombia Government International Bond 2.63%, 3/15/23 |
100,000 | 98,890 | ||||||
4.00%, 2/26/24 |
78,000 | 76,503 | ||||||
|
|
|||||||
Total Colombia |
|
175,393 | ||||||
Indonesia 0.2% |
| |||||||
Indonesia Government International Bond |
150,000 | 150,078 | ||||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $447,462) |
|
432,513 | ||||||
COMMERCIAL MORTGAGE-BACKED SECURITIES 7.6% |
| |||||||
United States 7.6% |
| |||||||
Benchmark Mortgage Trust |
||||||||
3.75%, 3/15/52, Series 2019-B9, Class A4 |
850,000 | 814,846 | ||||||
2.03%, 10/15/53, Series 2020-B20, Class A5 |
788,000 | 660,402 | ||||||
2.58%, 4/15/54, Series 2021-B25, Class A5 |
2,200,000 | 1,910,521 | ||||||
Commercial Mortgage Trust |
||||||||
3.42%, 8/10/47, Series 2014-UBS4, Class A4 |
900,000 | 883,774 | ||||||
DBJPM Mortgage Trust |
||||||||
1.89%, 8/10/49, Series 2016-C3, Class A2 |
28,438 | 28,006 | ||||||
GS Mortgage Securities Trust |
||||||||
5.49%, 11/10/46, Series 2013-GC16, Class C^(b) |
200,000 | 196,383 | ||||||
JP Morgan Chase Commercial Mortgage Securities Trust |
||||||||
4.17%, 12/15/46, Series 2013-C16, Class A4 |
634,000 | 630,820 | ||||||
JPMBB Commercial Mortgage Securities Trust |
||||||||
3.61%, 5/15/48, Series 2015-C29, Class A4 |
816,000 | 795,813 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||
2.74%, 4/15/48, Series 2015-C22, Class A2 |
244,375 | 244,375 | ||||||
Morgan Stanley Capital I Trust |
||||||||
4.48%, 12/15/50, Series 2017-HR2, Class C^(b) |
160,000 | 146,190 |
See Notes to Financial Statements.
WisdomTree Trust | 125 |
Schedule of Investments (concluded)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
Wells Fargo Commercial Mortgage Trust |
||||||||
2.60%, 6/15/49, Series 2016-C34, Class A2 |
$ | 29,193 | $ | 28,640 | ||||
2.63%, 4/15/54, Series 2021-C59, Class A5 |
376,000 | 325,454 | ||||||
WFRBS Commercial Mortgage Trust |
||||||||
3.50%, 8/15/47, Series 2014-C21, Class D(d) |
627,000 | 523,541 | ||||||
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $8,103,471) |
|
7,188,765 | ||||||
ASSET-BACKED SECURITIES 0.5% |
| |||||||
United States 0.5% |
| |||||||
Capital One Prime Auto Receivables Trust |
||||||||
1.63%, 8/15/25, Series 2020-1, Class A4 |
450,000 | 438,475 | ||||||
CarMax Auto Owner Trust |
||||||||
2.30%, 4/15/25, Series 2019-3, Class A4 |
62,000 | 61,143 | ||||||
TOTAL ASSET-BACKED SECURITIES (Cost: $512,857) |
|
499,618 | ||||||
TOTAL INVESTMENTS IN SECURITIES 106.5% (Cost: $107,122,660) |
|
100,804,232 | ||||||
Other Assets less Liabilities (6.5)% |
|
(6,159,710 | ) | |||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 94,644,522 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
(a) | To-be-announced (TBA) security (See Note 2). TBA securities are non-income producing. |
(b) | Rate shown reflects the accrual rate as of August 31, 2022 on securities with variable or step rates. |
(c) | The London Interbank Offered Rate (LIBOR) is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Funds investments. |
(d) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 16,126,429 | $ | | $ | 16,126,429 | ||||||||
U.S. Government Obligations |
| 43,496,761 | | 43,496,761 | ||||||||||||
Corporate Bonds |
| 32,733,711 | | 32,733,711 | ||||||||||||
Foreign Government Agencies |
| 326,435 | | 326,435 | ||||||||||||
Foreign Government Obligations |
| 432,513 | | 432,513 | ||||||||||||
Commercial Mortgage-Backed Securities |
| 7,188,765 | | 7,188,765 | ||||||||||||
Asset-Backed Securities |
| 499,618 | | 499,618 | ||||||||||||
Total Investments in Securities |
$ | | $ | 100,804,232 | $ | | $ | 100,804,232 |
See Notes to Financial Statements.
126 | WisdomTree Trust |
Schedule of Investments
WisdomTree Alternative Income Fund (HYIN)
August 31, 2022
Investments | Shares | Value | ||||||
COMMON STOCKS 71.3% |
| |||||||
United States 71.3% |
| |||||||
Capital Markets 23.2% |
| |||||||
Ares Capital Corp. |
15,515 | $ | 304,715 | |||||
FS KKR Capital Corp.(a) |
14,492 | 312,737 | ||||||
Goldman Sachs BDC, Inc.(a) |
16,019 | 272,643 | ||||||
Golub Capital BDC, Inc.(a) |
21,246 | 295,532 | ||||||
Hercules Capital, Inc.(a) |
20,372 | 286,634 | ||||||
Main Street Capital Corp.(a) |
7,456 | 311,214 | ||||||
Owl Rock Capital Corp.(a) |
21,772 | 286,084 | ||||||
Prospect Capital Corp.(a) |
39,571 | 295,991 | ||||||
|
|
|||||||
Total Capital Markets |
|
2,365,550 | ||||||
Mortgage Real Estate Investment Trusts (REITs) 48.1% |
| |||||||
AG Mortgage Investment Trust, Inc. |
38,837 | 248,945 | ||||||
AGNC Investment Corp. |
25,428 | 303,865 | ||||||
Annaly Capital Management, Inc. |
45,813 | 295,494 | ||||||
Apollo Commercial Real Estate Finance, Inc. |
26,777 | 311,952 | ||||||
Arbor Realty Trust, Inc. |
21,082 | 315,808 | ||||||
Blackstone Mortgage Trust, Inc., Class A |
9,845 | 285,308 | ||||||
BrightSpire Capital, Inc., Class A |
34,374 | 288,742 | ||||||
Chimera Investment Corp. |
32,490 | 276,165 | ||||||
Great Ajax Corp. |
28,878 | 261,346 | ||||||
KKR Real Estate Finance Trust, Inc. |
15,471 | 297,971 | ||||||
Ladder Capital Corp. |
26,286 | 290,723 | ||||||
MFA Financial, Inc. |
25,380 | 277,403 | ||||||
New York Mortgage Trust, Inc. |
108,170 | 302,876 | ||||||
Redwood Trust, Inc. |
37,239 | 288,602 | ||||||
Rithm Capital Corp. |
29,002 | 273,489 | ||||||
Starwood Property Trust, Inc. |
12,981 | 297,654 | ||||||
Two Harbors Investment Corp. |
59,003 | 286,165 | ||||||
|
|
|||||||
Total Mortgage Real Estate Investment Trusts (REITs) |
|
4,902,508 | ||||||
TOTAL COMMON STOCKS (Cost: $8,260,249) |
|
7,268,058 | ||||||
CLOSED-END MUTUAL FUNDS 28.2% |
| |||||||
United States 28.2% |
| |||||||
BlackRock Corporate High Yield Fund, Inc. |
28,546 | 273,471 | ||||||
Blackstone Strategic Credit Fund |
24,401 | 289,640 | ||||||
Eaton Vance Floating-Rate Income Trust |
23,378 | 282,172 | ||||||
Eaton Vance Limited Duration Income Fund |
27,843 | 295,136 | ||||||
Guggenheim Strategic Opportunities Fund |
17,667 | 306,522 | ||||||
Invesco Senior Income Trust |
71,659 | 276,604 | ||||||
Nuveen Credit Strategies Income Fund |
51,922 | 279,859 | ||||||
Oxford Lane Capital Corp. |
49,060 | 294,851 | ||||||
PIMCO Corporate & Income Opportunity Fund |
21,132 | 289,720 | ||||||
PIMCO Dynamic Income Fund |
13,389 | 290,006 | ||||||
TOTAL CLOSED-END MUTUAL FUNDS (Cost: $3,223,238) |
|
2,877,981 | ||||||
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED 13.8% |
| |||||||
United States 13.8% |
| |||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 2.34%(b) |
||||||||
(Cost: $1,406,379) | 1,406,379 | 1,406,379 | ||||||
TOTAL INVESTMENTS IN SECURITIES 113.3% (Cost: $12,889,866) |
|
11,552,418 | ||||||
Other Assets less Liabilities (13.3)% |
|
(1,359,085 | ) | |||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 10,193,333 |
(a) | Security, or portion thereof, was on loan at August 31, 2022 (See Note 2). At August 31, 2022, the total market value of the Funds securities on loan identified in the Schedule of Investments was $1,367,099 and the total market value of the collateral held by the Fund was $1,406,932. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $553. |
(b) | Rate shown represents annualized 7-day yield as of August 31, 2022. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | 7,268,058 | $ | | $ | | $ | 7,268,058 | ||||||||
Closed-End Mutual Funds |
2,877,981 | | | 2,877,981 | ||||||||||||
Investment of Cash Collateral for Securities Loaned |
| 1,406,379 | | 1,406,379 | ||||||||||||
Total Investments in Securities |
$ | 10,146,039 | $ | 1,406,379 | $ | | $ | 11,552,418 |
See Notes to Financial Statements.
WisdomTree Trust | 127 |
Schedule of Investments
WisdomTree CBOE S&P 500 PutWrite Strategy Fund (PUTW)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 83.8% |
| |||||||
U.S. Treasury Bills 83.8% |
| |||||||
2.71%, 11/17/22* |
$ | 45,000,000 | $44,742,531 | |||||
2.54%, 11/25/22* |
43,000,000 | 42,715,837 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $87,491,751) |
|
87,458,368 | ||||||
Investments | Shares |
Value | ||||||
EXCHANGE-TRADED FUND 4.5% |
| |||||||
United States 4.5% |
| |||||||
WisdomTree Floating Rate Treasury Fund(a) (Cost: $4,645,628) |
92,596 | $ | 4,652,949 | |||||
TOTAL INVESTMENTS IN SECURITIES 88.3% (Cost: $92,137,379) |
|
92,111,317 | ||||||
Other Assets less Liabilities 11.7% |
|
12,210,232 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 104,321,549 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | Affiliated holding. See Investment in Affiliates supplementary table included in this Schedule of Investments for additional information. |
INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2022 were as follows:
Affiliate | Value at 8/31/2021 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 8/31/2022 |
Dividend Income |
Capital Gain Distributions |
||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund |
$ | 2,870,813 | $ | 2,073,627 | $ | 292,867 | $ | (232 | ) | $ | 1,608 | $ | 4,652,949 | $ | 25,238 | $ | 259 |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
WRITTEN PUT OPTION CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||||||||||||||
Description | Number of Contracts |
Notional Amount1 |
Strike Price |
Expiration Date |
Premiums Paid/ (Received) |
Unrealized |
Value | |||||||||||||||||||||
S&P 500 Index |
(265 | ) | $ | (112,095,000 | ) | $ | 4,230 | 9/16/2022 | $ | (2,292,550 | ) | $ | (5,070,475 | ) | $ | (7,363,025 | ) |
1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 87,458,368 | $ | | $ | 87,458,368 | ||||||||
Exchange-Traded Fund |
4,652,949 | | | 4,652,949 | ||||||||||||
Total Investments in Securities |
$ | 4,652,949 | $ | 87,458,368 | $ | | $ | 92,111,317 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Written Options1 |
$ | | $ | (7,363,025 | ) | $ | | $ | (7,363,025 | ) | ||||||
Total Net |
$ | 4,652,949 | $ | 80,095,343 | $ | | $ | 84,748,292 |
1 | Amount shown represents the market value of the financial instrument. |
See Notes to Financial Statements.
128 | WisdomTree Trust |
Schedule of Investments
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
COMMON STOCKS 90.4% |
| |||||||
Argentina 0.1% |
| |||||||
Internet & Direct Marketing Retail 0.1% |
| |||||||
MercadoLibre, Inc.* |
3 | $ | 2,566 | |||||
China 0.1% |
| |||||||
Hotels, Restaurants & Leisure 0.0% |
| |||||||
Yum China Holdings, Inc. |
33 | 1,654 | ||||||
Semiconductors & Semiconductor Equipment 0.1% |
| |||||||
NXP Semiconductors NV |
20 | 3,291 | ||||||
|
|
|||||||
Total China |
|
4,945 | ||||||
Ireland 0.0% |
| |||||||
Technology Hardware, Storage & Peripherals 0.0% |
| |||||||
Seagate Technology Holdings PLC |
19 | 1,272 | ||||||
Israel 0.0% |
| |||||||
Software 0.0% |
| |||||||
Check Point Software Technologies Ltd.* |
8 | 962 | ||||||
South Korea 0.1% |
| |||||||
Internet & Direct Marketing Retail 0.1% |
| |||||||
Coupang, Inc.* |
96 | 1,623 | ||||||
United Kingdom 0.4% |
| |||||||
Chemicals 0.4% |
| |||||||
Linde PLC |
44 | 12,446 | ||||||
United States 89.7% |
| |||||||
Aerospace & Defense 1.5% |
| |||||||
Boeing Co.* |
51 | 8,173 | ||||||
General Dynamics Corp. |
21 | 4,808 | ||||||
Howmet Aerospace, Inc. |
33 | 1,169 | ||||||
L3Harris Technologies, Inc. |
15 | 3,423 | ||||||
Lockheed Martin Corp. |
22 | 9,242 | ||||||
Northrop Grumman Corp. |
12 | 5,736 | ||||||
Raytheon Technologies Corp. |
128 | 11,488 | ||||||
TransDigm Group, Inc. |
3 | 1,801 | ||||||
|
|
|||||||
Total Aerospace & Defense |
|
45,840 | ||||||
Air Freight & Logistics 0.6% | ||||||||
CH Robinson Worldwide, Inc. |
9 | 1,027 | ||||||
Expeditors International of Washington, Inc. |
12 | 1,235 | ||||||
FedEx Corp. |
19 | 4,006 | ||||||
United Parcel Service, Inc., Class B |
63 | 12,254 | ||||||
|
|
|||||||
Total Air Freight & Logistics |
|
18,522 | ||||||
Airlines 0.1% | ||||||||
Delta Air Lines, Inc.* |
57 | 1,771 | ||||||
Southwest Airlines Co.* |
45 | 1,652 | ||||||
United Airlines Holdings, Inc.* |
24 | 840 | ||||||
|
|
|||||||
Total Airlines |
|
4,263 | ||||||
Auto Components 0.1% | ||||||||
Aptiv PLC* |
22 | 2,055 | ||||||
Automobiles 2.3% |
|
|||||||
Ford Motor Co. |
339 | 5,167 | ||||||
General Motors Co. |
110 | 4,203 | ||||||
Lucid Group, Inc.* |
54 | 828 | ||||||
Rivian Automotive, Inc., Class A* |
30 | 981 | ||||||
Tesla, Inc.* |
219 | 60,359 | ||||||
|
|
|||||||
Total Automobiles |
|
71,538 | ||||||
Banks 3.2% | ||||||||
Bank of America Corp. |
605 | 20,334 | ||||||
Citigroup, Inc. |
170 | 8,298 | ||||||
Citizens Financial Group, Inc. |
23 | 844 | ||||||
Fifth Third Bancorp |
45 | 1,537 | ||||||
First Republic Bank |
15 | 2,277 | ||||||
Huntington Bancshares, Inc. |
67 | 898 | ||||||
JPMorgan Chase & Co. |
255 | 29,001 | ||||||
KeyCorp |
42 | 743 | ||||||
M&T Bank Corp. |
9 | 1,636 | ||||||
PNC Financial Services Group, Inc. |
36 | 5,688 | ||||||
Regions Financial Corp. |
67 | 1,452 | ||||||
Signature Bank |
4 | 697 | ||||||
SVB Financial Group* |
5 | 2,033 | ||||||
Truist Financial Corp. |
115 | 5,386 | ||||||
U.S. Bancorp |
110 | 5,017 | ||||||
Wells Fargo & Co. |
328 | 14,337 | ||||||
|
|
|||||||
Total Banks |
|
100,178 | ||||||
Beverages 1.7% | ||||||||
Brown-Forman Corp., Class B |
27 | 1,963 | ||||||
Coca-Cola Co. |
340 | 20,981 | ||||||
Constellation Brands, Inc., Class A |
13 | 3,199 | ||||||
Keurig Dr. Pepper, Inc. |
74 | 2,821 | ||||||
Monster Beverage Corp.* |
33 | 2,931 | ||||||
PepsiCo, Inc. |
119 | 20,500 | ||||||
|
|
|||||||
Total Beverages |
|
52,395 | ||||||
Biotechnology 1.9% | ||||||||
AbbVie, Inc. |
152 | 20,438 | ||||||
Alnylam Pharmaceuticals, Inc.* |
7 | 1,447 | ||||||
Amgen, Inc. |
45 | 10,814 | ||||||
Biogen, Inc.* |
11 | 2,149 | ||||||
Gilead Sciences, Inc. |
86 | 5,458 | ||||||
Horizon Therapeutics PLC* |
17 | 1,007 | ||||||
Incyte Corp.* |
14 | 986 | ||||||
Moderna, Inc.* |
31 | 4,100 | ||||||
Regeneron Pharmaceuticals, Inc.* |
8 | 4,649 | ||||||
Seagen, Inc.* |
15 | 2,314 | ||||||
Vertex Pharmaceuticals, Inc.* |
20 | 5,635 | ||||||
|
|
|||||||
Total Biotechnology |
|
58,997 | ||||||
Building Products 0.3% | ||||||||
Carrier Global Corp. |
56 | 2,191 | ||||||
Johnson Controls International PLC |
58 | 3,140 | ||||||
Trane Technologies PLC |
18 | 2,773 | ||||||
|
|
|||||||
Total Building Products |
|
8,104 | ||||||
Capital Markets 2.9% | ||||||||
Ameriprise Financial, Inc. |
9 | 2,412 | ||||||
Bank of New York Mellon Corp. |
66 | 2,741 | ||||||
BlackRock, Inc. |
11 | 7,330 | ||||||
Blackstone, Inc. |
60 | 5,636 | ||||||
Charles Schwab Corp. |
124 | 8,798 |
See Notes to Financial Statements.
WisdomTree Trust | 129 |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
CME Group, Inc. |
28 | $ | 5,477 | |||||
Coinbase Global, Inc., Class A* |
13 | 868 | ||||||
FactSet Research Systems, Inc. |
3 | 1,300 | ||||||
Goldman Sachs Group, Inc. |
29 | 9,647 | ||||||
Intercontinental Exchange, Inc. |
48 | 4,841 | ||||||
KKR & Co., Inc. |
51 | 2,579 | ||||||
LPL Financial Holdings, Inc. |
6 | 1,328 | ||||||
Moodys Corp. |
14 | 3,983 | ||||||
Morgan Stanley |
121 | 10,312 | ||||||
MSCI, Inc. |
6 | 2,696 | ||||||
Nasdaq, Inc. |
27 | 1,607 | ||||||
Northern Trust Corp. |
18 | 1,712 | ||||||
Raymond James Financial, Inc. |
18 | 1,879 | ||||||
S&P Global, Inc. |
30 | 10,565 | ||||||
State Street Corp. |
30 | 2,051 | ||||||
T. Rowe Price Group, Inc. |
18 | 2,160 | ||||||
|
|
|||||||
Total Capital Markets |
|
89,922 | ||||||
Chemicals 1.1% | ||||||||
Air Products and Chemicals, Inc. |
17 | 4,292 | ||||||
Albemarle Corp. |
10 | 2,679 | ||||||
Celanese Corp. |
9 | 998 | ||||||
CF Industries Holdings, Inc. |
15 | 1,552 | ||||||
Corteva, Inc. |
63 | 3,870 | ||||||
Dow, Inc. |
63 | 3,213 | ||||||
DuPont de Nemours, Inc. |
44 | 2,448 | ||||||
Ecolab, Inc. |
22 | 3,604 | ||||||
FMC Corp. |
10 | 1,081 | ||||||
International Flavors & Fragrances, Inc. |
19 | 2,099 | ||||||
LyondellBasell Industries NV, Class A |
19 | 1,577 | ||||||
Mosaic Co. |
26 | 1,401 | ||||||
PPG Industries, Inc. |
18 | 2,286 | ||||||
Sherwin-Williams Co. |
21 | 4,874 | ||||||
|
|
|||||||
Total Chemicals |
|
35,974 | ||||||
Commercial Services & Supplies 0.5% | ||||||||
Cintas Corp. |
8 | 3,255 | ||||||
Copart, Inc.* |
19 | 2,273 | ||||||
Republic Services, Inc. |
18 | 2,569 | ||||||
Waste Connections, Inc. |
19 | 2,644 | ||||||
Waste Management, Inc. |
34 | 5,747 | ||||||
|
|
|||||||
Total Commercial Services & Supplies |
|
16,488 | ||||||
Communications Equipment 0.7% | ||||||||
Arista Networks, Inc.* |
22 | 2,638 | ||||||
Cisco Systems, Inc. |
331 | 14,802 | ||||||
Motorola Solutions, Inc. |
13 | 3,164 | ||||||
|
|
|||||||
Total Communications Equipment |
|
20,604 | ||||||
Construction & Engineering 0.0% | ||||||||
Quanta Services, Inc. |
10 | 1,413 | ||||||
Construction Materials 0.1% |
| |||||||
Martin Marietta Materials, Inc. |
5 | 1,739 | ||||||
Vulcan Materials Co. |
11 | 1,831 | ||||||
|
|
|||||||
Total Construction Materials |
|
3,570 | ||||||
Consumer Finance 0.5% | ||||||||
Ally Financial, Inc. |
25 | 830 | ||||||
American Express Co. |
52 | 7,904 | ||||||
Capital One Financial Corp. |
34 | 3,598 | ||||||
Discover Financial Services |
21 | 2,110 | ||||||
Synchrony Financial |
36 | 1,179 | ||||||
|
|
|||||||
Total Consumer Finance |
|
15,621 | ||||||
Containers & Packaging 0.2% | ||||||||
Amcor PLC |
129 | 1,549 | ||||||
Ball Corp. |
24 | 1,339 | ||||||
Crown Holdings, Inc. |
10 | 906 | ||||||
International Paper Co. |
27 | 1,124 | ||||||
Packaging Corp. of America |
6 | 822 | ||||||
|
|
|||||||
Total Containers & Packaging |
|
5,740 | ||||||
Distributors 0.1% | ||||||||
Genuine Parts Co. |
12 | 1,872 | ||||||
LKQ Corp. |
24 | 1,277 | ||||||
Pool Corp. |
3 | 1,018 | ||||||
|
|
|||||||
Total Distributors |
|
4,167 | ||||||
Diversified Financial Services 1.4% | ||||||||
Apollo Global Management, Inc. |
39 | 2,168 | ||||||
Berkshire Hathaway, Inc., Class B* |
147 | 41,277 | ||||||
|
|
|||||||
Total Diversified Financial Services |
|
43,445 | ||||||
Diversified Telecommunication Services 0.8% | ||||||||
AT&T, Inc. |
555 | 9,735 | ||||||
Verizon Communications, Inc. |
362 | 15,135 | ||||||
|
|
|||||||
Total Diversified Telecommunication Services |
|
24,870 | ||||||
Electric Utilities 1.7% | ||||||||
Alliant Energy Corp. |
18 | 1,099 | ||||||
American Electric Power Co., Inc. |
41 | 4,108 | ||||||
Duke Energy Corp. |
66 | 7,056 | ||||||
Edison International |
28 | 1,898 | ||||||
Entergy Corp. |
15 | 1,730 | ||||||
Evergy, Inc. |
18 | 1,234 | ||||||
Eversource Energy |
28 | 2,511 | ||||||
Exelon Corp. |
75 | 3,293 | ||||||
FirstEnergy Corp. |
48 | 1,898 | ||||||
NextEra Energy, Inc. |
169 | 14,375 | ||||||
PG&E Corp.* |
114 | 1,406 | ||||||
PPL Corp. |
36 | 1,047 | ||||||
Southern Co. |
91 | 7,013 | ||||||
Xcel Energy, Inc. |
45 | 3,341 | ||||||
|
|
|||||||
Total Electric Utilities |
|
52,009 | ||||||
Electrical Equipment 0.5% | ||||||||
AMETEK, Inc. |
21 | 2,523 | ||||||
Eaton Corp. PLC |
34 | 4,646 | ||||||
Emerson Electric Co. |
51 | 4,169 | ||||||
Generac Holdings, Inc.* |
5 | 1,102 | ||||||
Plug Power, Inc.* |
40 | 1,122 | ||||||
Rockwell Automation, Inc. |
9 | 2,132 | ||||||
|
|
|||||||
Total Electrical Equipment |
|
15,694 |
See Notes to Financial Statements.
130 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
Electronic Equipment, Instruments & Components 0.5% |
|
|||||||
Amphenol Corp., Class A |
45 | $ | 3,309 | |||||
CDW Corp. |
11 | 1,878 | ||||||
Corning, Inc. |
66 | 2,265 | ||||||
Keysight Technologies, Inc.* |
15 | 2,458 | ||||||
TE Connectivity Ltd. |
25 | 3,155 | ||||||
Teledyne Technologies, Inc.* |
3 | 1,105 | ||||||
Trimble, Inc.* |
22 | 1,391 | ||||||
Zebra Technologies Corp., Class A* |
4 | 1,207 | ||||||
|
|
|||||||
Total Electronic Equipment, Instruments & Components |
|
16,768 | ||||||
Energy Equipment & Services 0.3% | ||||||||
Baker Hughes Co. |
63 | 1,591 | ||||||
Halliburton Co. |
70 | 2,109 | ||||||
Schlumberger NV |
116 | 4,426 | ||||||
|
|
|||||||
Total Energy Equipment & Services |
|
8,126 | ||||||
Entertainment 1.2% | ||||||||
Activision Blizzard, Inc. |
64 | 5,024 | ||||||
Electronic Arts, Inc. |
21 | 2,664 | ||||||
Live Nation Entertainment, Inc.* |
12 | 1,084 | ||||||
Netflix, Inc.* |
36 | 8,048 | ||||||
ROBLOX Corp., Class A* |
36 | 1,408 | ||||||
Roku, Inc.* |
9 | 612 | ||||||
Spotify Technology SA* |
7 | 757 | ||||||
Take-Two Interactive Software, Inc.* |
9 | 1,103 | ||||||
Walt Disney Co.* |
157 | 17,597 | ||||||
|
|
|||||||
Total Entertainment |
|
38,297 | ||||||
Equity Real Estate Investment Trusts (REITs) 2.4% |
|
|||||||
Alexandria Real Estate Equities, Inc. |
11 | 1,687 | ||||||
American Tower Corp. |
39 | 9,908 | ||||||
AvalonBay Communities, Inc. |
12 | 2,411 | ||||||
Boston Properties, Inc. |
12 | 953 | ||||||
Camden Property Trust |
7 | 900 | ||||||
Crown Castle, Inc. |
36 | 6,150 | ||||||
Digital Realty Trust, Inc. |
21 | 2,596 | ||||||
Duke Realty Corp. |
30 | 1,766 | ||||||
Equinix, Inc. |
7 | 4,602 | ||||||
Equity Residential |
26 | 1,903 | ||||||
Essex Property Trust, Inc. |
5 | 1,325 | ||||||
Extra Space Storage, Inc. |
11 | 2,186 | ||||||
Healthpeak Properties, Inc. |
30 | 788 | ||||||
Host Hotels & Resorts, Inc. |
53 | 942 | ||||||
Invitation Homes, Inc. |
48 | 1,741 | ||||||
Iron Mountain, Inc. |
21 | 1,105 | ||||||
Kimco Realty Corp. |
44 | 928 | ||||||
Mid-America Apartment Communities, Inc. |
9 | 1,491 | ||||||
Prologis, Inc. |
60 | 7,471 | ||||||
Public Storage |
12 | 3,970 | ||||||
Realty Income Corp. |
48 | 3,277 | ||||||
SBA Communications Corp. |
9 | 2,927 | ||||||
Simon Property Group, Inc. |
25 | 2,549 | ||||||
Sun Communities, Inc. |
9 | 1,383 | ||||||
UDR, Inc. |
22 | 987 | ||||||
Ventas, Inc. |
32 | 1,532 | ||||||
VICI Properties, Inc. |
78 | 2,573 | ||||||
Welltower, Inc. |
36 | 2,759 | ||||||
Weyerhaeuser Co. |
63 | 2,152 | ||||||
WP Carey, Inc. |
16 | 1,344 | ||||||
|
|
|||||||
Total Equity Real Estate Investment Trusts (REITs) |
|
76,306 | ||||||
Food & Staples Retailing 1.4% | ||||||||
Costco Wholesale Corp. |
38 | 19,840 | ||||||
Kroger Co. |
51 | 2,445 | ||||||
Sysco Corp. |
43 | 3,535 | ||||||
Walgreens Boots Alliance, Inc. |
59 | 2,069 | ||||||
Walmart, Inc. |
124 | 16,436 | ||||||
|
|
|||||||
Total Food & Staples Retailing |
|
44,325 | ||||||
Food Products 0.9% | ||||||||
Archer-Daniels-Midland Co. |
41 | 3,603 | ||||||
Bunge Ltd. |
9 | 893 | ||||||
Conagra Brands, Inc. |
35 | 1,203 | ||||||
General Mills, Inc. |
46 | 3,533 | ||||||
Hershey Co. |
11 | 2,471 | ||||||
Hormel Foods Corp. |
24 | 1,207 | ||||||
J.M. Smucker Co. |
8 | 1,120 | ||||||
Kellogg Co. |
19 | 1,382 | ||||||
Kraft Heinz Co. |
54 | 2,020 | ||||||
McCormick & Co., Inc., Non-Voting Shares |
18 | 1,513 | ||||||
Mondelez International, Inc., Class A |
120 | 7,423 | ||||||
Tyson Foods, Inc., Class A |
24 | 1,809 | ||||||
|
|
|||||||
Total Food Products |
|
28,177 | ||||||
Gas Utilities 0.0% | ||||||||
Atmos Energy Corp. |
10 | 1,134 | ||||||
Health Care Equipment & Supplies 2.2% | ||||||||
Abbott Laboratories |
152 | 15,603 | ||||||
Align Technology, Inc.* |
6 | 1,462 | ||||||
Baxter International, Inc. |
39 | 2,241 | ||||||
Becton Dickinson and Co. |
22 | 5,553 | ||||||
Boston Scientific Corp.* |
116 | 4,676 | ||||||
Cooper Cos., Inc. |
3 | 862 | ||||||
Dexcom, Inc.* |
31 | 2,548 | ||||||
Edwards Lifesciences Corp.* |
49 | 4,415 | ||||||
Hologic, Inc.* |
16 | 1,081 | ||||||
IDEXX Laboratories, Inc.* |
6 | 2,086 | ||||||
Intuitive Surgical, Inc.* |
28 | 5,761 | ||||||
Medtronic PLC |
114 | 10,023 | ||||||
ResMed, Inc. |
10 | 2,199 | ||||||
STERIS PLC |
7 | 1,410 | ||||||
Stryker Corp. |
29 | 5,951 | ||||||
Teleflex, Inc. |
3 | 679 | ||||||
Zimmer Biomet Holdings, Inc. |
16 | 1,701 | ||||||
|
|
|||||||
Total Health Care Equipment & Supplies |
|
68,251 | ||||||
Health Care Providers & Services 2.9% | ||||||||
AmerisourceBergen Corp. |
13 | 1,905 | ||||||
Cardinal Health, Inc. |
16 | 1,132 | ||||||
Centene Corp.* |
44 | 3,949 | ||||||
Cigna Corp. |
26 | 7,370 | ||||||
CVS Health Corp. |
106 | 10,404 |
See Notes to Financial Statements.
WisdomTree Trust | 131 |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
Elevance Health, Inc. |
21 | $ | 10,187 | |||||
HCA Healthcare, Inc. |
18 | 3,562 | ||||||
Humana, Inc. |
9 | 4,336 | ||||||
Laboratory Corp. of America Holdings |
7 | 1,577 | ||||||
McKesson Corp. |
12 | 4,404 | ||||||
Molina Healthcare, Inc.* |
3 | 1,012 | ||||||
Quest Diagnostics, Inc. |
8 | 1,002 | ||||||
UnitedHealth Group, Inc. |
80 | 41,546 | ||||||
|
|
|||||||
Total Health Care Providers & Services |
|
92,386 | ||||||
Health Care Technology 0.1% | ||||||||
Veeva Systems, Inc., Class A* |
10 | 1,993 | ||||||
Hotels, Restaurants & Leisure 1.6% | ||||||||
Airbnb, Inc., Class A* |
23 | 2,602 | ||||||
Booking Holdings, Inc.* |
3 | 5,627 | ||||||
Caesars Entertainment, Inc.* |
12 | 517 | ||||||
Carnival Corp.* |
72 | 681 | ||||||
Chipotle Mexican Grill, Inc.* |
2 | 3,194 | ||||||
Dominos Pizza, Inc. |
3 | 1,116 | ||||||
Expedia Group, Inc.* |
12 | 1,232 | ||||||
Hilton Worldwide Holdings, Inc. |
24 | 3,057 | ||||||
Las Vegas Sands Corp.* |
30 | 1,129 | ||||||
Marriott International, Inc., Class A |
27 | 4,151 | ||||||
McDonalds Corp. |
64 | 16,146 | ||||||
MGM Resorts International |
30 | 979 | ||||||
Royal Caribbean Cruises Ltd.* |
12 | 490 | ||||||
Starbucks Corp. |
99 | 8,323 | ||||||
Yum! Brands, Inc. |
21 | 2,336 | ||||||
|
|
|||||||
Total Hotels, Restaurants & Leisure |
|
51,580 | ||||||
Household Durables 0.2% | ||||||||
D.R. Horton, Inc. |
30 | 2,135 | ||||||
Garmin Ltd. |
13 | 1,150 | ||||||
Lennar Corp., Class A |
21 | 1,626 | ||||||
|
|
|||||||
Total Household Durables |
|
4,911 | ||||||
Household Products 1.3% | ||||||||
Church & Dwight Co., Inc. |
18 | 1,507 | ||||||
Clorox Co. |
9 | 1,299 | ||||||
Colgate-Palmolive Co. |
72 | 5,631 | ||||||
Kimberly-Clark Corp. |
28 | 3,570 | ||||||
Procter & Gamble Co. |
207 | 28,554 | ||||||
|
|
|||||||
Total Household Products |
|
40,561 | ||||||
Independent Power & Renewable Electricity Producers 0.0% |
|
|||||||
AES Corp. |
41 | 1,043 | ||||||
Industrial Conglomerates 0.7% | ||||||||
3M Co. |
49 | 6,093 | ||||||
General Electric Co. |
80 | 5,875 | ||||||
Honeywell International, Inc. |
59 | 11,172 | ||||||
|
|
|||||||
Total Industrial Conglomerates |
|
23,140 | ||||||
Insurance 1.9% | ||||||||
Aflac, Inc. |
51 | 3,030 | ||||||
Allstate Corp. |
27 | 3,254 | ||||||
American International Group, Inc. |
63 | 3,260 | ||||||
Aon PLC, Class A |
18 | 5,027 | ||||||
Arch Capital Group Ltd.* |
30 | 1,372 | ||||||
Arthur J Gallagher & Co. |
18 | 3,268 | ||||||
Brown & Brown, Inc. |
18 | 1,135 | ||||||
Chubb Ltd. |
35 | 6,617 | ||||||
Cincinnati Financial Corp. |
12 | 1,164 | ||||||
Fidelity National Financial, Inc. |
21 | 821 | ||||||
Hartford Financial Services Group, Inc. |
24 | 1,543 | ||||||
Marsh & McLennan Cos., Inc. |
41 | 6,616 | ||||||
MetLife, Inc. |
60 | 3,860 | ||||||
Principal Financial Group, Inc. |
18 | 1,346 | ||||||
Progressive Corp. |
54 | 6,623 | ||||||
Prudential Financial, Inc. |
31 | 2,968 | ||||||
Travelers Cos., Inc. |
21 | 3,394 | ||||||
W.R. Berkley Corp. |
18 | 1,166 | ||||||
Willis Towers Watson PLC |
10 | 2,068 | ||||||
|
|
|||||||
Total Insurance |
|
58,532 | ||||||
Interactive Media & Services 4.5% | ||||||||
Alphabet, Inc., Class A* |
480 | 51,945 | ||||||
Alphabet, Inc., Class C* |
472 | 51,519 | ||||||
Match Group, Inc.* |
27 | 1,526 | ||||||
Meta Platforms, Inc., Class A* |
186 | 30,305 | ||||||
Pinterest, Inc., Class A* |
42 | 968 | ||||||
Snap, Inc., Class A* |
95 | 1,033 | ||||||
Twitter, Inc.* |
69 | 2,674 | ||||||
ZoomInfo Technologies, Inc., Class A* |
21 | 954 | ||||||
|
|
|||||||
Total Interactive Media & Services |
|
140,924 | ||||||
Internet & Direct Marketing Retail 3.3% | ||||||||
Amazon.com, Inc.* |
782 | 99,134 | ||||||
DoorDash, Inc., Class A* |
15 | 898 | ||||||
eBay, Inc. |
51 | 2,251 | ||||||
Etsy, Inc.* |
10 | 1,056 | ||||||
|
|
|||||||
Total Internet & Direct Marketing Retail |
|
103,339 | ||||||
IT Services 4.4% | ||||||||
Accenture PLC, Class A |
57 | 16,442 | ||||||
Akamai Technologies, Inc.* |
13 | 1,174 | ||||||
Automatic Data Processing, Inc. |
36 | 8,799 | ||||||
Block, Inc.* |
45 | 3,101 | ||||||
Broadridge Financial Solutions, Inc. |
9 | 1,541 | ||||||
Cloudflare, Inc., Class A* |
16 | 1,001 | ||||||
Cognizant Technology Solutions Corp., Class A |
43 | 2,716 | ||||||
EPAM Systems, Inc.* |
4 | 1,706 | ||||||
Fidelity National Information Services, Inc. |
49 | 4,477 | ||||||
Fiserv, Inc.* |
49 | 4,958 | ||||||
FleetCor Technologies, Inc.* |
6 | 1,275 | ||||||
Gartner, Inc.* |
6 | 1,712 | ||||||
Global Payments, Inc. |
24 | 2,981 | ||||||
International Business Machines Corp. |
78 | 10,019 | ||||||
Jack Henry & Associates, Inc. |
4 | 769 | ||||||
MasterCard, Inc., Class A |
74 | 24,003 | ||||||
MongoDB, Inc.* |
3 | 969 | ||||||
Okta, Inc.* |
11 | 1,005 | ||||||
Paychex, Inc. |
24 | 2,960 |
See Notes to Financial Statements.
132 | WisdomTree Trust |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
PayPal Holdings, Inc.* |
100 | $ | 9,344 | |||||
Snowflake, Inc., Class A* |
25 | 4,524 | ||||||
SS&C Technologies Holdings, Inc. |
18 | 1,004 | ||||||
Twilio, Inc., Class A* |
14 | 974 | ||||||
VeriSign, Inc.* |
7 | 1,276 | ||||||
Visa, Inc., Class A |
142 | 28,217 | ||||||
|
|
|||||||
Total IT Services |
|
136,947 | ||||||
Life Sciences Tools & Services 1.6% | ||||||||
Agilent Technologies, Inc. |
22 | 2,822 | ||||||
Avantor, Inc.* |
45 | 1,121 | ||||||
Bio-Techne Corp. |
3 | 995 | ||||||
Charles River Laboratories International, Inc.* |
3 | 616 | ||||||
Danaher Corp. |
58 | 15,655 | ||||||
Illumina, Inc.* |
11 | 2,218 | ||||||
IQVIA Holdings, Inc.* |
16 | 3,403 | ||||||
Mettler-Toledo International, Inc.* |
2 | 2,425 | ||||||
PerkinElmer, Inc. |
8 | 1,080 | ||||||
Thermo Fisher Scientific, Inc. |
34 | 18,541 | ||||||
Waters Corp.* |
4 | 1,194 | ||||||
West Pharmaceutical Services, Inc. |
5 | 1,483 | ||||||
|
|
|||||||
Total Life Sciences Tools & Services |
|
51,553 | ||||||
Machinery 1.3% | ||||||||
Caterpillar, Inc. |
46 | 8,497 | ||||||
Cummins, Inc. |
11 | 2,369 | ||||||
Deere & Co. |
24 | 8,766 | ||||||
Dover Corp. |
12 | 1,500 | ||||||
Fortive Corp. |
30 | 1,900 | ||||||
IDEX Corp. |
6 | 1,207 | ||||||
Illinois Tool Works, Inc. |
23 | 4,481 | ||||||
Ingersoll Rand, Inc. |
24 | 1,137 | ||||||
Otis Worldwide Corp. |
37 | 2,672 | ||||||
PACCAR, Inc. |
30 | 2,625 | ||||||
Parker-Hannifin Corp. |
11 | 2,915 | ||||||
Stanley Black & Decker, Inc. |
13 | 1,145 | ||||||
Westinghouse Air Brake Technologies Corp. |
16 | 1,402 | ||||||
Xylem, Inc. |
15 | 1,367 | ||||||
|
|
|||||||
Total Machinery |
|
41,983 | ||||||
Media 0.7% | ||||||||
Charter Communications, Inc., Class A* |
9 | 3,714 | ||||||
Comcast Corp., Class A |
390 | 14,114 | ||||||
Liberty Broadband Corp., Class C* |
12 | 1,220 | ||||||
Omnicom Group, Inc. |
15 | 1,003 | ||||||
Paramount Global, Class B |
48 | 1,123 | ||||||
|
|
|||||||
Total Media |
|
21,174 | ||||||
Metals & Mining 0.3% | ||||||||
Alcoa Corp. |
12 | 594 | ||||||
Cleveland-Cliffs, Inc.* |
42 | 725 | ||||||
Freeport-McMoRan, Inc. |
110 | 3,256 | ||||||
Newmont Corp. |
64 | 2,647 | ||||||
Nucor Corp. |
18 | 2,393 | ||||||
Steel Dynamics, Inc. |
15 | 1,211 | ||||||
|
|
|||||||
Total Metals & Mining |
|
10,826 | ||||||
Multi-Utilities 0.8% | ||||||||
Ameren Corp. |
19 | 1,760 | ||||||
CenterPoint Energy, Inc. |
45 | 1,419 | ||||||
CMS Energy Corp. |
21 | 1,418 | ||||||
Consolidated Edison, Inc. |
28 | 2,737 | ||||||
Dominion Energy, Inc. |
70 | 5,726 | ||||||
DTE Energy Co. |
15 | 1,955 | ||||||
Public Service Enterprise Group, Inc. |
39 | 2,510 | ||||||
Sempra Energy |
23 | 3,794 | ||||||
WEC Energy Group, Inc. |
25 | 2,579 | ||||||
|
|
|||||||
Total Multi-Utilities |
|
23,898 | ||||||
Multiline Retail 0.4% | ||||||||
Dollar General Corp. |
17 | 4,036 | ||||||
Dollar Tree, Inc.* |
17 | 2,306 | ||||||
Target Corp. |
37 | 5,933 | ||||||
|
|
|||||||
Total Multiline Retail |
|
12,275 | ||||||
Oil, Gas & Consumable Fuels 4.0% | ||||||||
Cheniere Energy, Inc. |
22 | 3,524 | ||||||
Chevron Corp. |
168 | 26,554 | ||||||
ConocoPhillips |
112 | 12,258 | ||||||
Coterra Energy, Inc. |
50 | 1,546 | ||||||
Devon Energy Corp. |
54 | 3,813 | ||||||
Diamondback Energy, Inc. |
13 | 1,733 | ||||||
EOG Resources, Inc. |
41 | 4,973 | ||||||
Exxon Mobil Corp. |
365 | 34,890 | ||||||
Hess Corp. |
20 | 2,416 | ||||||
Kinder Morgan, Inc. |
168 | 3,078 | ||||||
Marathon Oil Corp. |
57 | 1,459 | ||||||
Marathon Petroleum Corp. |
45 | 4,534 | ||||||
Occidental Petroleum Corp. |
81 | 5,751 | ||||||
ONEOK, Inc. |
36 | 2,204 | ||||||
Phillips 66 |
41 | 3,668 | ||||||
Pioneer Natural Resources Co. |
19 | 4,811 | ||||||
Targa Resources Corp. |
18 | 1,228 | ||||||
Valero Energy Corp. |
33 | 3,865 | ||||||
Williams Cos., Inc. |
100 | 3,403 | ||||||
|
|
|||||||
Total Oil, Gas & Consumable Fuels |
|
125,708 | ||||||
Personal Products 0.2% | ||||||||
Estee Lauder Cos., Inc., Class A |
20 | 5,088 | ||||||
Pharmaceuticals 3.7% | ||||||||
Bristol-Myers Squibb Co. |
174 | 11,729 | ||||||
Catalent, Inc.* |
12 | 1,056 | ||||||
Eli Lilly & Co. |
67 | 20,183 | ||||||
Johnson & Johnson |
224 | 36,140 | ||||||
Merck & Co., Inc. |
214 | 18,267 | ||||||
Pfizer, Inc. |
478 | 21,620 | ||||||
Royalty Pharma PLC, Class A |
30 | 1,254 | ||||||
Viatris, Inc. |
97 | 927 | ||||||
Zoetis, Inc. |
40 | 6,261 | ||||||
|
|
|||||||
Total Pharmaceuticals |
|
117,437 |
See Notes to Financial Statements.
WisdomTree Trust | 133 |
Schedule of Investments (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
Professional Services 0.3% | ||||||||
CoStar Group, Inc.* |
30 | $ | 2,089 | |||||
Equifax, Inc. |
10 | 1,887 | ||||||
Jacobs Solutions, Inc. |
10 | 1,246 | ||||||
Leidos Holdings, Inc. |
10 | 951 | ||||||
TransUnion |
15 | 1,108 | ||||||
Verisk Analytics, Inc. |
14 | 2,620 | ||||||
|
|
|||||||
Total Professional Services |
|
9,901 | ||||||
Real Estate Management & Development 0.1% | ||||||||
CBRE Group, Inc., Class A* |
25 | 1,974 | ||||||
Road & Rail 1.0% | ||||||||
CSX Corp. |
162 | 5,127 | ||||||
JB Hunt Transport Services, Inc. |
6 | 1,044 | ||||||
Norfolk Southern Corp. |
22 | 5,349 | ||||||
Old Dominion Freight Line, Inc. |
8 | 2,171 | ||||||
Uber Technologies, Inc.* |
169 | 4,861 | ||||||
Union Pacific Corp. |
54 | 12,124 | ||||||
|
|
|||||||
Total Road & Rail |
|
30,676 | ||||||
Semiconductors & Semiconductor Equipment 4.3% |
|
|||||||
Advanced Micro Devices, Inc.* |
140 | 11,882 | ||||||
Analog Devices, Inc. |
45 | 6,819 | ||||||
Applied Materials, Inc. |
72 | 6,773 | ||||||
Broadcom, Inc. |
27 | 13,476 | ||||||
Enphase Energy, Inc.* |
11 | 3,151 | ||||||
Entegris, Inc. |
10 | 949 | ||||||
Intel Corp. |
328 | 10,470 | ||||||
KLA Corp. |
12 | 4,130 | ||||||
Lam Research Corp. |
11 | 4,817 | ||||||
Marvell Technology, Inc. |
61 | 2,856 | ||||||
Microchip Technology, Inc. |
44 | 2,871 | ||||||
Micron Technology, Inc. |
91 | 5,144 | ||||||
Monolithic Power Systems, Inc. |
3 | 1,359 | ||||||
NVIDIA Corp. |
201 | 30,339 | ||||||
ON Semiconductor Corp.* |
33 | 2,269 | ||||||
QUALCOMM, Inc. |
95 | 12,566 | ||||||
Skyworks Solutions, Inc. |
11 | 1,084 | ||||||
SolarEdge Technologies, Inc.* |
5 | 1,380 | ||||||
Teradyne, Inc. |
11 | 931 | ||||||
Texas Instruments, Inc. |
74 | 12,225 | ||||||
|
|
|||||||
Total Semiconductors & Semiconductor Equipment |
|
135,491 | ||||||
Software 8.6% | ||||||||
Adobe, Inc.* |
38 | 14,191 | ||||||
ANSYS, Inc.* |
6 | 1,490 | ||||||
Atlassian Corp. PLC, Class A* |
10 | 2,477 | ||||||
Autodesk, Inc.* |
19 | 3,833 | ||||||
Bill.com Holdings, Inc.* |
7 | 1,133 | ||||||
Cadence Design Systems, Inc.* |
23 | 3,997 | ||||||
Crowdstrike Holdings, Inc., Class A* |
18 | 3,287 | ||||||
Datadog, Inc., Class A* |
19 | 1,994 | ||||||
DocuSign, Inc.* |
16 | 931 | ||||||
Fortinet, Inc.* |
52 | 2,532 | ||||||
HubSpot, Inc.* |
3 | 1,011 | ||||||
Intuit, Inc. |
22 | 9,499 | ||||||
Microsoft Corp. |
640 | 167,341 | ||||||
NortonLifeLock, Inc. |
37 | 836 | ||||||
Oracle Corp. |
131 | 9,714 | ||||||
Palantir Technologies, Inc., Class A* |
151 | 1,166 | ||||||
Palo Alto Networks, Inc.* |
8 | 4,454 | ||||||
Paycom Software, Inc.* |
4 | 1,405 | ||||||
Roper Technologies, Inc. |
8 | 3,221 | ||||||
Salesforce, Inc.* |
79 | 12,333 | ||||||
ServiceNow, Inc.* |
16 | 6,954 | ||||||
Splunk, Inc.* |
13 | 1,170 | ||||||
Synopsys, Inc.* |
12 | 4,152 | ||||||
Trade Desk, Inc., Class A* |
33 | 2,069 | ||||||
Tyler Technologies, Inc.* |
3 | 1,115 | ||||||
Unity Software, Inc.* |
10 | 427 | ||||||
VMware, Inc., Class A |
18 | 2,089 | ||||||
Workday, Inc., Class A* |
17 | 2,797 | ||||||
Zoom Video Communications, Inc., Class A* |
18 | 1,447 | ||||||
Zscaler, Inc.* |
8 | 1,274 | ||||||
|
|
|||||||
Total Software |
|
270,339 | ||||||
Specialty Retail 1.9% |
|
|||||||
AutoZone, Inc.* |
2 | 4,238 | ||||||
Best Buy Co., Inc. |
15 | 1,060 | ||||||
CarMax, Inc.* |
13 | 1,150 | ||||||
Home Depot, Inc. |
89 | 25,669 | ||||||
Lowes Cos., Inc. |
57 | 11,066 | ||||||
OReilly Automotive, Inc.* |
5 | 3,486 | ||||||
Ross Stores, Inc. |
25 | 2,157 | ||||||
TJX Cos., Inc. |
101 | 6,297 | ||||||
Tractor Supply Co. |
9 | 1,666 | ||||||
Ulta Beauty, Inc.* |
4 | 1,680 | ||||||
|
|
|||||||
Total Specialty Retail |
|
58,469 | ||||||
Technology Hardware, Storage & Peripherals 6.8% |
|
|||||||
Apple, Inc. |
1,318 | 207,216 | ||||||
Dell Technologies, Inc., Class C |
24 | 919 | ||||||
Hewlett Packard Enterprise Co. |
97 | 1,319 | ||||||
HP, Inc. |
82 | 2,354 | ||||||
NetApp, Inc. |
12 | 866 | ||||||
Western Digital Corp.* |
27 | 1,141 | ||||||
|
|
|||||||
Total Technology Hardware, Storage & Peripherals |
|
213,815 | ||||||
Textiles, Apparel & Luxury Goods 0.5% |
|
|||||||
Lululemon Athletica, Inc.* |
8 | 2,400 | ||||||
NIKE, Inc., Class B |
110 | 11,709 | ||||||
VF Corp. |
24 | 995 | ||||||
|
|
|||||||
Total Textiles, Apparel & Luxury Goods |
|
15,104 | ||||||
Tobacco 0.6% |
|
|||||||
Altria Group, Inc. |
147 | 6,633 | ||||||
Philip Morris International, Inc. |
127 | 12,127 | ||||||
|
|
|||||||
Total Tobacco |
|
18,760 | ||||||
Trading Companies & Distributors 0.2% |
|
|||||||
Fastenal Co. |
48 | 2,416 | ||||||
United Rentals, Inc.* |
6 | 1,752 | ||||||
WW Grainger, Inc. |
3 | 1,665 | ||||||
|
|
|||||||
Total Trading Companies & Distributors |
|
5,833 |
See Notes to Financial Statements.
134 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
Water Utilities 0.1% | ||||||||
American Water Works Co., Inc. |
16 | $ | 2,375 | |||||
Wireless Telecommunication Services 0.3% | ||||||||
T-Mobile US, Inc.* |
57 | 8,206 | ||||||
|
|
|||||||
Total United States |
|
2,809,034 | ||||||
TOTAL INVESTMENTS IN SECURITIES 90.4% (Cost: $3,016,879) |
2,832,848 | |||||||
Other Assets less Liabilities 9.6% |
|
299,917 | ||||||
|
|
|||||||
NET ASSETS 100.0% | $ | 3,132,765 |
* | Non-income producing security. |
FINANCIAL DERIVATIVE INSTRUMENTS |
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Depreciation |
||||||||||||
Gold 100 Ounce |
17 | 10/27/22 | $ | 2,918,730 | $ | (35,140 | ) |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | 2,832,848 | $ | | $ | | $ | 2,832,848 | ||||||||
Total Investments in Securities |
$ | 2,832,848 | $ | | $ | | $ | 2,832,848 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (35,140 | ) | $ | | $ | | $ | (35,140 | ) | ||||||
Total Net |
$ | 2,797,708 | $ | | $ | | $ | 2,797,708 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 135 |
Schedule of Investments
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
August 31, 2022
Investments | Shares | Value | ||||||
COMMON STOCKS 90.2% |
| |||||||
Australia 13.7% |
| |||||||
De Grey Mining Ltd.* |
45,606 | $ | 30,640 | |||||
Evolution Mining Ltd. |
75,451 | 123,624 | ||||||
Gold Road Resources Ltd. |
34,225 | 29,915 | ||||||
Newcrest Mining Ltd. |
18,112 | 220,148 | ||||||
Northern Star Resources Ltd. |
48,269 | 260,755 | ||||||
OceanaGold Corp.* |
26,975 | 39,960 | ||||||
Perseus Mining Ltd. |
51,149 | 55,228 | ||||||
Ramelius Resources Ltd. |
33,184 | 18,427 | ||||||
Regis Resources Ltd. |
32,061 | 34,398 | ||||||
Silver Lake Resources Ltd.* |
35,336 | 32,340 | ||||||
St. Barbara Ltd. |
31,177 | 19,663 | ||||||
West African Resources Ltd.* |
35,548 | 30,828 | ||||||
Westgold Resources Ltd. |
17,128 | 10,979 | ||||||
|
|
|||||||
Total Australia |
|
906,905 | ||||||
Brazil 3.4% |
| |||||||
Wheaton Precious Metals Corp. |
7,452 | 227,286 | ||||||
Canada 42.3% |
| |||||||
Agnico Eagle Mines Ltd. |
8,457 | 348,513 | ||||||
Alamos Gold, Inc., Class A |
15,925 | 114,501 | ||||||
B2Gold Corp. |
43,311 | 132,099 | ||||||
Barrick Gold Corp. |
44,279 | 657,543 | ||||||
Centerra Gold, Inc. |
8,871 | 40,304 | ||||||
Dundee Precious Metals, Inc. |
8,431 | 38,498 | ||||||
Equinox Gold Corp.* |
11,480 | 40,065 | ||||||
Franco-Nevada Corp. |
4,484 | 540,641 | ||||||
GoGold Resources, Inc.* |
12,450 | 17,017 | ||||||
IAMGOLD Corp.* |
20,450 | 24,336 | ||||||
K92 Mining, Inc.* |
9,186 | 47,487 | ||||||
Kinross Gold Corp. |
51,689 | 169,540 | ||||||
Lundin Gold, Inc. |
3,278 | 21,952 | ||||||
New Gold, Inc.* |
29,001 | 18,993 | ||||||
Osisko Gold Royalties Ltd. |
6,311 | 61,090 | ||||||
Pan American Silver Corp. |
8,826 | 131,331 | ||||||
Sandstorm Gold Ltd. |
7,569 | 42,841 | ||||||
SSR Mining, Inc. |
8,715 | 117,565 | ||||||
Torex Gold Resources, Inc.* |
3,647 | 27,152 | ||||||
Wesdome Gold Mines Ltd.* |
5,698 | 33,415 | ||||||
Yamana Gold, Inc. |
39,389 | 173,705 | ||||||
|
|
|||||||
Total Canada |
|
2,798,588 | ||||||
China 2.4% |
| |||||||
Shandong Gold Mining Co. Ltd., Class A |
11,200 | 29,082 | ||||||
Zhaojin Mining Industry Co. Ltd., Class H* |
54,000 | 45,959 | ||||||
Zijin Mining Group Co. Ltd., Class A |
66,800 | 85,274 | ||||||
|
|
|||||||
Total China |
|
160,315 | ||||||
Peru 0.8% |
| |||||||
Cia de Minas Buenaventura SAA, ADR |
9,993 | 53,163 | ||||||
Russia 0.2% |
| |||||||
Petropavlovsk PLC,* |
40,769 | 0 | ||||||
Polymetal International PLC |
4,821 | 11,836 | ||||||
|
|
|||||||
Total Russia |
|
11,836 | ||||||
South Africa 7.8% |
| |||||||
AngloGold Ashanti Ltd., ADR |
17,190 | 231,721 | ||||||
Gold Fields Ltd., ADR |
27,706 | 224,142 | ||||||
Harmony Gold Mining Co. Ltd., ADR |
22,385 | 58,425 | ||||||
|
|
|||||||
Total South Africa |
|
514,288 | ||||||
Turkey 0.6% |
| |||||||
Eldorado Gold Corp.* |
7,781 | 42,951 | ||||||
United Kingdom 4.0% |
| |||||||
Centamin PLC |
47,517 | 50,160 | ||||||
Endeavour Mining PLC |
7,538 | 147,122 | ||||||
Fresnillo PLC |
8,043 | 64,445 | ||||||
|
|
|||||||
Total United Kingdom |
|
261,727 | ||||||
United States 15.0% |
| |||||||
Argonaut Gold, Inc.* |
13,323 | 4,731 | ||||||
Coeur Mining, Inc.* |
11,254 | 31,061 | ||||||
Newmont Corp. |
18,240 | 754,406 | ||||||
Royal Gold, Inc. |
2,200 | 202,180 | ||||||
|
|
|||||||
Total United States |
|
992,378 | ||||||
TOTAL INVESTMENTS IN SECURITIES 90.2% (Cost: $8,722,566) |
5,969,437 | |||||||
Other Assets less Liabilities 9.8% |
|
646,682 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 6,616,119 |
* | Non-income producing security. |
| Security is being fair valued using significant unobservable inputs by a pricing committee under the direction of the Board of Trustees. The aggregate value of fair valued securities is $0, which represents 0.0% of net assets. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
FOREIGN CURRENCY CONTRACTS (OTC OVER THE COUNTER) | ||||||||||||||||||||||||||||
Counterparty | Settlement Date |
Amount and Description of Currency to be Purchased |
Amount and Description of Currency to be Sold |
Unrealized Appreciation |
Unrealized Depreciation |
|||||||||||||||||||||||
Bank of America NA |
9/2/2022 | 15,000 | AUD | 10,272 | USD | $ | 11 | $ | | |||||||||||||||||||
Bank of America NA |
9/2/2022 | 15,900 | CAD | 12,117 | USD | 25 | | |||||||||||||||||||||
Deutsche Bank AG |
9/2/2022 | 13,500 | CNH | 1,956 | USD | 2 | | |||||||||||||||||||||
Deutsche Bank AG |
9/2/2022 | 1,100 | GBP | 1,277 | USD | 3 | | |||||||||||||||||||||
Goldman Sachs |
9/2/2022 | 6,000 | HKD | 764 | USD | 0 | ^ | | ||||||||||||||||||||
$ | 41 | $ | |
^ | Amount represents less than $1. |
See Notes to Financial Statements.
136 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
August 31, 2022
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Depreciation |
||||||||||||
Gold 100 Ounce |
35 | 10/27/22 | $ | 6,009,150 | $ | (72,800 | ) |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | 11,836 | $ | | $ | 0 | * | $ | 11,836 | |||||||
Others |
5,957,601 | | | 5,957,601 | ||||||||||||
Total Investments in Securities |
$ | 5,969,437 | $ | | $ | 0 | $ | 5,969,437 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Foreign Currency Contracts1 |
$ | | $ | 41 | $ | | $ | 41 | ||||||||
Liabilities: |
|
|||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (72,800 | ) | $ | | $ | | $ | (72,800 | ) | ||||||
Total Net |
$ | 5,896,637 | $ | 41 | $ | 0 | $ | 5,896,678 |
* | Security is being fair valued using significant unobservable inputs by the Pricing Committee. |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 137 |
Schedule of Investments
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 88.1% | ||||||||
U.S. Treasury Bills 88.1% | ||||||||
1.53%, 9/15/22*(a) |
$ | 46,154,000 | $ | 46,115,590 | ||||
1.51%, 12/1/22* |
217,000,000 | 215,428,056 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $262,347,476) |
|
261,543,646 | ||||||
EXCHANGE-TRADED FUND 4.4% |
| |||||||
United States 4.4% |
| |||||||
WisdomTree Floating Rate Treasury Fund(b) |
||||||||
(Cost: $13,016,904) | 259,078 | 13,018,670 | ||||||
TOTAL INVESTMENTS IN SECURITIES 92.5% (Cost: $275,364,380) |
274,562,316 | |||||||
Other Assets less Liabilities 7.5% |
|
22,161,296 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 296,723,612 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $46,115,590 as of August 31, 2022. |
(b) | Affiliated holding. See Investment in Affiliates supplementary table included in this Schedule of Investments for additional information. |
INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2022 were as follows:
Affiliate | Value at 8/31/2021 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Depreciation |
Value at 8/31/2022 |
Dividend Income |
Capital Gain Distributions |
||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund |
$ | 8,141,762 | $ | 10,530,642 | $ | 5,657,931 | $ | (2,268 | ) | $ | 6,465 | $ | 13,018,670 | $ | 80,615 | $ | 725 |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Short Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
Aluminum |
292 | 12/19/22 | $ | (17,242,600 | ) | $ | 7,152,675 | |||||||||
Aluminum |
33 | 1/16/23 | (1,950,506 | ) | 129,144 | |||||||||||
Copper |
108 | 10/17/22 | (21,149,100 | ) | 149,162 | |||||||||||
Copper |
1 | 11/14/22 | (195,200 | ) | 5,775 | |||||||||||
Copper |
200 | 12/19/22 | (38,972,500 | ) | 10,439,301 | |||||||||||
Nickel |
87 | 9/19/22 | (11,137,914 | ) | 514,943 | |||||||||||
Nickel |
1 | 10/17/22 | (128,202 | ) | (294 | ) | ||||||||||
Zinc |
18 | 12/19/22 | (1,548,900 | ) | (38,205 | ) | ||||||||||
$ | (92,324,922 | ) | $ | 18,352,501 | ||||||||||||
Long Exposure | ||||||||||||||||
Aluminum |
292 | 12/19/22 | $ | 17,242,600 | $ | (4,956,761 | ) | |||||||||
Aluminum |
294 | 1/16/23 | 17,377,237 | (7,090,956 | ) | |||||||||||
Bitcoin |
47 | 9/30/22 | 4,715,275 | (278,560 | ) | |||||||||||
Brent Crude |
323 | 9/30/22 | 30,891,720 | 794,740 | ||||||||||||
Cattle Feeder |
14 | 11/17/22 | 1,291,675 | (21,775 | ) | |||||||||||
Cocoa |
153 | 3/16/23 | 3,665,880 | 45,320 | ||||||||||||
Coffee C |
94 | 5/18/23 | 7,931,250 | 922,875 | ||||||||||||
Copper |
108 | 10/17/22 | 21,149,100 | (6,475,475 | ) | |||||||||||
Copper |
97 | 11/14/22 | 18,934,400 | (150,350 | ) | |||||||||||
Copper |
200 | 12/19/22 | 38,972,500 | (9,788,650 | ) | |||||||||||
Corn |
632 | 12/14/23 | 19,599,900 | (858,775 | ) | |||||||||||
Cotton No. 2 |
59 | 12/07/22 | 3,339,695 | 260,865 | ||||||||||||
Gasoline RBOB |
89 | 9/30/22 | 9,086,330 | (1,954,718 | ) | |||||||||||
Gold 100 Ounce |
137 | 12/28/22 | 23,648,940 | (449,150 | ) | |||||||||||
HRW Wheat |
108 | 3/14/23 | 4,920,750 | 263,250 | ||||||||||||
Lean Hogs |
141 | 10/14/22 | 5,162,010 | 13,240 | ||||||||||||
Live Cattle |
95 | 2/28/23 | 5,826,350 | 117,250 |
See Notes to Financial Statements.
138 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
August 31, 2022
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
Low Sulphur Gasoil |
148 | 12/12/23 | $ | 12,650,300 | $ | 198,200 | ||||||||||
Natural Gas |
305 | 3/29/23 | 18,071,250 | 4,264,230 | ||||||||||||
Nickel |
87 | 9/19/22 | 11,137,914 | (6,216,002 | ) | |||||||||||
Nickel |
77 | 10/17/22 | 9,871,554 | (387,618 | ) | |||||||||||
NY Harbor ULSD |
101 | 5/31/23 | 13,053,058 | (64,281 | ) | |||||||||||
Platinum |
88 | 10/27/22 | 3,638,800 | (807,525 | ) | |||||||||||
Silver |
119 | 12/28/22 | 10,639,790 | (1,255,895 | ) | |||||||||||
Soybeans |
210 | 11/14/22 | 14,936,250 | 1,324,613 | ||||||||||||
Sugar No. 11 |
306 | 4/28/23 | 5,911,920 | (593,398 | ) | |||||||||||
Wheat |
309 | 7/14/23 | 13,259,963 | 476,188 | ||||||||||||
WTI Crude Oil |
325 | 9/20/22 | 29,103,750 | 478,140 | ||||||||||||
Zinc |
146 | 12/19/22 | 12,563,300 | (122,950 | ) | |||||||||||
$ | 388,593,461 | $ | (32,313,928 | ) | ||||||||||||
Total Net |
|
$ | 296,268,539 | $ | (13,961,427 | ) |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 261,543,646 | $ | | $ | 261,543,646 | ||||||||
Exchange-Traded Fund |
13,018,670 | | | 13,018,670 | ||||||||||||
Total Investments in Securities |
$ | 13,018,670 | $ | 261,543,646 | $ | | $ | 274,562,316 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | 27,549,911 | $ | | $ | | $ | 27,549,911 | ||||||||
Liabilities: |
|
|||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (41,511,338 | ) | $ | | $ | | $ | (41,511,338 | ) | ||||||
Total Net |
$ | (942,757 | ) | $ | 261,543,646 | $ | | $ | 260,600,889 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 139 |
Schedule of Investments
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
August 31, 2022
Investments | Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 84.2% |
| |||||||
U.S. Treasury Bills 84.2% |
| |||||||
2.04%, 9/15/22*(a) |
$ | 9,651,000 | $ | 9,642,968 | ||||
1.43%, 12/1/22* |
109,500,000 | 108,706,784 | ||||||
TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $118,756,358) |
|
118,349,752 | ||||||
EXCHANGE-TRADED FUND 4.3% |
| |||||||
United States 4.3% |
| |||||||
WisdomTree Floating Rate Treasury Fund(b) |
||||||||
(Cost: $6,047,350) | 120,588 | 6,059,547 | ||||||
TOTAL INVESTMENTS IN SECURITIES 88.5% (Cost: $124,803,708) |
|
124,409,299 | ||||||
Other Assets less Liabilities 11.5% |
|
16,189,318 | ||||||
|
|
|||||||
NET ASSETS 100.0% |
|
$ | 140,598,617 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $9,642,968 as of August 31, 2022. |
(b) | Affiliated holding. See Investment in Affiliates supplementary table included in this Schedule of Investments for additional information. |
INVESTMENT IN AFFILIATES |
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the fiscal year ended August 31, 2022 were as follows:
Affiliate | Value at 8/31/2021 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 8/31/2022 |
Dividend Income |
Capital Gain Distributions |
||||||||||||||||||||||||
WisdomTree Floating Rate Treasury Fund |
$ | 5,997,796 | $ | 507,926 | $ | 451,751 | $ | (422 | ) | $ | 5,998 | $ | 6,059,547 | $ | 34,971 | $ | 506 |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Short Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
10 Year U.S. Treasury Note |
58 | 12/20/22 | $ | (6,780,563 | ) | $ | 186,641 | |||||||||
Aluminum |
41 | 9/19/22 | (2,423,869 | ) | 22,140 | |||||||||||
Brent Crude |
25 | 9/30/22 | (2,391,000 | ) | (11,000 | ) | ||||||||||
Copper |
13 | 9/19/22 | (2,550,437 | ) | (54,194 | ) | ||||||||||
Gasoline RBOB |
21 | 9/30/22 | (2,143,966 | ) | 206,035 | |||||||||||
Lead |
49 | 9/19/22 | (2,393,956 | ) | 92,181 | |||||||||||
Nickel |
18 | 9/19/22 | (2,304,396 | ) | 105,165 | |||||||||||
NY Harbor ULSD |
18 | 9/30/22 | (2,772,554 | ) | (225,515 | ) | ||||||||||
Silver |
25 | 12/28/22 | (2,235,250 | ) | 270,160 | |||||||||||
Sugar No. 11 |
125 | 9/30/22 | (2,504,600 | ) | 12,018 | |||||||||||
Tin |
20 | 9/19/22 | (2,293,200 | ) | 148,295 | |||||||||||
U.S. Treasury Long Bond |
49 | 12/20/22 | (6,656,344 | ) | 314,180 | |||||||||||
WTI Crude Oil |
27 | 9/20/22 | (2,417,850 | ) | 5,130 | |||||||||||
Zinc |
30 | 9/19/22 | (2,646,375 | ) | (150,000 | ) | ||||||||||
$ | (42,514,360 | ) | $ | 921,236 | ||||||||||||
Long Exposure | ||||||||||||||||
Aluminum |
1 | 9/19/22 | $ | 59,119 | $ | (546 | ) | |||||||||
Bitcoin |
18 | 9/30/22 | 1,805,850 | (106,683 | ) | |||||||||||
Cattle Feeder |
27 | 9/29/22 | 2,463,075 | (6,075 | ) | |||||||||||
E-Mini Russell 2000 Index |
119 | 9/16/22 | 10,975,370 | (393,610 | ) | |||||||||||
Euro Stoxx 50 Index |
300 | 9/16/22 | 10,618,604 | ^ | (630,480 | ) | ||||||||||
Lead |
1 | 9/19/22 | 48,856 | (1,887 | ) | |||||||||||
Lean Hogs |
64 | 10/14/22 | 2,343,040 | (21,230 | ) | |||||||||||
Live Cattle |
43 | 10/31/22 | 2,452,290 | 44,020 | ||||||||||||
Natural Gas |
32 | 9/28/22 | 2,920,640 | 276,800 | ||||||||||||
Nickel |
1 | 9/19/22 | 128,022 | (5,849 | ) | |||||||||||
Nikkei 225 Index |
54 | 12/08/22 | 10,864,274 | ^ | 160,548 |
See Notes to Financial Statements.
140 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
August 31, 2022
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||
FUTURES CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||
Long Exposure | Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
S&P 500 E-Mini Index |
55 | 9/16/22 | $ | 10,880,375 | $ | (550,475 | ) | |||||||||
S&P/TSX 60 Index |
31 | 9/15/22 | 5,515,425 | ^ | (68,891 | ) | ||||||||||
U.S. Dollar Index |
132 | 9/19/22 | 14,343,780 | 237,203 | ||||||||||||
Zinc |
1 | 9/19/22 | 88,213 | 4,994 | ||||||||||||
$ | 75,506,933 | $ | (1,062,161 | ) | ||||||||||||
Total Net |
|
$ | 32,992,573 | $ | (140,925 | ) |
^ | Notional value has been converted to USD using the relevant foreign exchange rate as of August 31, 2022. |
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds 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 |
$ | | $ | 118,349,752 | $ | | $ | 118,349,752 | ||||||||
Exchange-Traded Fund |
6,059,547 | | | 6,059,547 | ||||||||||||
Total Investments in Securities |
$ | 6,059,547 | $ | 118,349,752 | $ | | $ | 124,409,299 | ||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | 2,085,510 | $ | | $ | | $ | 2,085,510 | ||||||||
Liabilities: |
||||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Futures Contracts1 |
$ | (2,226,435 | ) | $ | | $ | | $ | (2,226,435 | ) | ||||||
Total Net |
$ | 5,918,622 | $ | 118,349,752 | $ | | $ | 124,268,374 |
1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 141 |
Schedule of Investments
WisdomTree Target Range Fund (GTR)
August 31, 2022
Investments |
Principal Amount |
Value | ||||||
U.S. GOVERNMENT OBLIGATIONS 73.0% |
| |||||||
U.S. Treasury Bill 73.0% |
| |||||||
1.65%, 12/1/22* |
||||||||
(Cost: $37,844,766) | $ | 38,000,000 | $ | 37,724,729 |
PURCHASED OPTIONS (EXCHANGE-TRADED) 5.6% | ||||||||||||||||||||||||||||
Call Options |
Number of Contracts |
Notional Amount(a) |
Strike Price |
Expiration Date |
Premiums Paid |
Unrealized Depreciation |
Value | |||||||||||||||||||||
iShares MSCI |
1,506 | $ | 10,090,200 | $ | 67 | 1/20/23 | $ | 1,227,982 | $ | (1,061,238 | ) | 166,744 | ||||||||||||||||
iShares MSCI Emerging Markets ETF |
1,183 | 4,968,600 | 42 | 1/20/23 | 710,295 | (594,361 | ) | 115,934 | ||||||||||||||||||||
iShares Russell 2000 ETF |
568 | 10,224,000 | 180 | 1/20/23 | 1,533,187 | (701,919 | ) | 831,268 | ||||||||||||||||||||
SPDR S&P 500 ETF Trust |
656 | 25,584,000 | 390 | 1/20/23 | 3,931,479 | (2,131,415 | ) | 1,800,064 | ||||||||||||||||||||
TOTAL PURCHASED OPTIONS (EXCHANGE-TRADED) (Cost: $7,402,943) |
|
2,914,010 | ||||||||||||||||||||||||||
TOTAL INVESTMENTS IN SECURITIES 78.6% (Cost: $45,247,709) |
|
40,638,739 | ||||||||||||||||||||||||||
Other Assets less Liabilities 21.4% |
|
11,036,712 | ||||||||||||||||||||||||||
|
|
|||||||||||||||||||||||||||
NET ASSETS 100.0% |
|
$ | 51,675,451 |
* | Interest rate shown reflects the yield to maturity at the time of purchase. |
(a) | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
FINANCIAL DERIVATIVE INSTRUMENTS | ||||||||||||||||||||||||||||
WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED) | ||||||||||||||||||||||||||||
Call Options | Number of Contracts |
Notional Amount1 |
Strike Price |
Expiration Date |
Premiums (Received) |
Unrealized Appreciation |
Value | |||||||||||||||||||||
iShares MSCI EAFE ETF |
(1,506 | ) | $ | (13,554,000 | ) | $ | 90 | 1/20/2023 | $ | (56,169 | ) | $ | 53,503 | $ | (2,666 | ) | ||||||||||||
iShares MSCI Emerging Markets ETF |
(1,183 | ) | (6,743,100 | ) | 57 | 1/20/2023 | (85,090 | ) | 82,724 | (2,366 | ) | |||||||||||||||||
iShares Russell 2000 ETF |
(568 | ) | (13,632,000 | ) | 240 | 1/20/2023 | (206,762 | ) | 189,154 | (17,608 | ) | |||||||||||||||||
SPDR S&P 500 ETF Trust |
(656 | ) | (34,440,000 | ) | 525 | 1/20/2023 | (223,782 | ) | 218,534 | (5,248 | ) | |||||||||||||||||
$ | (571,803 | ) | $ | 543,915 | $ | (27,888 | ) |
1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
See Notes to Financial Statements.
142 | WisdomTree Trust |
Schedule of Investments (concluded)
WisdomTree Target Range Fund (GTR)
August 31, 2022
FAIR VALUATION SUMMARY |
The following is a summary of the fair valuations according to the inputs used as of August 31, 2022 in valuing the Funds investments:
Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
Assets: |
|
|||||||||||||||
Investments in Securities |
||||||||||||||||
U.S. Government Obligations |
$ | | $ | 37,724,729 | $ | | $ | 37,724,729 | ||||||||
Purchased Options |
| 2,914,010 | | 2,914,010 | ||||||||||||
Total Investments in Securities |
$ | | $ | 40,638,739 | $ | | $ | 40,638,739 | ||||||||
Liabilities: |
|
|||||||||||||||
Financial Derivative Instruments |
||||||||||||||||
Written Options1 |
$ | | $ | (27,888 | ) | $ | | $ | (27,888 | ) | ||||||
Total Net |
$ | | $ | 40,610,851 | $ | | $ | 40,610,851 |
1 | Amount shown represents the market value of the financial instrument. |
See Notes to Financial Statements.
WisdomTree Trust | 143 |
Statements of Assets and Liabilities
WisdomTree Trust
August 31, 2022
WisdomTree Bloomberg U.S. Dollar Bullish Fund |
WisdomTree Chinese Yuan Strategy Fund |
WisdomTree Emerging Currency Strategy Fund |
WisdomTree Emerging Markets Corporate Bond Fund |
WisdomTree Emerging Markets Local Debt Fund |
||||||||||||||||
ASSETS: |
||||||||||||||||||||
Investments, at cost |
$ | 373,228,964 | $ | 17,973,820 | $ | 5,081,952 | $ | 57,446,313 | $ | 102,810,525 | ||||||||||
Investment in affiliates, at cost (Note 3) |
16,770,501 | 1,119,572 | 341,394 | | | |||||||||||||||
Repurchase agreements, at cost |
| 8,780,000 | 2,630,000 | | 3,970,000 | |||||||||||||||
Foreign currency, at cost |
| 105 | | | 754,032 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) |
373,001,023 | 17,959,652 | 5,080,179 | 49,499,497 | 81,612,407 | |||||||||||||||
Investment in affiliates, at value (Note 3) |
16,758,375 | 1,120,575 | 341,700 | | | |||||||||||||||
Repurchase agreements, at value (Note 2) |
| 8,780,000 | 2,630,000 | | 3,970,000 | |||||||||||||||
Cash |
370,034 | 371,791 | 82,099 | 4,650,047 | 276,666 | |||||||||||||||
Deposits at broker for futures contracts |
| | | 111,783 | | |||||||||||||||
Foreign currency, at value |
| 103 | | | 851,992 | |||||||||||||||
Unrealized appreciation on foreign currency contracts |
9,474,307 | 42,846 | 137,420 | | 4,740 | |||||||||||||||
Receivables: |
||||||||||||||||||||
Investment securities sold |
| | | | 2,042,317 | |||||||||||||||
Capital shares sold |
4,675 | 1,889 | | | | |||||||||||||||
Dividends |
| | | | 1,138 | |||||||||||||||
Securities lending income |
| | | 576 | 424 | |||||||||||||||
Interest |
| 561 | 169 | 662,824 | 1,336,951 | |||||||||||||||
Foreign tax reclaims |
| | | | 135,565 | |||||||||||||||
Net variation margin on futures contracts |
| | | 8,787 | | |||||||||||||||
Total Assets |
399,608,414 | 28,277,417 | 8,271,567 | 54,933,514 | 90,232,200 | |||||||||||||||
LIABILITIES: |
||||||||||||||||||||
Foreign currency due to custodian, at value |
2,566 | | | 19 | | |||||||||||||||
Unrealized depreciation on foreign currency contracts |
1,889,100 | 618,283 | 33,051 | | 69,744 | |||||||||||||||
Payables: |
||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) |
| | | 2,002,085 | 2,553,599 | |||||||||||||||
Investment securities purchased |
| | | 249,535 | | |||||||||||||||
Advisory fees (Note 3) |
133,250 | 10,567 | 3,819 | 26,634 | 41,566 | |||||||||||||||
Service fees (Note 2) |
1,187 | 105 | 31 | 195 | 333 | |||||||||||||||
Foreign capital gains tax |
| | | | 23,304 | |||||||||||||||
Total Liabilities |
2,026,103 | 628,955 | 36,901 | 2,278,468 | 2,688,546 | |||||||||||||||
NET ASSETS |
$ | 397,582,311 | $ | 27,648,462 | $ | 8,234,666 | $ | 52,655,046 | $ | 87,543,654 | ||||||||||
NET ASSETS: |
||||||||||||||||||||
Paid-in capital |
$ | 382,939,296 | $ | 29,253,336 | $ | 56,824,677 | $ | 71,336,291 | $ | 138,135,118 | ||||||||||
Total distributable earnings (loss) |
14,643,015 | (1,604,874 | ) | (48,590,011 | ) | (18,681,245 | ) | (50,591,464 | ) | |||||||||||
NET ASSETS |
$ | 397,582,311 | $ | 27,648,462 | $ | 8,234,666 | $ | 52,655,046 | $ | 87,543,654 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) |
13,800,000 | 1,100,000 | 500,000 | 850,000 | 3,400,000 | |||||||||||||||
Net asset value per share |
$ | 28.81 | $ | 25.13 | $ | 16.47 | $ | 61.95 | $ | 25.75 | ||||||||||
1 Includes market value of securities out on loan of: |
| | | $ | 3,092,296 | $ | 2,459,456 | |||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
|
See Notes to Financial Statements.
144 | WisdomTree Trust |
Statements of Assets and Liabilities (continued)
WisdomTree Trust
August 31, 2022
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 Yield Enhanced U.S. Aggregate Bond Fund |
||||||||||||||||
ASSETS: |
||||||||||||||||||||
Investments, at cost |
$ | 8,041,023,263 | $ | 220,305,188 | $ | 390,811,825 | $ | 38,592,637 | $ | 1,070,082,449 | ||||||||||
Repurchase agreements, at cost |
| | 5,840,000 | | 10,650,000 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) |
8,034,048,885 | 195,335,185 | 364,946,617 | 35,992,956 | 961,636,264 | |||||||||||||||
Repurchase agreements, at value (Note 2) |
| | 5,840,000 | | 10,650,000 | |||||||||||||||
Cash |
276,303 | 3,744,985 | 741,450 | 8,464,801 | 1,915,334 | |||||||||||||||
Deposits at broker for futures contracts |
| 2,097,083 | 10,697,672 | 77,185 | | |||||||||||||||
Receivables: |
||||||||||||||||||||
Investment securities sold |
604,535,436 | | 1,423,617 | 513,365 | 28,344,769 | |||||||||||||||
Due from broker for securities sold short (Note 2) |
| | | | 16,987,516 | |||||||||||||||
Capital shares sold |
100,996,176 | | | | 1,025 | |||||||||||||||
Securities lending income |
2,069 | 8,939 | 1,470 | | 2,763 | |||||||||||||||
Interest |
18,785,486 | 2,877,233 | 1,999,922 | 98,366 | 6,319,425 | |||||||||||||||
Foreign tax reclaims |
| | 78 | | | |||||||||||||||
Net variation margin on futures contracts |
| 36,684 | 334,320 | | | |||||||||||||||
Total Assets |
8,758,644,355 | 204,100,109 | 385,985,146 | 45,146,673 | 1,025,857,096 | |||||||||||||||
LIABILITIES: |
||||||||||||||||||||
Securities sold short, at value3 |
| | | | 16,553,790 | |||||||||||||||
Payables: |
||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) |
| 20,986,375 | 2,230,448 | | 4,353,315 | |||||||||||||||
Investment securities purchased |
705,417,037 | | 17,313,378 | 8,665,575 | 53,421,190 | |||||||||||||||
Advisory fees (Note 3) |
956,216 | 71,035 | 71,948 | 14,170 | 98,969 | |||||||||||||||
Service fees (Note 2) |
28,049 | 727 | 1,376 | 139 | 3,629 | |||||||||||||||
Net variation margin on futures contracts |
| | | 9,204 | | |||||||||||||||
Interest on securities sold short |
| | | | 20,442 | |||||||||||||||
Total Liabilities |
706,401,302 | 21,058,137 | 19,617,150 | 8,689,088 | 74,451,335 | |||||||||||||||
NET ASSETS |
$ | 8,052,243,053 | $ | 183,041,972 | $ | 366,367,996 | $ | 36,457,585 | $ | 951,405,761 | ||||||||||
NET ASSETS: |
||||||||||||||||||||
Paid-in capital |
$ | 8,059,927,709 | $ | 222,722,167 | $ | 378,777,045 | $ | 40,587,416 | $ | 1,094,477,869 | ||||||||||
Total distributable earnings (loss) |
(7,684,656 | ) | (39,680,195 | ) | (12,409,049 | ) | (4,129,831 | ) | (143,072,108 | ) | ||||||||||
NET ASSETS |
$ | 8,052,243,053 | $ | 183,041,972 | $ | 366,367,996 | $ | 36,457,585 | $ | 951,405,761 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) |
160,267,500 | 8,900,000 | 8,000,000 | 800,000 | 21,400,000 | |||||||||||||||
Net asset value per share |
$ | 50.24 | $ | 20.57 | $ | 45.80 | $ | 45.57 | $ | 44.46 | ||||||||||
1 Includes market value of securities out on loan of: |
| $ | 20,601,198 | $ | 3,014,753 | | $ | 4,771,274 | ||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||||||||||||||||||
3 Securities sold short, proceeds: |
| | | | $ | 16,967,074 |
See Notes to Financial Statements.
WisdomTree Trust | 145 |
Statements of Assets and Liabilities (continued)
WisdomTree Trust
August 31, 2022
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
WisdomTree Alternative Income Fund |
WisdomTree CBOE S&P 500 PutWrite Strategy Fund |
WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated) |
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated) |
||||||||||||||||
ASSETS: |
||||||||||||||||||||
Investments, at cost |
$ | 107,122,660 | $ | 12,889,866 | $ | 87,491,751 | $ | 3,016,879 | $ | 8,722,566 | ||||||||||
Investment in affiliates, at cost (Note 3) |
| | 4,645,628 | | | |||||||||||||||
Foreign currency, at cost |
| | | | 1,285 | |||||||||||||||
Investments in securities, at value1,2 (Note 2) |
100,804,232 | 11,552,418 | 87,458,368 | 2,832,848 | 5,969,437 | |||||||||||||||
Investment in affiliates, at value (Note 3) |
| | 4,652,949 | | | |||||||||||||||
Cash |
91,628 | 38,192 | 19,611,535 | 178,026 | 454,473 | |||||||||||||||
Deposits at broker for futures contracts |
| | | 134,985 | 266,992 | |||||||||||||||
Foreign currency, at value |
| | | | 852 | |||||||||||||||
Unrealized appreciation on foreign currency contracts |
| | | | 41 | |||||||||||||||
Receivables: |
||||||||||||||||||||
Investment securities sold |
641,258 | | | | | |||||||||||||||
Capital shares sold |
| | 470 | | | |||||||||||||||
Dividends |
| 12,135 | | 4,493 | 24,432 | |||||||||||||||
Securities lending income |
| 1,052 | | | | |||||||||||||||
Interest |
463,935 | | | | | |||||||||||||||
Foreign tax reclaims |
| | | | 249 | |||||||||||||||
Total Assets |
102,001,053 | 11,603,797 | 111,723,322 | 3,150,352 | 6,716,476 | |||||||||||||||
LIABILITIES: |
||||||||||||||||||||
Written options, at value3 |
| | 7,363,025 | | | |||||||||||||||
Payables: |
||||||||||||||||||||
Cash collateral received for securities loaned (Note 2) |
| 1,406,379 | | | | |||||||||||||||
Investment securities purchased |
7,346,155 | | | | 60,527 | |||||||||||||||
Advisory fees (Note 3) |
10,009 | 4,049 | 38,359 | 574 | 2,803 | |||||||||||||||
Service fees (Note 2) |
367 | 36 | 389 | 13 | 720 | |||||||||||||||
Net variation margin on futures contracts |
| | | 17,000 | 36,307 | |||||||||||||||
Total Liabilities |
7,356,531 | 1,410,464 | 7,401,773 | 17,587 | 100,357 | |||||||||||||||
NET ASSETS |
$ | 94,644,522 | $ | 10,193,333 | $ | 104,321,549 | $ | 3,132,765 | $ | 6,616,119 | ||||||||||
NET ASSETS: |
||||||||||||||||||||
Paid-in capital |
$ | 102,842,167 | $ | 11,833,696 | $ | 120,095,844 | $ | 3,371,020 | $ | 9,806,342 | ||||||||||
Total distributable earnings (loss) |
(8,197,645 | ) | (1,640,363 | ) | (15,774,295 | ) | (238,255 | ) | (3,190,223 | ) | ||||||||||
NET ASSETS |
$ | 94,644,522 | $ | 10,193,333 | $ | 104,321,549 | $ | 3,132,765 | $ | 6,616,119 | ||||||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) |
2,000,000 | 500,000 | 3,300,000 | 150,000 | 350,000 | |||||||||||||||
Net asset value per share |
$ | 47.32 | $ | 20.39 | $ | 31.61 | $ | 20.89 | $ | 18.90 | ||||||||||
1 Includes market value of securities out on loan of: |
| $ | 1,367,099 | | | | ||||||||||||||
2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information). |
| |||||||||||||||||||
3 Premiums received on written options: |
| | $ | 2,292,550 | | |
See Notes to Financial Statements.
146 | WisdomTree Trust |
Statements of Assets and Liabilities (concluded)
WisdomTree Trust
August 31, 2022
WisdomTree Enhanced Commodity Strategy Fund (consolidated) |
WisdomTree Managed Futures Strategy Fund (consolidated) |
WisdomTree Target Range Fund |
||||||||||
ASSETS: |
||||||||||||
Investments, at cost |
$ | 262,347,476 | $ | 118,756,358 | $ | 45,247,709 | ||||||
Investment in affiliates, at cost (Note 3) |
13,016,904 | 6,047,350 | | |||||||||
Investments in securities, at value |
261,543,646 | 118,349,752 | 40,638,739 | |||||||||
Investment in affiliates, at value (Note 3) |
13,018,670 | 6,059,547 | | |||||||||
Cash |
41,461,054 | 16,111,645 | 7,362,018 | |||||||||
Cash collateral segregated for written options |
| | 3,731,095 | |||||||||
Receivables: |
||||||||||||
Capital shares sold |
| | 2,388 | |||||||||
Dividends |
890 | | | |||||||||
Net variation margin on futures contracts |
| 207,623 | | |||||||||
Total Assets |
316,024,260 | 140,728,567 | 51,734,240 | |||||||||
LIABILITIES: |
||||||||||||
Written options, at value1 |
| | 27,888 | |||||||||
Payables: |
||||||||||||
Due to broker for futures contracts |
16,432,912 | 51,858 | | |||||||||
Advisory fees (Note 3) |
139,170 | 77,563 | 30,708 | |||||||||
Service fees (Note 2) |
1,137 | 529 | 193 | |||||||||
Net variation margin on futures contracts |
2,727,429 | | | |||||||||
Total Liabilities |
19,300,648 | 129,950 | 58,789 | |||||||||
NET ASSETS |
$ | 296,723,612 | $ | 140,598,617 | $ | 51,675,451 | ||||||
NET ASSETS: |
||||||||||||
Paid-in capital |
$ | 344,280,461 | $ | 187,093,659 | $ | 56,316,412 | ||||||
Total distributable earnings (loss) |
(47,556,849 | ) | (46,495,042 | ) | (4,640,961 | ) | ||||||
NET ASSETS |
$ | 296,723,612 | $ | 140,598,617 | $ | 51,675,451 | ||||||
Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized) |
13,050,000 | 4,050,000 | 2,350,000 | |||||||||
Net asset value per share |
$ | 22.74 | $ | 34.72 | $ | 21.99 | ||||||
1 Premiums received on written options: |
| | $ | 571,803 |
See Notes to Financial Statements.
WisdomTree Trust | 147 |
WisdomTree Trust
For the Year Ended August 31, 2022
WisdomTree Bloomberg U.S. Dollar Bullish Fund |
WisdomTree Chinese Yuan Strategy Fund |
WisdomTree Emerging Currency Strategy Fund |
WisdomTree Emerging Markets Corporate Bond Fund |
WisdomTree Emerging Markets Local Debt Fund |
||||||||||||||||
INVESTMENT INCOME: |
||||||||||||||||||||
Dividends from affiliates (Note 3) |
$ | 88,175 | $ | 7,547 | $ | 2,008 | $ | | $ | | ||||||||||
Interest |
1,567,963 | 133,151 | 37,184 | 2,433,681 | 6,705,323 | |||||||||||||||
Securities lending income, net (Note 2) |
| | | 8,493 | 706 | |||||||||||||||
Less: Foreign withholding taxes on interest |
| | | (2,725 | ) | (129,150 | ) | |||||||||||||
Total investment income |
1,656,138 | 140,698 | 39,192 | 2,439,449 | 6,576,879 | |||||||||||||||
EXPENSES: |
||||||||||||||||||||
Advisory fees (Note 3) |
1,172,404 | 159,775 | 64,614 | 339,971 | 600,059 | |||||||||||||||
Service fees (Note 2) |
10,317 | 1,562 | 517 | 2,493 | 4,800 | |||||||||||||||
Total expenses |
1,182,721 | 161,337 | 65,131 | 342,464 | 604,859 | |||||||||||||||
Expense waivers (Note 3) |
(15,048 | ) | (2,396 | ) | (745 | ) | | | ||||||||||||
Net expenses |
1,167,673 | 158,941 | 64,386 | 342,464 | 604,859 | |||||||||||||||
Net investment income (loss) |
488,465 | (18,243 | ) | (25,194 | ) | 2,096,985 | 5,972,020 | |||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
||||||||||||||||||||
Net realized gain (loss) from: |
||||||||||||||||||||
Investment transactions1 |
(118,678 | ) | (4,669 | ) | (1,113 | ) | (2,888,066 | ) | (11,258,281 | ) | ||||||||||
Investment transactions in affiliates (Note 3) |
(21,146 | ) | 862 | 185 | | | ||||||||||||||
In-kind redemptions |
| | | (1,041,404 | ) | (4,273,148 | ) | |||||||||||||
Capital gain distributions from affiliates (Note 3) |
489 | 152 | 47 | | | |||||||||||||||
Futures contracts |
| | | 588,234 | | |||||||||||||||
Foreign currency contracts |
22,392,027 | (330,183 | ) | (1,196,113 | ) | | (560,452 | ) | ||||||||||||
Foreign currency related transactions |
| 1 | | (3 | ) | (309,734 | ) | |||||||||||||
Net realized gain (loss) |
22,252,692 | (333,837 | ) | (1,196,994 | ) | (3,341,239 | ) | (16,401,615 | ) | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: |
||||||||||||||||||||
Investment transactions2 |
(228,524 | ) | (14,295 | ) | (1,809 | ) | (9,094,552 | ) | (10,994,721 | ) | ||||||||||
Investment transactions in affiliates (Note 3) |
(9,058 | ) | 1,315 | 402 | | | ||||||||||||||
Futures contracts |
| | | 45,598 | | |||||||||||||||
Foreign currency contracts |
6,868,430 | (643,148 | ) | 1,343 | | 142,996 | ||||||||||||||
Translation of assets and liabilities denominated in foreign currencies |
60 | (2 | ) | | | 6,321 | ||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation |
6,630,908 | (656,130 | ) | (64 | ) | (9,048,954 | ) | (10,845,404 | ) | |||||||||||
Net realized and unrealized gain (loss) on investments |
28,883,600 | (989,967 | ) | (1,197,058 | ) | (12,390,193 | ) | (27,247,019 | ) | |||||||||||
Net increase from payment by affiliate (Note 3) |
5,967 | | | | | |||||||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS |
$ | 29,378,032 | $ | (1,008,210 | ) | $ | (1,222,252 | ) | $ | (10,293,208 | ) | $ | (21,274,999 | ) | ||||||
1 Net of foreign capital gains tax of: |
| | | | $ | 48,434 | ||||||||||||||
2 Includes net increase (decrease) in accrued foreign capital gain taxes of: |
| | | | $ | (103,063 | ) |
See Notes to Financial Statements.
148 | WisdomTree Trust |
Statements of Operations (continued)
WisdomTree Trust
For the Year Ended August 31, 2022
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 Yield Enhanced U.S. Aggregate Bond Fund |
||||||||||||||||
INVESTMENT INCOME: |
||||||||||||||||||||
Interest |
$ | 44,982,360 | $ | 10,058,185 | $ | 6,101,351 | $ | 421,307 | $ | 21,835,016 | ||||||||||
Payment-in-kind interest |
| | | 151,399 | | |||||||||||||||
Securities lending income, net (Note 2) |
3,781 | 66,157 | 9,270 | | 18,247 | |||||||||||||||
Total investment income |
44,986,141 | 10,124,342 | 6,110,621 | 572,706 | 21,853,263 | |||||||||||||||
EXPENSES: |
||||||||||||||||||||
Advisory fees (Note 3) |
5,286,821 | 876,468 | 694,019 | 174,461 | 1,254,100 | |||||||||||||||
Service fees (Note 2) |
155,080 | 8,968 | 13,277 | 1,706 | 45,984 | |||||||||||||||
Total expenses |
5,441,901 | 885,436 | 707,296 | 176,167 | 1,300,084 | |||||||||||||||
Net investment income |
39,544,240 | 9,238,906 | 5,403,325 | 396,539 | 20,553,179 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
||||||||||||||||||||
Net realized gain (loss) from: |
||||||||||||||||||||
Investment transactions |
(1,206,864 | ) | (1,366,484 | ) | (8,935,817 | ) | (1,083,476 | ) | (33,396,689 | ) | ||||||||||
In-kind redemptions |
937,512 | (2,872,222 | ) | (1,330,942 | ) | | (12,360,123 | ) | ||||||||||||
Futures contracts |
| 15,932,013 | 33,894,650 | (181,057 | ) | | ||||||||||||||
Securities sold short |
| | | | 34,316 | |||||||||||||||
Net realized gain (loss) |
(269,352 | ) | 11,693,307 | 23,627,891 | (1,264,533 | ) | (45,722,496 | ) | ||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: |
||||||||||||||||||||
Investment transactions |
(7,264,999 | ) | (29,555,990 | ) | (31,773,800 | ) | (2,865,910 | ) | (127,398,793 | ) | ||||||||||
Futures contracts |
| 954,745 | 1,026,727 | (17,261 | ) | | ||||||||||||||
Securities sold short |
| | | | 423,704 | |||||||||||||||
Net decrease in unrealized appreciation/depreciation |
(7,264,999 | ) | (28,601,245 | ) | (30,747,073 | ) | (2,883,171 | ) | (126,975,089 | ) | ||||||||||
Net realized and unrealized loss on investments |
(7,534,351 | ) | (16,907,938 | ) | (7,119,182 | ) | (4,147,704 | ) | (172,697,585 | ) | ||||||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS |
$ | 32,009,889 | $ | (7,669,032 | ) | $ | (1,715,857 | ) | $ | (3,751,165 | ) | $ | (152,144,406 | ) |
See Notes to Financial Statements.
WisdomTree Trust | 149 |
Statements of Operations (continued)
WisdomTree Trust
For the Year or Period Ended August 31, 2022
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
WisdomTree Alternative Income Fund |
WisdomTree CBOE S&P 500 PutWrite Strategy Fund |
WisdomTree Efficient Gold Plus Equity Strategy Fund1 (consolidated) |
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund2 (consolidated) |
||||||||||||||||
INVESTMENT INCOME: |
||||||||||||||||||||
Dividends |
$ | | $ | 623,261 | $ | | $ | 15,884 | $ | 94,103 | ||||||||||
Dividends from affiliates (Note 3) |
| | 25,238 | | | |||||||||||||||
Interest |
1,567,184 | | 365,708 | 234 | 736 | |||||||||||||||
Non-cash dividends |
| 4,840 | | | | |||||||||||||||
Securities lending income, net (Note 2) |
| 3,423 | | | | |||||||||||||||
Less: Foreign withholding taxes on dividends |
| | | (4 | ) | (9,768 | ) | |||||||||||||
Total investment income |
1,567,184 | 631,524 | 390,946 | 16,114 | 85,071 | |||||||||||||||
EXPENSES: |
||||||||||||||||||||
Advisory fees (Note 3) |
167,550 | 46,099 | 379,797 | 2,200 | 20,594 | |||||||||||||||
Service fees (Note 2) |
6,143 | 406 | 3,798 | 48 | 201 | |||||||||||||||
Total expenses |
173,693 | 46,505 | 383,595 | 2,248 | 20,795 | |||||||||||||||
Expense waivers (Note 3) |
| | (5,663 | ) | | | ||||||||||||||
Net expenses |
173,693 | 46,505 | 377,932 | 2,248 | 20,795 | |||||||||||||||
Net investment income |
1,393,491 | 585,019 | 13,014 | 13,866 | 64,276 | |||||||||||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
||||||||||||||||||||
Net realized gain (loss) from: |
||||||||||||||||||||
Investment transactions |
(1,948,347 | ) | (321,099 | ) | (6,660 | ) | (32,920 | ) | (429,658 | ) | ||||||||||
Investment transactions in affiliates (Note 3) |
| | (232 | ) | | | ||||||||||||||
In-kind redemptions |
(1,712,454 | ) | (152,509 | ) | | 24,542 | | |||||||||||||
Capital gain distributions from affiliates (Note 3) |
| | 259 | | | |||||||||||||||
Futures contracts |
31,290 | | | (299,444 | ) | (936,297 | ) | |||||||||||||
Written options |
| | 742,277 | | | |||||||||||||||
Foreign currency contracts |
| | | | 1,203 | |||||||||||||||
Foreign currency related transactions |
| | | | (528 | ) | ||||||||||||||
Net realized gain (loss) |
(3,629,511 | ) | (473,608 | ) | 735,644 | (307,822 | ) | (1,365,280 | ) | |||||||||||
Net increase (decrease) in unrealized appreciation/depreciation: |
||||||||||||||||||||
Investment transactions |
(7,287,920 | ) | (1,389,017 | ) | (33,531 | ) | (184,031 | ) | (2,753,129 | ) | ||||||||||
Investment transactions in affiliates (Note 3) |
| | 1,608 | | | |||||||||||||||
Futures contracts |
| | | (35,140 | ) | (72,800 | ) | |||||||||||||
Written options |
| | (5,775,945 | ) | | | ||||||||||||||
Foreign currency contracts |
| | | | 41 | |||||||||||||||
Translation of assets and liabilities denominated in foreign currencies |
| | | | (451 | ) | ||||||||||||||
Net decrease in unrealized appreciation/depreciation |
(7,287,920 | ) | (1,389,017 | ) | (5,807,868 | ) | (219,171 | ) | (2,826,339 | ) | ||||||||||
Net realized and unrealized loss on investments |
(10,917,431 | ) | (1,862,625 | ) | (5,072,224 | ) | (526,993 | ) | (4,191,619 | ) | ||||||||||
NET DECREASE IN NET ASSETS RESULTING FROM OPERATIONS |
$ | (9,523,940 | ) | $ | (1,277,606 | ) | $ | (5,059,210 | ) | $ | (513,127 | ) | $ | (4,127,343 | ) | |||||
1 For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
|
|||||||||||||||||||
2 For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
|
See Notes to Financial Statements.
150 | WisdomTree Trust |
Statements of Operations (concluded)
WisdomTree Trust
For the Year or Period Ended August 31, 2022
WisdomTree Enhanced Commodity Strategy Fund (consolidated) |
WisdomTree Managed Futures Strategy Fund (consolidated) |
WisdomTree Target Range Fund1 |
||||||||||
INVESTMENT INCOME: |
||||||||||||
Dividends from affiliates (Note 3) |
$ | 80,615 | $ | 34,971 | $ | | ||||||
Interest |
1,253,006 | 559,918 | 152,841 | |||||||||
Total investment income |
1,333,621 | 594,889 | 152,841 | |||||||||
EXPENSES: |
||||||||||||
Advisory fees (Note 3) |
1,507,599 | 949,291 | 165,439 | |||||||||
Service fees (Note 2) |
12,061 | 6,426 | 1,040 | |||||||||
Total expenses |
1,519,660 | 955,717 | 166,479 | |||||||||
Expense waivers (Note 3) |
(18,029 | ) | (9,083 | ) | | |||||||
Net expenses |
1,501,631 | 946,634 | 166,479 | |||||||||
Net investment loss |
(168,010 | ) | (351,745 | ) | (13,638 | ) | ||||||
NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS: |
||||||||||||
Net realized gain (loss) from: |
||||||||||||
Investment transactions |
(205,332 | ) | (9,276 | ) | (567,179 | ) | ||||||
Investment transactions in affiliates (Note 3) |
(2,268 | ) | (422 | ) | | |||||||
Capital gain distributions from affiliates (Note 3) |
725 | 506 | | |||||||||
Futures contracts |
46,050,304 | (4,431,690 | ) | | ||||||||
Written options |
| | 363 | |||||||||
Foreign currency related transactions |
| (3,852 | ) | | ||||||||
Net realized gain (loss) |
45,843,429 | (4,444,734 | ) | (566,816 | ) | |||||||
Net increase (decrease) in unrealized appreciation/depreciation: |
||||||||||||
Investment transactions |
(804,768 | ) | (406,213 | ) | (4,608,970 | ) | ||||||
Investment transactions in affiliates (Note 3) |
6,465 | 5,998 | | |||||||||
Futures contracts |
(24,210,203 | ) | (1,705,511 | ) | | |||||||
Written options |
| | 543,915 | |||||||||
Translation of assets and liabilities denominated in foreign currencies |
| 297,903 | | |||||||||
Net decrease in unrealized appreciation/depreciation |
(25,008,506 | ) | (1,807,823 | ) | (4,065,055 | ) | ||||||
Net realized and unrealized gain (loss) on investments |
20,834,923 | (6,252,557 | ) | (4,631,871 | ) | |||||||
NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS |
$ | 20,666,913 | $ | (6,604,302 | ) | $ | (4,645,509 | ) | ||||
1 For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
See Notes to Financial Statements.
WisdomTree Trust | 151 |
Statements of Changes in Net Assets
WisdomTree Trust
WisdomTree Bloomberg U.S. Dollar Bullish Fund |
WisdomTree Chinese Yuan Strategy Fund |
WisdomTree Emerging Currency Strategy Fund |
||||||||||||||||||||||
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
|||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
|
|||||||||||||||||||||||
Net investment income (loss) |
$ | 488,465 | $ | (443,952 | ) | $ | (18,243 | ) | $ | (172,964 | ) | $ | (25,194 | ) | $ | (75,889 | ) | |||||||
Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions |
22,252,692 | (2,825,698 | ) | (333,837 | ) | 3,481,168 | (1,196,994 | ) | 511,564 | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies |
6,630,908 | 1,984,623 | (656,130 | ) | (767,212 | ) | (64 | ) | 74,129 | |||||||||||||||
Net increase from payment by affiliate |
5,967 | | | | | | ||||||||||||||||||
Net increase (decrease) in net assets resulting from operations |
29,378,032 | (1,285,027 | ) | (1,008,210 | ) | 2,540,992 | (1,222,252 | ) | 509,804 | |||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
||||||||||||||||||||||||
Distributable earnings |
| (526,430 | ) | (2,437,806 | ) | (150,971 | ) | | (106,263 | ) | ||||||||||||||
CAPITAL SHARE TRANSACTIONS: |
||||||||||||||||||||||||
Net proceeds from sale of shares |
655,640,869 | 153,829,112 | 1,353,373 | 30,039,799 | 5,316,708 | 9,013,146 | ||||||||||||||||||
Cost of shares redeemed |
(430,604,669 | ) | (92,800,455 | ) | (13,424,593 | ) | (13,771,152 | ) | (8,591,822 | ) | (7,216,742 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions |
225,036,200 | 61,028,657 | (12,071,220 | ) | 16,268,647 | (3,275,114 | ) | 1,796,404 | ||||||||||||||||
Net Increase (Decrease) in Net Assets |
254,414,232 | 59,217,200 | (15,517,236 | ) | 18,658,668 | (4,497,366 | ) | 2,199,945 | ||||||||||||||||
NET ASSETS: |
||||||||||||||||||||||||
Beginning of year |
$ | 143,168,079 | $ | 83,950,879 | $ | 43,165,698 | $ | 24,507,030 | $ | 12,732,032 | $ | 10,532,087 | ||||||||||||
End of year |
$ | 397,582,311 | $ | 143,168,079 | $ | 27,648,462 | $ | 43,165,698 | $ | 8,234,666 | $ | 12,732,032 | ||||||||||||
SHARES CREATED AND REDEEMED: |
||||||||||||||||||||||||
Shares outstanding, beginning of year |
5,600,000 | 3,200,000 | 1,550,000 | 950,000 | 700,000 | 600,000 | ||||||||||||||||||
Shares created |
24,050,000 | 6,050,000 | 50,000 | 1,100,000 | 300,000 | 500,000 | ||||||||||||||||||
Shares redeemed |
(15,850,000 | ) | (3,650,000 | ) | (500,000 | ) | (500,000 | ) | (500,000 | ) | (400,000 | ) | ||||||||||||
Shares outstanding, end of year |
13,800,000 | 5,600,000 | 1,100,000 | 1,550,000 | 500,000 | 700,000 |
See Notes to Financial Statements.
152 | WisdomTree Trust |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Emerging Markets Corporate Bond Fund |
WisdomTree Emerging Markets Local Debt Fund |
WisdomTree Floating Rate Treasury Fund |
||||||||||||||||||||||
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
|||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income (loss) |
$ | 2,096,985 | $ | 1,620,791 | $ | 5,972,020 | $ | 6,618,940 | $ | 39,544,240 | $ | (234,781 | ) | |||||||||||
Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions |
(3,341,239 | ) | 969,599 | (16,401,615 | ) | (5,109,700 | ) | (269,352 | ) | 1,696,997 | ||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies |
(9,048,954 | ) | (449,926 | ) | (10,845,404 | ) | 3,202,750 | (7,264,999 | ) | (1,459,432 | ) | |||||||||||||
Net increase (decrease) in net assets resulting from operations |
(10,293,208 | ) | 2,140,464 | (21,274,999 | ) | 4,711,990 | 32,009,889 | 2,784 | ||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
||||||||||||||||||||||||
Distributable earnings |
(2,111,000 | ) | (1,598,500 | ) | (1,932,000 | ) | (2,002,000 | ) | (39,230,685 | ) | (570,446 | ) | ||||||||||||
Tax return of capital |
| | (3,377,500 | ) | (4,188,000 | ) | | | ||||||||||||||||
Total distributions to shareholders |
(2,111,000 | ) | (1,598,500 | ) | (5,309,500 | ) | (6,190,000 | ) | (39,230,685 | ) | (570,446 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
||||||||||||||||||||||||
Net proceeds from sale of shares |
18,064,242 | 30,620,672 | | 25,096,209 | 8,323,042,148 | 367,233,859 | ||||||||||||||||||
Cost of shares redeemed |
(6,283,915 | ) | (7,539,093 | ) | (20,655,386 | ) | (16,353,201 | ) | (1,350,033,412 | ) | (772,150,883 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions |
11,780,327 | 23,081,579 | (20,655,386 | ) | 8,743,008 | 6,973,008,736 | (404,917,024 | ) | ||||||||||||||||
Net Increase (Decrease) in Net Assets |
(623,881 | ) | 23,623,543 | (47,239,885 | ) | 7,264,998 | 6,965,787,940 | (405,484,686 | ) | |||||||||||||||
NET ASSETS: |
||||||||||||||||||||||||
Beginning of year |
$ | 53,278,927 | $ | 29,655,384 | $ | 134,783,539 | $ | 127,518,541 | $ | 1,086,455,113 | $ | 1,491,939,799 | ||||||||||||
End of year |
$ | 52,655,046 | $ | 53,278,927 | $ | 87,543,654 | $ | 134,783,539 | $ | 8,052,243,053 | $ | 1,086,455,113 | ||||||||||||
SHARES CREATED AND REDEEMED: |
||||||||||||||||||||||||
Shares outstanding, beginning of year |
700,000 | 400,000 | 4,150,000 | 3,900,000 | 21,637,500 | 1 | 29,700,000 | 1 | ||||||||||||||||
Shares created |
250,000 | 400,000 | | 750,000 | 165,475,000 | 1 | 7,312,500 | 1 | ||||||||||||||||
Shares redeemed |
(100,000 | ) | (100,000 | ) | (750,000 | ) | (500,000 | ) | (26,845,000 | )1 | (15,375,000 | )1 | ||||||||||||
Shares outstanding, end of year |
850,000 | 700,000 | 3,400,000 | 4,150,000 | 160,267,500 | 1 | 21,637,500 | 1 | ||||||||||||||||
1 Shares were adjusted to reflect a 1:2 reverse stock split effective March 24, 2022. |
|
See Notes to Financial Statements.
WisdomTree Trust | 153 |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Interest Rate Hedged High Yield Bond Fund |
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund |
WisdomTree Mortgage Plus Bond Fund |
||||||||||||||||||||||
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
|||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income |
$ | 9,238,906 | $ | 5,944,241 | $ | 5,403,325 | $ | 1,997,868 | $ | 396,539 | $ | 308,414 | ||||||||||||
Net realized gain (loss) on investments and futures contracts |
11,693,307 | 4,366,387 | 23,627,891 | 840,702 | (1,264,533 | ) | 204,462 | |||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and futures contracts |
(28,601,245 | ) | 229,901 | (30,747,073 | ) | (1,479,089 | ) | (2,883,171 | ) | (182,614 | ) | |||||||||||||
Net increase from payment by affiliate |
| 53,005 | | | | | ||||||||||||||||||
Net increase (decrease) in net assets resulting from operations |
(7,669,032 | ) | 10,593,534 | (1,715,857 | ) | 1,359,481 | (3,751,165 | ) | 330,262 | |||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
||||||||||||||||||||||||
Distributable earnings |
(8,977,500 | ) | (5,948,000 | ) | (5,628,375 | ) | (2,402,000 | ) | (544,800 | ) | (825,209 | ) | ||||||||||||
Tax return of capital |
| | | | | (3,401 | ) | |||||||||||||||||
Total distributions to shareholders |
(8,977,500 | ) | (5,948,000 | ) | (5,628,375 | ) | (2,402,000 | ) | (544,800 | ) | (828,610 | ) | ||||||||||||
CAPITAL SHARE TRANSACTIONS: |
||||||||||||||||||||||||
Net proceeds from sale of shares |
114,007,335 | 94,738,737 | 206,436,694 | 145,849,677 | | 10,265,975 | ||||||||||||||||||
Cost of shares redeemed |
(80,765,992 | ) | (61,314,239 | ) | (48,054,059 | ) | (23,565,595 | ) | | (102 | ) | |||||||||||||
Net increase in net assets resulting from capital share transactions |
33,241,343 | 33,424,498 | 158,382,635 | 122,284,082 | | 10,265,873 | ||||||||||||||||||
Net Increase (Decrease) in Net Assets |
16,594,811 | 38,070,032 | 151,038,403 | 121,241,563 | (4,295,965 | ) | 9,767,525 | |||||||||||||||||
NET ASSETS: |
||||||||||||||||||||||||
Beginning of year |
$ | 166,447,161 | $ | 128,377,129 | $ | 215,329,593 | $ | 94,088,030 | $ | 40,753,550 | $ | 30,986,025 | ||||||||||||
End of year |
$ | 183,041,972 | $ | 166,447,161 | $ | 366,367,996 | $ | 215,329,593 | $ | 36,457,585 | $ | 40,753,550 | ||||||||||||
SHARES CREATED AND REDEEMED: |
||||||||||||||||||||||||
Shares outstanding, beginning of year |
7,500,000 | 6,000,000 | 4,600,000 | 2,000,000 | 800,000 | 600,002 | ||||||||||||||||||
Shares created |
5,200,000 | 4,300,000 | 4,450,000 | 3,100,000 | | 200,000 | ||||||||||||||||||
Shares redeemed |
(3,800,000 | ) | (2,800,000 | ) | (1,050,000 | ) | (500,000 | ) | | (2 | ) | |||||||||||||
Shares outstanding, end of year |
8,900,000 | 7,500,000 | 8,000,000 | 4,600,000 | 800,000 | 800,000 |
See Notes to Financial Statements.
154 | WisdomTree Trust |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund |
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
WisdomTree Alternative Income Fund |
||||||||||||||||||||||
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2022 |
For the Period May 6, 2021* through August 31, 2021 |
|||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
| |||||||||||||||||||||||
Net investment income |
$ | 20,553,179 | $ | 18,777,402 | $ | 1,393,491 | $ | 1,559,946 | $ | 585,019 | $ | 63,655 | ||||||||||||
Net realized gain (loss) on investments, futures contracts and securities sold short |
(45,722,496 | ) | 12,938,699 | (3,629,511 | ) | 1,660,355 | (473,608 | ) | 17,301 | |||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments and securities sold short |
(126,975,089 | ) | (32,422,665 | ) | (7,287,920 | ) | (2,118,880 | ) | (1,389,017 | ) | 51,569 | |||||||||||||
Net increase (decrease) in net assets resulting from operations |
(152,144,406 | ) | (706,564 | ) | (9,523,940 | ) | 1,101,421 | (1,277,606 | ) | 132,525 | ||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
||||||||||||||||||||||||
Distributable earnings |
(22,805,004 | ) | (31,052,127 | ) | (1,584,566 | ) | (2,117,289 | ) | (651,729 | ) | | |||||||||||||
Tax return of capital |
| | | | (119,461 | ) | | |||||||||||||||||
Total distributions to shareholders |
(22,805,004 | ) | (31,052,127 | ) | (1,584,566 | ) | (2,117,289 | ) | (771,190 | ) | | |||||||||||||
CAPITAL SHARE TRANSACTIONS: |
||||||||||||||||||||||||
Net proceeds from sale of shares |
329,303,699 | 132,305,854 | | 128,299,583 | 7,716,935 | 10,694,617 | ||||||||||||||||||
Cost of shares redeemed |
(292,023,597 | ) | (327,328,491 | ) | (94,048,957 | ) | (41,010,874 | ) | (5,789,854 | ) | (512,194 | ) | ||||||||||||
Net increase (decrease) in net assets resulting from capital share transactions |
37,280,102 | (195,022,637 | ) | (94,048,957 | ) | 87,288,709 | 1,927,081 | 10,182,423 | ||||||||||||||||
Net Increase (Decrease) in Net Assets |
(137,669,308 | ) | (226,781,328 | ) | (105,157,463 | ) | 86,272,841 | (121,715 | ) | 10,314,948 | ||||||||||||||
NET ASSETS: |
||||||||||||||||||||||||
Beginning of period |
$ | 1,089,075,069 | $ | 1,315,856,397 | $ | 199,801,985 | $ | 113,529,144 | $ | 10,315,048 | $ | 100 | ||||||||||||
End of period |
$ | 951,405,761 | $ | 1,089,075,069 | $ | 94,644,522 | $ | 199,801,985 | $ | 10,193,333 | $ | 10,315,048 | ||||||||||||
SHARES CREATED AND REDEEMED: |
||||||||||||||||||||||||
Shares outstanding, beginning of period |
20,700,000 | 24,400,000 | 3,900,000 | 2,200,000 | 400,000 | 4 | ||||||||||||||||||
Shares created |
7,000,000 | 2,500,000 | | 2,500,000 | 340,000 | 420,000 | ||||||||||||||||||
Shares redeemed |
(6,300,000 | ) | (6,200,000 | ) | (1,900,000 | ) | (800,000 | ) | (240,000 | ) | (20,004 | ) | ||||||||||||
Shares outstanding, end of period |
21,400,000 | 20,700,000 | 2,000,000 | 3,900,000 | 500,000 | 400,000 |
* | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
WisdomTree Trust | 155 |
Statements of Changes in Net Assets (continued)
WisdomTree Trust
WisdomTree CBOE S&P 500 PutWrite Strategy Fund |
WisdomTree Strategy Fund (consolidated) |
WisdomTree Efficient Gold Plus Strategy
Fund |
||||||||||||||
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Period March 17, 2022* through August 31, 2022 |
For the Period December 16, 2021* through August 31, 2022 |
|||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
|
|||||||||||||||
Net investment income (loss) |
$ | 13,014 | $ | (375,344 | ) | $ | 13,866 | $ | 64,276 | |||||||
Net realized gain (loss) on investments, futures contracts, written options, foreign currency contracts and foreign currency related transactions |
735,644 | 22,765,113 | (307,822 | ) | (1,365,280 | ) | ||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, written options, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies |
(5,807,868 | ) | (527,977 | ) | (219,171 | ) | (2,826,339 | ) | ||||||||
Net increase (decrease) in net assets resulting from operations |
(5,059,210 | ) | 21,861,792 | (513,127 | ) | (4,127,343 | ) | |||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
|
|||||||||||||||
Distributable earnings |
| (1,532,213 | ) | | | |||||||||||
CAPITAL SHARE TRANSACTIONS: |
|
|||||||||||||||
Net proceeds from sale of shares |
53,761,022 | 7,868,162 | 4,884,608 | 10,743,460 | ||||||||||||
Cost of shares redeemed |
(8,320,344 | ) | (81,482,203 | ) | (1,238,816 | ) | (98 | ) | ||||||||
Net increase (decrease) in net assets resulting from capital share transactions |
45,440,678 | (73,614,041 | ) | 3,645,792 | 10,743,362 | |||||||||||
Net Increase (Decrease) in Net Assets |
40,381,468 | (53,284,462 | ) | 3,132,665 | 6,616,019 | |||||||||||
NET ASSETS: |
|
|||||||||||||||
Beginning of period |
$ | 63,940,081 | $ | 117,224,543 | $ | 100 | $ | 100 | ||||||||
End of period |
$ | 104,321,549 | $ | 63,940,081 | $ | 3,132,765 | $ | 6,616,119 | ||||||||
SHARES CREATED AND REDEEMED: |
|
|||||||||||||||
Shares outstanding, beginning of period |
1,950,000 | 4,400,000 | 4 | 4 | ||||||||||||
Shares created |
1,600,000 | 250,000 | 200,000 | 350,000 | ||||||||||||
Shares redeemed |
(250,000 | ) | (2,700,000 | ) | (50,004 | ) | (4 | ) | ||||||||
Shares outstanding, end of period |
3,300,000 | 1,950,000 | 150,000 | 350,000 |
* | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
See Notes to Financial Statements.
156 | WisdomTree Trust |
Statements of Changes in Net Assets (concluded)
WisdomTree Trust
WisdomTree Enhanced Commodity Strategy Fund (consolidated)1 |
WisdomTree Managed Futures Strategy Fund (consolidated) |
WisdomTree Target Range Fund |
||||||||||||||||||||||
For the Year Ended August 31, 2022 |
For the Period December 19, 2020 through August 31, 2021 |
For the Period |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Period October 7, 2021* through August 31, 2022 |
|||||||||||||||||||
INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS: |
|
|||||||||||||||||||||||
Net investment loss |
$ | (168,010 | ) | $ | (574,509 | ) | $ | (149,249 | ) | $ | (351,745 | ) | $ | (749,432 | ) | $ | (13,638 | ) | ||||||
Net realized gain (loss) on investments, futures contracts, written options and foreign currency related transactions |
45,843,429 | 11,589,238 | 1,656,944 | (4,444,734 | ) | 19,281,571 | (566,816 | ) | ||||||||||||||||
Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, written options and translation of assets and liabilities denominated in foreign currencies |
(25,008,506 | ) | 10,245,015 | (6,172,459 | ) | (1,807,823 | ) | 1,246,537 | (4,065,055 | ) | ||||||||||||||
Net increase from payment by affiliate |
| 6,934 | 13,626 | | 1,478 | | ||||||||||||||||||
Net increase (decrease) in net assets resulting from operations |
20,666,913 | 21,266,678 | (4,651,138 | ) | (6,604,302 | ) | 19,780,154 | (4,645,509 | ) | |||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS: |
|
|||||||||||||||||||||||
Distributable earnings |
(18,086,292 | ) | | | (18,766,008 | ) | (535,804 | ) | | |||||||||||||||
CAPITAL SHARE TRANSACTIONS: |
|
|||||||||||||||||||||||
Net proceeds from sale of shares |
177,602,284 | 95,736,950 | 29,910,736 | 64,523,255 | 55,450,686 | 56,320,960 | ||||||||||||||||||
Cost of shares redeemed |
(77,010,956 | ) | (22,784,541 | ) | (53,762,865 | ) | (45,554,835 | ) | (40,687,188 | ) | (100 | ) | ||||||||||||
Net increase in net assets resulting from capital share transactions |
100,591,328 | 72,952,409 | (23,852,129 | ) | 18,968,420 | 14,763,498 | 56,320,860 | |||||||||||||||||
Net Increase (Decrease) in Net Assets |
103,171,949 | 94,219,087 | (28,503,267 | ) | (6,401,890 | ) | 34,007,848 | 51,675,351 | ||||||||||||||||
NET ASSETS: |
|
|||||||||||||||||||||||
Beginning of period |
$ | 193,551,663 | $ | 99,332,576 | $ | 127,835,843 | $ | 147,000,507 | $ | 112,992,659 | $ | 100 | ||||||||||||
End of period |
$ | 296,723,612 | $ | 193,551,663 | $ | 99,332,576 | $ | 140,598,617 | $ | 147,000,507 | $ | 51,675,451 | ||||||||||||
SHARES CREATED AND REDEEMED: |
|
|||||||||||||||||||||||
Shares outstanding, beginning of period |
8,750,000 | 5,300,050 | 6,800,050 | 3,550,000 | 3,200,000 | 4 | ||||||||||||||||||
Shares created |
7,700,000 | 4,500,000 | 1,600,000 | 1,800,000 | 1,400,000 | 2,350,000 | ||||||||||||||||||
Shares redeemed |
(3,400,000 | ) | (1,050,050 | ) | (3,100,000 | ) | (1,300,000 | ) | (1,050,000 | ) | (4 | ) | ||||||||||||
Shares outstanding, end of period |
13,050,000 | 8,750,000 | 5,300,050 | 4,050,000 | 3,550,000 | 2,350,000 |
* | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
1 | 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. |
See Notes to Financial Statements.
WisdomTree Trust | 157 |
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Bloomberg U.S. Dollar Bullish Fund |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2020 |
For the Year Ended August 31, 2019 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 25.57 | $ | 26.23 | $ | 28.11 | $ | 26.73 | $ | 25.64 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income (loss)1 |
0.06 | (0.12 | ) | 0.05 | 0.47 | 0.21 | ||||||||||||||
Net realized and unrealized gain (loss) |
3.18 | (0.37 | ) | (1.11 | ) | 1.15 | 0.88 | 2 | ||||||||||||
Net increase from payment by affiliate |
0.00 | 3 | | | | | ||||||||||||||
Total from investment operations |
3.24 | (0.49 | ) | (1.06 | ) | 1.62 | 1.09 | |||||||||||||
Dividends to shareholders: |
||||||||||||||||||||
Net investment income |
| (0.17 | ) | (0.82 | ) | (0.24 | ) | | ||||||||||||
Net asset value, end of year |
$ | 28.81 | $ | 25.57 | $ | 26.23 | $ | 28.11 | $ | 26.73 | ||||||||||
TOTAL RETURN4 |
12.67 | %5 | (1.85 | )% | (3.87 | )% | 6.09 | % | 4.25 | %5 | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 397,582 | $ | 143,168 | $ | 83,951 | $ | 44,974 | $ | 90,884 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses6,7 |
0.50 | % | 0.50 | % | 0.50 | % | 0.50 | % | 0.50 | % | ||||||||||
Net investment income (loss)7 |
0.21 | % | (0.45 | )% | 0.19 | % | 1.71 | % | 0.83 | % | ||||||||||
Portfolio turnover rate8 |
156 | %9 | 55 | %9 | 266 | %9 | 23 | %9 | 0 | % | ||||||||||
WisdomTree Chinese Yuan Strategy Fund |
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 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 27.85 | $ | 25.80 | $ | 24.80 | $ | 25.49 | $ | 25.54 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income (loss)1 |
(0.01 | ) | (0.11 | ) | 0.15 | 0.47 | 0.24 | |||||||||||||
Net realized and unrealized gain (loss) |
(0.97 | ) | 2.27 | 1.36 | (0.87 | ) | (0.29 | ) | ||||||||||||
Total from investment operations |
(0.98 | ) | 2.16 | 1.51 | (0.40 | ) | (0.05 | ) | ||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
| (0.11 | ) | (0.51 | ) | (0.29 | ) | | ||||||||||||
Capital gains |
(1.74 | ) | | | | | ||||||||||||||
Total dividends and distributions to shareholders |
(1.74 | ) | (0.11 | ) | (0.51 | ) | (0.29 | ) | | |||||||||||
Net asset value, end of year |
$ | 25.13 | $ | 27.85 | $ | 25.80 | $ | 24.80 | $ | 25.49 | ||||||||||
TOTAL RETURN4 |
(3.88 | )% | 8.39 | % | 6.16 | % | (1.59 | )% | (0.20 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 27,648 | $ | 43,166 | $ | 24,507 | $ | 26,044 | $ | 31,861 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses6,7 |
0.45 | % | 0.45 | % | 0.45 | % | 0.45 | % | 0.45 | % | ||||||||||
Net investment income (loss)7 |
(0.05 | )% | (0.41 | )% | 0.60 | % | 1.82 | % | 0.92 | % | ||||||||||
Portfolio turnover rate8 |
0 | % | 25 | %9 | 0 | % | 0 | % | 0 | % |
1 | Based on average shares outstanding. |
2 | Includes a voluntary reimbursement from the sub-advisor of less than $0.01 per share for investment losses on certain foreign currency transactions during the fiscal year ended August 31, 2018. |
3 | Amount represents less than $0.005. |
4 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
5 | 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. |
6 | The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged. |
7 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
8 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Funds 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 Fund invested in the WisdomTree Floating Rate Treasury Fund which is considered a long term security for purposes of computing the portfolio turnover rate. During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only long-term security held or transacted in the portfolio, as a result, the variability in the portfolio turnover was primarily driven by the transaction activity during the fiscal year for this security only (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.
158 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Emerging Currency Strategy Fund |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2020 |
For the Year Ended August 31, 2019 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 18.19 | $ | 17.55 | $ | 18.19 | $ | 17.97 | $ | 19.14 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income (loss)1 |
(0.04 | ) | (0.09 | ) | 0.12 | 0.31 | 0.16 | |||||||||||||
Net realized and unrealized gain (loss) |
(1.68 | ) | 0.85 | (0.41 | ) | 0.25 | (1.33 | ) | ||||||||||||
Total from investment operations |
(1.72 | ) | 0.76 | (0.29 | ) | 0.56 | (1.17 | ) | ||||||||||||
Dividends to shareholders: |
||||||||||||||||||||
Net investment income |
| (0.12 | ) | (0.35 | ) | (0.34 | ) | | ||||||||||||
Net asset value, end of year |
$ | 16.47 | $ | 18.19 | $ | 17.55 | $ | 18.19 | $ | 17.97 | ||||||||||
TOTAL RETURN2 |
(9.46 | )% | 4.31 | % | (1.68 | )% | 3.12 | % | (6.11 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 8,235 | $ | 12,732 | $ | 10,532 | $ | 20,009 | $ | 28,746 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses3,4 |
0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | ||||||||||
Net investment income (loss)4 |
(0.21 | )% | (0.51 | )% | 0.65 | % | 1.68 | % | 0.82 | % | ||||||||||
Portfolio turnover rate5 |
36 | %6 | 26 | %6 | 0 | % | 0 | % | 0 | % | ||||||||||
WisdomTree Emerging Markets Corporate Bond Fund |
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 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 76.11 | $ | 74.14 | $ | 72.72 | $ | 68.58 | $ | 72.91 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
2.53 | 2.63 | 2.99 | 3.00 | 2.84 | |||||||||||||||
Net realized and unrealized gain (loss) |
(14.16 | ) | 1.94 | 1.47 | 7 | 4.17 | (4.30 | ) | ||||||||||||
Total from investment operations |
(11.63 | ) | 4.57 | 4.46 | 7.17 | (1.46 | ) | |||||||||||||
Dividends to shareholders: |
||||||||||||||||||||
Net investment income |
(2.53 | ) | (2.60 | ) | (3.04 | ) | (3.03 | ) | (2.87 | ) | ||||||||||
Net asset value, end of year |
$ | 61.95 | $ | 76.11 | $ | 74.14 | $ | 72.72 | $ | 68.58 | ||||||||||
TOTAL RETURN2 |
(15.52 | )% | 6.26 | % | 6.37 | % | 10.69 | % | (2.08 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 52,655 | $ | 53,279 | $ | 29,655 | $ | 36,362 | $ | 41,150 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.60 | % | 0.60 | % | 0.60 | % | 0.60 | % | 0.60 | % | ||||||||||
Net investment income |
3.70 | % | 3.48 | % | 4.13 | % | 4.26 | % | 3.96 | % | ||||||||||
Portfolio turnover rate5 |
36 | % | 56 | % | 43 | % | 54 | % | 132 | % |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. For the periods in which the investment advisor waived advisory fees for the WisdomTree Emerging Currency Strategy Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged. |
4 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
5 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Funds capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
6 | During the periods noted, the Fund invested in the WisdomTree Floating Rate Treasury Fund which is considered a long term security for purposes of computing the portfolio turnover rate. During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only long-term security held or transacted in the portfolio, as a result, the variability in the portfolio turnover was primarily driven by the transaction activity during the fiscal year for this security only (see the Investment in Affiliates supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period). |
7 | The amount of net realized and unrealized gain per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year. |
See Notes to Financial Statements.
WisdomTree Trust | 159 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Emerging Markets Local Debt Fund | For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2020 |
For the Year Ended August 31, 2019 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 32.48 | $ | 32.70 | $ | 34.35 | $ | 32.47 | $ | 38.92 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
1.57 | 1.64 | 1.83 | 1.96 | 2.15 | |||||||||||||||
Net realized and unrealized gain (loss) |
(6.89 | ) | (0.33 | ) | (1.76 | )2 | 1.72 | (6.48 | ) | |||||||||||
Total from investment operations |
(5.32 | ) | 1.31 | 0.07 | 3.68 | (4.33 | ) | |||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
(0.48 | ) | (0.52 | ) | (0.60 | ) | (0.82 | ) | (2.06 | ) | ||||||||||
Tax return of capital |
(0.93 | ) | (1.01 | ) | (1.12 | ) | (0.98 | ) | (0.06 | ) | ||||||||||
Total dividends and distributions to shareholders |
(1.41 | ) | (1.53 | ) | (1.72 | ) | (1.80 | ) | (2.12 | ) | ||||||||||
Net asset value, end of year |
$ | 25.75 | $ | 32.48 | $ | 32.70 | $ | 34.35 | $ | 32.47 | ||||||||||
TOTAL RETURN3 |
(16.69 | )% | 4.06 | % | 0.20 | % | 11.54 | % | (11.66 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 87,544 | $ | 134,784 | $ | 127,519 | $ | 195,783 | $ | 172,083 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | 0.55 | % | ||||||||||
Net investment income |
5.47 | % | 4.97 | % | 5.42 | % | 5.77 | % | 5.71 | % | ||||||||||
Portfolio turnover rate4 |
31 | % | 31 | % | 29 | % | 27 | % | 44 | % | ||||||||||
WisdomTree Floating Rate Treasury Fund | 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* |
For the Year Ended August 31, 2018* |
|||||||||||||||
Net asset value, beginning of year |
$ | 50.21 | $ | 50.23 | $ | 50.11 | $ | 50.15 | $ | 50.14 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income (loss)1 |
0.56 | (0.01 | ) | 0.48 | 1.12 | 0.91 | ||||||||||||||
Net realized and unrealized gain (loss) |
(0.24 | ) | 0.01 | 0.13 | (0.10 | ) | (0.14 | ) | ||||||||||||
Total from investment operations |
0.32 | 0.00 | 5 | 0.61 | 1.02 | 0.77 | ||||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
(0.29 | ) | (0.01 | ) | (0.49 | ) | (1.06 | ) | (0.70 | ) | ||||||||||
Capital gains |
(0.00 | )5 | (0.01 | ) | | | (0.06 | ) | ||||||||||||
Total dividends and distributions to shareholders |
(0.29 | ) | (0.02 | ) | (0.49 | ) | (1.06 | ) | (0.76 | ) | ||||||||||
Net asset value, end of year |
$ | 50.24 | $ | 50.21 | $ | 50.23 | $ | 50.11 | $ | 50.15 | ||||||||||
TOTAL RETURN3 |
0.63 | % | 0.00 | %6 | 1.26 | % | 2.06 | % | 1.53 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 8,052,243 | $ | 1,086,455 | $ | 1,491,940 | $ | 1,652,361 | $ | 272,044 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses, net of expense waivers |
0.15 | % | 0.15 | % | 0.15 | % | 0.15 | % | 0.15 | % | ||||||||||
Expenses, prior to expense waivers |
0.15 | % | 0.15 | % | 0.15 | % | 0.15 | % | 0.17 | % | ||||||||||
Net investment income (loss) |
1.12 | % | (0.02 | )% | 0.95 | % | 2.22 | % | 1.83 | % | ||||||||||
Portfolio turnover rate4 |
170 | % | 147 | % | 163 | % | 170 | % | 170 | % |
* | Per share amounts were adjusted to reflect a 1:2 reverse stock split effective March 24, 2022 (Note 10). |
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. For the periods in which the investment advisor waived advisory fees for the WisdomTree Floating Rate Treasury Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
4 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Funds capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
5 | Amount represents less than $0.005. |
6 | Amount represents less than 0.005%. |
See Notes to Financial Statements.
160 | WisdomTree Trust |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Interest Rate Hedged High Yield Bond Fund |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2020 |
For the Year Ended August 31, 2019 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 22.19 | $ | 21.40 | $ | 23.13 | $ | 24.07 | $ | 23.91 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
0.98 | 0.96 | 1.20 | 1.30 | 1.23 | |||||||||||||||
Net realized and unrealized gain (loss) |
(1.65 | )2 | 0.78 | (1.73 | ) | (0.91 | ) | 0.10 | ||||||||||||
Net increase from payment by affiliate |
| 0.01 | | | | |||||||||||||||
Total from investment operations |
(0.67 | ) | 1.75 | (0.53 | ) | 0.39 | 1.33 | |||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
(0.95 | ) | (0.96 | ) | (1.20 | ) | (1.30 | ) | (1.17 | ) | ||||||||||
Capital gains |
| | | (0.03 | ) | | ||||||||||||||
Total dividends and distributions to shareholders |
(0.95 | ) | (0.96 | ) | (1.20 | ) | (1.33 | ) | (1.17 | ) | ||||||||||
Net asset value, end of year |
$ | 20.57 | $ | 22.19 | $ | 21.40 | $ | 23.13 | $ | 24.07 | ||||||||||
TOTAL RETURN3 |
(3.11 | )% | 8.33 | %4 | (2.26 | )% | 1.68 | % | 5.68 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 183,042 | $ | 166,447 | $ | 128,377 | $ | 247,466 | $ | 262,332 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.43 | % | 0.43 | % | 0.43 | % | 0.43 | % | 0.43 | % | ||||||||||
Net investment income |
4.53 | % | 4.40 | % | 5.43 | % | 5.52 | % | 5.14 | % | ||||||||||
Portfolio turnover rate5 |
23 | % | 40 | % | 101 | %6,7 | 61 | % | 60 | % | ||||||||||
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund |
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 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 46.81 | $ | 47.04 | $ | 47.71 | $ | 47.82 | $ | 47.89 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
0.83 | 0.69 | 1.11 | 1.36 | 1.18 | |||||||||||||||
Net realized and unrealized loss |
(1.01 | )2 | (0.06 | ) | (0.60 | ) | (0.10 | ) | (0.07 | ) | ||||||||||
Total from investment operations |
(0.18 | ) | 0.63 | 0.51 | 1.26 | 1.11 | ||||||||||||||
Dividends to shareholders: |
||||||||||||||||||||
Net investment income |
(0.83 | ) | (0.86 | ) | (1.18 | ) | (1.37 | ) | (1.18 | ) | ||||||||||
Net asset value, end of year |
$ | 45.80 | $ | 46.81 | $ | 47.04 | $ | 47.71 | $ | 47.82 | ||||||||||
TOTAL RETURN3 |
(0.39 | )% | 1.34 | % | 1.08 | % | 2.69 | % | 2.35 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 366,368 | $ | 215,330 | $ | 94,088 | $ | 76,337 | $ | 52,606 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.23 | % | 0.23 | % | 0.23 | % | 0.23 | % | 0.23 | % | ||||||||||
Net investment income |
1.79 | % | 1.47 | % | 2.36 | % | 2.86 | % | 2.46 | % | ||||||||||
Portfolio turnover rate5 |
131 | % | 81 | % | 70 | % | 39 | % | 81 | % | ||||||||||
Portfolio turnover rate excluding TBA roll transactions5 |
42 | % | 23 | % | 33 | % | 12 | % | 28 | % |
1 | Based on average shares outstanding. |
2 | The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year. |
3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. |
4 | Includes a voluntary reimbursement from the sub-advisor for an operational error that resulted in investment transaction losses. Excluding the voluntary reimbursement, total return would have been 0.05% lower. |
5 | Portfolio turnover rate excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Funds capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
6 | The increase in the portfolio turnover rate was primarily a result of the change in investment objective and strategy on June 1, 2020. |
7 | On June 4, 2020, Voya Investment Management Co., LLC replaced Mellon Investments Corporation as sub-advisor to the Fund. |
See Notes to Financial Statements.
WisdomTree Trust | 161 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Mortgage Plus Bond Fund | For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Period November 14, 2019* through August 31, 2020 |
|||||||||||||||||
Net asset value, beginning of period |
$ | 50.94 | $ | 51.64 | $ | 50.26 | ||||||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
0.50 | 0.45 | 0.66 | |||||||||||||||||
Net realized and unrealized gain (loss) |
(5.19 | ) | 0.06 | 1.55 | ||||||||||||||||
Total from investment operations |
(4.69 | ) | 0.51 | 2.21 | ||||||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
(0.68 | ) | (0.88 | ) | (0.83 | ) | ||||||||||||||
Capital gains |
| (0.32 | ) | | ||||||||||||||||
Tax return of capital |
| (0.01 | ) | | ||||||||||||||||
Total dividends and distributions to shareholders |
(0.68 | ) | (1.21 | ) | (0.83 | ) | ||||||||||||||
Net asset value, end of period |
$ | 45.57 | $ | 50.94 | $ | 51.64 | ||||||||||||||
TOTAL RETURN2 |
(9.27 | )% | 0.99 | % | 4.45 | % | ||||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of period (000s omitted) |
$ | 36,458 | $ | 40,754 | $ | 30,986 | ||||||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.45 | % | 0.45 | % | 0.45 | %3 | ||||||||||||||
Net investment income |
1.02 | % | 0.88 | % | 1.64 | %3 | ||||||||||||||
Portfolio turnover rate4 |
373 | % | 430 | % | 278 | % | ||||||||||||||
Portfolio turnover rate excluding TBA roll transactions4 |
19 | % | 47 | % | 70 | % | ||||||||||||||
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund |
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 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 52.61 | $ | 53.93 | $ | 52.71 | $ | 48.68 | $ | 50.94 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
0.96 | 0.85 | 1.28 | 1.61 | 1.53 | |||||||||||||||
Net realized and unrealized gain (loss) |
(8.05 | ) | (0.76 | ) | 1.38 | 4.05 | (2.26 | ) | ||||||||||||
Total from investment operations |
(7.09 | ) | 0.09 | 5 | 2.66 | 5.66 | (0.73 | ) | ||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
(1.04 | ) | (1.14 | ) | (1.44 | ) | (1.63 | ) | (1.53 | ) | ||||||||||
Capital gains |
(0.02 | ) | (0.27 | ) | | | | |||||||||||||
Total dividends and distributions to shareholders |
(1.06 | ) | (1.41 | ) | (1.44 | ) | (1.63 | ) | (1.53 | ) | ||||||||||
Net asset value, end of year |
$ | 44.46 | $ | 52.61 | $ | 53.93 | $ | 52.71 | $ | 48.68 | ||||||||||
TOTAL RETURN2 |
(13.62 | )% | 0.18 | % | 5.14 | % | 11.92 | % | (1.44 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 951,406 | $ | 1,089,075 | $ | 1,315,856 | $ | 880,193 | $ | 418,662 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses, net of expense waivers |
0.12 | % | 0.12 | %6 | 0.12 | % | 0.12 | % | 0.12 | % | ||||||||||
Expenses, prior to expense waivers |
0.12 | % | 0.15 | % | 0.20 | % | 0.20 | % | 0.20 | % | ||||||||||
Net investment income |
1.97 | % | 1.61 | % | 2.43 | % | 3.25 | % | 3.10 | % | ||||||||||
Portfolio turnover rate4 |
293 | % | 148 | % | 88 | % | 54 | % | 82 | % | ||||||||||
Portfolio turnover rate excluding TBA roll transactions4 |
40 | % | 41 | % | 65 | % | 44 | % | 38 | % |
* | 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 Yield Enhanced U.S. Aggregate Bond Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Funds capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
5 | 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. |
6 | 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%. |
See Notes to Financial Statements.
162 | WisdomTree Trust |
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. Short-Term Aggregate Bond Fund |
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 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 51.23 | $ | 51.60 | $ | 50.58 | $ | 48.88 | $ | 50.25 | ||||||||||
Investment operations: |
| |||||||||||||||||||
Net investment income1 |
0.49 | 0.50 | 1.19 | 1.40 | 1.17 | |||||||||||||||
Net realized and unrealized gain (loss) |
(3.81 | ) | (0.14 | ) | 1.05 | 1.69 | (1.41 | ) | ||||||||||||
Total from investment operations |
(3.32 | ) | 0.36 | 2.24 | 3.09 | (0.24 | ) | |||||||||||||
Dividends and distributions to shareholders: |
| |||||||||||||||||||
Net investment income |
(0.53 | ) | (0.51 | ) | (1.22 | ) | (1.39 | ) | (1.07 | ) | ||||||||||
Capital gains |
(0.06 | ) | (0.22 | ) | | | (0.06 | ) | ||||||||||||
Total dividends and distributions to shareholders |
(0.59 | ) | (0.73 | ) | (1.22 | ) | (1.39 | ) | (1.13 | ) | ||||||||||
Net asset value, end of year |
$ | 47.32 | $ | 51.23 | $ | 51.60 | $ | 50.58 | $ | 48.88 | ||||||||||
TOTAL RETURN2 |
(6.52 | )% | 0.69 | % | 4.51 | % | 6.43 | % | (0.47 | )% | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
| |||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 94,645 | $ | 199,802 | $ | 113,529 | $ | 91,052 | $ | 39,104 | ||||||||||
Ratios to average net assets of: |
| |||||||||||||||||||
Expenses, net of expense waivers |
0.12 | % | 0.12 | %3 | 0.12 | % | 0.12 | % | 0.12 | % | ||||||||||
Expenses, prior to expense waivers |
0.12 | % | 0.15 | % | 0.20 | % | 0.20 | % | 0.20 | % | ||||||||||
Net investment income |
1.00 | % | 0.97 | % | 2.34 | % | 2.83 | % | 2.40 | % | ||||||||||
Portfolio turnover rate4 |
193 | % | 224 | % | 106 | % | 49 | % | 177 | % | ||||||||||
Portfolio turnover rate excluding TBA roll transactions4 |
21 | % | 49 | % | 46 | % | 24 | % | 120 | % | ||||||||||
WisdomTree Alternative Income Fund | For the Year Ended August 31, 2022 |
For the Period May 6, 2021* through August 31, 2021 |
||||||||||||||||||
Net asset value, beginning of period |
$ | 25.79 | $ | 24.96 | ||||||||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
1.49 | 0.43 | ||||||||||||||||||
Net realized and unrealized gain (loss) |
(4.82 | ) | 0.40 | |||||||||||||||||
Total from investment operations |
(3.33 | ) | 0.83 | |||||||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
(1.66 | ) | | |||||||||||||||||
Capital gains |
(0.01 | ) | | |||||||||||||||||
Tax return of capital |
(0.40 | ) | | |||||||||||||||||
Total dividends and distributions to shareholders |
(2.07 | ) | | |||||||||||||||||
Net asset value, end of period |
$ | 20.39 | $ | 25.79 | ||||||||||||||||
TOTAL RETURN2 |
(13.50 | )% | 3.33 | % | ||||||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of period (000s omitted) |
$ | 10,193 | $ | 10,315 | ||||||||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.50 | % | 0.50 | %5 | ||||||||||||||||
Net investment income |
6.35 | % | 5.39 | %5 | ||||||||||||||||
Portfolio turnover rate4 |
52 | % | 2 | % |
* | 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 Yield Enhanced U.S. Short-Term Aggregate Bond Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
3 | 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%. |
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 Funds capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
5 | Annualized. |
See Notes to Financial Statements.
WisdomTree Trust | 163 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree CBOE S&P 500 PutWrite Strategy Fund |
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 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 32.79 | $ | 26.64 | $ | 27.45 | $ | 30.57 | $ | 29.23 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income (loss)1 |
0.01 | (0.11 | ) | 0.24 | 0.49 | 0.22 | ||||||||||||||
Net realized and unrealized gain (loss) |
(1.19 | )2 | 6.67 | (0.63 | )2 | (1.96 | ) | 2.15 | ||||||||||||
Total from investment operations |
(1.18 | ) | 6.56 | (0.39 | ) | (1.47 | ) | 2.37 | ||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||
Net investment income |
| (0.41 | ) | (0.42 | ) | (0.25 | ) | (0.06 | ) | |||||||||||
Capital gains |
| | | (1.40 | ) | (0.97 | ) | |||||||||||||
Total dividends and distributions to shareholders |
| (0.41 | ) | (0.42 | ) | (1.65 | ) | (1.03 | ) | |||||||||||
Net asset value, end of year |
$ | 31.61 | $ | 32.79 | $ | 26.64 | $ | 27.45 | $ | 30.57 | ||||||||||
TOTAL RETURN3 |
(3.60 | )% | 24.87 | % | (1.52 | )% | (4.72 | )% | 8.28 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 104,322 | $ | 63,940 | $ | 117,225 | $ | 211,350 | $ | 238,434 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses, net of expense waivers |
0.44 | %4 | 0.44 | %4 | 0.41 | %4 | 0.38 | % | 0.38 | % | ||||||||||
Expenses, prior to expense waivers |
0.44 | %4 | 0.44 | %4 | 0.44 | %4 | 0.44 | % | 0.44 | % | ||||||||||
Net investment income (loss) |
0.02 | %4 | (0.38 | )%4 | 0.90 | %4 | 1.78 | % | 0.76 | % | ||||||||||
Portfolio turnover rate5 |
8 | %6 | 18 | %6 | 72 | %6 | 0 | % | 0 | % | ||||||||||
WisdomTree Efficient Gold
Plus Equity Strategy Fund (consolidated) |
For the Period March 17, 2022* through August 31, 2022 |
|||||||||||||||||||
Net asset value, beginning of period |
$ | 25.31 | ||||||||||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
0.13 | |||||||||||||||||||
Net realized and unrealized loss |
(4.55 | ) | ||||||||||||||||||
Total from investment operations |
(4.42 | ) | ||||||||||||||||||
Net asset value, end of period |
$ | 20.89 | ||||||||||||||||||
TOTAL RETURN3 |
(17.46 | )% | ||||||||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of period (000s omitted) |
$ | 3,133 | ||||||||||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.20 | %7 | ||||||||||||||||||
Net investment income |
1.26 | %7 | ||||||||||||||||||
Portfolio turnover rate5 |
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 | 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. For the periods in which the investment advisor waived advisory fees for the WisdomTree CBOE S&P 500 PutWrite Strategy Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
4 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
5 | Portfolio turnover rate 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 Funds capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
6 | During the periods noted, the Fund invested in the WisdomTree Floating Rate Treasury Fund which is considered a long term security for purposes of computing the portfolio turnover rate. During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only long-term security held or transacted in the portfolio, as a result, the variability in the portfolio turnover was primarily driven by the transaction activity during the fiscal year for this security only (see the Investment in Affiliates supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period). |
7 | Annualized. |
See Notes to Financial Statements.
164 | WisdomTree Trust |
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 Period December 16, 2021* through August 31, 2022 |
|||||||||||||||||||
Net asset value, beginning of period |
$ | 24.49 | ||||||||||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income1 |
0.26 | |||||||||||||||||||
Net realized and unrealized loss |
(5.85 | ) | ||||||||||||||||||
Total from investment operations |
(5.59 | ) | ||||||||||||||||||
Net asset value, end of period |
$ | 18.90 | ||||||||||||||||||
TOTAL RETURN2 |
(22.83 | )% | ||||||||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of period (000s omitted) |
$ | 6,616 | ||||||||||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.45 | %3 | ||||||||||||||||||
Net investment income |
1.40 | %3 | ||||||||||||||||||
Portfolio turnover rate4 |
27 | % |
* | Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market. |
1 | Based on average shares outstanding. |
2 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. |
3 | Annualized. |
4 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Funds capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation. |
See Notes to Financial Statements.
WisdomTree Trust | 165 |
Financial Highlights (continued)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
Post-Reorganization | Pre-Reorganization | |||||||||||||||||||||||||||
WisdomTree Enhanced Commodity Strategy Fund (consolidated)^ |
For the Year Ended August 31, 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 |
For the Year Ended December 31, 2017 |
||||||||||||||||||||||
Net asset value, beginning of period |
$ | 22.12 | $ | 18.74 | $ | 18.80 | $ | 17.50 | $ | 19.25 | $ | 19.35 | ||||||||||||||||
Investment operations: |
||||||||||||||||||||||||||||
Net investment income (loss)1 |
(0.01 | ) | (0.08 | ) | (0.03 | ) | 0.23 | 0.18 | 0.00 | 2 | ||||||||||||||||||
Net realized and unrealized gain (loss) |
2.66 | 3.46 | (0.03 | ) | 1.07 | (1.93 | ) | (0.10 | ) | |||||||||||||||||||
Net increase from payment by affiliate |
| 0.00 | 2 | 0.00 | 2 | | | | ||||||||||||||||||||
Total from investment operations |
2.65 | 3.38 | (0.06 | ) | 1.30 | (1.75 | ) | (0.10 | ) | |||||||||||||||||||
Dividends and distributions to shareholders: |
||||||||||||||||||||||||||||
Net investment income |
(2.03 | ) | | | | | | |||||||||||||||||||||
Capital gains |
(0.00 | )2 | | | | | | |||||||||||||||||||||
Total dividends and distributions to shareholders |
(2.03 | ) | | | | | | |||||||||||||||||||||
Net asset value, end of period |
$ | 22.74 | $ | 22.12 | $ | 18.74 | $ | 18.80 | $ | 17.50 | $ | 19.25 | ||||||||||||||||
TOTAL RETURN3 |
12.81 | % | 18.04 | %4 | (0.32 | )%4 | 7.43 | % | (9.09 | )% | (0.52 | )% | ||||||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||||||||||
Net assets, end of period (000s omitted) |
$ | 296,724 | $ | 193,552 | $ | 99,333 | $ | 127,836 | $ | 154,855 | $ | 154,956 | ||||||||||||||||
Ratios to average net assets of: |
||||||||||||||||||||||||||||
Expenses, net of expense waivers |
0.55 | %5 | 0.55 | %5,6 | 0.75 | %6 | 0.75 | % | 0.75 | % | 0.75 | % | ||||||||||||||||
Expenses, prior to expense waivers |
0.55 | %5 | 0.55 | %5,6 | 0.85 | %6 | 0.85 | % | 0.85 | % | 0.85 | % | ||||||||||||||||
Net investment income (loss) |
(0.06 | )%5 | (0.52 | )%5,6 | (0.18 | )%6 | 1.30 | % | 0.94 | % | 0.01 | % | ||||||||||||||||
Portfolio turnover rate7 |
47 | %8 | 22 | %8 | 0 | % | 0 | % | 0 | % | 0 | % |
^ | After the close of business on December 18, 2020, the WisdomTree Continuous Commodity Index Fund (the Predecessor Fund), a commodity pool that was not registered under the Investment Company Act of 1940, as amended (1940 Act), was reorganized into the WisdomTree Enhanced Commodity Strategy Fund (the Successor Fund), an investment company registered under the 1940 Act. The Successor Fund adopted the financial information for the Predecessor Fund. Accordingly, information presented prior to the close of business on December 18, 2020 is that of the Predecessor Fund prior to the reorganization into a regulated investment company under the 1940 Act. |
1 | Based on average shares outstanding. |
2 | Amount represents less than $0.005. |
3 | Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor (or the Managing Owner, with respect to the Predecessor Fund) waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
4 | Includes a voluntary reimbursement from the advisor for brokerage commissions incurred in connection with the Reorganization. Excluding this reimbursement, total return would have been unchanged. |
5 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
6 | Annualized. |
7 | Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Funds 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 Fund invested in the WisdomTree Floating Rate Treasury Fund which is considered a long term security for purposes of computing the portfolio turnover rate. During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only long-term security held or transacted in the portfolio, as a result, the variability in the portfolio turnover was primarily driven by the transaction activity during the fiscal period for this security only (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.
166 | WisdomTree Trust |
Financial Highlights (concluded)
WisdomTree Trust
Selected data for a share of beneficial interest outstanding throughout the period is presented below:
WisdomTree Managed Futures
Strategy Fund (consolidated) |
For the Year Ended August 31, 2022 |
For the Year Ended August 31, 2021 |
For the Year Ended August 31, 2020 |
For the Year Ended August 31, 2019 |
For the Year Ended August 31, 2018 |
|||||||||||||||
Net asset value, beginning of year |
$ | 41.41 | $ | 35.31 | $ | 39.08 | $ | 40.57 | $ | 38.84 | ||||||||||
Investment operations: |
||||||||||||||||||||
Net investment income (loss)1 |
(0.09 | ) | (0.23 | ) | 0.17 | 0.55 | 0.26 | |||||||||||||
Net realized and unrealized gain (loss) |
(1.39 | ) | 6.50 | (3.34 | ) | (0.65 | ) | 1.47 | ||||||||||||
Net increase from payment by affiliate |
| 0.00 | 2 | | | | ||||||||||||||
Total from investment operations |
(1.48 | ) | 6.27 | (3.17 | ) | (0.10 | ) | 1.73 | ||||||||||||
Dividends to shareholders: |
||||||||||||||||||||
Net investment income |
(5.21 | ) | (0.17 | ) | (0.60 | ) | (1.39 | ) | | |||||||||||
Net asset value, end of year |
$ | 34.72 | $ | 41.41 | $ | 35.31 | $ | 39.08 | $ | 40.57 | ||||||||||
TOTAL RETURN3 |
(3.91 | )% | 17.83 | %4 | (8.17 | )% | (0.22 | )%4 | 4.45 | % | ||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of year (000s omitted) |
$ | 140,599 | $ | 147,001 | $ | 112,993 | $ | 216,875 | $ | 160,250 | ||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses, net of expense waivers |
0.65 | %5 | 0.65 | %5,6 | 0.65 | %5 | 0.65 | % | 0.65 | % | ||||||||||
Expenses, prior to expense waivers |
0.65 | %5 | 0.68 | %5 | 0.75 | %5 | 0.75 | % | 0.75 | % | ||||||||||
Net investment income (loss) |
(0.24 | )%5 | (0.60 | )%5 | 0.46 | %5 | 1.40 | % | 0.66 | % | ||||||||||
Portfolio turnover rate7 |
7 | %8 | 25 | %8 | 97 | %8 | 0 | % | 0 | % | ||||||||||
WisdomTree Target Range Fund | For the Period October 7, 2021* through August 31, 2022 |
|||||||||||||||||||
Net asset value, beginning of period |
$ | 24.99 | ||||||||||||||||||
Investment operations: |
||||||||||||||||||||
Net investment loss1 |
(0.01 | ) | ||||||||||||||||||
Net realized and unrealized loss |
(2.99 | ) | ||||||||||||||||||
Total from investment operations |
(3.00 | ) | ||||||||||||||||||
Net asset value, end of period |
$ | 21.99 | ||||||||||||||||||
TOTAL RETURN3 |
(12.00 | )% | ||||||||||||||||||
RATIOS/SUPPLEMENTAL DATA: |
||||||||||||||||||||
Net assets, end of period (000s omitted) |
$ | 51,675 | ||||||||||||||||||
Ratios to average net assets of: |
||||||||||||||||||||
Expenses |
0.70 | %9 | ||||||||||||||||||
Net investment loss |
(0.06 | )%9 | ||||||||||||||||||
Portfolio turnover rate7 |
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 | 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 for the WisdomTree Managed Futures Strategy Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3). |
4 | Includes a voluntary reimbursement from the sub-advisor for investment losses on certain futures contract transactions during the period. Excluding this voluntary reimbursement, total return would have been unchanged. |
5 | The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests. |
6 | The investment advisor had contractually agreed to limit the advisory fee to 0.65% through December 31, 2020. On December 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.65% |
7 | Portfolio turnover rate 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 Funds 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 Fund invested in the WisdomTree Floating Rate Treasury Fund which is considered a long term security for purposes of computing the portfolio turnover rate. During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only long-term security held or transacted in the portfolio, as a result, the variability in the portfolio turnover was primarily driven by the transaction activity during the fiscal year for this security only (see the Investment in Affiliates supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period). |
9 | Annualized. |
See Notes to Financial Statements.
WisdomTree Trust | 167 |
1. ORGANIZATION
WisdomTree Trust (the Trust) is registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 and is authorized to have multiple series of portfolios (each a Fund, collectively, the Funds). These notes relate only to the Funds listed below. In accordance with Accounting Standards Codification Topic 946, Financial Services-Investment Companies, each Fund listed below qualifies as an investment company and is applying the accounting and reporting guidance for investment companies.
Fund | Commencement of Operations |
|||
WisdomTree Bloomberg U.S. Dollar Bullish Fund (U.S. Dollar Bullish Fund and also referred to herein as Currency Strategy Funds) |
December 18, 2013 | |||
WisdomTree Chinese Yuan Strategy Fund (Chinese Yuan Strategy Fund and also referred to herein as Currency Strategy Funds) |
May 14, 2008 | |||
WisdomTree Emerging Currency Strategy Fund (Emerging Currency Strategy Fund and also referred to herein as Currency Strategy Funds) |
May 6, 2009 | |||
WisdomTree Emerging Markets Corporate Bond Fund (Emerging Markets Corporate Bond Fund) |
March 8, 2012 | |||
WisdomTree Emerging Markets Local Debt Fund (Emerging Markets Local Debt Fund) |
August 9, 2010 | |||
WisdomTree Floating Rate Treasury Fund (Floating Rate Treasury Fund) |
February 4, 2014 | |||
WisdomTree Interest Rate Hedged High Yield Bond Fund (Interest Rate Hedged High Yield Bond Fund and also referred to herein as Duration Funds) |
December 18, 2013 | |||
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (Interest Rate Hedged U.S. Aggregate Bond Fund and also referred to herein as Duration Funds) |
December 18, 2013 | |||
WisdomTree Mortgage Plus Bond Fund (Mortgage Plus Bond Fund) |
November 14, 2019 | |||
WisdomTree 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 CBOE S&P 500 PutWrite Strategy Fund (CBOE S&P 500 PutWrite Strategy Fund) |
February 24, 2016 | |||
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 Target Range Fund (Target Range Fund) |
October 7, 2021 |
* | Commencement of operations date shown is that of the predecessor fund. After the close of business December 18, 2020, the predecessor fund was reorganized into the Enhanced Commodity Strategy Fund. |
Each Fund is actively managed except for the Floating Rate Treasury Fund, Interest Rate Hedged High Yield Bond Fund, Interest Rate Hedged U.S. Aggregate Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund, Yield Enhanced U.S. Short-Term Aggregate Bond Fund, Alternative Income Fund, and CBOE S&P 500 PutWrite Strategy Fund, which seek to track the price and yield performance, before fees and expenses, of a particular index (Index) developed by WisdomTree Investments, Inc. (WisdomTree Investments) or an Index developed by a third party. WisdomTree Investments 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 Investments and has been licensed for use by the Trust. Each Fund described herein is considered to be non-diversified as defined under the 1940 Act.
In the normal course of business, the Funds may enter into contracts that contain a variety of representations or that provide indemnification for certain liabilities. The Funds maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these contracts and believe such exposure to be remote.
2. SIGNIFICANT ACCOUNTING POLICIES
The Financial Accounting Standards Board (FASB) Accounting Standards Codification (the Codification) is the exclusive reference of authoritative U.S. generally accepted accounting principles (GAAP) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (SEC) under authority of federal laws are also sources of authoritative GAAP for SEC registrants.
The following is a summary of significant accounting policies followed by the Funds:
Basis of Consolidation The financial statements of the Efficient Gold Plus Equity Strategy Fund, Efficient Gold Plus Gold Miners Strategy Fund, Enhanced Commodity Strategy Fund and Managed Futures Strategy Fund (each a Parent Fund), include the accounts of WisdomTree Efficient Gold Plus Equity Strategy Portfolio I, WisdomTree Efficient Gold Plus Gold Miners Strategy
168 | WisdomTree Trust |
Notes to Financial Statements (continued)
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 Funds investment in its Subsidiary may not exceed 25% of the respective Parent Funds 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 Funds 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 Funds 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 Funds NAV, investments are valued under policies approved by the Board of Trustees of the Trust (the Board of Trustees). Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less and to-be-announced (TBA) securities) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities, may consider such factors as recent transactions, indications from yields and quoted prices from broker-dealers on similar securities, and market sentiment for the type of security. U.S. fixed income securities may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Repurchase agreements are valued at par which represents their fair value. For all Funds, except for U.S. Dollar Bullish Fund, foreign currency contracts that settle within two business days after the trade date (Spot Contracts) and foreign currency contracts having a settlement period greater than two business days after the trade date (Forward Contracts) are valued daily using WM/Reuters closing spot and forward rates, respectively, as of 4:00 p.m. London time except for Forward Contracts in certain Asian currencies (Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, New Taiwan dollar, and the Thai baht) which are valued daily using WM/Reuters closing forward rates as of 2:00 pm Singapore time. U.S. Dollar Bullish Fund uses WM/Reuters closing spot and forward rates as of 4:00 p.m. Eastern time to value foreign currency contracts daily. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Option contracts generally are valued at the mean of the closing bid/ask price on the primary exchange on which they trade. Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and exchange-traded funds (ETFs or ETF), or exchange-traded notes (ETNs or ETN) or closed-end mutual funds (CEF or CEFs) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the ETF, ETN or CEF has not traded on its principal exchange.
In certain instances, such as when reliable market valuations are not readily available, a Funds investments, which include derivatives, will be fair valued in accordance with the Funds pricing policy. The Board of Trustees has established a pricing committee (the Pricing Committee) which is comprised of senior representatives of WTAM and which reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from 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 Pricing Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using fair value pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by significant events. An example of a significant event is an event occurring after the close of the market in which a security trades but before a Funds next NAV Calculation Time that may materially affect the value of a Funds investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.
WisdomTree Trust | 169 |
Notes to Financial Statements (continued)
Fair Value Measurement In accordance with Codification Topic 820 (ASC 820), Fair Value Measurements and Disclosures, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Pricing Committee 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 entitys 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 Funds 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 Funds NAV is computed and that may materially affect the value of the Funds investments).
The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:
Financial instruments, such as fixed income securities, are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers internal pricing models may use inputs that are observable such as issuer details (e.g., credit rating, debt ranking, coupon date, maturity date, etc.), interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.
Determination of a fair value by the Pricing Committee may include significant unobservable inputs and therefore such financial instruments would be reflected as a Level 3 of the fair value hierarchy. The Pricing Committee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, and other relevant information to determine fair value. The Pricing Committee may also use an income-based valuation approach in which anticipated future cash flows of the financial instrument are discounted to calculate fair value.
The summary of fair valuations according to the inputs used in valuing each Funds assets as of the measurement date is included in a Fair Valuation Summary supplementary table in each applicable Funds Schedule of Investments.
During the fiscal year or period ended August 31, 2022, there were no significant transfers into or out of Level 3 of the fair value hierarchy.
170 | WisdomTree Trust |
Notes to Financial Statements (continued)
Derivatives and Hedging Disclosure Codification Topic 815 (ASC 815), Derivatives and Hedging, requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts as well as gains and losses on derivative instruments, and disclosures about credit-risk-related contingent features in derivative agreements. The Funds have invested in derivatives, specifically foreign currency contracts, foreign currency futures contracts, commodity futures contracts, interest rate futures contracts, equity futures contracts, digital assets futures contracts and equity options contracts during the fiscal year or period ended August 31, 2022 and open positions in such derivatives as of August 31, 2022 are detailed in each Funds Schedule of Investments. All of the derivative instruments disclosed and described herein are subject to credit risk. Credit risk is where the financial condition of an issuer of a security or instrument may cause it to default or become unable to pay interest or principal due on the security or where the counterparty to a derivative contract might default on its obligations. The Funds derivative agreements may also contain credit-risk related contingent features which include, but are not limited to, a percentage decline in the Funds NAV over a specified time period. If an event occurred at August 31, 2022 that triggered a contingent feature, the counterparty to the agreement may require the Funds to post additional collateral or terminate the derivative positions and demand payment. Any collateral posted with respect to the derivative positions would be used to offset or reduce the payment. The maximum exposure to derivatives agreements with credit risk would be the total value of derivatives in net liability positions for each Fund, as disclosed in the table included in Note 2 Master Netting Arrangements. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of August 31, 2022, if any, is reflected as a footnote within each Funds Schedule of Investments.
As of August 31, 2022, the effects of such derivative instruments on each Funds 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 |
$ | 9,474,307 | Unrealized depreciation on foreign currency contracts |
$ | 1,889,100 | ||||||
Chinese Yuan Strategy Fund | ||||||||||||
Foreign currency risk |
Unrealized appreciation on foreign currency contracts |
42,846 | Unrealized depreciation on foreign currency contracts |
618,283 | ||||||||
Emerging Currency Strategy Fund | ||||||||||||
Foreign currency risk |
Unrealized appreciation on foreign currency contracts |
137,420 | Unrealized depreciation on foreign currency contracts |
33,051 | ||||||||
Emerging Markets Corporate Bond Fund | ||||||||||||
Interest rate risk |
Unrealized appreciation on futures contracts* |
44,644 | Unrealized depreciation on futures contracts* |
19,899 | ||||||||
Emerging Markets Local Debt Fund | ||||||||||||
Foreign currency risk |
Unrealized appreciation on foreign currency contracts |
4,740 | Unrealized depreciation on foreign currency contracts |
69,744 | ||||||||
Interest Rate Hedged High Yield Bond Fund | ||||||||||||
Interest rate risk |
Unrealized appreciation on futures contracts* |
670,356 | Unrealized depreciation on futures contracts* |
21,578 | ||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund | ||||||||||||
Interest rate risk |
Unrealized appreciation on futures contracts* |
970,319 | Unrealized depreciation on futures contracts* |
359,633 | ||||||||
Mortgage Plus Bond Fund | ||||||||||||
Interest rate risk |
Unrealized appreciation on futures contracts* |
| Unrealized depreciation on futures contracts* |
23,382 | ||||||||
CBOE S&P 500 PutWrite Strategy Fund | ||||||||||||
Equity risk |
Written options, at value | 7,363,025 | ||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) | ||||||||||||
Commodity risk |
Unrealized appreciation on futures contracts* |
| Unrealized depreciation on futures contracts* |
35,140 | ||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||||||
Commodity risk |
Unrealized appreciation on futures contracts* |
| Unrealized depreciation on futures contracts* |
72,800 | ||||||||
Foreign currency risk |
Unrealized appreciation on foreign currency contracts |
41 | Unrealized depreciation on foreign currency contracts |
|
WisdomTree Trust | 171 |
Notes to Financial Statements (continued)
Asset Derivatives | Liability Derivatives | |||||||||||
Fund | Balance Sheet Location | Value | Balance Sheet Location | Value | ||||||||
Enhanced Commodity Strategy Fund (consolidated) | ||||||||||||
Commodity risk |
Unrealized appreciation on futures contracts* |
$ | 27,549,911 | Unrealized depreciation on futures contracts* |
$ | 41,232,778 | ||||||
Digital assets risk |
Unrealized appreciation on futures contracts* |
| Unrealized depreciation on futures contracts* |
278,560 | ||||||||
Managed Futures Strategy Fund (consolidated) | ||||||||||||
Commodity risk |
Unrealized appreciation on futures contracts* |
1,186,938 | Unrealized depreciation on futures contracts* |
476,296 | ||||||||
Digital assets risk |
Unrealized appreciation on futures contracts |
| Unrealized depreciation on futures contracts* |
106,683 | ||||||||
Equity risk |
Unrealized appreciation on futures contracts* |
160,548 | Unrealized depreciation on futures contracts* |
1,643,456 | ||||||||
Foreign currency risk |
Unrealized appreciation on futures contracts* |
237,203 | Unrealized depreciation on futures contracts* |
| ||||||||
Interest rate risk |
Unrealized appreciation on futures contracts* |
500,821 | Unrealized depreciation on futures contracts* |
| ||||||||
Target Range Fund | ||||||||||||
Equity risk |
Purchased options, at value** |
2,914,010 | Written options, at value | 27,888 |
* | Includes cumulative appreciation (depreciation) of futures contracts as reported in each Funds Schedule of Investments. Only current days variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on page 176 for additional information regarding balance sheet location of balances associated with futures contracts |
** | Purchased options, at value are reported in the Funds Investment in securities, at value within the Statements of Assets and Liabilities. |
For the fiscal year or period ended August 31, 2022, the effects of derivative instruments on each applicable Funds 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 |
$ | 22,392,027 | $ | 6,868,430 | ||||
Chinese Yuan Strategy Fund |
| |||||||
Foreign currency risk |
(330,183 | ) | (643,148 | ) | ||||
Emerging Currency Strategy Fund |
| |||||||
Foreign currency risk |
(1,196,113 | ) | 1,343 | |||||
Emerging Markets Corporate Bond Fund |
| |||||||
Interest rate risk |
588,234 | 45,598 | ||||||
Emerging Markets Local Debt Fund |
| |||||||
Foreign currency risk |
(560,452 | ) | 142,996 | |||||
Interest Rate Hedged High Yield Bond Fund |
| |||||||
Interest rate risk |
15,932,013 | 954,745 | ||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
| |||||||
Interest rate risk |
33,894,650 | 1,026,727 | ||||||
Mortgage Plus Bond Fund |
| |||||||
Interest rate risk |
(181,057 | ) | (17,261 | ) | ||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
| |||||||
Interest rate risk |
31,290 | | ||||||
CBOE S&P 500 PutWrite Strategy Fund |
| |||||||
Equity risk |
742,277 | (5,775,945 | ) | |||||
Efficient Gold Plus Equity Strategy Fund (consolidated)3 |
| |||||||
Commodity risk |
(299,444 | ) | (35,140 | ) | ||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)4 |
| |||||||
Commodity risk |
(936,297 | ) | (72,800 | ) | ||||
Foreign currency risk |
1,203 | 41 |
172 | WisdomTree Trust |
Notes to Financial Statements (continued)
Fund | Amount of Realized Gain or (Loss) on Derivatives Recognized1 |
Change in Unrealized Appreciation or (Depreciation) on Derivatives Recognized2 |
||||||
Enhanced Commodity Strategy Fund (consolidated) |
| |||||||
Commodity risk |
$ | 53,451,629 | $ | (23,931,643 | ) | |||
Digital assets risk |
(7,401,325 | ) | (278,560 | ) | ||||
Managed Futures Strategy Fund (consolidated) |
| |||||||
Commodity risk |
6,938,639 | 484,480 | ||||||
Digital assets risk |
(995,357 | ) | (106,683 | ) | ||||
Equity risk |
(8,326,088 | ) | (2,934,119 | ) | ||||
Foreign currency risk |
1,485,181 | 239,443 | ||||||
Interest rate risk |
(3,534,065 | ) | 611,368 | |||||
Target Range Fund5 |
| |||||||
Equity risk |
(565,961 | ) | (3,945,018 | ) |
1 | Realized gains (losses) on derivatives are located on the Statements of Operations as follows: |
Commodity risk |
Net realized gain (loss) from futures contracts | |
Digital assets risk |
Net realized gain (loss) from futures contracts | |
Equity risk |
Net realized gain (loss) from purchased options are included in net realized gain (loss) from investment transactions Net realized gain (loss) from written options Net realized gain (loss) from futures contracts | |
Foreign currency risk |
Net realized gain (loss) from foreign currency contracts Net realized gain (loss) from futures contracts | |
Interest rate risk |
Net realized gain (loss) from futures contracts |
2 | Change in unrealized appreciation (depreciation) is located on the Statements of Operations as follows: |
Commodity risk |
Net increase (decrease) in unrealized appreciation/depreciation from futures contracts | |
Digital assets risk |
Net increase (decrease) in unrealized appreciation/depreciation from futures contracts | |
Equity risk |
Net realized gain (loss) from purchased options are included in net increase (decrease) in unrealized appreciation/depreciation from investment transactions Net increase (decrease) in unrealized appreciation/depreciation from written options Net increase (decrease) in unrealized appreciation/depreciation from futures contracts | |
Foreign currency risk |
Net increase (decrease) in unrealized appreciation/depreciation from futures contracts Net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts | |
Interest rate risk |
Net increase (decrease) in unrealized appreciation/depreciation from futures contracts |
3 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
4 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
5 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
During the fiscal year or period ended August 31, 2022, 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 |
$ | 254,556,316 | $ | 484,183,449 | $ | | $ | | $ | | $ | | ||||||||||||
Chinese Yuan Strategy Fund |
| |||||||||||||||||||||||
Foreign currency risk |
49,513,558 | 14,118,666 | | | | | ||||||||||||||||||
Emerging Currency Strategy Fund |
| |||||||||||||||||||||||
Foreign currency risk |
17,372,761 | 5,837,714 | | | | | ||||||||||||||||||
Emerging Markets Corporate Bond Fund |
| |||||||||||||||||||||||
Interest rate risk |
| | 10,683,246 | 9,395,994 | | | ||||||||||||||||||
Emerging Markets Local Debt Fund |
| |||||||||||||||||||||||
Foreign currency risk |
3,480,192 | 1,678,895 | | | | | ||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund |
| |||||||||||||||||||||||
Interest rate risk |
| | 1,042,580 | 174,143,838 | | | ||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
| |||||||||||||||||||||||
Interest rate risk |
| | | 324,245,351 | | |
WisdomTree Trust | 173 |
Notes to Financial Statements (continued)
Average Notional | ||||||||||||||||||||||||
Fund | Foreign currency contracts (to deliver USD) |
Foreign currency contracts (to receive USD) |
Futures contracts (long) |
Futures contracts (short) |
Purchased options |
Written options |
||||||||||||||||||
Mortgage Plus Bond Fund |
| |||||||||||||||||||||||
Interest rate risk |
$ | | $ | | $ | 1,710,621 | $ | 707,986 | $ | | $ | | ||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
| |||||||||||||||||||||||
Interest rate risk1 |
| | | 171,270 | | | ||||||||||||||||||
CBOE S&P 500 PutWrite Strategy Fund |
| |||||||||||||||||||||||
Equity risk |
| | | | | 87,774,077 | ||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)2 |
| |||||||||||||||||||||||
Commodity risk |
| | 2,040,523 | | | | ||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)3 |
| |||||||||||||||||||||||
Commodity risk |
| | 5,180,519 | | | | ||||||||||||||||||
Foreign currency risk |
7,140 | | | | | | ||||||||||||||||||
Enhanced Commodity Strategy Fund (consolidated) |
| |||||||||||||||||||||||
Commodity risk |
| | 343,260,937 | 78,615,721 | | | ||||||||||||||||||
Digital asset risk |
| | 5,523,379 | | | | ||||||||||||||||||
Managed Futures Strategy Fund (consolidated) |
| |||||||||||||||||||||||
Commodity risk |
| | 35,450,913 | 12,126,419 | | | ||||||||||||||||||
Digital asset risk |
| | 742,610 | | | | ||||||||||||||||||
Equity risk |
| | 35,270,127 | | | | ||||||||||||||||||
Foreign currency risk |
| | 16,455,808 | | | | ||||||||||||||||||
Interest rate risk |
| | 9,161,891 | 10,342,295 | | | ||||||||||||||||||
Target Range Fund4 |
| |||||||||||||||||||||||
Equity risk |
| | | | 24,389,072 | 32,792,950 |
1 | The volume of derivative activity for the period is based on intra-month balances. |
2 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
3 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
4 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
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 securitys 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. On each measurement date, the Funds evaluate the collectability of receivable balances. Generally, the Funds will write-off interest receivable balances in default by the issuer as of the date any applicable interest payment grace period or forbearance period expires or as of the date any interest payment cancellation notification was publicly made available or when it becomes probable that interest will not be collected and the amount of uncollectable interest can be reasonably estimated.
Foreign 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.
174 | WisdomTree Trust |
Notes to Financial Statements (continued)
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 Trusts 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 Trusts 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 Funds 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.
Foreign Currency Contracts The Currency Strategy Funds, except the U.S. Dollar Bullish Fund, utilized foreign currency contracts to obtain net long exposure to foreign currencies consistent with each Currency Strategy Funds investment strategy. The U.S. Dollar Bullish Fund utilized foreign currency contracts to obtain net short exposure to foreign currencies consistent with its investment strategy. The Emerging Markets Local Debt Fund utilized foreign currency contracts to obtain long and short exposures to foreign currencies consistent with its investment objective. The Efficient Gold Plus Gold Miners Strategy Fund utilized foreign currency contracts primarily to facilitate foreign security settlements. A foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A foreign currency contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades.
Risks may arise upon entering into foreign currency contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.
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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 and the Yield Enhanced U.S. Short-Term Aggregate Bond Fund 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 and the Mortgage Plus 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 consistent with its investment objective. The Managed Futures Strategy Fund utilized futures contracts to obtain long and short exposures to currencies, commodities, 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 future date. When a Fund sells a listed futures contract, it agrees to sell a specified Reference Asset at a future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. A Fund may also cash settle upon the expiration date of a futures contract in which no physical delivery (or receipt) of the specified Reference Asset comprising the futures contract is made. Instead, settlement in cash would occur upon the expiration of the contract, with the cash settlement being the difference between the contract price and the actual price of the specified Reference Asset at the expiration date. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange clearing corporation.
Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or U.S. government securities equal to a certain percentage of the contract amount. This amount is known as the initial margin. Cash deposited as initial margin, if any, is shown as Deposits at broker for futures contracts in the Statement of Assets and Liabilities, and U.S. government securities deposited, if any, are designated in the Schedule of Investments. Subsequent payments, known as variation margin, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts, variation margin payments may be made or received when the futures contract expires. Variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the unrealized net gain or loss is reclassified to realized gain or loss on futures. The current one-day variation margin on open futures contracts is shown on the Statements of Assets and Liabilities as either a receivable or a payable for Net variation margin on futures contracts. The variation margin received or paid by the Funds, that is on deposit with the broker, on both open and closed futures contracts and certain futures contracts where variation margin is received or paid by the Funds on the expiration date, are shown in the Statements of Assets and Liabilities, in whole or in part, as a component of, or an offset to, Deposits at broker for futures contracts or Deposits due to broker for futures contracts. Deposits at broker utilized for futures contract margin requirements generally are restricted from withdrawal. Prior to August 19, 2022, when a Fund purchased or sold a futures contract, the Fund was required to cover its position in order to limit the risk associated with the use of leverage and other related risks. To cover its position, a Fund would segregate assets consisting of, or take other measures with respect to, cash or liquid securities that, when added to any amounts deposited with a futures commission merchant as margin, would cover its position in a manner consistent with the 1940 Act or the rules and SEC interpretations thereunder. This functioned as a practical limit on the amount of leverage which a Fund could undertake and on the potential increase in the speculative character of a Funds outstanding portfolio securities. Effective August 19, 2022, the Funds have adopted a derivatives risk management program that is reasonably designed to manage the Funds derivatives risks. Please see Note 7 Recent Regulatory Update for information on new regulations governing the use of derivatives by the Funds.
Options Contracts The CBOE S&P 500 PutWrite Strategy Fund utilized option contracts by writing put options on the S&P 500 Index consistent with its investment objective. The Target Range Fund utilized option contracts by purchasing long call options and writing short call options on a portfolio of four exchanged traded funds (ETFs) that track the performance of large- and mid-capitalization companies in the United States, developed market countries and emerging market countries, respectively, consisting of the SPDR® S&P 500 ETF Trust, iShares Russell 2000 ETF, iShares MSCI EAFE ETF, and iShares MSCI Emerging Markets ETF consistent with its investment objective. A put option gives the purchaser of the option the right to sell, and the writer of the option the obligation to buy, the underlying security or financial instrument. A call option gives the purchaser of the option the right to buy, and the writer of the option the obligation to sell, the underlying security or financial instrument. A premium is paid to the writer of an option as consideration for undertaking the obligation in the contract. The CBOE S&P 500 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
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paid is realized. When a security or financial instrument is purchased or sold through the exercise of an option, the related premium paid is added to the basis of the security or financial instrument acquired or deducted from the proceeds of the security or financial instrument sold.
When an option is written, an amount equal to the premium received is recorded as a liability, the value of which is marked-to-market daily to reflect the current market value of the option written. If the option expires, the premium received is recorded as a realized gain. When a written call option is exercised, the difference between the premium received plus the option exercise price and the basis in the underlying security (in the case of a covered written call option), or the cost to purchase the underlying security (in the case of an uncovered written call option), including brokerage commission, is recognized as a realized gain or loss. When a written put option is exercised, the amount of the premium received is subtracted from the cost of the security purchased from the exercise of the written put option to form the basis in the underlying security purchased.
The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss. With respect to a purchased option, the original premium paid is deducted from the proceeds received from a closing transaction resulting in a realized gain or loss.
The maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At August 31, 2022, the maximum payout for written put options for the CBOE S&P 500 PutWrite Strategy Fund was $112,095,000. 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 advisers 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 CBOE S&P 500 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 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 shareholders 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 Funds 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 companys financial position, (ii) improve transparency in the reporting of how companies mitigate credit risk, and (iii) facilitate
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Notes to Financial Statements (continued)
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 counterpartys 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 Funds 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 August 31, 2022, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement, Master Repurchase Agreement and the Lending Agreement are detailed in the following table:
Assets | Liabilities | |||||||||||||||||||||||||||||||
Gross Amounts Assets and |
Gross Amounts Not Offset in the Statements of Assets and Liabilities |
Gross Amounts Assets and |
Gross Amounts Not Offset in the Statements of Assets and Liabilities |
|||||||||||||||||||||||||||||
Fund | Financial Instruments |
Collateral Received |
Net Amount | Financial Instruments |
Collateral Posted |
Net Amount | ||||||||||||||||||||||||||
U.S. Dollar Bullish Fund |
| |||||||||||||||||||||||||||||||
Foreign Currency Contracts |
$ | 9,474,307 | $ | (1,823,549 | ) | $ | | $ | 7,650,758 | $ | 1,889,100 | $ | (1,823,549 | ) | $ | | $ | 65,551 | ||||||||||||||
Chinese Yuan Strategy Fund |
| |||||||||||||||||||||||||||||||
Repurchase Agreements |
8,780,000 | | (8,780,000 | )1 | | | | | | |||||||||||||||||||||||
Foreign Currency Contracts |
42,846 | (36,859 | ) | | 5,987 | 618,283 | (36,859 | ) | | 581,424 | ||||||||||||||||||||||
Emerging Currency Strategy Fund |
| |||||||||||||||||||||||||||||||
Repurchase Agreements |
2,630,000 | | (2,630,000 | )1 | | | | | | |||||||||||||||||||||||
Foreign Currency Contracts |
137,420 | (7,231 | ) | | 130,189 | 33,051 | (7,231 | ) | | 25,820 |
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Notes to Financial Statements (continued)
Assets | Liabilities | |||||||||||||||||||||||||||||||
Gross Amounts Assets and |
Gross Amounts Not Offset in the Statements of Assets and Liabilities |
Gross Amounts Assets and |
Gross Amounts Not Offset in the Statements of Assets and Liabilities |
|||||||||||||||||||||||||||||
Fund | Financial Instruments |
Collateral Received |
Net Amount | Financial Instruments |
Collateral Posted |
Net Amount | ||||||||||||||||||||||||||
Emerging Markets Corporate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending |
$ | 3,092,296 | $ | | $ | (3,092,296 | )1 | $ | | $ | | $ | | $ | | $ | | |||||||||||||||
Emerging Markets Local Debt Fund | ||||||||||||||||||||||||||||||||
Securities Lending |
2,459,456 | | (2,459,456 | )1 | | | | | | |||||||||||||||||||||||
Repurchase Agreements |
3,970,000 | | (3,970,000 | )1 | | | | | | |||||||||||||||||||||||
Foreign Currency Contracts |
4,740 | (1,280 | ) | | 3,460 | 69,744 | (1,280 | ) | | 68,464 | ||||||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund |
|
|||||||||||||||||||||||||||||||
Securities Lending |
20,601,198 | | (20,601,198 | )1 | | | | | | |||||||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
|
|||||||||||||||||||||||||||||||
Securities Lending |
3,014,753 | | (3,014,753 | )1 | | | | | | |||||||||||||||||||||||
Repurchase Agreements |
5,840,000 | | (5,840,000 | )1 | | | | | | |||||||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund | ||||||||||||||||||||||||||||||||
Securities Lending |
4,771,274 | | (4,771,274 | )1 | | | | | | |||||||||||||||||||||||
Repurchase Agreements |
10,650,000 | | (10,650,000 | )1 | | | | | | |||||||||||||||||||||||
Alternative Income Fund | ||||||||||||||||||||||||||||||||
Securities Lending |
1,367,099 | | (1,367,099 | )1 | | | | | | |||||||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) | ||||||||||||||||||||||||||||||||
Foreign Currency Contracts |
41 | | | 41 | | | | |
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. Bankers 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 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, 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
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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, 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 a loss from the sale of the securities based upon the unit price established at the date the commitment was entered into.
Digital Assets Risk The Enhanced Commodity Strategy Fund (GCC) and Managed Futures Strategy Fund (WTMF) each invests up to 5% of its net assets in bitcoin futures contracts. GCC and WTMF only invests 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 Funds 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.
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 and Yield Enhanced U.S. Short-Term Aggregate Bond Fund which are sub-advised by Voya Investment Management Co., LLC (Voya IM) and CBOE S&P 500 PutWrite Strategy Fund, Enhanced Commodity Strategy Fund, Managed Futures Strategy Fund and Target Range Fund which are sub-advised by Newton Investment Management North America, LLC (Newton). Mellon, Voya IM 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.
180 | WisdomTree Trust |
Notes to Financial Statements (continued)
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 Funds average daily net assets.
WTAM expects to receive annual advisory fees from each Fund, based on a percentage of the Funds average daily net assets, as shown in the following table:
Fund | Advisory Fee Rate |
|||
U.S. Dollar Bullish Fund |
0.50 | % | ||
Chinese Yuan Strategy Fund |
0.45 | % | ||
Emerging Currency Strategy Fund |
0.55 | % | ||
Emerging Markets Corporate Bond Fund |
0.60 | % | ||
Emerging Markets Local Debt Fund |
0.55 | % | ||
Floating Rate Treasury Fund |
0.15 | % | ||
Interest Rate Hedged High Yield Bond Fund |
0.43 | % | ||
Interest Rate Hedged U.S. Aggregate Bond Fund |
0.23 | % | ||
Mortgage Plus Bond Fund |
0.45 | % | ||
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 | % | ||
CBOE S&P 500 PutWrite Strategy Fund |
0.44 | % | ||
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 | % | ||
Target Range Fund |
0.70 | % |
During the fiscal year ended August 31, 2022, the U.S. Dollar Bullish Fund received a voluntary reimbursement of $5,967 from Mellon for investment losses on certain foreign exchange transactions. The dollar amount of the voluntary reimbursement is shown in the Statements of Operations in Net increase from payment by affiliate.
Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Transactions in shares of affiliated ETFs for the fiscal year or period ended August 31, 2022, as applicable, are included in an Investment in Affiliates supplementary table in each applicable Funds Schedule of Investments. For these transactions, WTAM voluntarily waives a portion of the advisory fees, that it would otherwise charge, in an amount equal to the indirect AFFEs (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) attributable to each Funds investment in affiliated ETFs. The dollar amount of advisory fees waived during the period for the Funds, if any, are included in the Statement of Operations in Expense waivers.
WisdomTree Trust | 181 |
Notes to Financial Statements (continued)
WTAM and/or WisdomTree Investments (collectively herein, WT) may from time to time own shares of a Fund. As of and for the fiscal year or period ended August 31, 2022, WT held shares of and received distributions from the following Funds, which were purchased through an unaffiliated broker in ordinary brokerage transactions in the secondary market in which the Funds shares trade:
At August 31, 2022 | For the Fiscal Year or Period Ended August 31, 2022 |
|||||||||||
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 |
117 | $ | 3,036 | $ | 254 | |||||||
Floating Rate Treasury Fund |
18,767 | 943,042 | 5,519 | |||||||||
Interest Rate Hedged High Yield Bond Fund |
348 | 7,110 | 307 | |||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
21,350 | 979,111 | 17,671 | |||||||||
Mortgage Plus Bond Fund |
29,148 | 1,328,712 | 58,386 | |||||||||
Yield Enhanced U.S. Aggregate Bond Fund |
62,507 | 2,778,436 | 66,194 | |||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
58,104 | 2,746,576 | 34,169 | |||||||||
CBOE S&P 500 PutWrite Strategy Fund |
180 | 5,684 | | |||||||||
Enhanced Commodity Strategy Fund (consolidated) |
170 | 3,849 | 274 | |||||||||
Managed Futures Strategy Fund (consolidated) |
244 | 8,440 | | |||||||||
Target Range Fund1 |
50 | 1,103 | |
1 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
During the fiscal period ended August 31, 2022, in connection with the organization of the Efficient Gold Plus Equity Strategy Fund, Efficient Gold Plus Gold Miners Strategy Fund and the Target Range Fund, newly launched Funds, WTAM contributed $100 to each Fund in exchange for 4 shares of each Fund. Prior to August 31, 2022, WTAM redeemed the aforementioned shares as follows: 4 shares of the Efficient Gold Plus Equity Strategy Fund for proceeds of $105, 4 shares of the Efficient Gold Plus Gold Miners Strategy Fund for proceeds of $98 and 4 shares of the Target Range Fund for proceeds of $100.
4. CAPITAL SHARE TRANSACTIONS
As of August 31, 2022, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof. Except when aggregated in creation units, shares of each Fund are not redeemable. Transactions in shares for each Fund are disclosed in detail in the Statements of Changes in Net Assets. The consideration for the purchase of creation units of a Fund generally consists of the in-kind contribution of a basket of securities and/or an amount of cash. Investors purchasing and redeeming creation units may be charged a purchase transaction fee and a redemption transaction fee to offset transfer and other transaction costs associated with the issuance and redemption of creation units.
5. INVESTMENT PORTFOLIO TRANSACTIONS
Purchases and sales of investments (excluding purchases and sales resulting from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the fiscal year or period ended August 31, 2022 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 |
$ | 26,170,763 | $ | 15,280,684 | $ | | $ | | $ | | $ | | ||||||||||||
Chinese Yuan Strategy Fund |
| 703,862 | | | | | ||||||||||||||||||
Emerging Currency Strategy Fund |
175,895 | 402,043 | | | | | ||||||||||||||||||
Emerging Markets Corporate Bond Fund |
18,797,323 | 21,772,544 | 698,502 | | 17,359,920 | 6,245,943 | ||||||||||||||||||
Emerging Markets Local Debt Fund |
32,286,867 | 39,158,811 | | | | 11,342,663 | ||||||||||||||||||
Floating Rate Treasury Fund |
| | 8,415,813,922 | 6,160,850,233 | 5,972,597,452 | 1,270,127,669 | ||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund |
60,889,105 | 44,757,257 | | | 109,834,835 | 76,775,328 | ||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
16,658,456 | 15,921,376 | 454,457,882 | 375,287,955 | 145,132,920 | 31,457,590 | ||||||||||||||||||
Mortgage Plus Bond Fund |
242,804 | 977,323 | 142,653,387 | 142,032,624 | | | ||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund |
145,081,636 | 125,597,163 | 2,927,594,076 | 2,928,541,631 | 203,626,639 | 184,140,639 |
182 | WisdomTree Trust |
Notes to Financial Statements (continued)
Non-U.S. Government Securities | U.S. Government Securities | In-kind Capital Share Transactions | ||||||||||||||||||||||
Fund | Purchases | Sales | Purchases | Sales | Purchases | Sales | ||||||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
5,977,751 | 14,657,349 | 254,151,963 | 268,455,753 | | 59,406,667 | ||||||||||||||||||
Alternative Income Fund |
4,711,498 | 4,741,087 | | | 7,691,104 | 5,761,044 | ||||||||||||||||||
CBOE S&P 500 PutWrite Strategy Fund |
2,073,627 | 292,842 | | | | | ||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
1,166,134 | 275,041 | | | 3,259,742 | 1,125,579 | ||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
2,389,457 | 1,519,103 | | | 8,298,210 | | ||||||||||||||||||
Enhanced Commodity Strategy Fund (consolidated) |
10,530,642 | 5,657,932 | | | | | ||||||||||||||||||
Managed Futures Strategy Fund (consolidated) |
507,926 | 451,751 | | | | | ||||||||||||||||||
Target Range Fund3 |
3,143,128 | | | | | |
1 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
2 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
3 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
6. FEDERAL INCOME TAXES
At August 31, 2022, the cost of investments (including securities on loan, derivatives and securities sold short) for Federal income tax purposes was as follows:
Investments in Long Securities |
Investments in Securities Sold Short and Financial Derivatives1 |
|||||||||||||||||||||||||||||||||||
Fund | Tax Cost | Gross Unrealized |
Gross Unrealized |
Net Unrealized Appreciation/ (Depreciation) |
Gross Unrealized |
Gross Unrealized |
Net Unrealized (Depreciation) |
Total Net (Depreciation) |
||||||||||||||||||||||||||||
U.S. Dollar Bullish Fund |
$ | 390,002,031 | $ | 1,734 | $ | (244,367 | ) | $ | (242,633 | ) | $ | 133,477 | $ | (24,033 | ) | $ | 109,444 | $ | (133,189 | ) | ||||||||||||||||
Chinese Yuan Strategy Fund |
27,873,392 | 1,004 | (14,169 | ) | (13,165 | ) | | | | (13,165 | ) | |||||||||||||||||||||||||
Emerging Currency Strategy Fund |
8,053,346 | 306 | (1,773 | ) | (1,467 | ) | 15,936 | (5,530 | ) | 10,406 | 8,939 | |||||||||||||||||||||||||
Emerging Markets Corporate Bond Fund |
57,446,313 | 33,725 | (7,980,541 | ) | (7,946,816 | ) | | | | (7,946,816 | ) | |||||||||||||||||||||||||
Emerging Markets Local Debt Fund |
106,798,139 | 275,806 | (21,491,538 | ) | (21,215,732 | ) | | (8,414 | ) | (8,414 | ) | (21,224,146 | ) | |||||||||||||||||||||||
Floating Rate Treasury Fund |
8,042,838,672 | | (8,789,787 | ) | (8,789,787 | ) | | | | (8,789,787 | ) | |||||||||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund |
220,350,829 | 204,705 | (25,220,349 | ) | (25,015,644 | ) | | | | (25,015,644 | ) | |||||||||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
396,842,254 | 59,036 | (26,114,673 | ) | (26,055,637 | ) | | | | (26,055,637 | ) | |||||||||||||||||||||||||
Mortgage Plus Bond Fund |
38,592,637 | 25,020 | (2,624,701 | ) | (2,599,681 | ) | | | | (2,599,681 | ) | |||||||||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund |
1,081,060,744 | 201,928 | (108,976,408 | ) | (108,774,480 | ) | 416,383 | (3,099 | ) | 413,284 | (108,361,196 | ) | ||||||||||||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
107,122,660 | 3,256 | (6,321,684 | ) | (6,318,428 | ) | | | | (6,318,428 | ) | |||||||||||||||||||||||||
Alternative Income Fund |
12,916,478 | 73,359 | (1,437,419 | ) | (1,364,060 | ) | | | | (1,364,060 | ) | |||||||||||||||||||||||||
CBOE S&P 500 PutWrite Strategy Fund |
92,137,379 | 7,321 | (33,383 | ) | (26,062 | ) | | | | (26,062 | ) | |||||||||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)2 |
3,598,172 | 32,311 | (557,151 | ) | (524,840 | ) | | | | (524,840 | ) | |||||||||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
10,434,466 | 32,352 | (3,917,381 | ) | (3,885,029 | ) | | | | (3,885,029 | ) | |||||||||||||||||||||||||
Enhanced Commodity Strategy Fund (consolidated)2 |
300,425,795 | 1,766 | (23,045,720 | ) | (23,043,954 | ) | | | | (23,043,954 | ) | |||||||||||||||||||||||||
Managed Futures Strategy Fund (consolidated)2 |
208,231,655 | 12,199 | (80,946,655 | ) | (80,934,456 | ) | 160,549 | (68,891 | ) | 91,658 | (80,842,798 | ) | ||||||||||||||||||||||||
Target Range Fund |
44,675,906 | | (4,608,970 | ) | (4,608,970 | ) | 543,915 | | 543,915 | (4,065,055 | ) |
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 Funds Schedule of Investments. |
2 | Tax Cost under Investments in Long Securities is presented on a non-consolidated basis and includes the Parent Funds 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 Funds investment in the Subsidiary. |
WisdomTree Trust | 183 |
Notes to Financial Statements (continued)
At August 31, 2022, the components of total distributable earnings (loss) on a tax-basis were as follows:
Fund | Undistributed Ordinary Income |
Undistributed Capital and Other Gains/(Losses) |
Net Unrealized (Depreciation) |
Currency and Other Unrealized Appreciation/ (Depreciation) |
Total Distributable Earnings (Loss) |
|||||||||||||||
U.S. Dollar Bullish Fund |
$ | 6,039,729 | $ | 8,736,415 | $ | (242,633 | ) | $ | 109,504 | $ | 14,643,015 | |||||||||
Chinese Yuan Strategy Fund |
| (1,591,707 | ) | (13,165 | ) | (2 | ) | (1,604,874 | ) | |||||||||||
Emerging Currency Strategy Fund |
| (48,598,950 | ) | (1,467 | ) | 10,406 | (48,590,011 | ) | ||||||||||||
Emerging Markets Corporate Bond Fund |
81,913 | (10,816,343 | ) | (7,946,816 | ) | 1 | (18,681,245 | ) | ||||||||||||
Emerging Markets Local Debt Fund |
(2,117,948 | ) | (27,249,320 | ) | (21,215,732 | ) | (8,464 | ) | (50,591,464 | ) | ||||||||||
Floating Rate Treasury Fund |
1,057,882 | 47,249 | (8,789,787 | ) | | (7,684,656 | ) | |||||||||||||
Interest Rate Hedged High Yield Bond Fund |
288,649 | (14,953,200 | ) | (25,015,644 | ) | | (39,680,195 | ) | ||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
4,653,287 | 8,993,302 | (26,055,637 | ) | (1 | ) | (12,409,049 | ) | ||||||||||||
Mortgage Plus Bond Fund |
66,215 | (1,596,365 | ) | (2,599,681 | ) | | (4,129,831 | ) | ||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund |
1,091,341 | (35,802,253 | ) | (108,774,480 | ) | 413,284 | (143,072,108 | ) | ||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
41,080 | (1,920,297 | ) | (6,318,428 | ) | | (8,197,645 | ) | ||||||||||||
Alternative Income Fund |
| (276,303 | ) | (1,364,060 | ) | | (1,640,363 | ) | ||||||||||||
CBOE S&P 500 PutWrite Strategy Fund |
| (15,748,233 | ) | (26,062 | ) | | (15,774,295 | ) | ||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
13,639 | (26,430 | ) | (524,840 | ) | 1 | (537,630 | ) | ||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)1 |
65,598 | (307,582 | ) | (3,885,029 | ) | (451 | ) | (4,127,464 | ) | |||||||||||
Enhanced Commodity Strategy Fund (consolidated)1 |
47,013,037 | (130,522 | ) | (23,043,954 | ) | | 23,838,561 | |||||||||||||
Managed Futures Strategy Fund (consolidated)1 |
5,705,993 | (16,377,971 | ) | (80,934,456 | ) | 390,318 | (91,216,116 | ) | ||||||||||||
Target Range Fund |
| (575,906 | ) | (4,608,970 | ) | 543,915 | (4,640,961 | ) |
1 | Net Unrealized Appreciation/(Depreciation) is presented on a non-consolidated basis and includes the tax-basis unrealized depreciation associated with the Parent Funds investment in the Subsidiary. The total distributable loss reported herein differs from the amount shown on the Statement of Assets and Liabilities due to the tax treatment of the wholly-owned foreign subsidiary. |
The tax character of distributions paid during the fiscal years or periods ended August 31, 2022 and August 31, 2021, was as follows:
Year or Period Ended August 31, 2022 | Year or Period Ended August 31, 2021 | |||||||||||||||||||||||
Fund | Distributions Paid from Ordinary Income* |
Distributions Paid from Long-Term Capital Gains |
Distributions Paid from Return of Capital |
Distributions Paid from Ordinary Income* |
Distributions Paid from Long-Term Capital Gains |
Distributions Paid from Return of Capital |
||||||||||||||||||
U.S. Dollar Bullish Fund |
$ | | $ | | $ | | $ | 526,430 | $ | | $ | | ||||||||||||
Chinese Yuan Strategy Fund |
860,439 | 1,577,367 | | 150,971 | | | ||||||||||||||||||
Emerging Currency Strategy Fund |
| | | 106,263 | | | ||||||||||||||||||
Emerging Markets Corporate Bond Fund |
2,111,000 | | | 1,598,500 | | | ||||||||||||||||||
Emerging Markets Local Debt Fund |
1,932,000 | | 3,377,500 | 2,002,000 | | 4,188,000 | ||||||||||||||||||
Floating Rate Treasury Fund |
39,230,685 | | | 570,446 | | | ||||||||||||||||||
Interest Rate Hedged High Yield Bond Fund |
8,977,500 | | | 5,948,000 | | | ||||||||||||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
5,628,375 | | | 2,402,000 | | | ||||||||||||||||||
Mortgage Plus Bond Fund |
544,800 | | | 811,484 | 13,725 | 3,401 | ||||||||||||||||||
Yield Enhanced U.S. Aggregate Bond Fund |
22,353,395 | 451,609 | | 27,227,454 | 3,824,673 | | ||||||||||||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
1,584,062 | 504 | | 1,803,117 | 314,172 | | ||||||||||||||||||
Alternative Income Fund |
648,674 | 3,055 | 119,461 | | 1 | | | |||||||||||||||||
CBOE S&P 500 PutWrite Strategy Fund |
| | | 1,532,213 | | | ||||||||||||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)2 |
| | | | | | ||||||||||||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)3 |
| | | | | |
184 | WisdomTree Trust |
Notes to Financial Statements (continued)
Year or Period Ended August 31, 2022 | Year or Period Ended August 31, 2021 | |||||||||||||||||||||||
Fund | Distributions Paid from Ordinary Income* |
Distributions Paid from Long-Term Capital Gains |
Distributions Paid from Return of Capital |
Distributions Paid from Ordinary Income* |
Distributions Paid from Long-Term Capital Gains |
Distributions Paid from Return of Capital |
||||||||||||||||||
Enhanced Commodity Strategy Fund (consolidated)6 |
$ | 18,086,292 | $ | | $ | | $ | | 4 | $ | | $ | | |||||||||||
Managed Futures Strategy Fund (consolidated) |
18,766,008 | | | 535,804 | | | ||||||||||||||||||
Target Range Fund5 |
| | | | | |
* | Includes short-term capital gains, if any. |
1 | For the period May 6, 2021 (commencement of operations) through August 31, 2021. |
2 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
3 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
4 | For the period December 19, 2020 (post-reorganization) through August 31, 2021. |
5 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
6 | For the period January 1, 2020 through December 18, 2020 (pre-reorganization) the Fund did not make any distributions to shareholders. |
At August 31, 2022, for Federal tax purposes, the Funds have capital loss carryforwards available to offset future capital gains as indicated in the table. The loss carryforward amounts do not have an expiration date and, therefore, can be carried forward indefinitely until utilized. To the extent that these loss carryforwards are utilized, capital gains so offset will not be distributed to shareholders.
Fund | Short-Term | Long-Term | Capital Loss Available Total |
|||||||||
U.S. Dollar Bullish Fund |
$ | | $ | | $ | | ||||||
Chinese Yuan Strategy Fund |
| | | |||||||||
Emerging Currency Strategy Fund |
31,258,563 | 17,338,804 | 48,597,367 | |||||||||
Emerging Markets Corporate Bond Fund |
1,204,623 | 9,542,562 | 10,747,185 | |||||||||
Emerging Markets Local Debt Fund |
11,665,288 | 15,584,032 | 27,249,320 | |||||||||
Floating Rate Treasury Fund |
| | | |||||||||
Interest Rate Hedged High Yield Bond Fund |
7,145,721 | 7,807,479 | 14,953,200 | |||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
| | | |||||||||
Mortgage Plus Bond Fund |
1,286,909 | 309,456 | 1,596,365 | |||||||||
Yield Enhanced U.S. Aggregate Bond Fund |
27,615,812 | 8,186,441 | 35,802,253 | |||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
1,446,390 | 473,907 | 1,920,297 | |||||||||
Alternative Income Fund |
276,303 | | 276,303 | |||||||||
CBOE S&P 500 PutWrite Strategy Fund |
6,184,960 | 9,563,273 | 15,748,233 | |||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated) |
26,430 | | 26,430 | |||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) |
307,582 | | 307,582 | |||||||||
Enhanced Commodity Strategy Fund (consolidated) |
129,530 | 992 | 130,522 | |||||||||
Managed Futures Strategy Fund (consolidated) |
8,367,863 | 8,010,108 | 16,377,971 | |||||||||
Target Range Fund |
115,891 | | 115,891 |
Capital losses incurred after October 31 (post-October capital losses) and late year ordinary losses incurred after December 31 within the taxable year are deemed to arise on the first business day of each Funds next taxable year.
During the fiscal year or period ended August 31, 2022, the following Funds incurred and will elect to defer post-October capital losses and late year ordinary losses as follows:
Fund | Short-Term Post-October Capital Losses |
Long-Term Post-October Capital Losses |
Late Year Ordinary Loss |
|||||||||
U.S. Dollar Bullish Fund |
$ | | $ | | $ | | ||||||
Chinese Yuan Strategy Fund |
633,715 | 957,987 | 5 | |||||||||
Emerging Currency Strategy Fund |
| | 1,583 | |||||||||
Emerging Markets Corporate Bond Fund |
| | | |||||||||
Emerging Markets Local Debt Fund |
| | 2,052,988 | |||||||||
Floating Rate Treasury Fund |
| | | |||||||||
Interest Rate Hedged High Yield Bond Fund |
| | | |||||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
| | |
WisdomTree Trust | 185 |
Notes to Financial Statements (continued)
Fund | Short-Term Post-October Capital Losses |
Long-Term Post-October Capital Losses |
Late Year Ordinary Loss |
|||||||||
Mortgage Plus Bond Fund |
$ | | $ | | $ | | ||||||
Yield Enhanced U.S. Aggregate Bond Fund |
| | | |||||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
| | | |||||||||
Alternative Income Fund |
| | | |||||||||
CBOE S&P 500 PutWrite Strategy Fund |
| | | |||||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
| | | |||||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
| | | |||||||||
Enhanced Commodity Strategy Fund (consolidated) |
| | | |||||||||
Managed Futures Strategy Fund (consolidated) |
| | | |||||||||
Target Range Fund3 |
| | 9,090 |
1 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
2 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
3 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
During the fiscal year or period ended August 31, 2022, the amount of capital loss carryforwards used to offset realized gains are shown in the following table:
Fund | Utilized Capital Loss Carryforward |
|||
U.S. Dollar Bullish Fund |
$ | 14,411,584 | ||
Chinese Yuan Strategy Fund |
| |||
Emerging Currency Strategy Fund |
| |||
Emerging Markets Corporate Bond Fund |
| |||
Emerging Markets Local Debt Fund |
| |||
Floating Rate Treasury Fund |
| |||
Interest Rate Hedged High Yield Bond Fund |
15,558,998 | |||
Interest Rate Hedged U.S. Aggregate Bond Fund |
10,160,962 | |||
Mortgage Plus Bond Fund |
| |||
Yield Enhanced U.S. Aggregate Bond Fund |
| |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
| |||
Alternative Income Fund |
| |||
CBOE S&P 500 PutWrite Strategy Fund |
| |||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
| |||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
| |||
Enhanced Commodity Strategy Fund (consolidated) |
| |||
Managed Futures Strategy Fund (consolidated) |
| |||
Target Range Fund3 |
|
1 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
2 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
3 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
At August 31, 2022, the effect of permanent book/tax reclassifications resulted in increases (decreases) to the components of net assets as shown in the following table. The reclassifications are primarily due to differences in the book/tax treatment of: income from each applicable foreign Subsidiary, redemptions in-kind and net operating losses.
Fund | Total Distributable Earnings (Loss) |
Paid-in Capital |
||||||
U.S. Dollar Bullish Fund |
$ | | $ | | ||||
Chinese Yuan Strategy Fund |
| | ||||||
Emerging Currency Strategy Fund |
79,596 | (79,596 | ) | |||||
Emerging Markets Corporate Bond Fund |
1,041,404 | (1,041,404 | ) | |||||
Emerging Markets Local Debt Fund |
4,273,148 | (4,273,148 | ) | |||||
Floating Rate Treasury Fund |
(908,675 | ) | 908,675 | |||||
Interest Rate Hedged High Yield Bond Fund |
2,872,223 | (2,872,223 | ) | |||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
1,330,941 | (1,330,941 | ) |
186 | WisdomTree Trust |
Notes to Financial Statements (continued)
Fund | Total Distributable Earnings (Loss) |
Paid-in Capital | ||||||
Mortgage Plus Bond Fund |
$ | | $ | | ||||
Yield Enhanced U.S. Aggregate Bond Fund |
12,465,871 | (12,465,871 | ) | |||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
1,712,683 | (1,712,683 | ) | |||||
Alternative Income Fund |
169,697 | (169,697 | ) | |||||
CBOE S&P 500 PutWrite Strategy Fund |
228,648 | (228,648 | ) | |||||
Efficient Gold Plus Equity Strategy Fund (consolidated) |
274,872 | (274,872 | ) | |||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated) |
937,120 | (937,120 | ) | |||||
Enhanced Commodity Strategy Fund (consolidated) |
(62,034,322 | ) | 62,034,322 | |||||
Managed Futures Strategy Fund (consolidated) |
(5,870,818 | ) | 5,870,818 | |||||
Target Range Fund |
4,548 | (4,548 | ) |
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 Funds 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 jurisdictions legal obligation to pay reclaims as well as payment history and market convention. Foreign tax reclaims that have been recorded but not yet received are shown on the Statements of Liabilities in Receivables: Foreign tax reclaims.
As of and during the fiscal year or period ended August 31, 2022, the Funds did not have any liabilities for unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in the future. If applicable, the Funds will recognize interest accrued related to unrecognized tax benefits in interest expense and penalties in Other expenses on the Statements of Operations. The Funds file tax returns with the Internal Revenue Service, the State of New York, and various other states. Specific to U.S. federal and state taxes, generally, each of the tax years in the four-year period ended August 31, 2022, remains subject to examination by taxing authorities. Specific to foreign countries in which the Funds invest, all open tax years remain subject to examination by taxing authorities in the respective jurisdictions.
7. RECENT REGULATORY UPDATE
Effective August 19, 2022, the Funds have adopted policies and procedures reasonably designed to comply with new regulations issued by the SEC governing the use of derivatives by registered investment companies (Rule 18f-4). Rule 18f-4 imposes limits on the amount of derivatives a fund can enter into, eliminates the asset segregation framework used by the Funds prior to August 19, 2022 to comply with Section 18 of the 1940 Act, and requires funds, whose use of derivatives is greater than a limited specified amount, to establish and maintain a comprehensive derivatives risk management program and appoint a derivatives risk manager. Rule 18f-4 has not had a material impact on the Funds financial statements.
8. RECENT ACCOUNTING PRONOUNCEMENT
In June 2022, the FASB issued Accounting Standards Update No. 2022-03 (ASU 2022-03), Fair Value Measurement (Topic 820) Fair Value Measurement of Equity Securities Subject to Contractual Sales Restrictions. The amendments in ASU 2022-03 clarify that a contractual restriction on a sale of an equity security is not considered a part of the unit of account of the equity security and, therefore, is not considered in measuring fair value. The amendments also clarify that an entity cannot, as a separate unit of account, recognize and measure a contractual sale restriction. The amendments in ASU 2022-03 also require the following disclosures for equity securities subject to contractual sale restrictions: (i) the fair value of equity securities subject to contractual sale restrictions reflected in the balance sheet, (ii) the nature and remaining duration of the restriction(s), and (iii) the circumstances that could cause a lapse in the restriction(s). The amendments in ASU 2022-03 are effective for fiscal years beginning after December 15, 2023, and interim periods within those fiscal years for public business entities (early adoption is also permitted). WTAM is currently evaluating the impact that the adoption of ASU 2202-03 will have on the Trusts financial statements and related disclosures.
WisdomTree Trust | 187 |
Notes to Financial Statements (continued)
9. SUBSEQUENT EVENT
On June 6, 2022, at the recommendation of WTAM, the investment adviser of the WisdomTree CBOE S&P 500 PutWrite Strategy Fund (the Fund), the Board of Trustees of the Trust, approved changes to the Funds name, investment objective and investment strategies. Effective on October 24, 2022 the Fund was renamed the WisdomTree PutWrite Strategy Fund and 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). The Index tracks the value of a cash-secured (i.e., collateralized) put option sales strategy, which consists of selling (or writing) put options on the SPDR S&P 500 ETF Trust and a cash collateral account that accrues interest at a theoretical three-month U.S. Treasury bill rate.
10. ADDITIONAL INFORMATION
The Board authorized a one-for-two reverse stock split for the WisdomTree Floating Rate Treasury Fund, effective on March 24, 2022. The reverse stock split reduced the number of shares outstanding and increased the net asset value per share by a factor of two. Therefore, the reverse stock split did not impact the total dollar value of an investors investment. The shares outstanding, NAV per share and other per share information have been updated in the accompanying financial statements and financial highlights to reflect the effect of the reverse stock split.
* * * * *
The respiratory disease caused by a novel coronavirus (COVID-19) has spread globally since 2019, resulting in a global pandemic and major disruption to global markets and economies. In an organized attempt to contain and mitigate the effects of COVID-19, governments and businesses world-wide took aggressive measures, including businesses canceling dividends to preserve cash, governments closing borders, restricting international and domestic travel, and the imposition of prolonged quarantines of large populations. COVID-19 has resulted in the disruption of and delays in the delivery of healthcare services and processes, the cancellation of organized events and educational institutions, the disruption of production and supply chains, a decline in consumer demand for certain goods and services, and general concern and uncertainty, all of which have contributed to increased volatility in global markets. In recent months, however, the rapid COVID-19 vaccination rollout in the United States and certain other developed countries, coupled with the passage of stimulus programs in the U.S. and abroad, have resulted in a reversal of many of these trends including the re-opening of businesses, a reduction in quarantine requirements, increased consumer demand, and the resumption of certain in-person schooling, travel and events. Despite these positive trends, the prevalence of new COVID-19 variants, a failure to achieve herd immunity, or other unforeseen circumstances may result in the continued spread of the virus throughout unvaccinated populations or a resurgence in infections among vaccinated populations. As a result, it remains unclear if recent positive trends will continue in developed markets and whether such trends will spread world-wide to countries with limited access to vaccines that are still experiencing rising COVID-19 cases, hospitalizations and deaths.
The effects of COVID-19 have affected and are likely to continue to affect certain sectors and industries more dramatically than others, and the effects borne by some will negatively affect the value of the issuers in those sectors and industries, which may adversely affect the value of a Funds investments in those sectors or industries. It is also true that the speed at which global economies recover, or fail to recover, from the COVID-19 pandemic will affect certain sectors, industries, and issuers more dramatically than others, which in turn may adversely affect certain Fund investments.
COVID-19, and other epidemics and pandemics that may arise in the future, could adversely affect the economies of many nations, the global economy, individual companies and capital markets in ways that cannot be foreseen at the present time. In addition, the impact of infectious diseases in developing or emerging market countries may be greater due to limited health care resources, including access to COVID-19 vaccinations and treatments. Political, economic and social stresses caused by COVID-19 also may exacerbate other pre-existing political, social and economic risks in certain countries. The duration of COVID-19 and its effects cannot be determined fully at this time, but the effects could be present for an extended period of time. It is impossible to predict the effects on the Funds of these or similar events and market conditions in the future. However, it is possible that these or similar events and market conditions could have a significant and adverse effect on the NAV and/or risk profile of a Fund.
* * * * *
Russias 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 Russias 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
188 | WisdomTree Trust |
Notes to Financial Statements (concluded)
financial institutions and entities, ban Russian airlines and ships from using many other countries airspace and ports, respectively, and place a freeze on certain Russian assets. The sanctions also removed some Russian banks from the Society for Worldwide Interbank Financial Telecommunications (SWIFT), the electronic network that connects banks globally to facilitate cross-border payments. In addition, the United States has banned oil and other energy imports from Russia, and the United Kingdom made a commitment to phase out oil import from Russia by the end of 2022.
These sanctions, as well as other economic consequences related to the invasion, such as additional sanctions, boycotts or changes in consumer or purchaser preferences or cyberattacks on governments, companies or individuals, may further decrease the value and liquidity of certain Russian securities and securities of issuers in other countries that are subject to economic sanctions related to the invasion or otherwise adversely affected by the sanctions. To the extent a Fund has exposure to Russian investments or investments in countries affected by the invasion or the sanctions, the Funds 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 Funds portfolio. The extent and duration of Russias 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 Ukraines 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 Funds 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.
WisdomTree Trust | 189 |
Report of Independent Registered Public Accounting Firm
To the Shareholders of WisdomTree Bloomberg U.S. Dollar Bullish Fund, WisdomTree Chinese Yuan Strategy Fund, WisdomTree Emerging Currency Strategy Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Emerging Markets Local Debt Fund, WisdomTree Floating Rate Treasury Fund, WisdomTree Interest Rate Hedged High Yield Bond Fund, WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund, WisdomTree Mortgage Plus Bond Fund, WisdomTree Yield Enhanced U.S. Aggregate Bond Fund, WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund, WisdomTree Alternative Income Fund, WisdomTree CBOE S&P 500 PutWrite Strategy Fund, WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund, WisdomTree Managed Futures Strategy Fund, and WisdomTree Target Range Fund, and the Board of Trustees of WisdomTree Trust
Opinion on the Financial Statements
We have audited the accompanying statements of assets and liabilities (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) of WisdomTree Bloomberg U.S. Dollar Bullish Fund, WisdomTree Chinese Yuan Strategy Fund, WisdomTree Emerging Currency Strategy Fund, WisdomTree Emerging Markets Corporate Bond Fund, WisdomTree Emerging Markets Local Debt Fund, WisdomTree Floating Rate Treasury Fund, WisdomTree Interest Rate Hedged High Yield Bond Fund, WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund, WisdomTree Mortgage Plus Bond Fund, WisdomTree Yield Enhanced U.S. Aggregate Bond Fund, WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund, WisdomTree Alternative Income Fund, WisdomTree CBOE S&P 500 PutWrite Strategy Fund, WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund, WisdomTree Managed Futures Strategy Fund and WisdomTree Target Range Fund (collectively referred to as the Funds), (eighteen of the funds constituting WisdomTree Trust (the Trust)), including the schedules of investments (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund), as of August 31, 2022, and the related statements of operations and changes in net assets (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund), and the financial highlights (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) for each of the periods indicated in the table below and the related notes (collectively referred to as the financial statements). In our opinion, the financial statements present fairly, in all material respects, the financial position (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) of each of the Funds (eighteen of the funds constituting WisdomTree Trust) at August 31, 2022, and the results of their operations (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund), changes in net assets (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) and financial highlights (consolidated as it relates to WisdomTree Efficient Gold Plus Equity Strategy Fund, WisdomTree Efficient Gold Plus Gold Miners Strategy Fund, WisdomTree Enhanced Commodity Strategy Fund and WisdomTree Managed Futures Strategy Fund) for each of the periods indicated in the table below, in conformity with U.S. generally accepted accounting principles.
Individual fund constituting the WisdomTree Trust | Statement of operations |
Statements of changes in net assets |
Financial highlights | |||
WisdomTree Bloomberg U.S. Dollar Bullish Fund WisdomTree Chinese Yuan Strategy Fund WisdomTree Emerging Currency Strategy Fund WisdomTree Emerging Markets Corporate Bond Fund WisdomTree Emerging Markets Local Debt Fund WisdomTree Floating Rate Treasury Fund WisdomTree Interest Rate Hedged High Yield Bond Fund WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund WisdomTree Yield Enhanced U.S. Aggregate Bond Fund WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund WisdomTree CBOE S&P 500 PutWrite Strategy Fund WisdomTree Managed Futures Strategy Fund |
For the year ended August 31, 2022 | For each of the two years in the period ended August 31, 2022 | For each of the five years in the period ended August 31, 2022 | |||
WisdomTree Mortgage Plus Bond Fund |
For the year ended August 31, 2022 | For each of the two years in the period ended August 31, 2022 | For each of the two years in the period ended August 31, 2022 and the period from November 14, 2019 (commencement of operations) through August 31, 2020 |
190 | WisdomTree Trust |
Report of Independent Registered Public Accounting Firm (concluded)
Individual fund constituting the WisdomTree Trust | Statement of operations |
Statements of changes in net assets |
Financial highlights | |||
WisdomTree Alternative Income Fund |
For the year ended August 31, 2022 | For the year ended August 31, 2022 and the period from May 6, 2021 (commencement of operations) through August 31, 2021 | ||||
WisdomTree Efficient Gold Plus Equity Strategy Fund |
For the period from March 17, 2022 (commencement of operations) through August 31, 2022 | |||||
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund |
For the period from December 16, 2021 (commencement of operations) through August 31, 2022 | |||||
WisdomTree Enhanced Commodity Strategy Fund |
For the year ended August 31, 2022 | For the year ended August 31, 2022, the period from December 19, 2020 through August 31, 2021 and the period from January 1, 2020 through December 18, 2020 | For the year ended August 31, 2022, the period from December 19, 2020 through August 31, 2021, the period from January 1, 2020 through December 18, 2020 and each of the three years in the period ended December 31, 2019 | |||
WisdomTree Target Range Fund |
For the period from October 7, 2021 (commencement of operations) through August 31, 2022 |
Basis for Opinion
These financial statements are the responsibility of the Trusts management. Our responsibility is to express an opinion on each of the Funds financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Trust in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Trust is not required to have, nor were we engaged to perform, an audit of the Trusts internal control over financial reporting. As part of our audits, we are required to obtain an understanding of internal control over financial reporting, but not for the purpose of expressing an opinion on the effectiveness of the Trusts internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our procedures included confirmation of securities owned as of August 31, 2022, by correspondence with the custodian, brokers and others; when replies were not received from brokers, we performed other auditing procedures. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
We have served as the auditor of one or more WisdomTree investment companies since 2006.
New York, New York
November 1, 2022
WisdomTree Trust | 191 |
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)
Consideration of the Approval of Investment Advisory and Sub-Advisory Agreements WisdomTree Efficient Gold Plus Equity Strategy Fund (the Fund)
At a meeting of the Board of Trustees (the Board) of the WisdomTree Trust (the Trust) held on September 27-28, 2021, the Trustees (the Trustees), including those Trustees who are not interested persons (as defined in the Investment Company Act of 1940, as amended) of the Trust (the Independent Trustees), considered the approval of the Investment Advisory Agreement (the Advisory Agreement), pursuant to which WisdomTree Asset Management, Inc. (WTAM) will provide the 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 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 each Funds proposed investment objective and principal investment strategies and risks at a meeting of the Trusts Investment Committee, a committee of Independent Trustees, on June 22, 2021. 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 WTAMs and the Sub-Advisers operational capabilities and resources. It was noted that the Fund would be actively managed. The Board noted WTAMs belief that shareholders will invest in the Fund on the strength of WTAMs 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-Advisers adherence to the Funds investment strategy and restrictions, monitoring of the Sub-Advisers buying and selling of securities and derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-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 Funds 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 Funds 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 Boards approval of the Agreements.
Comparative Analysis of the Funds Performance, Advisory Fees and Fund Expenses. As the Fund had not yet commenced operations, the Board was not able to review the Funds performance. The Board discussed with WTAM representatives the portfolio management team and the investment strategies to be employed in the management of the Funds 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 Funds 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-Advisers fee will be paid by WTAM (out of its fee paid by each Fund) and not by the Fund. The Board also considered the entrepreneurial and expense risk to be borne by WTAM that is associated with the Funds 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 Boards approval of the Agreements.
Analysis of Profitability and Economies of Scale. As the Fund had 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
192 | WisdomTree Trust |
Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (concluded)
not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Fund, the Board would seek to have those economies of scale shared with the Fund in connection with future renewals.
* * * * * *
In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its knowledge, gained through meetings and other interactions with WTAM and the Sub-Adviser, of other funds advised by WTAM and the Sub-Adviser. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the Agreements.
WisdomTree Trust | 193 |
Liquidity Risk Management Program (unaudited)
The Funds adopted a liquidity risk management program (the Program) pursuant to the requirements of Rule 22e-4 (the Rule) under the Investment Company Act of 1940, as amended. The Rule requires registered open-end funds, including exchange-traded funds such as the Funds, to establish liquidity risk management programs in order to effectively manage fund liquidity and shareholder redemptions. The Rule is designed to mitigate the risk that a Fund could not meet redemption requests without significantly diluting the interest of remaining investors. The Board has appointed WisdomTree Asset Management, Inc., the investment advisor to the Funds, as the Program Administrator for each Funds Program.
The Rule requires the Funds to assess, manage and review their liquidity risk at least annually considering applicable factors such as investment strategy and liquidity during normal and foreseeable stressed conditions, including whether the strategy is appropriate for an open-ended fund and whether the Fund has a relatively concentrated portfolio or large positions in particular issuers. The Funds must also assess their use of borrowings and derivatives, short-term and long-term cash flow projections in normal and stressed conditions, holdings of cash and cash equivalents, and borrowing arrangements and other funding sources.
The Rule also requires the Funds to classify their investments into one of four liquidity categories: highly liquid, moderately liquid, less liquid or illiquid based on the number of days a Fund expects it would take to liquidate the investment, and to review these classifications at least monthly or more often under certain conditions. The periods range from three or fewer business days for a highly liquid investment to greater than seven calendar days for settlement of a less liquid investment. Illiquid investments are those a Fund does not expect to be able to sell or dispose of within seven calendar days without significantly changing the market value of the investment. A Fund is prohibited from acquiring an investment if, after the acquisition, its holdings of illiquid assets will exceed 15% of its net assets. In addition, if a Fund permits redemptions in-kind, the Rule requires the Fund to establish redemption in-kind policies and procedures governing how and when it will engage in such redemptions.
Pursuant to the Rules requirements, the Program has been reviewed and approved by the Funds Board. Furthermore, the Board has received a written report prepared by the Program Administrator that addresses the operation of the Program, assesses its adequacy and effectiveness and describes any material changes made to the Program. The Program Administrator has monitored the Funds liquidity risk and the liquidity classifications of the securities held by the Fund and has determined that the Program is operating effectively.
During the period from January 1, 2021 to December 31, 2021, there were no material changes to the Program and no material liquidity events that impacted the Funds. During the period, the Funds held sufficient highly liquid assets to meet fund redemptions.
Under normal expected foreseeable Fund redemption forecasts and foreseeable stressed Fund redemption forecasts, the Program Administrator believes that the Funds maintain sufficient highly liquid assets to meet Fund redemptions.
194 | WisdomTree Trust |
Trustees and Officers Information (unaudited)
Name |
Position(s) Held with the Trust, Term of Office and Length of Time Served |
Principal Occupation(s) |
Number of Portfolios in Fund Complex Overseen by Trustee/ Officer+ |
Other | ||||||
Trustees Who Are Interested Persons of the Trust | ||||||||||
Jonathan Steinberg (1964) |
Trustee, 2005- present; President, 2005-present |
Chief Executive Officer, WisdomTree Investments and WisdomTree Asset Management since 2005; President, WisdomTree Investments and WisdomTree Asset Management from 2012 to 2019. | 77 | Director, WisdomTree Investments and WisdomTree Asset Management. | ||||||
Trustees Who Are Not Interested Persons of the Trust | ||||||||||
David G. Chrencik* (1948) |
Trustee, 2014-present | Chief Financial Officer of Sarus Indochina Select LP (hedge fund) since 2012; Chief Financial Officer of GeoGreen BioFuels, Inc. (biodiesel fuel producer) from 2010 to 2014; Audit Partner at PricewaterhouseCoopers LLP (public accounting firm) from 1972 to 2009 (includes positions prior to becoming Audit Partner and predecessor firms). | 77 | None | ||||||
Joel Goldberg**, *** (1945) |
Trustee, 2012-present | Attorney, Partner at Stroock & Stroock & Lavan LLP from 2010 to 2018; Attorney, Partner at Willkie Farr & Gallagher LLP from 2006 to 2010. | 77 | Director, Better Business Bureau (Metropolitan New York, Long Island and the Mid-Hudson Region). | ||||||
Toni Massaro*** (1955) |
Trustee, 2006-present | Dean Emerita at the University of Arizona James E. Rogers College of Law (Rogers College of Law) since 2009 (distinguished Emerita in July 2009); Dean of the Rogers College of Law from 1999 to 2009; Regents Professor since 2006; Milton O. Riepe Chair in Constitutional Law since 1997; Professor at the Rogers College of Law since 1990. | 77 | None | ||||||
Melinda A. (1955) |
Trustee, 2014-present | Retired since 2004, Merrill Lynch Investment Management, Vice President; Senior Portfolio Manager, Fixed Income Management; Director, Tax Exempt Fund Management. | 77 | Associate Alumnae of Douglass College, Chair of Investment Committee. | ||||||
Victor Ugolyn (1947) |
Trustee, 2006-present; Chairman of the Board, 2006-present | Private Investor, from 2005 to present; President and Chief Executive Officer of William D. Witter, Inc. from 2005 to 2006; Consultant to AXA Enterprise in 2004; Chairman, President and Chief Executive Officer of Enterprise Capital Management (subsidiary of The MONY Group, Inc.) and Enterprise Group of Funds, Chairman of MONY Securities Corporation, and Chairman of the Fund Board of Enterprise Group of Funds from 1991 to 2004. | 77 | None |
WisdomTree Trust | 195 |
Trustees and Officers Information (unaudited) (concluded)
Name |
Position(s) Held with the Trust, Term of Office and Length of Time Served |
Principal Occupation(s) |
Number of Portfolios in Fund Complex Overseen by Trustee/ Officer+ |
Other | ||||||
Officers of the Trust | ||||||||||
Jonathan (1964) |
President, 2005- present; |
Chief Executive Officer, WisdomTree Investments and WisdomTree Asset Management since 2005; President, WisdomTree Investments and WisdomTree Asset Management from 2012 to 2019. | 77 | See Interested Trustees table above. | ||||||
David Castano***** (1971) |
Treasurer, 2013-present | Head of Fund Accounting & Administration, WisdomTree Asset Management, since 2020; Director of Fund Accounting & Administration, Wisdom Tree Asset Management, 2011 to 2020. | 77 | None | ||||||
Terry Jane Feld***** (1960) |
Chief Compliance Officer, 2012-present | Head of U.S. Compliance, WisdomTree Asset Management since 2022; Chief Compliance Officer WisdomTree Asset Management since 2012. | 77 | None | ||||||
Joanne Antico***** (1975) |
Chief Legal Officer and Secretary, 2021-present | General Counsel, WisdomTree Asset Management since 2021; Assistant General Counsel, WisdomTree Asset Management 2016 to 2021; Executive Director and Assistant Secretary, Morgan Stanley Investment Management Inc., 2005 to 2016. | 77 | None | ||||||
TJ Darnowski***** (1984) |
Assistant Secretary, 2021-present | Senior Investment Management Paralegal, WisdomTree Asset Management since 2021; Senior Legal Administrator, Ultimus Fund Solutions, 2019-2021; Assistant Vice President, State Street Bank & Trust Company, 2010 to 2019. | 77 | None | ||||||
Clint Martin***** (1977) |
Assistant Treasurer, 2015-present | Director of Fund Accounting & Administration, WisdomTree Asset Management, since 2020; Fund Manager, Fund Accounting & Administration, WisdomTree Asset Management, 2012 to 2020. | 77 | None | ||||||
Angela Borreggine***** (1964) |
Assistant Secretary, 2021-present | Assistant General Counsel, WisdomTree Asset Management since 2022; Vice President and Senior Counsel, Virtus Investment Partners, 2021-2022; Director, Senior Counsel, Allianz Global Investors, 2007-2021. | 77 | None |
+ | As of August 31, 2022. |
* | Chair of the Audit Committee. |
** | Chair of the Contracts Review Committee. |
*** | Co-Chair of the Governance, Nominating and Compliance Committee. |
**** | Chair of the Investment Committee. |
***** | Elected by and serves at the pleasure of the Board. |
196 | WisdomTree Trust |
Supplemental Information (unaudited)
Federal Income Tax Information
The following Federal tax information related to the Funds fiscal year or period ended August 31, 2022, is provided for information purposes only and should not be used for reporting to federal or state revenue agencies. Federal tax information for the calendar year will be reported to you on Form 1099-DIV in January 2023.
Certain dividends paid by the Funds may be subject to a maximum tax rate of 15%, as provided by the Jobs and Growth Tax Relief Reconciliation Act of 2003. Of the distributions paid during the fiscal year or period ended August 31, 2022, the following represents the maximum amount of ordinary income distributions that may be considered qualified dividend income:
Fund | Qualified Dividend Income |
|||
U.S. Dollar Bullish Fund |
$ | | ||
Chinese Yuan Strategy Fund |
| |||
Emerging Currency Strategy Fund |
| |||
Emerging Markets Corporate Bond Fund |
| |||
Emerging Markets Local Debt Fund |
| |||
Floating Rate Treasury Fund |
| |||
Interest Rate Hedged High Yield Bond Fund |
| |||
Interest Rate Hedged U.S. Aggregate Bond Fund |
| |||
Mortgage Plus Bond Fund |
| |||
Yield Enhanced U.S. Aggregate Bond Fund |
| |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
| |||
Alternative Income Fund |
9,196 | |||
CBOE S&P 500 PutWrite Strategy Fund |
| |||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
| |||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
| |||
Enhanced Commodity Strategy Fund (consolidated) |
| |||
Managed Futures Strategy Fund (consolidated) |
| |||
Target Range Fund3 |
|
1 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
2 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
3 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
The Funds designate the following amount of ordinary income distributions paid during the fiscal year or period ended August 31, 2022 from qualified short-term gains and qualified interest income:
Fund | Qualified Short-Term Gains |
Qualified Interest Income |
||||||
U.S. Dollar Bullish Fund |
0.00 | % | 0.00 | % | ||||
Chinese Yuan Strategy Fund |
100.00 | % | 0.00 | % | ||||
Emerging Currency Strategy Fund |
0.00 | % | 0.00 | % | ||||
Emerging Markets Corporate Bond Fund |
0.00 | % | 3.65 | % | ||||
Emerging Markets Local Debt Fund |
0.00 | % | 0.25 | % | ||||
Floating Rate Treasury Fund |
100.00 | % | 100.00 | % | ||||
Interest Rate Hedged High Yield Bond Fund |
0.00 | % | 98.06 | % | ||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
0.00 | % | 92.82 | % | ||||
Mortgage Plus Bond Fund |
0.00 | % | 100.00 | % | ||||
Yield Enhanced U.S. Aggregate Bond Fund |
0.00 | % | 100.00 | % | ||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
100.00 | % | 92.40 | % | ||||
Alternative Income Fund |
0.00 | % | 0.00 | % | ||||
CBOE S&P 500 PutWrite Strategy Fund |
0.00 | % | 0.00 | % | ||||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
0.00 | % | 0.00 | % | ||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
0.00 | % | 0.00 | % | ||||
Enhanced Commodity Strategy Fund (consolidated) |
100.00 | % | 92.88 | % | ||||
Managed Futures Strategy Fund (consolidated) |
0.00 | % | 91.40 | % | ||||
Target Range Fund3 |
0.00 | % | 0.00 | % |
1 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
2 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
3 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
WisdomTree Trust | 197 |
Supplemental Information (unaudited) (concluded)
The following represents the percentage of dividends paid during the fiscal year or period ended August 31, 2022, that qualify for the 70% dividends received deduction for corporate shareholders:
Fund | Dividends-Received Deduction |
|||
U.S. Dollar Bullish Fund |
| |||
Chinese Yuan Strategy Fund |
| |||
Emerging Currency Strategy Fund |
| |||
Emerging Markets Corporate Bond Fund |
| |||
Emerging Markets Local Debt Fund |
| |||
Floating Rate Treasury Fund |
| |||
Interest Rate Hedged High Yield Bond Fund |
| |||
Interest Rate Hedged U.S. Aggregate Bond Fund |
| |||
Mortgage Plus Bond Fund |
| |||
Yield Enhanced U.S. Aggregate Bond Fund |
| |||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
| |||
Alternative Income Fund |
0.12 | % | ||
CBOE S&P 500 PutWrite Strategy Fund |
| |||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
| |||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
| |||
Enhanced Commodity Strategy Fund (consolidated) |
| |||
Managed Futures Strategy Fund (consolidated) |
| |||
Target Range Fund3 |
|
1 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
2 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
3 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
The Funds intend to elect to pass through to shareholders the credit for taxes paid to foreign countries during the fiscal year or period ended August 31, 2022. The gross foreign source income and foreign taxes paid are as follows:
Fund | Gross Foreign Income |
Foreign Taxes Paid |
||||||
U.S. Dollar Bullish Fund |
$ | | $ | | ||||
Chinese Yuan Strategy Fund |
| | ||||||
Emerging Currency Strategy Fund |
| | ||||||
Emerging Markets Corporate Bond Fund |
| | ||||||
Emerging Markets Local Debt Fund |
5,764,049 | 177,584 | ||||||
Floating Rate Treasury Fund |
| | ||||||
Interest Rate Hedged High Yield Bond Fund |
| | ||||||
Interest Rate Hedged U.S. Aggregate Bond Fund |
| | ||||||
Mortgage Plus Bond Fund |
| | ||||||
Yield Enhanced U.S. Aggregate Bond Fund |
| | ||||||
Yield Enhanced U.S. Short-Term Aggregate Bond Fund |
| | ||||||
Alternative Income Fund |
| | ||||||
CBOE S&P 500 PutWrite Strategy Fund |
| | ||||||
Efficient Gold Plus Equity Strategy Fund (consolidated)1 |
| | ||||||
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2 |
| | ||||||
Enhanced Commodity Strategy Fund (consolidated) |
| | ||||||
Managed Futures Strategy Fund (consolidated) |
| | ||||||
Target Range Fund3 |
| |
1 | For the period March 17, 2022 (commencement of operations) through August 31, 2022. |
2 | For the period December 16, 2021 (commencement of operations) through August 31, 2022. |
3 | For the period October 7, 2021 (commencement of operations) through August 31, 2022. |
198 | WisdomTree Trust |
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 Trusts website at www.wisdomtree.com. The Funds Form N-PX is also available on the SECs 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 SECs 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 Funds portfolio holdings is available daily, without charge, at www.wisdomtree.com.
The Statement of Additional Information (SAI) has additional information about the Funds Trustees and Officers and is available without charge upon request. Contact your financial representative for a free prospectus or SAI.
Frequency Distribution of Discounts & Premiums
Information about differences between the per share net asset value of each Fund and the market trading price of shares of each Fund are available, without charge, at www.wisdomtree.com.
WisdomTree Trust | 199 |
The WisdomTree Funds are exchange traded funds (ETFs) registered with the United States Securities and Exchange Commission as separate series (Funds) of WisdomTree Trust (Trust). WisdomTree Asset Management, Inc., a wholly owned subsidiary of WisdomTree Investments, Inc., serves as the investment adviser to the Trust. None of the WisdomTree entities are affiliated with Foreside Fund Services, LLC, the Funds distributor. WisdomTree Investments, its affiliates and their independent providers are not liable for any informational errors, incompleteness, delays, or for any actions taken in reliance on information contained herein.
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 issuers 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. 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 Funds prospectus for specific details regarding the Funds risk profile.
Commodities and futures are generally volatile and are not suitable for all investors. Investments in commodities may be affected by overall market movements, changes in interest rates and other factors such as weather, disease, embargoes and international economic and political developments.
Indexes are unmanaged and you cannot invest directly in an index.
Transactions in Fund shares will result in brokerage commissions and will generate tax consequences. Shares may be sold through brokerage accounts, but may be redeemed from the Funds by Authorized Participants in large creation unit sizes of shares.
This report is intended for the Funds shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.
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WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S.
WTGM-6874
(b) | Not applicable. |
Item 2. Code of Ethics.
(a) | The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrants principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. |
(c) | There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrants principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. |
(d) | The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrants principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this items instructions. |
(f) | The code of ethics is attached hereto as exhibit 13(a)(1). |
Item 3. Audit Committee Financial Expert.
The registrants Board of Trustees has determined that the registrant has one audit committee financial expert, as that term is defined under Item 3(b) and 3(c), serving on its audit committee. The audit committee financial expert serving on the registrants audit committee is David Chrencik, who is an independent trustee of the registrant, as that term is defined under Item 3(a) (2).
Item 4. Principal Accountant Fees and Services.
Audit Fees
(a) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrants annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were $401,756 for 2022 and $341,971 for 2021. |
Audit-Related Fees
(b) | The aggregate fees billed for each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrants financial statements and are not reported under paragraph (a) of this Item were $0 for 2022 and $0 for 2021. |
Tax Fees
(c) | The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were $165,248 for 2022 and $128,157 for 2021. |
All Other Fees
(d) | The aggregate fees billed for each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were $0 for 2022 and $0 for 2021. |
(e)(1) | Disclose the audit committees pre-approval policies and procedures described in paragraph (c)(7) of Rule 2-01 of Regulation S-X. |
Per Rule 2-01(c) (7) (A), the registrants audit committee charter provides that the audit committee shall select and approve in advance the retention of independent accountants to annually audit and provide their opinion on the registrants financial statements. The audit committee must also approve prior to appointment the engagement of the principal accountant to provide other audit services to the registrant or to provide non-audit services to the registrant, its investment adviser, or any entity controlling, controlled by, or under common control with its investment adviser (adviser/affiliate) that provides ongoing services to the registrant, if the engagement by the investment adviser or adviser affiliate relates directly to the operations and financial reporting of the registrant. The audit committee must also, prior to appointment of the engagement of the principal accountant, review and approve the fees proposed to be charged to the registrant by the auditors for each audit and non-audit service. The audit committee must also consider whether non-audit services provided by the registrants principal accountant to the registrants investment adviser, or adviser/affiliate that provides ongoing services to the registrant are compatible with maintaining the auditors independence.
(e)(2) | The registrants audit committee has approved 100% of services described in each of Items 4(b) through (d) pursuant to paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X. |
(f) | The percentage of hours expended on the principal accountants engagement to audit the registrants financial statements for the most recent fiscal year that were attributed to work performed by persons other than the principal accountants full-time, permanent employees was 0%. |
(g) | The aggregate non-audit fees billed by the registrants accountant for services rendered to the registrant, and rendered to the registrants investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant was $165,248 for 2022 and $128,157 for 2021. |
(h) | Not applicable. |
(i) | Not applicable. |
(j) | Not applicable. |
Item 5. Audit Committee of Listed Registrants.
The registrant is an issuer as defined in Rule 10A-3 under the Securities Exchange Act of 1934, as amended (the Exchange Act) and has a separately-designated standing audit committee established in accordance with Section 3(a)(58)A of the Exchange Act. The registrants audit committee members are David Chrencik, Melinda Raso Kirstein and Victor Ugolyn.
Item 6. Investments.
(a) | Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form. |
(b) | Not applicable. |
Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrants 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 registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrants 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 registrants 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 registrants 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.
(Registrant) | WisdomTree Trust | |
By (Signature and Title) | /s/ Jonathan Steinberg | |
Jonathan L. Steinberg, President | ||
(principal executive officer) |
Date: November 8, 2022
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 Steinberg | |
Jonathan L. Steinberg, President | ||
(principal executive officer) | ||
Date: November 8, 2022 | ||
By (Signature and Title) | /s/ David Castano | |
David Castano, Treasurer | ||
(principal financial officer) |
Date: November 8, 2022
EX-99.CODE ETH
WISDOMTREE TRUST
CODE OF ETHICS
FOR PRINCIPAL EXECUTIVE AND FINANCIAL OFFICERS
I. | PURPOSE OF THE CODE |
The WisdomTree Trust (the Trust) Code of Ethics for Principal Executive and Financial Officers (this Code) is intended to serve as the code of ethics described in Section 406 of the Sarbanes-Oxley Act of 2002 and Item 2 of Form N-CSR. This Code shall be the sole code of ethics adopted by the Trust for purposes of Section 406 of the Sarbanes-Oxley Act and the rules and forms applicable to registered investment companies thereunder. Insofar as other policies or procedures of the Trust, the Trusts adviser, principal underwriter, or other service providers govern or purport to govern the behavior or activities of the Covered Officers, as defined herein, who are subject to this Code, they are superseded by this Code to the extent that they overlap or conflict with the provisions of this Code. The Trusts and its investment advisers, and principal underwriters codes of ethics pursuant to Rule 17j-1 under the Investment Company Act of 1940 (the 1940 Act) are separate requirements applying to the Covered Officers and others, and are not part of this Code.
All Covered Officers must become familiar and fully comply with this Code. Because this Code cannot and does not cover every applicable law or provide answers to all questions that might arise, all Covered Officers are expected to use common sense about what is right and wrong, including a sense of when it is proper to seek guidance from others on the appropriate course of conduct.
The purpose of this Code is to set standards for the Covered Officers that are reasonably designed to deter wrongdoing and to promote:
| honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships; |
| full, fair, accurate, timely, and understandable disclosure in reports and documents that the Trust files with, or submits to, the Securities and Exchange Commission (the SEC) and in any other public communications by the Trust; |
| compliance with applicable governmental laws, rules and regulations; |
| the prompt internal reporting of violations of the Code to the appropriate persons as set forth in the Code; and |
| accountability for adherence to the Code. |
II. | COVERED PERSONS |
This Code applies to the Trusts Principal Executive Officers and Principal Financial Officers, or any persons performing similar functions on behalf of the Trust (the Covered Officers). Each Covered Person should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest. Covered Officers are expected to act in accordance with the standards set forth in this Code.
III. | HONEST AND ETHICAL CONDUCT |
A. | Honesty, Diligence and Professional Responsibility |
Covered Officers are expected to observe both the form and the spirit of the ethical principles contained in this Code. Covered Officers must perform their duties and responsibilities for the Trust:
| with honesty, diligence, and a commitment to professional and ethical responsibility; |
| carefully, thoroughly and in a timely manner; and |
| in conformity with applicable professional and technical standards. |
Covered Officers who are certified public accountants are expected to carry out their duties and responsibilities in a manner consistent with the principles governing the accounting profession, including any guidelines or principles issued by the Public Company Accounting Oversight Board or the American Institute of Certified Public Accountants from time to time.
B. | Objectivity/Avoidance of Undisclosed Conflicts of Interest |
Covered Officers are expected to maintain objectivity and avoid undisclosed conflicts of interest. In the performance of their duties and responsibilities for the Trust, Covered Officers must not subordinate their judgment to personal gain and advantage, or be unduly influenced by their own interests or by the interests of others. Covered Officers must avoid participation in any activity or relationship that constitutes a conflict of interest unless that conflict has been completely disclosed to affected parties and waived by the Trustees on behalf of the Trust. Further, Covered Officers should avoid participation in any activity or relationship that could create the appearance of a conflict of interest.
A conflict of interest would generally arise if, for instance, a Covered Officer directly or indirectly participates in any investment, interest, association, activity or relationship that may impair or appear to impair the Covered Officers objectivity or interfere with the interests of, or the Covered Officers service to, the Trust.
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Any Covered Officer who may be involved in a situation or activity that might be a conflict of interest or give the appearance of a conflict of interest must report such situation or activity using the reporting procedures set forth in Section VI of this Code.
Each Covered Officer must not:
| use his or her personal influence or personal relationships improperly to influence investment decisions or financial reporting by the Trust whereby the Covered Officer would benefit personally to the detriment of the Trust; |
| cause the Trust to take action, or fail to take actions, for the individual personal benefit of the Covered Officer rather than the benefit of the Trust; or |
| use material non-public knowledge of portfolio transactions made or contemplated for the Trust to trade personally or cause others to trade personally in contemplation of the market effect of such transactions. |
Each Covered Officer is responsible for his or her compliance with this conflict of interest policy.
C. | Preparation of Financial Statements |
Covered Officers must not knowingly make any misrepresentations regarding the Trusts financial statements or any facts in the preparation of the Trusts financial statements, and must comply with all applicable laws, standards, principles, guidelines, rules and regulations in the preparation of the Trusts financial statements. This section is intended to prohibit:
| making, or permitting or directing another to make, materially false or misleading entries in the Trusts financial statements or records; |
| failing to correct the Trusts financial statements or records that are materially false or misleading when he or she has the authority to record an entry; and |
| signing, or permitting or directing another to sign, a document containing materially false or misleading financial information. |
Covered Officers must be scrupulous in their application of generally accepted accounting principles. No Covered Officer may (i) express an opinion or state affirmatively that the financial statements or other financial data of the Trust are presented in conformity with generally accepted accounting principles, or (ii) state that he or she is not aware of any material modifications that should be made to such statements or data in order for them to be in conformity with generally accepted accounting principles, if such statements or data contain any departure from generally accepted accounting principles then in effect in the United States.
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Covered Officers must follow the laws, standards, principles, guidelines, rules and regulations established by all applicable governmental bodies, commissions or other regulatory agencies in the preparation of financial statements, records and related information. If a Covered Officer prepares financial statements, records or related information for purposes of reporting to such bodies, commissions or regulatory agencies, the Covered Officer must follow the requirements of such organizations in addition to generally accepted accounting principles.
If a Covered Officer and his or her supervisor have a disagreement or dispute relating to the preparation of financial statements or the recording of transactions, the Covered Officer should take the following steps to ensure that the situation does not constitute an impermissible subordination of judgment:
| The Covered Officer should consider whether (i) the entry or the failure to record a transaction in the records, or (ii) the financial statement presentation or the nature or omission of disclosure in the financial statements, as proposed by the supervisor, represents the use of an acceptable alternative and does not materially misrepresent the facts or result in an omission of a material fact. If, after appropriate research or consultation, the Covered Officer concludes that the matter has authoritative support and/or does not result in a material misrepresentation, the Covered Officer need do nothing further. |
| If the Covered Officer concludes that the financial statements or records could be materially misstated as a result of the supervisors determination, the Covered Officer should follow the reporting procedures set forth in Section VI of this Code. |
D. | Obligations to the Independent Auditor of the Trust |
In dealing with the Trusts independent auditor, Covered Officers must be candid and not knowingly misrepresent facts or knowingly fail to disclose material facts, and must respond to specific inquiries and requests by the Trusts independent auditor.
Covered Officers must not take any action, or direct any person to take any action, to fraudulently influence, coerce, manipulate or mislead the Trusts independent auditor in the performance of an audit of the Trusts financial statements for the purpose of rendering such financial statements materially misleading.
IV. | FULL, FAIR, ACCURATE, TIMELY AND UNDERSTANDABLE DISCLOSURE |
It is the Trusts policy to provide full, fair, accurate, timely, and understandable disclosure in reports and documents that the Trust files with, or submits to, the SEC and in any other public communications by the Trust. The Trust has designed and implemented Disclosure Controls and Procedures to carry out this policy.
Covered Officers are expected to familiarize themselves with the disclosure requirements generally applicable to the Trust, and to use their best efforts to promote, facilitate, and prepare full, fair, accurate, timely, and understandable disclosure in all reports and documents that the Trust files with, or submits to, the SEC and in any other public communications by the Trust.
4
Covered Officers must review the Trusts Disclosure Controls and Procedures to ensure they are aware of and carry out their duties and responsibilities in accordance with the Disclosure Controls and Procedures and the disclosure obligations of the Trust. Covered Officers are responsible for monitoring the integrity and effectiveness of the Trusts Disclosure Controls and Procedures.
V. | COMPLIANCE WITH APPLICABLE LAWS, RULES AND REGULATIONS |
Covered Officers are expected to know, respect and comply with all laws, rules and regulations applicable to the conduct of the Trusts business. If a Covered Officer is in doubt about the legality or propriety of an action, business practice or policy, the Covered Officer should seek advice from the Covered Officers supervisor or the Trusts legal counsel.
In the performance of their work, Covered Officers must not knowingly be a party to any illegal activity or engage in acts that are discreditable to the Trust.
Covered Officers are expected to promote the Trusts compliance with applicable laws, rules and regulations. To promote such compliance, Covered Officers may establish and maintain mechanisms to educate employees carrying out the finance and compliance functions of the Trust about any applicable laws, rules or regulations that affect the operation of the finance and compliance functions and the Trust generally.
VI. | REPORTING AND ACCOUNTABILITY |
All Covered Officers will be held accountable for adherence to this Code. Each Covered Officer must, upon the Trusts adoption of this Code (or thereafter as applicable, upon becoming a Covered Officer), affirm in writing to the Board that he/she has received, read, and understands this Code by signing the Acknowledgement Form attached hereto as Appendix A. Thereafter, each Covered Officer, on an annual basis, must affirm to the Board that he/she has complied with the requirements of this Code.
Covered Officers may not retaliate against any other Covered Officer of the Trust or their affiliated persons for reports of potential violations that are made in good faith.
The Trust will follow these procedures in investigating and enforcing this Code:
A. | Any Covered Officer who knows of any violation of this Code or who questions whether a situation, activity or practice is acceptable must immediately report such practice to the Trusts Audit Committee. The Audit Committee shall take appropriate action to investigate any reported potential violations. If, after such investigation, the Audit Committee believes that no violation has occurred, the Audit Committee is not required to take any further action. Any matter that the Audit Committee believes is a violation will be reported to the Chairman of the Board of Trustees. The Audit Committee shall respond to the Covered Officer within a reasonable period of time. |
5
B. | If the Covered Officer is not satisfied with the response of the Audit Committee, the Covered Officer shall report the matter to the Chairman of the Board of Trustees. If the Chairman is unavailable, the Covered Officer may report the matter to any other member of the Board of Trustees. The person receiving the report shall consider the matter, refer it to the full Board of Trustees if he or she deems appropriate, and respond to the Covered Officer within a reasonable amount of time. If the Board of Trustees concurs that a violation has occurred, it will consider appropriate action, which may include review of and appropriate modifications to applicable policies and procedures or notification to appropriate personnel of the investment adviser or its board. |
C. | If the Board of Trustees determines that a Covered Officer violated this Code, failed to report a known or suspected violation of this Code, or provided intentionally false or malicious information in connection with an alleged violation of this Code, the Board of Trustees may take disciplinary action against any such Covered Officer to the extent the Board of Trustees deems appropriate. No Covered Officer will be disciplined for reporting a concern in good faith. |
To the extent possible and as allowed by law, reports will be treated as confidential. The Trust may report violations of the law to the appropriate authorities.
VII. | DISCLOSURE OF THIS CODE |
This Code shall be disclosed to the public by at least one of the following methods in the manner prescribed by the SEC, unless otherwise required by law:
| Filing a copy of this Code as an exhibit to the Trusts annual report on Form N- CSR; |
| Posting the text of this Code on the Trusts Internet website and disclosing, in its most recent report on Form N-CSR, its Internet address and the fact that it has posted this Code on its Internet website; or |
| Providing an undertaking in the Trusts most recent report on Form N-CSR to provide a copy of this Code to any person without charge upon request, and explaining the manner in which such a request may be made. |
VIII. | WAIVERS |
Any waiver of this Code, including an implicit waiver, granted to a Covered Officer may be made only by the Board of Trustees or a committee of the Board to which such responsibility has been delegated, and must be disclosed by the Trust in the manner prescribed by law and as set forth above in Section VII (Disclosure of this Code).
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IX. | AMENDMENTS |
This Code may be amended by the affirmative vote of a majority of the Board of Trustees, including a majority of the independent Trustees. Any amendment of this Code must be disclosed by the Trust in the manner prescribed by law and as set forth above in Section VII (Disclosure of this Code), unless such amendment is deemed to be technical, administrative, or otherwise non-substantive. Any amendments to this Code will be provided to the Covered Officers.
X. | CONFIDENTIALITY |
All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone other than the Board of Trustees of the Trust, the Audit Committee, the legal counsel to the Trust, legal counsel to the independent trustees and such other persons as a majority of the Board of Trustees, including a majority of the independent Trustees, shall determine to be appropriate.
Adopted: February 2007
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Appendix A
WISDOMTREE TRUST
Certification and Acknowledgment of Receipt of Code of Ethics for Principal Executive Officers and Principal Financial Officers
I acknowledge and certify that I have received a copy of the WisdomTree Trusts Code of Ethics for Principal Executive Officers and Principal Financial Officers (the Code). I understand and agree that it is my responsibility to read and familiarize myself with the policies and procedures contained in the Code and to abide by those policies and procedures.
I acknowledge and certify that I have read and understand the Code.
Officer Name (Please Print) | Officer Signature | |||||
Date | ||||||
Certification Pursuant to Rule 30a-2(a) under the 1940 Act and
Section 302 of the Sarbanes-Oxley Act
I, Jonathan L. Steinberg, certify that:
1. | I have reviewed this report on Form N-CSR of the WisdomTree Trust; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of trustees (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | November 8, 2022 | /s/ Jonathan Steinberg | ||||
Jonathan L. Steinberg, President | ||||||
(principal executive officer) |
Certification Pursuant to Rule 30a-2(a) under the 1940 Act and
Section 302 of the Sarbanes-Oxley Act
I, David Castano, certify that:
1. | I have reviewed this report on Form N-CSR of the WisdomTree Trust; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; |
4. | The registrants other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants board of trustees (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
Date: | November 8, 2022 | /s/ David Castano | ||||
David Castano, Treasurer | ||||||
(principal financial officer) |
Certification Pursuant to Rule 30a-2(b) under the 1940 Act
and Section 906 of the Sarbanes-Oxley Act
I, Jonathan L. Steinberg, President of the WisdomTree Trust (the Registrant), certify that:
1. | The Form N-CSR of the Registrant (the Report) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and |
2. | The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant. |
Date: November 8, 2022 | /s/ Jonathan Steinberg | |||||
Jonathan L. Steinberg, President | ||||||
(principal executive officer) |
I, David Castano, Treasurer of the WisdomTree Trust (the Registrant), certify that:
1. | The Form N-CSR of the Registrant (the Report) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and |
2. | The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant. |
Date: November 8, 2022 | /s/ David Castano | |||||
David Castano, Treasurer | ||||||
(principal financial officer) |
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