N-CSRS/A 1 d467133dncsrsa.htm WISDOMTREE TRUST WisdomTree Trust

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

 

FORM N-CSR

 

 

CERTIFIED SHAREHOLDER REPORT OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number 811-21864

 

 

WisdomTree Trust

(Exact name of registrant as specified in charter)

 

 

250 West 34th Street, 3rd Floor

New York, NY 10119

(Address of principal executive offices) (Zip code)

 

 

The Corporation Trust Company

1209 Orange Street

Wilmington, DE 19801

(Name and address of agent for service)

 

 

Registrant’s telephone number, including area code: (866) 909-9473

Date of fiscal year end: August 31

Date of reporting period: February 28, 2023

 

 

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

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

Explanatory Note: This amended semi-annual report (on Form N-CSR/A) for the WisdomTree Trust (the “Registrant”) is being filed solely to revise the performance of the secondary comparative benchmark for the WisdomTree Managed Futures Strategy Fund (the “Fund”) included in the Average Annual Total Return table included in the Performance Summary section of the Fund’s semi-annual report within Item 1 “Reports to Stockholders”. The semi-annual reports for the other series of the Registrant are contained in the Form N-CSR filed on May 5, 2023 (Accession No. 0001193125-23-137163) and are not amended or modified in any way by this Form N-CSR/A. Other than the aforementioned revision, no other information or disclosures contained in the Registrant’s Form N-CSR filed on May 5, 2023 are being revised or amended by this Form N-CSR/A.

 

 

 


Item 1. Reports to Stockholders.

(a) The Reports to Shareholders are attached herewith.

(b) Not applicable.


LOGO

 

LOGO

 

WisdomTree Trust

Semi-Annual Report

February 28, 2023

 

Currency Strategy Funds:

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

WisdomTree Chinese Yuan Strategy Fund (CYB)

WisdomTree Emerging Currency Strategy Fund (CEW)

Fixed Income Funds:

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

WisdomTree Emerging Markets Local Debt Fund (ELD)

WisdomTree Floating Rate Treasury Fund (USFR)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

WisdomTree Mortgage Plus Bond Fund (MTGP)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

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

Alternative Funds:

WisdomTree Alternative Income Fund (HYIN)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE)

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN)

WisdomTree Enhanced Commodity Strategy Fund (GCC)

WisdomTree Managed Futures Strategy Fund (WTMF)

WisdomTree PutWrite Strategy Fund (PUTW)

(formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund)

WisdomTree Target Range Fund (GTR)


Table of Contents

 

Information about Performance and Shareholder Expense Examples (unaudited)

       1  

Performance Summary (unaudited)

       2  

Description of Terms and Indexes (unaudited)

       21  
Schedules of Investments (unaudited)

 

WisdomTree Bloomberg U.S. Dollar Bullish Fund

       27  

WisdomTree Chinese Yuan Strategy Fund

       30  

WisdomTree Emerging Currency Strategy Fund

       32  

WisdomTree Emerging Markets Corporate Bond Fund

       34  

WisdomTree Emerging Markets Local Debt Fund

       39  

WisdomTree Floating Rate Treasury Fund

       43  

WisdomTree Interest Rate Hedged High Yield Bond Fund

       44  

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

       53  

WisdomTree Mortgage Plus Bond Fund

       81  

WisdomTree Voya Yield Enhanced USD Universal Bond Fund

       84  

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

       105  

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

       139  

WisdomTree Alternative Income Fund

       146  

WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated)

       147  

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

       154  

WisdomTree Enhanced Commodity Strategy Fund (consolidated)

       156  

WisdomTree Managed Futures Strategy Fund (consolidated)

       158  

WisdomTree PutWrite Strategy Fund

       160  

WisdomTree Target Range Fund

       161  

Statements of Assets and Liabilities (unaudited)

       162  

Statements of Operations (unaudited)

       166  

Statements of Changes in Net Assets (unaudited)

       170  

Financial Highlights (unaudited)

       177  

Notes to Financial Statements (unaudited)

       188  

Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)

       206  

General Information (unaudited)

       210  

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


Information about Performance and Shareholder Expense Examples (unaudited)

Performance

The performance tables on the following pages are provided for comparative purposes and represent the period noted. Each Fund’s per share net asset value (“NAV”) is the value of one share of the Fund and is calculated by dividing the value of total assets less total liabilities by the number of shares outstanding. The NAV return is based on the NAV of the Fund and the market price return is based on the market price per share of the Fund. The price used to calculate market price returns is the midpoint of the bid and ask price for Fund shares as of the close of trading on the exchange where Fund shares are listed. NAV and market price returns assume that dividends and capital gain distributions have been reinvested in the Fund at NAV and market price, respectively. As with other exchange traded funds (“ETFs”), NAV returns and market price returns may differ because of factors such as the supply and demand for Fund shares and investors’ assessments of the underlying value of a Fund’s portfolio securities.

Fund shares are bought and sold at market price (not NAV) and are not individually redeemed from a Fund. Fund NAV returns are calculated using a Fund’s daily 4:00 p.m. eastern time NAV. Market price returns reflect the midpoint of the bid and ask price as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares. Total returns for a period of less than one year are cumulative.

Performance is historical and does not guarantee future results. Current performance may be lower or higher than quoted. Investment returns and the principal value of an investment will fluctuate so that an investor’s shares, when redeemed, may be worth more or less than their original cost. For the most recent month-end performance information visit www.wisdomtree.com/investments.

An index is a statistical measure of a specified financial market or sector. An index does not actually hold a portfolio of securities, incur expenses or pay any transaction costs. Therefore, index returns do not reflect deductions for fees or expenses and an index is not available for direct investment. In comparison, the Funds’ performance is negatively impacted by these deductions. Fund returns do not reflect brokerage commissions or taxes on transactions in Fund shares or taxes that a shareholder would pay on Fund distributions. Past performance is no guarantee of future results.

Shareholder Expense Examples

Each Fund’s performance table is accompanied by a shareholder expense example. As a shareholder of a WisdomTree Fund, you incur two types of cost: (1) transaction costs, including brokerage commissions on purchases and sales of your Fund shares and (2) ongoing costs, including management fees and other Fund expenses. The examples are intended to help you understand your ongoing costs (in dollars and cents) of investing in a Fund and to compare these costs with the ongoing costs of investing in other funds.

The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from September 1, 2022 to February 28, 2023. Except where noted, expenses are calculated using each Fund’s annualized expense ratio (after the effect of contractual or voluntary fee waivers, if any), multiplied by the average account value for the period, multiplied by 181/365 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.

Actual expenses

The first line in the shareholder expense example table shown on the following pages provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first line for your Fund under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during the period.

Hypothetical example for comparison purposes

The second line in the shareholder expense example table shown on the following pages provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of Fund shares. Therefore, the second line in the table is useful in comparing ongoing Fund costs only and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would have been higher.

 

WisdomTree Trust      1  


Performance Summary

as of February 28, 2023 (unaudited)

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

 

Investment Breakdown

 

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    92.8%  

Exchange-Traded Funds

    4.3%  

Other Assets less Liabilities‡

    2.9%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Holdings*

 

Description    % of Net Assets  

U.S. Treasury Bill,
4.31%, 3/16/23

     23.7

U.S. Treasury Bill,
4.53%, 4/27/23

     23.5

U.S. Treasury Bill,
4.68%, 5/9/23

     23.3

U.S. Treasury Bill,
4.68%, 5/30/23

     22.3

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 43 of this report.

The WisdomTree Bloomberg U.S. Dollar Bullish Fund (the “Fund”) seeks to provide total returns, before fees and expenses, that exceed the performance of the Bloomberg Dollar Total Return Index (the “Index”). The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to potentially benefit as the U.S. dollar appreciates in value relative to a basket of global currencies. Although the Fund invests in short-term, investment grade instruments, the Fund is not a “money market” fund and it is not the objective of the Fund to maintain a constant share price.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized Net
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 988.80        0.50 %1    $ 2.47  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.32        0.50 %1    $ 2.51  
1 

WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs.

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      5 Year      Since Inception1  

Fund NAV Returns

       -1.12      8.68      1.50      3.27      2.75

Fund Market Price Returns

       -0.98      8.68      1.35      3.32      2.76

Bloomberg Dollar Total Return Index

       -1.52      8.51      1.78      3.17      2.89

Bloomberg Dollar Spot Index

       -3.16      6.28      1.23      2.02      2.27
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 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.

 

2   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    66.4%  

Exchange-Traded Funds

    4.5%  

Repurchase Agreement

    29.3%  

Other Assets less Liabilities‡

    -0.2%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Holdings*

 

Description    % of Net Assets  

U.S. Treasury Bill,
4.68%, 5/9/23

     35.1

U.S. Treasury Bill,
4.41%, 3/28/23

     31.3

Citigroup, Inc., tri-party repurchase agreement,
4.55%, 3/1/23††

     29.3

WisdomTree Floating Rate Treasury Fund (USFR)^

     4.5
*

The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

††

Fully collateralized by U.S. Government agency securities.

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 43 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.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized Net
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,004.80        0.45 %1    $ 2.24  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.56        0.45 %1    $ 2.26  
1 

WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs.

Performance

 

   
     Average Annual Total Return  
     6-Month*     1 Year     3 Year     5 Year     10 Year  

Fund NAV Returns

    0.48     -6.79     2.45     0.60     1.28

Fund Market Price Returns

    0.72     -6.83     2.57     0.58     1.29

JP Morgan Emerging Local Markets Index Plus (ELMI+) China

    1.44     -5.69     3.40     1.58     2.28

Chinese yuan

    -0.97     -8.98     0.32     -1.81     -1.08
*

Returns of less than one year are cumulative.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust      3  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    63.5%  

Exchange-Traded Funds

    4.0%  

Repurchase Agreement

    32.0%  

Other Assets less Liabilities‡

    0.5%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Bill,
4.68%, 5/9/23

    34.7%  

Citigroup, Inc., tri-party repurchase agreement,
4.55%, 3/1/23††

    32.0%  

U.S. Treasury Bill,
4.41%, 3/28/23

    28.8%  

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 43 of this report.

The WisdomTree Emerging Currency Strategy Fund (the “Fund”) seeks to achieve total returns reflective of both money market rates in selected emerging market countries available to foreign investors and changes to the value of these currencies relative to the U.S. dollar. The Fund seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to the currencies and money market rates of selected emerging market countries. Emerging market currencies can experience periods of significant volatility. Although the Fund invests in short-term, investment grade instruments, the Fund is not a “money market” fund and it is not the objective of the Fund to maintain a constant share price.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized Net
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,042.20        0.55 %1    $ 2.78  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.07        0.55 %1    $ 2.76  
1 

WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs.

Performance

 

   
     Average Annual Total Return  
     6-Month*     1 Year     3 Year     5 Year     10 Year  

Fund NAV Returns

    4.22     0.44     -0.82     -1.98     -1.63

Fund Market Price Returns

    4.42     0.86     -0.90     -1.97     -1.62

JP Morgan Emerging Local Markets Index Plus (ELMI+)

    5.11     -4.49     -1.40     -1.56     -0.91

Equal-Weighted Emerging Currency Composite

    4.62     -5.36     -2.14     -2.32     -1.42
*

Returns of less than one year are cumulative.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

4   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

 

Country Breakdown

 

Country   % of Net Assets  

South Korea

    8.0%  

United Arab Emirates

    6.6%  

India

    6.0%  

Mexico

    5.8%  

Israel

    5.1%  

Colombia

    5.1%  

United Kingdom

    4.7%  

Chile

    4.6%  

China

    4.4%  

Saudi Arabia

    3.5%  

Brazil

    3.4%  

Thailand

    2.8%  

Indonesia

    2.5%  

South Africa

    2.4%  

Kuwait

    2.2%  

Turkey

    2.2%  

Qatar

    2.1%  

Malaysia

    2.1%  

Guatemala

    1.9%  

Peru

    1.8%  

Hong Kong

    1.7%  

Mongolia

    1.7%  

Luxembourg

    1.6%  

Panama

    1.3%  

Oman

    1.1%  

Argentina

    1.1%  

Ireland

    1.0%  

Others^

    6.7%  

Other Assets less Liabilities‡

    6.6%  

Total

    100.0%  

 

The Fund’s country breakdown may change over time. It does not include derivatives (if any).

 

^

Includes countries that represent less than 1% of net assets.

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

HSBC Holdings PLC,
8.00%, 3/7/28

    1.4%  

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

    1.3%  

AES Panama Generation Holdings SRL,
4.38%, 5/31/30

    1.3%  

Sands China Ltd.,
5.90%, 8/8/28

    1.3%  

Ecopetrol SA,
8.88%, 1/13/33

    1.2%  

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

    1.1%  

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

    1.1%  

Mizrahi Tefahot Bank Ltd.,
3.08%, 4/7/31

    1.1%  

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

    1.1%  

Banco do Brasil SA,
9.00%, 6/18/24

    1.1%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Emerging Markets Corporate Bond Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in U.S. dollar denominated debt securities issued by corporate entities that are domiciled in, or economically tied to, emerging market countries.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,021.80        0.60   $ 3.01  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,021.82        0.60   $ 3.01  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      5 Year      10 Year  

Fund NAV Returns

       2.18      -3.35      -2.06      1.03      1.81

Fund Market Price Returns

       2.34      -5.16      -1.80      1.01      1.76

JP Morgan CEMBI Diversified Index

       1.78      -5.68      -2.15      1.38      2.70
*

Returns of less than one year are cumulative.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust      5  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

 

Country Breakdown

 

Country   % of Net Assets  

Indonesia

    11.1%  

South Africa

    8.5%  

Brazil

    8.4%  

Supranational Bonds

    8.3%  

Malaysia

    7.4%  

Colombia

    7.1%  

United States

    7.1%  

Mexico

    4.8%  

Chile

    4.7%  

China

    4.3%  

Poland

    4.2%  

Thailand

    3.9%  

Peru

    3.9%  

India

    3.7%  

Hungary

    2.2%  

Czech Republic

    2.2%  

Romania

    2.1%  

Turkey

    1.4%  

Philippines

    1.1%  

Egypt

    0.0%

Other Assets less Liabilities‡

    3.6%  

Total

    100.0%  

 

The Fund’s 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,
4.55%, 3/1/23††

    7.1%  

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

    2.0%  

European Investment Bank,
7.50%, 7/30/23

    1.8%  

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

    1.5%  

Colombian TES,
10.00%, 7/24/24, Series B

    1.3%  

Republic of South Africa Government Bond,
8.50%, 1/31/37, Series 2037

    1.3%  

Brazil Letras do Tesouro Nacional,
9.41%, 7/1/24, Series LTN

    1.3%  

Brazil Letras do Tesouro Nacional,
12.83%, 1/1/26, Series LTN

    1.2%  

Republic of South Africa Government Bond,
8.00%, 1/31/30, Series 2030

    1.1%  

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

    1.1%  
*

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).

 

††

Fully collateralized by U.S. Government agency securities.

The WisdomTree Emerging Markets Local Debt Fund (the “Fund”) seeks a high level of total return consisting of both income and capital appreciation. The Fund attempts to achieve its objective through investments in fixed income instruments denominated in the local currencies of emerging market countries.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense
Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,035.80        0.55   $ 2.78  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.07        0.55   $ 2.76  

Performance

 

   
      Average Annual Total Return  
      6-Month*      1 Year      3 Year      5 Year      10 Year  

Fund NAV Returns

     3.58      -5.30      -3.95      -2.99      -2.28

Fund Market Price Returns

     2.62      -2.76      -4.00      -2.97      -2.29

JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index

     4.20      -6.11      -4.29      -2.96      -1.97
*

Returns of less than one year are cumulative.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

6   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Floating Rate Treasury Fund (USFR)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    99.6%  

Other Assets less Liabilities‡

    0.4%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Floating Rate Note,
4.95%, 10/31/24

    27.1%  

U.S. Treasury Floating Rate Note,
4.85%, 7/31/24

    27.1%  

U.S. Treasury Floating Rate Note,
4.73%, 4/30/24

    27.1%  

U.S. Treasury Floating Rate Note,
5.01%, 1/31/25

    18.3%  
*

The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Floating Rate Treasury Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Treasury Floating Rate Bond Index (the “Index”). In seeking to track the Index, the Fund invests in floating rate public obligations of the U.S. Treasury. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,020.20        0.15   $ 0.75  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.05        0.15   $ 0.75  

Performance

 

   
      Average Annual Total Return  
      6-Month*      1 Year      3 Year      5 Year      Since Inception1  

Fund NAV Returns

     2.02      2.59      0.95      1.37      0.95

Fund Market Price Returns

     2.00      2.57      0.95      1.38      0.94

Bloomberg U.S. Treasury Floating Rate Bond Index

     2.15      2.78      1.14      1.55      1.12
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 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      7  


Performance Summary

as of February 28, 2023 (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 Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

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

    0.9%  

Tenet Healthcare Corp.,
4.88%, 1/1/26

    0.9%  

Sirius XM Radio, Inc.,
5.50%, 7/1/29

    0.9%  

Frontier Communications Holdings LLC,
5.00%, 5/1/28

    0.8%  

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

    0.8%  

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

    0.7%  

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

    0.7%  

CommScope, Inc.,
8.25%, 3/1/27

    0.7%  

Gray Television, Inc.,
7.00%, 5/15/27

    0.7%  

Deutsche Bank AG,
3.74%, 1/7/33

    0.7%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Interest Rate Hedged High Yield Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index (the “Index”). In seeking to track the Index, the Fund invests mainly in U.S. non-investment-grade corporate fixed income securities that are deemed to have favorable fundamental and income characteristics and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,052.10        0.43   $ 2.19  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.66        0.43   $ 2.16  

Performance

 

   
      Average Annual Total Return  
      6-Month*     1 Year     3 Year     5 Year     Since Inception1  

Fund NAV Returns

     5.21     2.64     2.55     2.35     2.96

Fund Market Price Returns

     5.63     2.48     2.55     2.33     2.93

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

     5.50     3.39     3.94     3.26     3.71

ICE BofA Merrill Lynch U.S. High Yield Index

     2.36     -5.52     1.14     2.70     3.81
*

Returns of less than one year are cumulative.

 

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.

 

8   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    40.6%  

U.S. Government Agencies

    28.0%  

Corporate Bonds

    24.8%  

Commercial Mortgage-Backed Securities

    2.0%  

Supranational Bonds

    1.4%  

Municipal Bonds

    0.9%  

Foreign Government Obligations

    0.8%  

Foreign Government Agencies

    0.7%  

Asset-Backed Securities

    0.5%  

U.S. Government Agencies Sold Short

    -0.3%  

Repurchase Agreement

    1.2%  

Other Assets less Liabilities‡

    -0.6%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

Citigroup, Inc., tri-party repurchase agreement,
4.55%, 3/1/23††

    1.2%  

U.S. Treasury Note,
0.88%, 11/15/30

    0.6%  

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

    0.6%  

U.S. Treasury Bond,
1.75%, 8/15/41

    0.6%  

U.S. Treasury Note,
2.75%, 8/15/32

    0.5%  

U.S. Treasury Note,
0.63%, 10/15/24

    0.4%  

U.S. Treasury Note,
2.88%, 5/15/32

    0.4%  

U.S. Treasury Note,
0.75%, 11/15/24

    0.4%  

U.S. Treasury Bond,
2.25%, 5/15/41

    0.4%  

Uniform Mortgage-Backed Security,
4.50%, 3/13/53

    0.4%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

††

Fully collateralized by U.S. Government agency securities.

The WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration (the “Index”). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities and obtains short exposure to U.S. Treasuries such that the Fund’s total portfolio duration approximates zero years. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,034.00        0.23   $ 1.16  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,023.65        0.23   $ 1.15  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      5 Year      Since Inception1  

Fund NAV Returns

       3.40      3.43      1.40      1.76      1.40

Fund Market Price Returns

       3.14      3.33      1.30      1.71      1.40

Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration

       3.19      3.40      1.52      1.70      1.61
*

Returns of less than one year are cumulative.

 

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      9  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Mortgage Plus Bond Fund (MTGP)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Collateralized Mortgage Obligations

    57.8%  

U.S. Government Agencies

    32.8%  

Commercial Mortgage-Backed Securities

    4.2%  

Collateralized Loan Obligations

    3.3%  

Other Assets less Liabilities‡

    1.9%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

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

    3.5%  

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

    2.9%  

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

    2.7%  

Federal National Mortgage Association REMIC,
1.75%, 11/25/40,
Series 2012-51, Class GU

    2.1%  

Federal National Mortgage Association REMIC,
3.00%, 4/25/45,
Series 2015-23, Class HZ

    2.1%  

Federal National Mortgage Association,
2.50%, 11/1/50

    1.9%  

Federal Home Loan Mortgage Corp. REMIC,
4.00%, 1/15/41,
Series 4179, Class AZ

    1.9%  

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

    1.9%  

Federal Home Loan Mortgage Corp. REMIC,
5.00%, 4/15/40,
Series 3658, Class CZ

    1.8%  

Federal Home Loan Mortgage Corp.,
2.00%, 9/1/51

    1.8%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Mortgage Plus Bond Fund (the “Fund”) seeks income and capital appreciation. The Fund attempts to achieve its objective through investments in mortgage-related debt and other securitized debt.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 970.60        0.45   $ 2.20  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.56        0.45   $ 2.26  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      Since Inception1  

Fund NAV Returns

       -2.94      -9.49      -3.29      -2.22

Fund Market Price Returns

       -3.10      -9.47      -3.31      -2.26

Bloomberg U.S. Securitized Mortgage Backed Securities/Asset Backed Securities/Commercial Mortgage Backed Securities (MBS/ABS/CMBS) Index

       -2.37      -8.94      -3.50      -2.53
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on November 14, 2019.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

10   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    33.8%  

Corporate Bonds

    33.8%  

U.S. Government Agencies

    21.9%  

Foreign Government Obligations

    3.5%  

Commercial Mortgage-Backed Securities

    3.1%  

Foreign Government Agencies

    1.1%  

Municipal Bonds

    0.9%  

Asset-Backed Securities

    0.5%  

Supranational Bonds

    0.2%  

Other Assets less Liabilities‡

    1.2%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

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

    5.9%  

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

    4.9%  

U.S. Treasury Note,
4.00%, 2/29/28

    3.4%  

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

    2.8%  

U.S. Treasury Note,
4.13%, 1/31/25

    2.7%  

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

    1.9%  

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

    1.8%  

U.S. Treasury Bond,
4.00%, 11/15/52

    1.4%  

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

    1.4%  

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

    1.3%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Voya Yield Enhanced USD Universal Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Universal Enhanced Yield Index (the “Index”).

The Fund had less than six months of operating history at the end of the reporting period and therefore no comparative performance information is shown in this shareholder report. Comparative performance information for the most recent month-end is available at www.wisdomtree.com/investments.

Shareholder Expense Example (for the period1 ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual1

   $ 1,000.00      $ 980.10        0.15   $ 0.09  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.05        0.15   $ 0.75  
1 

Fund commenced operations on February 7, 2023. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 22/365 (to reflect the period since commencement of operations).

 

WisdomTree Trust      11  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Corporate Bonds

    39.5%  

U.S. Government Agencies

    26.6%  

U.S. Government Obligations

    21.3%  

Commercial Mortgage-Backed Securities

    6.5%  

Asset-Backed Securities

    3.9%  

Foreign Government Obligations

    2.0%  

Foreign Government Agencies

    0.2%  

Municipal Bonds

    0.2%  

Supranational Bonds

    0.0%

U.S. Government Agencies Sold Short

    -0.9%  

Repurchase Agreement

    1.5%  

Other Assets less Liabilities‡

    -0.8%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

^

Represents less than 0.1%.

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

Citigroup, Inc., tri-party repurchase agreement,
4.55%, 3/1/23††

    1.5%  

Tennessee Valley Authority,
5.25%, 9/15/39

    0.9%  

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

    0.8%  

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

    0.6%  

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

    0.4%  

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

    0.4%  

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

    0.4%  

Tennessee Valley Authority,
4.70%, 7/15/33, Series B

    0.3%  

Government National Mortgage Association,
2.00%, 1/20/51

    0.3%  

Tennessee Valley Authority,
3.50%, 12/15/42

    0.3%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

††

Fully collateralized by U.S. Government agency securities.

The WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Aggregate Enhanced Yield Index (the “Index”). In seeking to track the Index, the Fund invests mainly in U.S. investment grade fixed income securities. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 979.20        0.12   $ 0.59  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.20        0.12   $ 0.60  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      5 Year      Since Inception1  

Fund NAV Returns

       -2.08      -10.97      -4.93      0.07      0.89

Fund Market Price Returns

       -2.01      -10.83      -4.92      0.07      0.89

Bloomberg U.S. Aggregate Enhanced Yield Index

       -2.03      -10.86      -4.84      0.23      1.07

Bloomberg U.S. Aggregate Bond Index

       -2.13      -9.72      -3.77      0.53      0.93
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on July 9, 2015.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

12   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

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

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Corporate Bonds

    42.5%  

U.S. Government Obligations

    41.0%  

U.S. Government Agencies

    16.0%  

Commercial Mortgage-Backed Securities

    5.7%  

Foreign Government Agencies

    0.5%  

Foreign Government Obligations

    0.5%  

Asset-Backed Securities

    0.1%  

Other Assets less Liabilities‡

    -6.3%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

U.S. Treasury Note,
0.50%, 3/31/25

    15.5%  

U.S. Treasury Bill,
4.59%, 3/28/23

    8.0%  

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

    6.4%  

Uniform Mortgage-Backed Security,
3.00%, 3/16/38

    5.3%  

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

    4.1%  

Federal National Mortgage Association,
2.63%, 9/6/24

    3.0%  

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

    2.6%  

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

    1.9%  

Federal Home Loan Mortgage Corp.,
0.38%, 9/23/25

    1.9%  

Federal Home Loan Mortgage Corp.,
0.38%, 4/20/23

    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.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 991.70        0.12   $ 0.59  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.20        0.12   $ 0.60  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      5 Year      Since Inception1  

Fund NAV Returns

       -0.83      -4.66      -1.62      0.94      0.72

Fund Market Price Returns

       -0.81      -4.68      -1.66      0.89      0.71

Bloomberg U.S. Short Aggregate Enhanced Yield Index

       -0.56      -4.70      -2.00      0.83      0.66

Bloomberg U.S. Short Aggregate Composite Index

       -0.70      -4.21      -1.40      0.96      0.72
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on May 18, 2017.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust      13  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Alternative Income Fund (HYIN)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Common Stocks

    71.4%  

Closed-End Mutual Funds

    28.2%  

Other Assets less Liabilities‡

    0.4%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

Angel Oak Mortgage, Inc.

    4.3%  

Hercules Capital, Inc.

    3.2%  

Main Street Capital Corp.

    3.1%  

Owl Rock Capital Corp.

    3.1%  

Blackstone Secured Lending Fund

    3.1%  

FS KKR Capital Corp.

    3.0%  

Oxford Lane Capital Corp.

    3.0%  

Arbor Realty Trust, Inc.

    3.0%  

Ladder Capital Corp.

    2.9%  

Redwood 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.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 996.90        0.50   $ 2.48  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.32        0.50   $ 2.51  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      Since Inception1  

Fund NAV Returns

       -0.31      -8.46      -6.15

Fund Market Price Returns

       -0.13      -8.04      -6.04

Gapstow Liquid Alternative Credit Index

       -0.01      -7.95      -5.62

ICE BofA Merrill Lynch U.S. High Yield Index

       2.36      -5.52      -3.39

S&P 500® Index

       1.26      -7.69      -1.09
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on May 6, 2021.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

14   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

 

Country Breakdown

 

Country   % of Net Assets  

United States

    89.0%  

Others^

    0.9%  

Other Assets less Liabilities‡

    10.1%  

Total

    100.0%  

 

The Fund’s country breakdown may change over time. It does not include derivatives (if any).

 

^

Includes countries that represent less than 1% of net assets.

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

Apple, Inc.

    6.0%  

Microsoft Corp.

    5.0%  

Amazon.com, Inc.

    2.3%  

Tesla, Inc.

    1.5%  

NVIDIA Corp.

    1.5%  

Berkshire Hathaway, Inc., Class B

    1.4%  

Alphabet, Inc., Class C

    1.4%  

Alphabet, Inc., Class A

    1.4%  

Exxon Mobil Corp.

    1.3%  

UnitedHealth Group, Inc.

    1.2%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular company. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Efficient Gold Plus Equity Strategy Fund (the “Fund”) is actively managed using a models-based approach seeking total return. The Fund seeks to achieve its investment objective by investing, either directly or through a wholly-owned subsidiary, in a portfolio comprised of (i) U.S.-listed gold futures contracts and (ii) U.S. equity securities. The Fund uses U.S.-listed gold futures contracts to enhance the capital efficiency of the Fund.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,044.20        0.20   $ 1.01  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,023.80        0.20   $ 1.00  

Performance

 

   
        Cumulative Total Return  
        6-Month      Since Inception1  

Fund NAV Returns

       4.42      -13.82

Fund Market Price Returns

       4.45      -13.63

S&P 500® Index

       1.26      -7.43
1 

Total returns are calculated based on the commencement of Fund trading on the Cboe BZX Exchange, Inc. on March 17, 2022.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust      15  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)

 

Country Breakdown

 

Country   % of Net Assets  

Canada

    40.9%  

United States

    14.2%  

Australia

    14.2%  

South Africa

    7.9%  

Brazil

    4.0%  

United Kingdom

    3.8%  

China

    2.6%  

Peru

    1.0%  

Others^

    1.2%  

Other Assets less Liabilities‡

    10.2%  

Total

    100.0%  

 

The Fund’s country breakdown may change over time. It does not include derivatives (if any).

 

^

Includes countries that represent less than 1% of net assets.

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Ten Holdings*

 

Description   % of Net Assets  

Newmont Corp.

    10.3%  

Barrick Gold Corp.

    9.3%  

Franco-Nevada Corp.

    7.5%  

Agnico Eagle Mines Ltd.

    5.1%  

Northern Star Resources Ltd.

    4.4%  

Wheaton Precious Metals Corp.

    4.0%  

AngloGold Ashanti Ltd., ADR

    3.7%  

Newcrest Mining Ltd.

    3.6%  

Royal Gold, Inc.

    3.4%  

Gold Fields Ltd., ADR

    3.3%  
*

The ten largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

The WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (the “Fund”) is actively managed using a models-based approach seeking total return. The Fund seeks to achieve its investment objective by investing, either directly or through a wholly-owned subsidiary, in a portfolio comprised of (i) U.S.-listed gold futures contracts and (ii) global equity securities issued by companies that derive at least 50% of their revenue from the gold mining business (“Gold Miners”). The Fund uses U.S.-listed gold futures contracts to enhance the capital efficiency of the Fund.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,174.80        0.45   $ 2.43  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.56        0.45   $ 2.26  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      Since Inception1  

Fund NAV Returns

       17.48      -24.63      -7.81

Fund Market Price Returns

       18.29      -24.90      -7.57

NYSE ARCA Gold Miners Index

       16.82      -18.53      -3.01
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on December 16, 2021.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

16   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    80.4%  

Exchange-Traded Funds

    4.6%  

Other Assets less Liabilities‡

    15.0%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Bill,
4.63%, 5/18/23

    70.3%  

U.S. Treasury Bill,
4.39%, 3/16/23

    10.1%  

WisdomTree Floating Rate Treasury Fund (USFR)^

    4.6%  
*

The largest holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 43 of this report.

The WisdomTree Enhanced Commodity Strategy Fund (the “Fund”) seeks to achieve positive total returns in rising and falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is actively managed and intends to provide broad-based exposure to the following four commodity sectors: Energy, Agriculture, Industrial Metals, and Precious Metals primarily through investments in futures contracts.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized Net
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 956.00        0.55 %1    $ 2.67  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.07        0.55 %1    $ 2.76  
1 

WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs.

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      Since Inception1  

Fund NAV Returns

       -4.40      -7.10      11.64

Fund Market Price Returns

       -4.23      -7.62      11.46

S&P GSCI Index

       -8.36      -0.30      27.49

Bloomberg Commodity Index Total Return

       -10.92      -4.72      17.03
*

Returns of less than one year are cumulative.

 

1 

For the period December 19, 2020 (post-reorganization) through February 28, 2023.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust      17  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    90.8%  

Exchange-Traded Funds

    4.4%  

Other Assets less Liabilities‡

    4.8%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Bill,
4.63%, 5/18/23

    80.5%  

U.S. Treasury Bill,
4.41%, 3/16/23

    10.3%  

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 43 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.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized Net
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 981.70        0.65 %1    $ 3.19  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,021.57        0.65 %1    $ 3.26  
1 

WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs.

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      5 Year      10 Year  

Fund NAV Returns

       -1.83      -3.47      3.21      0.87      0.11

Fund Market Price Returns

       -1.85      -2.97      3.12      0.84      0.07

ICE BofA U.S. 3-Month Treasury Bill Index

       1.74      2.10      0.84      1.35      0.83

60% S&P 500 Index / 40% Bloomberg U.S. Aggregate Index Composite

       -1.72      -9.27      5.46      6.05      7.75

S&P GSCI Index

       -8.36      -0.30      16.63      5.62      -3.66
*

Returns of less than one year are cumulative.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

18   WisdomTree Trust


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree PutWrite Strategy Fund (PUTW)

(formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    95.8%  

Exchange-Traded Funds

    4.4%  

Other Assets less Liabilities‡

    -0.2%  

Total

    100.0%  

 

The Fund’s investment breakdown may change over time. It does not include derivatives (if any).

 

Other assets less liabilities may include investment of cash collateral for securities on loan and/or receivables/payables on derivatives (if any).

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Bill,
4.76%, 5/18/23

    57.2%  

U.S. Treasury Bill,
4.92%, 8/10/23

    38.6%  

WisdomTree Floating Rate Treasury Fund (USFR)^

    4.4%  
*

The holdings are subject to change, and there are no guarantees the Fund will remain invested in any particular security. Excludes derivatives and investment of cash collateral for securities on loan (if any).

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 43 of this report.

The WisdomTree PutWrite Strategy Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Volos U.S. Large Cap Target 2.5% PutWrite Index (the “Index”). Prior to October 25, 2022, the Fund sought to track the price and yield performance, before fees and expenses, of the CBOE S&P 500 PutWrite Index (the “Former Index”), utilizing a strategy of writing put options on the S&P 500 Index. In seeking to track the Former Index, the strategy was designed to receive a premium from the option buyer by selling (i.e., writing) a sequence of one-month, at-the-money, S&P 500 Index put options. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized Net
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 1,014.80        0.44 %1    $ 2.20  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.61        0.44 %1    $ 2.21  
1 

WisdomTree Asset Management, Inc. voluntarily waives a portion of its advisory fee, that it would otherwise charge, in an amount equal to the acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investment in the underlying WisdomTree fund. The “Annualized Net Expense Ratio” does not include the impact of AFFEs.

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      3 Year      5 Year      Since Inception1  

Fund NAV Returns

       1.48      -5.06      7.62      4.10      5.73

Fund Market Price Returns

       1.46      -4.64      7.95      4.09      5.72

CBOE S&P 500® PutWrite/Volos U.S. Large Cap Target 2.5% PutWrite Spliced Index2

       2.73      -3.57      8.60      4.88      6.45

S&P 500® Index

       1.26      -7.69      12.15      9.82      12.89
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NYSE Arca, Inc. on February 24, 2016.

 

2 

CBOE S&P 500® PutWrite Index through October 24, 2022; Volos U.S. Large Cap Target 2.5% PutWrite Index thereafter.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

WisdomTree Trust      19  


Performance Summary

as of February 28, 2023 (unaudited)

WisdomTree Target Range Fund (GTR)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    74.2%  

Purchased Options (Exchange-Traded)

    18.5%  

Other Assets less Liabilities‡

    7.3%  

Total

    100.0%  

 

The Fund’s 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,
4.62%, 5/18/23

     74.2

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

     9.7

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

     4.1

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

     3.3

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

     1.4
*

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 Index’s returns due to the amount and timing of assets that flow in and out of the Fund.

Shareholder Expense Example (for the six-month period ended February 28, 2023)

 

         
      Beginning
Account Value
     Ending
Account Value
     Annualized
Expense Ratio
    Expenses Paid
During the
Period
 

Actual

   $ 1,000.00      $ 970.80        0.70   $ 3.42  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,021.32        0.70   $ 3.51  

Performance

 

   
        Average Annual Total Return  
        6-Month*      1 Year      Since Inception1  

Fund NAV Returns

       -2.92      -11.72      -10.66

Fund Market Price Returns

       -3.05      -11.41      -10.57

TOPS® Global Equity Target Range Index

       -2.73      -10.71      -9.84

MSCI AC World Index

       3.32      -8.26      -6.81
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NASDAQ on October 7, 2021.

Performance is historical and does not guarantee future results. The returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or on the redemption of Fund shares.

 

20   WisdomTree Trust


Description of Terms and Indexes (unaudited)

 

Below are descriptions of certain terms and of each index referenced in this report.

60% S&P 500® Index/40% Bloomberg U.S. Aggregate Index Composite:

The 60% S&P 500® Index/40% Bloomberg U.S. Aggregate Index Composite represents a 60% weight to the S&P 500® Index and a 40% weight to the Bloomberg U.S. Aggregate Index. The Bloomberg U.S. Aggregate Index measures the performance of the U.S. investment investment-grade bond market.

Bloomberg Commodity Index Total Return:

Bloomberg Commodity Index Total Return is composed of futures contracts and reflects the returns on a fully collateralized investment in the Bloomberg Commodity Index (“BCOM”). This combines the returns of the BCOM with the returns on cash collateral invested in 13-week U.S. Treasury Bills.

Bloomberg Dollar Spot Index:

The Bloomberg Dollar Spot Index tracks the performance of a basket of 10 leading global currencies versus the U.S. dollar. Each currency in the basket and its weight is determined annually based on its share of international trade and foreign exchange (FX) liquidity.

Bloomberg Dollar Total Return Index:

The Bloomberg Dollar Total Return Index is total return version of the Bloomberg Dollar Spot Index (BBDXY). It is generated by adding the daily forward implied yield of each currency, and U.S. funding rate, to BBDXY returns.

Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration:

The Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration combines long positions in the Bloomberg U.S. Aggregate Bond Index with short positions in U.S. Treasury Bonds to provide a duration exposure of 0 years. Market values of long and short positions are rebalanced at month-end.

Bloomberg U.S. Aggregate Bond Index:

The Bloomberg U.S. Aggregate Bond Index measures the performance of the U.S. investment-grade bond market.

Bloomberg U.S. Aggregate Enhanced Yield Index:

The Bloomberg U.S. Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg U.S. Aggregate Bond Index seeking to enhance yield while maintaining a similar risk profile.

Bloomberg U.S. Securitized MBS/ABS/CMBS Index:

The Bloomberg U.S. Securitized MBS/ABS/CMBS Index is a market capitalization index that is designed to measure the performance of residential mortgage backed securities issued by Government Sponsored Enterprises, commercial mortgage backed securities, and asset backed securities.

Bloomberg U.S. Short Aggregate Composite Index:

The Bloomberg U.S. Short Aggregate Composite Index measures the performance of the short-term U.S. investment-grade bond market.

Bloomberg U.S. Short Aggregate Enhanced Yield Index:

The Bloomberg U.S. Short Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg U.S. Aggregate Bond Index that

 

WisdomTree Trust      21  


Description of Terms and Indexes (unaudited) (continued)

 

 

generally have effective maturities shorter than 5 years and seeks to enhance yield while maintaining a similar risk profile.

Bloomberg U.S. Treasury Floating Rate Bond Index:

The Bloomberg U.S. Treasury Floating Rate Bond Index is a rules-based, market-value weighted index engineered to measure the performance and characteristics of floating rate coupon U.S. Treasuries which have a maturity greater than 12 months.

Bloomberg U.S. Universal Enhanced Yield Index:

The Bloomberg U.S. Universal Enhanced Yield Index is a rules-based index that seeks to provide both exposure and potential yield enhancement across the broad universe of U.S. Dollar-denominated market.

CBOE® S&P 500 PutWrite Index:

The CBOE® S&P 500 PutWrite Index tracks the value of a cash-secured (i.e., collateralized) put option sales strategy, which consists of selling (or “writing”) S&P 500® Index put options and investing the sale proceeds in one- and three-month Treasury bills.

Collateralized loan obligation (CLO):

A collateralized loan obligation is a form of securitization where payments from multiple middle sized and large business loans are pooled together and passed on to different classes of owners.

Commercial mortgage backed securities (CMBS):

A type of mortgage backed security that is backed by commercial and multifamily mortgages rather than residential real estate.

Duration:

Duration is a measure of a bond’s sensitivity to changes in interest rates. The weighted average accounts for the various durations of the bonds purchased as well as the proportion of the total government bond portfolio that they make up.

Equal-Weighted Emerging Currency Composite:

A composite incorporating equal-weighted exposure to the currencies within the Emerging Currency Strategy Fund was constructed as an additional gauge of Emerging Currency Strategy Fund performance. The composite tracks the returns for the currencies using the total returns of the country subindices of the JP Morgan Emerging Local Markets Index Plus (ELMI+). Each subindex uses a weighted basket of one-month, two-month and three-month currency forwards (deliverable or 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.

 

22   WisdomTree Trust


Description of Terms and Indexes (unaudited) (continued)

 

ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index:

The ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index tracks the performance of the combination of a long position in short maturity U.S. high yield bonds and a short position in on-the-run U.S. Treasuries where the net interest rate exposure of the index is adjusted to a zero year duration. Market values of long and short positions are rebalanced at month-end.

ICE BofA Merrill Lynch U.S. High Yield Index:

The ICE BofA Merrill Lynch U.S. High Yield Index tracks the performance of U.S. dollar denominated below investment grade corporate bond debt securities issued in the U.S.

ICE BofA U.S. 3-Month Treasury Bill Index:

The ICE BofA U.S. 3-Month Treasury Bill Index is an unmanaged market index of U.S. Treasury securities maturing in 90 days that assumes reinvestment of all income.

JP Morgan CEMBI Diversified Index:

The JP Morgan CEMBI Diversified Index is an alternatively weighted version of the JP Morgan CEMBI Index (a comprehensive U.S. dollar-denominated emerging market corporate bond index) which limits the weights of those index countries with larger corporate debt stocks by only including a specified portion of these countries’ eligible current face amounts of debt outstanding.

JP Morgan Emerging Local Markets Index Plus (ELMI+):

The JP Morgan Emerging Local Markets Index Plus (ELMI+) and its underlying country and regional subindices track the total returns for local-currency denominated money market instruments in emerging market countries.

JP Morgan Emerging Local Markets Index Plus (ELMI+) China:

The China subindex uses a weighted basket of one-month, two-month and three-month currency forwards collateralized with U.S. money market rates to proxy the total returns of an investment in Chinese yuan money market instruments. The returns are reported in U.S. dollar terms.

JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index:

The JP Morgan Government Bond Index-Emerging Markets (GBI-EM) Global Diversified Index tracks the performance of local currency debt issued by emerging market governments, whose debt is accessible by most of the international investor base. The index incorporates a constrained market capitalization methodology in which individual issuer exposures are capped at 10% (with the excess distributed to smaller issuers) for greater diversification among issuing governments. The returns are reported in U.S. dollar terms.

Long Call Spread:

A long call spread is an option trading strategy designed to benefit from a stock’s limited increase in price. The strategy uses two call options — buying a lower strike call and selling a higher strike call — to create a range consisting of a lower strike price and an upper strike price. The long call spread helps to limit losses of owning stock but it also limits the gains.

Mortgage-backed security (MBS):

A mortgage backed security is a type of asset-backed security which is secured by a mortgage or collection of mortgages.

 

WisdomTree Trust      23  


Description of Terms and Indexes (unaudited) (continued)

 

 

MSCI AC World Index:

The MSCI AC World Index is a free float adjusted market capitalization index that is designed to measure the performance of the world stock indexes covered by MSCI.

NYSE ARCA Gold Miners Index:

The NYSE Arca Gold Miners Index is a modified market capitalization weighted index that measures the performance of global gold mining companies.

S&P 500® Index:

The S&P 500® Index is a capitalization-weighted index of 500 stocks selected by Standard & Poor’s Index Committee designed to represent the performance of the leading industries in the United States economy.

S&P GSCI Index:

The S&P GSCI Index comprises the principal physical commodities that are the subject to active, liquid futures markets.

Spot Rate and Non-Deliverable Forward (“NDF”) Rate Returns:

A “spot” rate is the foreign exchange rate on foreign currency contracts settled generally within two business days from the trade date. The NDF rate is the foreign exchange rate on non-deliverable forward currency contracts settled on a future date that is generally greater than two business days from the trade date. The Chinese yuan NDF return rate relative to the U.S. dollar calculated by WisdomTree is the rate of return percentage difference between the end of period NDF rate and the beginning of period NDF rate using WM/Reuters Singapore closing rates.

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.

Volos U.S. Large Cap Target 2.5% PutWrite Index:

The Volos U.S. Large Cap Target 2.5% PutWrite Index tracks the performance of a systematic collateralized PutWrite strategy. At any point in time the strategy has two short put options on SPDR® ETF Trust, with different expiration dates, and a collateral account that accrues interest at a theoretical Treasury Bill rate on a daily basis.

WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index:

The WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index is a rules-based alternatively weighted index that is designed to provide exposure to U.S. high yield corporate bonds with a short position in U.S. Treasuries where the net interest rate exposure of the index is adjusted to a zero year duration.

* * * * * *

 

24   WisdomTree Trust


Description of Terms and Indexes (unaudited) (continued)

 

Bloomberg® and the Bloomberg Indices are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”) and have been licensed for use for certain purposes by WisdomTree. Bloomberg is not affiliated with WisdomTree, and Bloomberg does not approve, endorse, review, or recommend each of AGGY, SHAG, AGZD or UNIY. Bloomberg does not guarantee the timeliness, accurateness, or completeness of any data or information relating to each of AGGY, SHAG, AGZD or UNIY.

Merrill Lynch, Pierce, Fenner & Smith Incorporated and its affiliates (“ICE BofA Merrill Lynch”) indices and related information, the name “ICE BofA Merrill Lynch”, and related trademarks, are intellectual property licensed from ICE BofA Merrill Lynch, and may not be copied, used, or distributed without ICE BofA Merrill Lynch’s prior written approval. The licensee’s products have not been passed on as to their legality or suitability, and are not regulated, issued, endorsed, sold, guaranteed, or promoted by ICE BofA Merrill Lynch. ICE BofA MERRILL LYNCH MAKES NO WARRANTIES AND BEARS NO LIABILITY WITH RESPECT TO THE INDICES, ANY RELATED INFORMATION, ITS TRADEMARKS, OR THE PRODUCT(S) (INCLUDING WITHOUT LIMITATION, THEIR QUALITY, ACCURACY, SUITABILITY AND/OR COMPLETENESS).

Neither Volos nor any other party guarantees the accuracy and/or the completeness of the Volos U.S. Large Cap Target 2.5% PutWrite Index (the “Index”) or any Index data included herein. Neither Volos nor any other party makes any warranty, express or implied, as to results to be obtained from the use of the Index or any Index data included herein. Volos expressly disclaims any liability for any errors or omissions in the Index or Index data and no party may rely on the Index or Index data contained in this communication. Volos does not promote, sponsor or endorse the content of this communication.

The Gapstow Liquid Alternative Credit Index is a registered service mark of Gapstow Capital Partners L.P. and has been licensed for use by WisdomTree Asset Management and WisdomTree Trust as the issuer of the WisdomTree Alternative Income Fund. The WisdomTree Alternative Income Fund is not sponsored, endorsed, sold, or promoted by Gapstow Capital Partners L.P., and it makes no representation regarding the advisability of investing in the Fund. GAPSTOW CAPITAL PARTNERS L.P. AND ITS AFFILIATES MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE WISDOMTREE ALTERNATIVE INCOME FUND. Gapstow Capital Partners L.P. contracts with a calculation agent to independently calculate and publish the Gapstow Liquid Alternative Credit Index, and Gapstow Capital Partners L.P. cannot assure its accuracy. The publication of the Gapstow Liquid Alternative Credit Index does not constitute a recommendation by Gapstow Capital Partners L.P. to invest in the WisdomTree Alternative Income Fund. Gapstow Capital Partners L.P. offers no guarantee or assurance with regard to the results of using the Gapstow Liquid Alternative Credit Index.

WisdomTree, Inc. and WisdomTree Asset Management, Inc. (together, “WisdomTree”) and the Funds make no representation or warranty, express or implied, to the owners of shares of the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly or the ability of the underlying Indexes to track the performance of their underlying securities. WisdomTree is the licensor of certain trademarks, service marks and trade names of the Funds. WisdomTree has no obligation to take the needs of the Funds or the owners of shares of the Funds into consideration in determining, composing, or calculating the underlying WisdomTree Indexes of the applicable Funds. WisdomTree is not responsible for, and has not participated in, the determination of the timing of, prices of, or quantities of shares of the Funds to be issued or in the determination or calculation of the equation by which the shares of the Funds are redeemable. WisdomTree and the Funds do not guarantee the accuracy, completeness, or performance of the underlying Indexes or the data included therein and shall have no liability in connection with the underlying Indexes or their calculation.

 

WisdomTree Trust      25  


Description of Terms and Indexes (unaudited) (concluded)

 

 

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.

* * * * * *

Abbreviations used in the schedules of investments and related tables included in this report are as follows:

 

CURRENCY ABBREVIATIONS:                
AUD   Australian dollar    EUR   Euro    PHP   Philippine peso
BRL   Brazilian real    GBP   British pound    PLN   Polish zloty
CAD   Canadian dollar    IDR   Indonesian rupiah    THB   Thai baht
CHF   Swiss franc    INR   Indian rupee    TRY   Turkish new lira
CLP   Chilean peso    JPY   Japanese yen    TWD   New Taiwan dollar
CNH   Offshore Chinese renminbi    KRW   South Korean won    USD   U.S. dollar
CNY   Chinese yuan    MXN   Mexican peso    ZAR   South African rand
COP   Colombian peso    MYR   Malaysian ringgit     
OTHER ABBREVIATIONS:                
ADR   American Depositary Receipt
HECM   Home Equity Conversion Mortgage
HRW   Hard Red Winter
PIK   Payment-In-Kind
RBOB   Reformulated Blendstock for Oxygenate Blending
REMIC   Real Estate Mortgage Investment Conduit
ULSD   Ultra-Low-Sulfur Diesel
WTI   West Texas Intermediate

 

26   WisdomTree Trust


Schedule of Investments (unaudited)

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

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 92.8%

 

U.S. Treasury Bills – 92.8%

 

4.31%, 3/16/23*

   $ 71,975,000      $ 71,840,572  

4.53%, 4/27/23*

     71,810,000        71,281,725  

4.68%, 5/9/23*

     71,100,000        70,471,318  

4.68%, 5/30/23*

     68,250,000        67,453,864  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $281,113,828)

              281,047,479  
EXCHANGE-TRADED FUND – 4.3%

 

United States – 4.3%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $12,892,368)      256,500      12,899,385  

TOTAL INVESTMENTS IN SECURITIES – 97.1%

(Cost: $294,006,196)

 

 

     293,946,864  

Other Assets less Liabilities – 2.9%

 

     8,800,589  
  

 

 

 
NET ASSETS – 100.0%

 

   $ 302,747,453  
* 

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 six-month fiscal period ended February 28, 2023 were as follows:

 

Affiliate   Value at
8/31/2022
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/28/2023
    Dividend
Income
    Capital Gain
Distributions
 

WisdomTree Floating Rate Treasury Fund

  $ 16,758,375     $ 5,033,200     $ 8,906,390     $ (4,943   $ 19,143     $ 12,899,385     $ 309,160     $ 909  

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER)  
Counterparty   Settlement
Date
    Amount and
Description of
Currency to
be Purchased
    Amount and
Description of
Currency to
be Sold
    Unrealized
Appreciation
    Unrealized
Depreciation
 

Bank of America NA

    3/6/2023       14,972,435       USD       21,185,000       AUD     $ 714,955     $  

Bank of America NA

    3/6/2023       34,410,127       USD       45,775,000       CAD       862,162        

Barclays Bank PLC

    3/6/2023       139,422,000       CNH       20,064,906       USD       1,690        

Barclays Bank PLC

    3/6/2023       512,311,000       MXN       27,977,051       USD       2,294        

Barclays Bank PLC

    4/5/2023       27,903,465       USD       513,885,000       MXN             (3,546

Barclays Bank PLC

    4/6/2023       21,201,635       USD       147,045,000       CNH             (3,146

Citibank NA

    3/6/2023       5,737,000       INR       69,479       USD             (94

Citibank NA

    3/6/2023       1,617,000       TWD       53,636       USD             (545

Citibank NA

    3/6/2023       183,095,000       TWD       5,958,184       USD       53,364        

Citibank NA

    4/10/2023       6,199,256       USD       189,970,000       TWD             (60,044

Goldman Sachs

    3/6/2023       5,630,000       INR       68,180       USD             (90

Goldman Sachs

    3/6/2023       22,540,000       INR       272,009       USD       593        

Goldman Sachs

    3/6/2023       106,051,000       KRW       86,671       USD             (6,519

Goldman Sachs

    3/6/2023       105,000,000       KRW       84,141       USD             (4,783

Goldman Sachs

    3/6/2023       420,000,000       KRW       333,333       USD             (15,900

Goldman Sachs

    3/6/2023       1,550,000       TWD       51,857       USD             (966

Goldman Sachs

    3/6/2023       6,210,000       TWD       207,242       USD             (3,349

Goldman Sachs

    3/6/2023       15,657,094       USD       14,285,000       CHF       483,571        

Goldman Sachs

    3/6/2023       28,694,812       USD       543,460,000       MXN             (985,704

HSBC Holdings PLC

    3/6/2023       19,979,000       AUD       13,446,127       USD             (284

HSBC Holdings PLC

    3/6/2023       42,801,000       CAD       31,368,132       USD       223        

HSBC Holdings PLC

    3/6/2023       649,674,000       INR       7,860,544       USD             (3,293

HSBC Holdings PLC

    3/6/2023       12,099,246,000       KRW       9,152,228       USD             (7,698

HSBC Holdings PLC

    3/6/2023       21,936,493       USD       147,895,000       CNH       650,403        

HSBC Holdings PLC

    3/6/2023       42,283,257       USD       5,480,130,000       JPY       2,012,549        

HSBC Holdings PLC

    3/6/2023       10,422,629       USD       12,837,135,000       KRW       720,407        

HSBC Holdings PLC

    4/6/2023       14,397,460       USD       21,370,000       AUD             (749

HSBC Holdings PLC

    4/6/2023       33,047,818       USD       45,080,000       CAD             (549

HSBC Holdings PLC

    4/6/2023       8,122,677       USD       673,240,000       INR             (3,672

 

See Notes to Financial Statements.

 

WisdomTree Trust      27  


Schedule of Investments (unaudited) (continued)

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

February 28, 2023

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER)  
Counterparty   Settlement
Date
    Amount and
Description of
Currency to
be Purchased
    Amount and
Description of
Currency to
be Sold
    Unrealized
Appreciation
    Unrealized
Depreciation
 

HSBC Holdings PLC

    4/6/2023       10,079,336       USD       13,309,965,000       KRW     $ 7,170     $  

JP Morgan Chase Bank NA

    3/6/2023       175,000       AUD       124,102       USD             (6,327

JP Morgan Chase Bank NA

    3/6/2023       170,000       AUD       117,845       USD             (3,435

JP Morgan Chase Bank NA

    3/6/2023       685,000       AUD       472,141       USD             (11,137

JP Morgan Chase Bank NA

    3/6/2023       176,000       AUD       121,878       USD             (3,430

JP Morgan Chase Bank NA

    3/6/2023       378,000       CAD       283,956       USD             (6,924

JP Morgan Chase Bank NA

    3/6/2023       375,000       CAD       279,869       USD             (5,036

JP Morgan Chase Bank NA

    3/6/2023       1,490,000       CAD       1,108,389       USD             (16,386

JP Morgan Chase Bank NA

    3/6/2023       381,000       CAD       285,526       USD             (6,296

JP Morgan Chase Bank NA

    3/6/2023       118,000       CHF       129,544       USD             (4,204

JP Morgan Chase Bank NA

    3/6/2023       115,000       CHF       124,514       USD             (2,361

JP Morgan Chase Bank NA

    3/6/2023       465,000       CHF       502,292       USD             (8,369

JP Morgan Chase Bank NA

    3/6/2023       119,000       CHF       129,075       USD             (2,674

JP Morgan Chase Bank NA

    3/6/2023       1,222,000       CNH       181,748       USD             (5,869

JP Morgan Chase Bank NA

    3/6/2023       1,205,000       CNH       177,334       USD             (3,902

JP Morgan Chase Bank NA

    3/6/2023       4,815,000       CNH       709,015       USD             (16,006

JP Morgan Chase Bank NA

    3/6/2023       1,231,000       CNH       180,596       USD             (3,421

JP Morgan Chase Bank NA

    3/6/2023       737,000       EUR       805,747       USD             (26,034

JP Morgan Chase Bank NA

    3/6/2023       725,000       EUR       783,912       USD             (16,894

JP Morgan Chase Bank NA

    3/6/2023       3,100,000       EUR       3,331,477       USD             (51,813

JP Morgan Chase Bank NA

    3/6/2023       741,000       EUR       792,401       USD             (8,455

JP Morgan Chase Bank NA

    3/6/2023       222,000       GBP       271,837       USD             (4,787

JP Morgan Chase Bank NA

    3/6/2023       220,000       GBP       265,263       USD             (618

JP Morgan Chase Bank NA

    3/6/2023       875,000       GBP       1,052,505       USD       58        

JP Morgan Chase Bank NA

    3/6/2023       223,000       GBP       268,945       USD             (691

JP Morgan Chase Bank NA

    3/6/2023       45,273,000       JPY       352,949       USD             (20,260

JP Morgan Chase Bank NA

    3/6/2023       44,710,000       JPY       342,188       USD             (13,637

JP Morgan Chase Bank NA

    3/6/2023       179,125,000       JPY       1,355,343       USD             (39,044

JP Morgan Chase Bank NA

    3/6/2023       45,611,000       JPY       348,023       USD             (12,851

JP Morgan Chase Bank NA

    3/6/2023       4,490,000       MXN       239,563       USD       5,654        

JP Morgan Chase Bank NA

    3/6/2023       4,430,000       MXN       232,463       USD       9,477        

JP Morgan Chase Bank NA

    3/6/2023       17,705,000       MXN       920,204       USD       46,737        

JP Morgan Chase Bank NA

    3/6/2023       4,524,000       MXN       241,586       USD       5,488        

JP Morgan Chase Bank NA

    3/6/2023       97,163,586       USD       89,190,000       EUR       2,804,477        

JP Morgan Chase Bank NA

    3/6/2023       33,100,627       USD       26,830,000       GBP       826,036        

Morgan Stanley & Co. International

    3/6/2023       350,000       CAD       262,166       USD             (5,655

Morgan Stanley & Co. International

    3/6/2023       25,095,000       GBP       30,187,177       USD       332        

Morgan Stanley & Co. International

    3/6/2023       5,694,000       INR       69,270       USD             (406

Morgan Stanley & Co. International

    3/6/2023       5,135,181,000       JPY       37,735,506       USD       346        

Morgan Stanley & Co. International

    3/6/2023       1,603,000       TWD       54,238       USD             (1,607

Morgan Stanley & Co. International

    4/6/2023       31,708,658       USD       26,345,000       GBP             (678

Morgan Stanley & Co. International

    4/6/2023       40,873,952       USD       5,538,045,000       JPY             (800

Royal Bank of Canada

    3/6/2023       8,413,745       USD       689,275,000       INR       77,553        

Standard Chartered Bank

    3/6/2023       310,000       EUR       332,715       USD             (4,749

Standard Chartered Bank

    3/6/2023       195,000       GBP       236,695       USD             (2,124

Standard Chartered Bank

    3/6/2023       30,230,000       JPY       228,423       USD             (6,278

Standard Chartered Bank

    3/6/2023       106,838,000       KRW       84,257       USD             (3,510

Standard Chartered Bank

    3/6/2023       6,489,305       USD       194,075,000       TWD       117,252        

UBS AG

    3/6/2023       13,468,000       CHF       14,305,592       USD       113        

UBS AG

    3/6/2023       83,577,000       EUR       88,419,869       USD       932        

UBS AG

    4/6/2023       14,985,010       USD       14,060,000       CHF             (289

UBS AG

    4/6/2023       93,455,713       USD       88,175,000       EUR             (1,640
                                            $ 9,403,836     $ (1,429,528

 

See Notes to Financial Statements.

 

28   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

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

February 28, 2023

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Obligations

   $      $ 281,047,479      $      $ 281,047,479  

Exchange-Traded Fund

     12,899,385                      12,899,385  

Total Investments in Securities

   $ 12,899,385      $ 281,047,479      $      $ 293,946,864  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ 9,403,836      $      $ 9,403,836  

Liabilities:

  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ (1,429,528    $      $ (1,429,528

Total – Net

   $ 12,899,385      $ 289,021,787      $      $ 301,921,172  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      29  


Schedule of Investments (unaudited)

WisdomTree Chinese Yuan Strategy Fund (CYB)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 66.4%

 

U.S. Treasury Bills – 66.4%

 

4.41%, 3/28/23*

   $ 7,860,000      $ 7,833,398  

4.68%, 5/9/23*

     8,880,000        8,801,481  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $16,637,168)

 

 

     16,634,879  
      Shares          
EXCHANGE-TRADED FUND – 4.5%

 

United States – 4.5%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $1,119,572)      22,300        1,121,467  
REPURCHASE AGREEMENT – 29.3%

 

United States – 29.3%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/28/23 (tri-party custodian: The Bank of New York Mellon Corp.), 4.55% due 3/1/23; Proceeds at maturity – $7,340,928 (fully collateralized by U.S. Treasury Note, 1.38% – 2.75% due 5/31/23 – 8/31/26, Ginnie Mae I Construction Loan, 2.62% – 5.65% due 6/15/64 – 9/15/64; Market value including accrued interest – $7,517,600)

     
(Cost: $7,340,000)    $ 7,340,000      $ 7,340,000  

TOTAL INVESTMENTS IN SECURITIES – 100.2%

(Cost: $25,096,740)

 

 

     25,096,346  

Other Assets less Liabilities – (0.2)%

 

     (54,702
  

 

 

 
NET ASSETS – 100.0%

 

   $ 25,041,644  
* 

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 six-month fiscal period ended February 28, 2023 were as follows:

 

Affiliate   Value at
8/31/2022
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/28/2023
    Dividend
Income
    Capital Gain
Distributions
 

WisdomTree Floating Rate Treasury Fund

  $ 1,120,575     $     $     $     $ 892     $ 1,121,467     $ 21,743     $ 57  

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER)  
Counterparty   Settlement
Date
    Amount and
Description of
Currency to
be Purchased
    Amount and
Description of
Currency to
be Sold
    Unrealized
Appreciation
    Unrealized
Depreciation
 

Citibank NA

    3/13/2023       503,965       USD       3,400,000       CNY     $ 13,946     $  

Citibank NA

    3/13/2023       4,468,840       USD       31,100,000       CNY             (13,389

Citibank NA

    4/14/2023       742,777       USD       5,000,000       CNY       20,879        

Citibank NA

    6/13/2023       32,000,000       CNY       4,619,404       USD       18,043        

HSBC Holdings PLC

    3/13/2023       34,500,000       CNY       4,854,369       USD       117,879        

HSBC Holdings PLC

    4/14/2023       59,500,000       CNY       8,601,995       USD             (11,418

HSBC Holdings PLC

    5/16/2023       61,303,000       CNY       9,135,113       USD             (267,106

Standard Chartered Bank

    4/14/2023       28,000,000       CNH       4,048,033       USD             (12,340

Standard Chartered Bank

    4/14/2023       371,266       USD       2,500,000       CNH       10,937        
                                            $ 181,684     $ (304,253

 

See Notes to Financial Statements.

 

30   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Chinese Yuan Strategy Fund (CYB)

February 28, 2023

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Obligations

   $      $ 16,634,879      $      $ 16,634,879  

Exchange-Traded Fund

     1,121,467                      1,121,467  

Repurchase Agreement

            7,340,000               7,340,000  

Total Investments in Securities

   $ 1,121,467      $ 23,974,879      $      $ 25,096,346  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ 181,684      $      $ 181,684  

Liabilities:

  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ (304,253    $      $ (304,253

Total – Net

   $ 1,121,467      $ 23,852,310      $      $ 24,973,777  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      31  


Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 63.5%

 

U.S. Treasury Bills – 63.5%

 

4.41%, 3/28/23*

   $ 2,460,000      $ 2,451,674  

4.68%, 5/9/23*

     2,980,000        2,953,650  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $5,406,064)

 

 

     5,405,324  
      Shares          
EXCHANGE-TRADED FUND – 4.0%

 

United States – 4.0%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $341,394)      6,800        341,972  
REPURCHASE AGREEMENT – 32.0%

 

United States – 32.0%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/28/23 (tri-party custodian: The Bank of New York Mellon Corp.), 4.55% due 3/1/23; Proceeds at maturity – $2,720,344 (fully collateralized by U.S. Treasury Note, 1.63% due 11/30/26; Market value including accrued interest – $2,774,461)

     
(Cost: $2,720,000)    $ 2,720,000      $ 2,720,000  

TOTAL INVESTMENTS IN SECURITIES – 99.5%

(Cost: $8,467,458)

 

 

     8,467,296  

Other Assets less Liabilities – 0.5%

 

     45,220  
  

 

 

 
NET ASSETS – 100.0%

 

   $ 8,512,516  
* 

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 six-month fiscal period ended February 28, 2023 were as follows:

 

Affiliate   Value at
8/31/2022
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/28/2023
    Dividend
Income
    Capital Gain
Distributions
 

WisdomTree Floating Rate Treasury Fund

  $ 341,700     $     $     $     $ 272     $ 341,972     $ 6,630     $ 17  

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FOREIGN CURRENCY CONTRACTS (OTC — OVER THE COUNTER)  
Counterparty   Settlement
Date
    Amount and
Description of
Currency to
be Purchased
    Amount and
Description of
Currency to
be Sold
    Unrealized
Appreciation
    Unrealized
Depreciation
 

Citibank NA

    5/8/2023       51,935,000       INR       631,471       USD     $     $ (6,558

Goldman Sachs

    5/5/2023       3,270,000       BRL       630,763       USD             (11,504

HSBC Holdings PLC

    5/5/2023       515,980,000       CLP       629,589       USD             (14,750

HSBC Holdings PLC

    5/8/2023       774,965,000       KRW       629,689       USD             (41,775

JP Morgan Chase Bank NA

    5/5/2023       12,120,000       MXN       633,913       USD       19,515        

JP Morgan Chase Bank NA

    5/5/2023       2,765,000       PLN       632,487       USD             (12,060

JP Morgan Chase Bank NA

    5/5/2023       12,635,000       TRY       633,601       USD       11,119        

JP Morgan Chase Bank NA

    5/5/2023       10,970,000       ZAR       631,400       USD             (37,001

Morgan Stanley & Co. International

    5/5/2023       2,665,000       MYR       631,966       USD             (35,780

Standard Chartered Bank

    5/5/2023       4,240,000       CNH       630,903       USD             (18,921

UBS AG

    5/5/2023       2,946,300,000       COP       634,691       USD             (34,010

UBS AG

    5/5/2023       9,461,245,000       IDR       630,897       USD             (10,980

UBS AG

    5/5/2023       34,400,000       PHP       631,309       USD             (9,791

UBS AG

    5/5/2023       20,500,000       THB       628,231       USD             (41,456
                                            $ 30,634     $ (274,586

 

See Notes to Financial Statements.

 

32   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

February 28, 2023

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Obligations

   $      $ 5,405,324      $      $ 5,405,324  

Exchange-Traded Fund

     341,972                      341,972  

Repurchase Agreement

            2,720,000               2,720,000  

Total Investments in Securities

   $ 341,972      $ 8,125,324      $      $ 8,467,296  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ 30,634      $      $ 30,634  

Liabilities:

  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ (274,586    $      $ (274,586

Total – Net

   $ 341,972      $ 7,881,372      $      $ 8,223,344  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      33  


Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
CORPORATE BONDS – 89.3%

 

Argentina – 1.1%

 

Arcor SAIC
8.25%, 10/9/27(a)

   $ 250,000      $ 261,000  

YPF SA
8.50%, 6/27/29(a)

     263,000        211,711  
     

 

 

 
Total Argentina               472,711  
Austria – 0.5%

 

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

     226,000        226,000  
Brazil – 3.4%      

Banco do Brasil SA

     

9.00%, 6/18/24, (9.00% fixed rate until 6/18/24; 10-year Constant Maturity Treasury Rate + 6.362% thereafter)(b)(c)(d)

     450,000        458,289  

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

     325,000        256,246  

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

     50,000        49,883  

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

     275,000        215,016  

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

     500,000        485,905  
     

 

 

 
Total Brazil               1,465,339  
Chile – 4.6%

 

ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Partners
4.05%, 4/27/26(a)

     300,000        265,500  

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

     200,000        165,973  

Celulosa Arauco y Constitucion SA

     

4.50%, 8/1/24

     200,000        196,500  

5.50%, 11/2/47

     325,000        277,517  

Corp. Nacional del Cobre de Chile
5.13%, 2/2/33(a)(e)

     200,000        194,407  

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

     350,000        268,625  

Inversiones CMPC SA
3.00%, 4/6/31(a)

     325,000        268,621  

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

     450,000        360,423  
     

 

 

 
Total Chile               1,997,566  
China – 4.4%

 

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

     350,000        339,456  

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

     300,000        271,313  

Lenovo Group Ltd.

     

5.83%, 1/27/28(a)

     350,000        344,344  

6.54%, 7/27/32(a)

     330,000        322,536  

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

     325,000        286,000  

Tencent Holdings Ltd.

     

3.98%, 4/11/29(b)

     200,000        183,688  

3.93%, 1/19/38(b)

     200,000        161,750  
     

 

 

 
Total China               1,909,087  
Colombia – 5.1%

 

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      348,377  

Ecopetrol SA

     

6.88%, 4/29/30

     325,000        290,469  

8.88%, 1/13/33

     525,000        513,844  

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

     375,000        317,727
 

Millicom International Cellular SA
4.50%, 4/27/31(a)(e)

     225,000        182,953  

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

     450,000        388,036  

Promigas SA ESP / Gases del Pacifico SAC
3.75%, 10/16/29(a)

     200,000        155,558  
     

 

 

 
Total Colombia               2,196,964  
Ghana – 0.8%

 

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

     439,000        355,041  
Guatemala – 1.9%      

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

     460,000        424,350  

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

     500,000        396,250  
     

 

 

 
Total Guatemala               820,600  
Hong Kong – 1.7%

 

Melco Resorts Finance Ltd.

     

5.75%, 7/21/28(b)

     325,000        281,937  

5.75%, 7/21/28(a)

     275,000        238,563  

5.38%, 12/4/29(b)

     250,000        208,125  
     

 

 

 
Total Hong Kong               728,625  
India – 5.3%

 

Adani Ports & Special Economic Zone Ltd.
4.38%, 7/3/29(b)

     250,000        194,375  

Bharti Airtel International Netherlands BV
5.35%, 5/20/24(a)

     323,000        321,308  

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

     600,000        488,190  

Network i2i Ltd.

     

3.98%, 3/3/26, (3.975% fixed rate until 3/3/26; 5-year Constant Maturity Treasury Rate + 3.39% thereafter)(a)(c)(d)(e)

     300,000        265,694  

Reliance Industries Ltd.

     

3.67%, 11/30/27(a)

     200,000        184,847  

2.88%, 1/12/32(a)

     335,000        271,147  

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

     350,000        271,782  

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

     450,000        303,750  
     

 

 

 
Total India               2,301,093  
Indonesia – 2.5%

 

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

     478,000        440,357  

 

See Notes to Financial Statements.

 

34   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

Medco Oak Tree Pte Ltd.
7.38%, 5/14/26(b)

   $ 200,000      $ 195,500  

Pertamina Persero PT
3.10%, 1/21/30(a)

     250,000        216,751  

Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
4.13%, 5/15/27(b)

     241,000        228,987  
     

 

 

 
Total Indonesia               1,081,595  
Ireland – 1.0%

 

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

     475,000        430,350  
Israel – 5.1%      

Bank Hapoalim BM

     

3.26%, 1/21/32, (3.255% fixed rate until 1/21/27; 5-year Constant Maturity Treasury Rate + 2.155% thereafter)(a)(b)(c)

     475,000        407,312  

Bank Leumi Le-Israel BM

     

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)

     200,000        176,594  

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

     375,000        368,906  

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

     300,000        280,690  

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        484,687  

Teva Pharmaceutical Finance Netherlands III BV

     

3.15%, 10/1/26

     250,000        218,438  

5.13%, 5/9/29(e)

     300,000        268,173  
     

 

 

 
Total Israel               2,204,800  
Kazakhstan – 0.8%

 

KazMunayGas National Co. JSC

     

3.50%, 4/14/33(b)

     225,000        169,031  

6.38%, 10/24/48(b)

     225,000        189,563  
     

 

 

 
Total Kazakhstan               358,594  
Kuwait – 2.2%

 

Equate Petrochemical BV

     

4.25%, 11/3/26(b)

     400,000        383,866  

2.63%, 4/28/28(a)

     350,000        306,642  

NBK Tier 1 Financing 2 Ltd.

     

4.50%, 8/27/25, (4.50% fixed rate until 8/27/25; 6-year Constant Maturity Treasury Rate + 2.832% thereafter)(a)(c)(d)

     300,000        281,112  
     

 

 

 
Total Kuwait               971,620  
Luxembourg – 1.6%

 

Altice Financing SA
5.75%, 8/15/29(a)

     525,000        434,437  

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

     325,000        272,776  
     

 

 

 
Total Luxembourg               707,213  
Malaysia – 2.1%

 

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

   225,000      198,768  

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

     375,000        293,438  

Misc Capital Two Labuan Ltd.
3.75%, 4/6/27(a)

     450,000        417,799  
     

 

 

 
Total Malaysia               910,005  
Mexico – 5.8%

 

Alpek SAB de CV

     

4.25%, 9/18/29(b)

     200,000        179,250  

4.25%, 9/18/29(a)

     400,000        358,500  

Banco Mercantil del Norte SA

     

7.50%, 6/27/29, (7.50% fixed rate until 6/27/29; 10-year Constant Maturity Treasury Rate + 5.47% thereafter)(a)(c)(d)

     400,000        375,000  

Cemex SAB de CV
5.20%, 9/17/30(a)

     200,000        183,350  

GCC SAB de CV Co.
3.61%, 4/20/32(a)

     400,000        336,356  

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)(a)(c)(d)

     400,000        400,195  

Petroleos Mexicanos

     

6.88%, 8/4/26

     325,000        311,236  

10.00%, 2/7/33(a)(e)

     400,000        384,360  
     

 

 

 
Total Mexico               2,528,247  
Mongolia – 1.7%

 

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

     225,000        175,922  

Sands China Ltd.
5.90%, 8/8/28

     575,000        546,376  
     

 

 

 
Total Mongolia               722,298  
Morocco – 0.9%

 

OCP SA

     

4.50%, 10/22/25(a)

     200,000        191,744  

6.88%, 4/25/44(b)

     200,000        182,750  
     

 

 

 
Total Morocco               374,494  
Netherlands – 0.8%

 

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

     385,000        364,038  
Oman – 1.1%      

OQ SAOC
5.13%, 5/6/28(b)

     250,000        242,277  

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

     250,000        243,195  
     

 

 

 
Total Oman               485,472  
Panama – 1.3%

 

AES Panama Generation Holdings SRL
4.38%, 5/31/30(a)

     625,000        549,375  

 

See Notes to Financial Statements.

 

WisdomTree Trust      35  


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
Peru – 1.8%      

Banco de Credito e Inversiones SA

     

3.13%, 7/1/30, (3.125% fixed rate until 7/1/25; 5-year Constant Maturity Treasury Rate + 3.00% thereafter)(b)(c)

   $ 285,000      $ 259,493  

InRetail Consumer
3.25%, 3/22/28(a)

     375,000        318,150  

Southern Copper Corp.
5.88%, 4/23/45(e)

     200,000        202,177  
     

 

 

 
Total Peru               779,820  
Poland – 0.8%

 

Canpack SA / Canpack U.S. LLC
3.13%, 11/1/25(a)

     384,000        343,380  
Qatar – 2.1%      

Commercial Bank PSQC

     

4.50%, 3/3/26, (4.50% fixed rate until 3/3/26; 5-year Constant Maturity Treasury Rate + 3.874% thereafter)(b)(c)(d)

     400,000        368,341  

Ooredoo International Finance Ltd.
2.63%, 4/8/31(a)

     375,000        321,850  

QatarEnergy
3.30%, 7/12/51(a)

     325,000        237,126  
     

 

 

 
Total Qatar               927,317  
Russia – 0.1%

 

Alfa Bank AO Via Alfa Bond Issuance PLC

     

5.95%, 4/15/30, (5.95% fixed rate until 4/15/25; 5-year Constant Maturity Treasury Rate + 4.546% thereafter)(a)(c)(f)

     350,000        35,219  

Sovcombank Via SovCom Capital DAC

     

7.75%, 5/6/25, (7.75% fixed rate until 5/6/25; 5-year Constant Maturity Treasury Rate + 6.38% thereafter)(a)(c)(d)(f)

     300,000        26,062  
     

 

 

 
Total Russia               61,281  
Saudi Arabia – 3.5%

 

EIG Pearl Holdings Sarl

     

3.55%, 8/31/36(b)

     200,000        167,862  

4.39%, 11/30/46(b)(e)

     350,000        267,619  

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

     325,000        324,012  

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

     700,000        575,998  

Saudi Electricity Global Sukuk Co. 2
5.06%, 4/8/43(b)

     200,000        196,020  
     

 

 

 
Total Saudi Arabia               1,531,511  
Singapore – 0.5%

 

Oversea-Chinese Banking Corp. Ltd.

     

1.83%, 9/10/30, (1.832% fixed rate until 9/10/25; 5-year Constant Maturity Treasury Rate + 1.58% thereafter)(a)(c)

     225,000        204,069  
South Africa – 2.4%      

AngloGold Ashanti Holdings PLC
6.50%, 4/15/40

     256,000        245,840  

Bidvest Group UK PLC
3.63%, 9/23/26(a)

     425,000        379,525  

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

   425,000      419,085  
     

 

 

 
Total South Africa               1,044,450  
South Korea – 5.7%

 

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

     475,000        385,344  

POSCO

     

5.63%, 1/17/26(a)

     450,000        451,287  

5.75%, 1/17/28(a)(e)

     325,000        329,030  

Shinhan Financial Group Co. Ltd.

     

2.88%, 5/12/26, (2.875% fixed rate until 5/12/26; 5-year Constant Maturity Treasury Rate + 2.064% thereafter)(a)(c)(d)

     300,000        260,557  

SK Hynix, Inc.

     

3.00%, 9/17/24(b)

     200,000        190,177  

2.38%, 1/19/31(a)

     300,000        222,691  

Woori Bank

     

4.75%, 4/30/24(b)

     400,000        394,578  

4.88%, 1/26/28(a)

     225,000        223,867  
     

 

 

 
Total South Korea               2,457,531  
Taiwan – 0.8%      

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

     350,000        343,912  
Thailand – 2.8%      

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)(a)(c)(d)

     250,000        237,448  

4.45%, 9/19/28(a)

     300,000        289,750  

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

     440,000        390,299  

PTTEP Treasury Center Co. Ltd.
3.90%, 12/6/59(a)

     400,000        280,536  
     

 

 

 
Total Thailand               1,198,033  
Turkey – 2.2%      

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

     300,000        281,983  

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

     200,000        194,559  

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

     500,000        481,602  
     

 

 

 
Total Turkey               958,144  
United Arab Emirates – 5.5%      

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

     370,000        411,699  

Emirates NBD Bank PJSC

     

6.13%, 3/20/25, (6.125% fixed rate until 3/20/25; 6-year Constant Maturity Treasury Rate + 3.656% thereafter)(b)(c)(d)

     350,000        348,829  

Galaxy Pipeline Assets Bidco Ltd.

     

1.75%, 9/30/27(b)

     405,995        374,530  

2.16%, 3/31/34(a)

     277,398        235,442  

2.94%, 9/30/40(a)

     3,782        2,990  

2.94%, 9/30/40(b)

     193,306        152,838  

 

See Notes to Financial Statements.

 

36   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

MAF Global Securities Ltd.
4.75%, 5/7/24(b)

   $ 200,000      $ 197,628  

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

     375,000        389,325  

Sweihan PV Power Co. PJSC
3.63%, 1/31/49(a)

     316,414        260,052  
     

 

 

 
Total United Arab Emirates               2,373,333  
United Kingdom – 4.7%      

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

     275,000        267,438  

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

     350,000        291,945  

HSBC Holdings PLC

     

8.00%, 3/7/28, (8.00% fixed rate until 3/7/28; 5-year Constant Maturity Treasury Rate + 3.858% thereafter)(c)(d)

     625,000        625,000  

7.39%, 11/3/28, (7.39% fixed rate until 11/3/27; Secured Overnight Financing Rate + 3.35% thereafter)(c)

     350,000        370,511  

Standard Chartered PLC

     

6.17%, 1/9/27, (6.17% fixed rate until 1/9/26; 1-year Constant Maturity Treasury Rate + 2.05% thereafter)(a)(c)(e)

     250,000        252,453  

6.30%, 1/9/29, (6.301% fixed rate until 1/9/28; 1-year Constant Maturity Treasury Rate +2.45% thereafter)(a)(c)

     250,000        255,854  
     

 

 

 
Total United Kingdom               2,063,201  
United States – 0.7%      

JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
3.63%, 1/15/32(a)(e)

     368,000        295,597  

TOTAL CORPORATE BONDS

(Cost: $43,330,012)

 

 

     38,742,706  
FOREIGN GOVERNMENT AGENCIES – 4.1%

 

India – 0.7%

 

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

     325,000        319,722  
South Korea – 2.3%      

Korea Development Bank
4.25%, 9/8/32

     250,000        240,760  

Korea Electric Power Corp.

     

3.63%, 6/14/25(a)

     400,000        384,592  

5.50%, 4/6/28(a)

     350,000        355,899  
     

 

 

 
Total South Korea               981,251  
United Arab Emirates – 1.1%      

Finance Department Government of Sharjah 6.50%, 11/23/32(a)

     450,000        454,500  
TOTAL FOREIGN GOVERNMENT AGENCIES
(Cost: $1,768,267)
              1,755,473  

Investments
   Shares      Value  
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 4.5%

 

United States – 4.5%

 

State Street Navigator Securities Lending Government Money Market Portfolio, 4.60%(g)

     
(Cost: $1,951,805)      1,951,805      1,951,805  
TOTAL INVESTMENTS IN SECURITIES – 97.9%
(Cost: $47,050,084)

 

     42,449,984  

Other Assets less Liabilities – 2.1%

 

     912,822  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 43,362,806  
(a) 

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

 

(b) 

This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.

 

(c) 

Rate shown reflects the accrual rate as of February 28, 2023 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 February 28, 2023 (See Note 2). At February 28, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,527,792 and the total market value of the collateral held by the Fund was $2,605,956. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $654,151.

 

(f) 

Security in default on interest payments.

 

(g) 

Rate shown represents annualized 7-day yield as of February 28, 2023.

 

See Notes to Financial Statements.

 

WisdomTree Trust      37  


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 28, 2023

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

10 Year U.S. Treasury Note

    29       6/21/23     $ (3,238,031   $ 7,644  

Ultra 10 Year U.S. Treasury Note

    32       6/21/23       (3,750,000     10,500  
      $ (6,988,031   $ 18,144  
Long Exposure  

2 Year U.S. Treasury Note

    24       6/30/23     $ 4,889,437     $ (8,622

5 Year U.S. Treasury Note

    15       6/30/23       1,605,820       (4,453

U.S. Treasury Ultra Long Term Bond

    5       6/21/23       675,313       (7,070
      $ 7,170,570     $ (20,145

Total – Net

 

  $ 182,539     $ (2,001

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Corporate Bonds

   $      $ 38,742,706      $      $ 38,742,706  

Foreign Government Agencies

            1,755,473               1,755,473  

Investment of Cash Collateral for Securities Loaned

            1,951,805               1,951,805  

Total Investments in Securities

   $      $ 42,449,984      $      $ 42,449,984  

Financial Derivative Instruments

  

Futures Contracts1

   $ 18,144      $      $      $ 18,144  

Liabilities:

        

Financial Derivative Instruments

  

Futures Contracts1

   $ (20,145    $      $      $ (20,145

Total – Net

   $ (2,001    $ 42,449,984      $      $ 42,447,983  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

38   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
FOREIGN GOVERNMENT OBLIGATIONS – 81.0%

 

Brazil – 8.4%

 

Brazil Letras do Tesouro Nacional

       

6.93%, 7/1/23, Series LTN(a)

     5,295,000       BRL      $ 971,394  

8.09%, 1/1/24, Series LTN(a)

     10,970,000       BRL        1,893,357  

9.41%, 7/1/24, Series LTN(a)

     7,255,000       BRL        1,181,843  

12.71%, 7/1/25, Series LTN(a)

     3,000,000       BRL        435,183  

12.83%, 1/1/26, Series LTN(a)

     8,000,000       BRL        1,086,414  

Brazil Notas do Tesouro Nacional

       

10.00%, 1/1/25, Series F

     4,999,000       BRL        918,244  

10.00%, 1/1/27, Series F

     3,780,000       BRL        664,214  

10.00%, 1/1/29, Series F

     3,560,000       BRL        597,586  

10.00%, 1/1/31, Series F

     500,000       BRL        81,327  
       

 

 

 
Total Brazil                       7,829,562  
Chile – 4.7%

 

Bonos de la Tesoreria de la Republica en pesos

 

4.00%, 3/1/23(b)(c)

     200,000,000       CLP        240,291  

2.50%, 3/1/25

     915,000,000       CLP        1,007,657  

4.50%, 3/1/26

     735,000,000       CLP        836,018  

2.30%, 10/1/28(b)(c)

     105,000,000       CLP        104,391  

5.00%, 10/1/28(b)(c)

     480,000,000       CLP        547,688  

4.70%, 9/1/30(b)(c)

     175,000,000       CLP        196,831  

5.00%, 3/1/35

     650,000,000       CLP        736,805  

6.00%, 1/1/43, Series 30YR

     550,000,000       CLP        688,604  
       

 

 

 
Total Chile                       4,358,285  
China – 4.3%

 

China Development Bank
3.41%, 6/7/31, Series 2110

     2,000,000       CNY        294,160  

China Government Bond

 

3.12%, 12/5/26, Series 1916

     2,250,000       CNY        329,391  

2.85%, 6/4/27, Series INBK

     1,700,000       CNY        245,829  

3.25%, 11/22/28, Series 1827

     2,300,000       CNY        340,894  

3.29%, 5/23/29, Series 1906

     5,000,000       CNY        744,822  

3.13%, 11/21/29, Series 1915

     4,000,000       CNY        588,090  

2.68%, 5/21/30, Series INBK

     7,270,000       CNY        1,032,879  

3.81%, 9/14/50, Series INBK

     3,000,000       CNY        469,620  
       

 

 

 
Total China                       4,045,685  
Colombia – 7.1%

 

Colombian TES

 

10.00%, 7/24/24, Series B

     5,958,700,000       COP        1,212,068  

6.25%, 11/26/25, Series B

     3,102,400,000       COP        553,708  

7.50%, 8/26/26, Series B

     5,104,300,000       COP        908,945  

5.75%, 11/3/27, Series B

     5,079,700,000       COP        803,064  

6.00%, 4/28/28, Series B

     4,422,600,000       COP        689,249  

7.75%, 9/18/30, Series B

     562,200,000       COP        88,047  

7.00%, 3/26/31, Series B

     3,300,000,000       COP        483,957  

7.00%, 6/30/32, Series B

     3,041,800,000       COP        427,669  

7.25%, 10/18/34, Series B

     2,210,400,000       COP        296,846  

6.25%, 7/9/36, Series B

     5,000,000,000       COP        589,246  

9.25%, 5/28/42, Series B

     1,600,000,000       COP        238,567  

7.25%, 10/26/50, Series B

     2,750,000,000       COP        312,470  
       

 

 

 
Total Colombia                       6,603,836  
Czech Republic – 2.2%

 

Czech Republic Government Bond

 

0.45%, 10/25/23, Series 97

     5,680,000       CZK        246,132  

3.62%, 12/12/24, Series 135(a)

     2,000,000       CZK      81,575  

1.25%, 2/14/25, Series 120

     12,800,000       CZK        532,067  

0.25%, 2/10/27, Series 100

     10,370,000       CZK        387,297  

0.05%, 11/29/29, Series 130

     9,200,000       CZK        299,534  

1.20%, 3/13/31, Series 121

     15,000,000       CZK        510,562  
       

 

 

 
Total Czech Republic                       2,057,167  
Egypt – 0.0%

 

Egypt Government Bond
14.48%, 4/6/26, Series 5YR

     200,000       EGP        5,428  
Hungary – 2.2%

 

Hungary Government Bond

 

6.00%, 11/24/23, Series 23/A

     17,600,000       HUF        46,401  

3.00%, 6/26/24, Series 24/B

     127,840,000       HUF        314,165  

2.50%, 10/24/24, Series 24/C(d)

     130,000,000       HUF        308,014  

1.00%, 11/26/25, Series 25/C

     121,300,000       HUF        262,522  

3.00%, 10/27/27, Series 27/A

     240,260,000       HUF        507,823  

3.00%, 8/21/30, Series 30/A(d)

     121,380,000       HUF        241,808  

3.25%, 10/22/31, Series 31/A(d)

     72,870,000       HUF        140,028  

2.25%, 4/20/33, Series 33/A(d)

     95,360,000       HUF        156,793  

3.00%, 10/27/38, Series 38/A

     27,000,000       HUF        41,291  

3.00%, 4/25/41, Series 41/A

     50,000,000       HUF        73,128  
       

 

 

 
Total Hungary                       2,091,973  
India – 3.7%

 

India Government Bond

 

5.15%, 11/9/25

     50,000,000       INR        573,175  

5.63%, 4/12/26

     50,000,000       INR        576,980  

7.26%, 1/14/29

     50,000,000       INR        600,787  

5.79%, 5/11/30

     50,000,000       INR        550,666  

6.10%, 7/12/31

     50,000,000       INR        554,348  

7.16%, 9/20/50

     50,000,000       INR        587,732  
       

 

 

 
Total India                       3,443,688  
Indonesia – 11.1%

 

Indonesia Treasury Bond

 

8.38%, 3/15/24, Series FR70

     8,465,000,000       IDR        566,739  

8.13%, 5/15/24, Series FR77

     8,178,000,000       IDR        547,443  

6.50%, 6/15/25, Series FR81

     7,700,000,000       IDR        505,676  

5.50%, 4/15/26, Series FR86

     4,697,000,000       IDR        299,931  

8.38%, 9/15/26, Series FR56

     9,931,000,000       IDR        691,588  

6.13%, 5/15/28, Series FR64

     12,300,000,000       IDR        792,604  

9.00%, 3/15/29, Series FR71

     9,875,000,000       IDR        724,501  

8.25%, 5/15/29, Series FR78

     5,381,000,000       IDR        381,081  

7.00%, 9/15/30, Series FR82

     13,000,000,000       IDR        867,121  

8.75%, 5/15/31, Series FR73

     8,601,000,000       IDR        634,669  

8.25%, 6/15/32, Series FR58

     4,489,000,000       IDR        323,193  

8.38%, 3/15/34, Series FR68

     9,800,000,000       IDR        713,504  

7.50%, 6/15/35, Series FR80

     11,063,000,000       IDR        754,315  

8.25%, 5/15/36, Series FR72

     11,563,000,000       IDR        838,223  

7.50%, 5/15/38, Series FR75

     3,300,000,000       IDR        224,703  

8.38%, 4/15/39, Series FR79

     2,800,000,000       IDR        206,429  

7.50%, 4/15/40, Series FR83

     4,000,000,000       IDR        272,236  

8.75%, 2/15/44, Series FR67

     1,390,000,000       IDR        105,141  

Perusahaan Penerbit SBSN Indonesia

 

6.63%, 10/15/24, Series PBS

     8,200,000,000       IDR        538,675  

4.88%, 7/15/26, Series PBS

     3,500,000,000       IDR        218,692  

6.38%, 3/15/34, Series PBS

     3,400,000,000       IDR        212,588  
       

 

 

 
Total Indonesia                       10,419,052  

 

See Notes to Financial Statements.

 

WisdomTree Trust      39  


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
Malaysia – 7.4%

 

Malaysia Government Bond

 

3.48%, 6/14/24, Series 0319

     1,680,000       MYR      $ 375,073  

4.18%, 7/15/24, Series 0114

     1,560,000       MYR        351,580  

3.96%, 9/15/25, Series 0115

     2,890,000       MYR        651,677  

3.91%, 7/15/26, Series 0119

     465,000       MYR        104,913  

3.90%, 11/30/26, Series 0316

     1,400,000       MYR        315,585  

3.90%, 11/16/27, Series 0417

     4,410,000       MYR        992,981  

3.89%, 8/15/29, Series 0219

     800,000       MYR        178,759  

2.63%, 4/15/31, Series 0220

     2,000,000       MYR        405,570  

3.83%, 7/5/34, Series 0419

     1,485,000       MYR        322,998  

4.25%, 5/31/35, Series 0415

     1,880,000       MYR        424,370  

4.76%, 4/7/37, Series 0317

     1,832,000       MYR        433,576  

3.76%, 5/22/40, Series 0519

     1,500,000       MYR        313,833  

4.07%, 6/15/50, Series 0120

     1,315,000       MYR        278,181  

Malaysia Government Investment Issue

 

4.13%, 8/15/25, Series 0118

     1,725,000       MYR        390,089  

3.73%, 3/31/26, Series 0319

     2,900,000       MYR        649,413  

3.42%, 9/30/27, Series 0120

     500,000       MYR        110,330  

3.47%, 10/15/30, Series 0220

     1,980,000       MYR        428,290  

3.45%, 7/15/36, Series 0121

     1,125,000       MYR        232,421  
       

 

 

 
Total Malaysia                       6,959,639  
Mexico – 4.8%

 

Mexican Bonos

 

5.75%, 3/5/26, Series M

     3,700,000       MXN        178,140  

8.50%, 5/31/29, Series M 20

     15,945,000       MXN        832,499  

7.75%, 5/29/31, Series M

     15,133,000       MXN        756,163  

7.75%, 11/23/34, Series M

     5,319,000       MXN        259,178  

10.00%, 11/20/36, Series M 30

     4,237,000       MXN        245,059  

8.50%, 11/18/38, Series M 30

     9,869,000       MXN        503,128  

7.75%, 11/13/42, Series M

     15,527,000       MXN        726,943  

8.00%, 11/7/47, Series M

     20,400,000       MXN        976,417  
       

 

 

 
Total Mexico                       4,477,527  
Peru – 3.9%

 

Peru Government Bond

 

8.20%, 8/12/26

     125,000       PEN        34,068  

6.35%, 8/12/28

     2,200,000       PEN        545,635  

5.94%, 2/12/29

     3,735,000       PEN        897,040  

6.95%, 8/12/31

     1,000,000       PEN        247,083  

6.15%, 8/12/32

     3,451,000       PEN        796,372  

5.40%, 8/12/34

     965,000       PEN        203,073  

6.90%, 8/12/37

     1,500,000       PEN        351,927  

5.35%, 8/12/40

     2,780,000       PEN        541,980  
       

 

 

 
Total Peru                       3,617,178  
Philippines – 1.1%

 

Philippine Government International Bond
6.25%, 1/14/36

     58,000,000       PHP        995,334  
Poland – 4.2%

 

Republic of Poland Government Bond

 

4.00%, 10/25/23, Series 1023

     1,290,000       PLN        287,175  

2.50%, 4/25/24, Series 0424

     2,800,000       PLN        606,300  

0.75%, 4/25/25, Series 0425

     4,135,000       PLN        834,949  

2.50%, 7/25/26, Series 0726

     5,045,000       PLN        1,005,646  

2.50%, 7/25/27, Series 0727

     3,505,000       PLN        674,364  

2.75%, 10/25/29, Series 1029

     585,000       PLN        105,714  

1.25%, 10/25/30, Series 1030

     2,715,000       PLN        422,397  
       

 

 

 
Total Poland                       3,936,545  
Romania – 2.1%

 

Romania Government Bond

 

5.85%, 4/26/23, Series 10Y

     1,110,000       RON      238,674  

4.00%, 10/25/23, Series 3Y

     565,000       RON        119,817  

3.25%, 4/29/24, Series 7Y

     950,000       RON        196,823  

4.75%, 2/24/25, Series 10Y

     1,410,000       RON        291,395  

4.85%, 4/22/26, Series 7Y

     1,000,000       RON        200,901  

5.80%, 7/26/27, Series 15YR

     1,270,000       RON        258,014  

4.15%, 1/26/28, Series 8Y

     940,000       RON        176,362  

5.00%, 2/12/29, Series 10Y

     1,590,000       RON        300,756  

3.65%, 9/24/31, Series 15Y(d)

     500,000       RON        81,511  

4.75%, 10/11/34, Series 15Y

     560,000       RON        92,099  
       

 

 

 
Total Romania                       1,956,352  
South Africa – 8.5%

 

Republic of South Africa Government Bond

 

10.50%, 12/21/26, Series R186

     6,300,000       ZAR        364,297  

8.00%, 1/31/30, Series 2030

     21,455,000       ZAR        1,050,265  

7.00%, 2/28/31, Series R213

     10,267,000       ZAR        456,684  

8.25%, 3/31/32, Series 2032

     19,895,000       ZAR        934,205  

8.88%, 2/28/35, Series 2035

     18,810,000       ZAR        871,626  

6.25%, 3/31/36, Series R209

     3,021,600       ZAR        109,374  

8.50%, 1/31/37, Series 2037(d)

     27,450,000       ZAR        1,194,977  

9.00%, 1/31/40, Series 2040(d)

     19,300,000       ZAR        857,217  

6.50%, 2/28/41, Series R214

     4,005,000       ZAR        137,487  

8.75%, 1/31/44, Series 2044(d)

     18,965,000       ZAR        805,816  

8.75%, 2/28/48, Series 2048

     28,120,000       ZAR        1,195,344  
       

 

 

 
Total South Africa                       7,977,292  
Thailand – 3.9%

 

Thailand Government Bond

 

0.75%, 6/17/24

     3,025,000       THB        84,467  

1.45%, 12/17/24

     25,770,000       THB        723,962  

0.95%, 6/17/25

     7,000,000       THB        193,868  

3.85%, 12/12/25

     5,480,000       THB        162,993  

2.13%, 12/17/26

     4,000,000       THB        113,492  

2.88%, 12/17/28

     9,752,000       THB        284,890  

4.88%, 6/22/29

     5,067,000       THB        164,802  

1.60%, 12/17/29

     15,245,000       THB        410,642  

3.65%, 6/20/31

     9,000,000       THB        277,995  

1.60%, 6/17/35

     6,130,000       THB        152,248  

3.40%, 6/17/36

     13,952,000       THB        416,968  

3.30%, 6/17/38

     15,522,000       THB        455,988  

2.88%, 6/17/46

     6,985,000       THB        185,187  
       

 

 

 
Total Thailand                       3,627,502  
Turkey – 1.4%

 

Turkey Government Bond

 

16.20%, 6/14/23

     4,830,000       TRY        262,044  

9.00%, 7/24/24

     733,000       TRY        38,399  

8.00%, 3/12/25

     4,657,000       TRY        237,919  

12.60%, 10/1/25

     3,815,000       TRY        228,245  

10.60%, 2/11/26

     2,290,000       TRY        123,846  

11.00%, 2/24/27

     2,106,000       TRY        116,796  

10.50%, 8/11/27

     3,410,000       TRY        193,810  

11.70%, 11/13/30

     1,905,000       TRY        127,242  
       

 

 

 
Total Turkey                       1,328,301  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $93,122,563)

 

 

     75,730,346  

 

See Notes to Financial Statements.

 

40   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
SUPRANATIONAL BONDS – 8.3%

 

European Investment Bank

 

7.50%, 7/30/23

     31,726,000       MXN      $ 1,690,091  

7.75%, 1/30/25

     10,000,000       MXN        516,191  

8.13%, 12/21/26

     9,740,000       ZAR        525,967  

8.00%, 5/5/27(b)

     15,890,000       ZAR        851,059  

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

     8,000,000       MXN        405,784  

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

     6,675,000       ZAR        359,646  

International Finance Corp.

 

5.75%, 3/2/23

     11,000,000       MXN        600,273  

7.00%, 7/20/27

     27,980,000       MXN        1,367,470  

7.50%, 1/18/28

     19,700,000       MXN        986,285  

7.75%, 1/18/30

     10,000,000       MXN        495,498  
TOTAL SUPRANATIONAL BONDS
(Cost: $7,921,135)

 

     7,798,264  
REPURCHASE AGREEMENT – 7.1%

 

United States – 7.1%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/28/23 (tri-party custodian: The Bank of New York Mellon Corp.), 4.55% due 3/1/23; Proceeds at maturity – $6,660,842 (fully collateralized by U.S. Treasury Note, 1.38% – 1.63% due 8/31/26 – 11/30/26, Ginnie Mae I Construction Loan, 2.90% – 4.56% due 7/15/64 – 4/15/65; Market value including accrued interest – $6,872,659)

       
(Cost: $6,660,000)      6,660,000                6,660,000  
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 4.1%

 

United States – 4.1%

 

State Street Navigator Securities Lending Government Money Market Portfolio, 4.60%(e)

       
(Cost: $3,798,540)      3,798,540              3,798,540  

TOTAL INVESTMENTS IN SECURITIES – 100.5%

(Cost: $111,502,238)

 

 

       93,987,150  

Other Assets less Liabilities – (0.5)%

 

       (435,223
    

 

 

 
NET ASSETS – 100.0%

 

           $ 93,551,927  
 

Principal amount is reported in U.S. dollars unless otherwise noted.

 

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of February 28, 2023.

 

(b) 

This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.

 

(c) 

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 February 28, 2023 (See Note 2). At February 28, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $3,655,566 and the total market value of the collateral held by the Fund was $3,798,540.

 

(e) 

Rate shown represents annualized 7-day yield as of February 28, 2023.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FOREIGN CURRENCY CONTRACTS (OTC – OVER THE COUNTER)  
Counterparty   Settlement
Date
   

Amount and
Description of
Currency to
be Purchased

   

Amount and
Description of
Currency to
be Sold

    Unrealized
Appreciation
    Unrealized
Depreciation
 

Barclays Bank PLC

    3/15/2023       3,200,000       MYR       728,597       USD     $     $ (14,275

Barclays Bank PLC

    3/15/2023       323,831       USD       1,420,000       MYR       6,851        

Citibank NA

    3/15/2023       6,900,000       TRY       354,188       USD       9,316        

Citibank NA

    3/15/2023       156,740       USD       13,000,000       INR             (346

Citibank NA

    3/15/2023       101,664       USD       2,000,000       TRY             (3,700

Goldman Sachs

    3/15/2023       1,450,000       MYR       339,023       USD             (15,345

HSBC Holdings PLC

    3/15/2023       21,000,000       INR       253,073       USD       681        

HSBC Holdings PLC

    3/15/2023       12,800,000       INR       153,046       USD       1,623        

JP Morgan Chase Bank NA

    3/15/2023       23,000,000       CNY       3,329,232       USD             (14,045

State Street Bank and Trust

    3/1/2023       138,825       USD       2,554,451       ZAR             (335
                                            $ 18,471     $ (48,046

 

See Notes to Financial Statements.

 

WisdomTree Trust      41  


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 28, 2023

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Foreign Government Obligations

   $      $ 75,730,346      $      $ 75,730,346  

Supranational Bonds

            7,798,264               7,798,264  

Repurchase Agreement

            6,660,000               6,660,000  

Investment of Cash Collateral for Securities Loaned

            3,798,540               3,798,540  

Total Investments in Securities

   $      $ 93,987,150      $      $ 93,987,150  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ 18,471      $      $ 18,471  

Liabilities:

        

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ (48,046    $      $ (48,046

Total – Net

   $      $ 93,957,575      $      $ 93,957,575  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

42   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Floating Rate Treasury Fund (USFR)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 99.6%

 

U.S. Treasury Notes – 99.6%

 

U.S. Treasury Floating Rate Notes

     

4.73%, 4/30/24, (3-month U.S. Treasury Bill Money Market Yield – 0.075%)*

   $ 3,749,780,000      $ 3,744,405,253  

4.85%, 7/31/24, (3-month U.S. Treasury Bill Money Market Yield + 0.037%)*

     3,748,132,000        3,746,826,788  

4.95%, 10/31/24, (3-month U.S. Treasury Bill Money Market Yield + 0.14%)*

     3,746,893,000        3,749,419,268  

5.01%, 1/31/25, (3-month U.S. Treasury Bill Money Market Yield + 0.20%)*

     2,528,108,000        2,530,829,356  

TOTAL INVESTMENTS IN SECURITIES – 99.6%

(Cost: $13,767,230,701)

 

 

     13,771,480,665  

Other Assets less Liabilities – 0.4%

 

     52,860,769  
  

 

 

 
NET ASSETS – 100.0%

 

   $ 13,824,341,434  
*

Floating rate note. Coupon shown is in effect at February 28, 2023. Date represents the ultimate maturity date.

 

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

           

Investments in Securities

           

U.S. Government Obligations

   $      $ 13,771,480,665      $      $ 13,771,480,665  

Total Investments in Securities

   $      $ 13,771,480,665      $      $ 13,771,480,665  

 

See Notes to Financial Statements.

 

WisdomTree Trust      43  


Schedule of Investments (unaudited)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  
CORPORATE BONDS – 95.2%

 

Canada – 0.6%

 

Open Text Holdings, Inc.
4.13%, 2/15/30(a)(b)

   $ 554,000     $ 456,446  

4.13%, 12/1/31(a)

     323,000       257,321  

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

     476,000       408,980  
    

 

 

 
Total Canada

 

    1,122,747  
Germany – 1.1%

 

Deutsche Bank AG

 

3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(c)

     350,000       276,997  

4.88%, 12/1/32, (4.875% fixed rate until 12/1/27; 5-year U.S. dollar ICE Swap Rate + 2.553% thereafter)(c)

     470,000       416,359  

3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(c)

     1,592,000       1,215,396  
    

 

 

 
Total Germany

 

    1,908,752  
United States – 93.5%

 

ACCO Brands Corp.
4.25%, 3/15/29(a)(b)

     255,000       209,018  

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

     631,000       530,532  

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

     882,000       757,515  

AECOM
5.13%, 3/15/27

     255,000       245,137  

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

     60,000       55,229  

7.50%, 3/15/26(a)

     415,000       423,561  

3.50%, 3/15/29(a)

     407,000       345,620  

4.88%, 2/15/30(a)

     728,000       657,253  

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

     490,000       464,726  

AMC Networks, Inc.
5.00%, 4/1/24

     125,000       124,994  

4.75%, 8/1/25

     842,000       797,231  

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

     411,000       333,954  

AmeriGas Partners LP / AmeriGas Finance Corp.
5.63%, 5/20/24

     236,000       230,966  

5.50%, 5/20/25

     588,000       561,305  

5.88%, 8/20/26

     214,000       201,933  

5.75%, 5/20/27

     146,000       135,764  

Amkor Technology, Inc.
6.63%, 9/15/27(a)

     40,000       39,612  

AMN Healthcare, Inc.
4.63%, 10/1/27(a)

     40,000       36,606  

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

     340,000       321,467  

5.75%, 1/15/28(a)

     455,000       427,413  

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

     151,000       152,801  

Apache Corp.
4.25%, 1/15/30(b)

   25,000     22,192  

5.10%, 9/1/40

     29,000       23,931  

4.75%, 4/15/43

     16,000       12,316  

Apollo Commercial Real Estate Finance, Inc.
4.63%, 6/15/29(a)

     190,000       147,708  

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

     484,000       406,008  

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

     100,000       97,351  

6.38%, 5/1/25(a)

     228,000       226,995  

5.00%, 2/1/28(a)

     74,000       68,153  

Archrock Partners LP / Archrock Partners Finance Corp.
6.88%, 4/1/27(a)

     173,000       168,035  

6.25%, 4/1/28(a)

     631,000       598,743  

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

     140,000       121,712  

5.00%, 2/15/32(a)

     463,000       397,546  

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

     196,000       177,209  

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

     532,000       78,273  

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

     549,000       505,354  

3.88%, 11/1/29(a)

     36,000       31,182  

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

     360,000       354,715  

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

     109,000       90,872  

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

     400,000       372,404  

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

     702,000       637,339  

5.25%, 9/15/27

     150,000       121,182  

Ball Corp.
4.00%, 11/15/23

     125,000       123,585  

5.25%, 7/1/25

     70,000       69,023  

2.88%, 8/15/30(b)

     501,000       401,101  

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

     210,000       196,325  

7.50%, 6/15/29(b)

     33,000       33,143  

6.63%, 10/1/30(a)

     218,000       206,847  

6.88%, 11/1/35

     15,000       13,250  

Berry Global, Inc.
1.57%, 1/15/26

     20,000       17,847  

4.88%, 7/15/26(a)

     131,000       125,596  

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

     320,000       313,296  

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

     110,000       96,285  

Block, Inc.
3.50%, 6/1/31(b)

     30,000       24,286  

Booz Allen Hamilton, Inc.
3.88%, 9/1/28(a)

     141,000       125,247  

 

See Notes to Financial Statements.

 

44   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  

Boyd Gaming Corp.
4.75%, 12/1/27(b)

   $ 500,000     $ 471,220  

Brink’s Co.
4.63%, 10/15/27(a)

     206,000       187,536  

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

     438,000       405,387  

4.50%, 4/1/27(a)

     149,000       127,808  

Builders FirstSource, Inc.
5.00%, 3/1/30(a)

     418,000       378,282  

4.25%, 2/1/32(a)

     220,000       185,183  

6.38%, 6/15/32(a)

     659,000       633,833  

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

     304,000       237,965  

California Resources Corp.
7.13%, 2/1/26(a)

     299,000       301,479  

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

     27,000       23,460  

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

     477,000       441,664  

4.75%, 3/1/30(a)

     1,360,000       1,145,732  

4.50%, 8/15/30(a)

     1,147,000       947,078  

4.25%, 1/15/34(a)

     750,000       562,440  

CDI Escrow Issuer, Inc.
5.75%, 4/1/30(a)

     385,000       357,958  

CDW LLC / CDW Finance Corp.
5.50%, 12/1/24

     77,000       76,441  

4.13%, 5/1/25

     273,000       261,968  

4.25%, 4/1/28

     1,000       915  

3.25%, 2/15/29

     877,000       743,784  

Centene Corp.
4.25%, 12/15/27

     722,000       669,316  

4.63%, 12/15/29

     1,433,000       1,315,265  

3.00%, 10/15/30

     447,000       365,870  

2.50%, 3/1/31

     500,000       390,945  

Central Garden & Pet Co.
4.13%, 10/15/30(b)

     198,000       165,090  

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

     196,000       169,134  

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

     466,000       285,178  

3.85%, 4/1/61

     160,000       94,208  

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

     463,000       423,464  

5.75%, 11/15/28(a)

     313,000       275,365  

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

     133,000       120,672  

4.00%, 3/1/31

     200,000       173,104  

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

     204,000       189,153  

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

     140,000       131,123  

6.75%, 4/15/29(a)

     100,000       96,928  

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

     442,000       431,335  

5.63%, 3/15/27(a)

     453,000       398,762  

8.00%, 12/15/27(a)(b)

   694,000     675,137  

6.88%, 4/1/28(a)(b)

     400,000       271,836  

6.88%, 4/15/29(a)

     853,000       600,708  

6.13%, 4/1/30(a)

     159,000       109,031  

5.25%, 5/15/30(a)

     442,000       355,991  

4.75%, 2/15/31(a)

     1,552,000       1,201,729  

Churchill Downs, Inc.
5.50%, 4/1/27(a)

     302,000       287,329  

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

     557,000       467,139  

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

     60,000       51,841  

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

     595,000       514,336  

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

     110,000       104,101  

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

     404,000       337,263  

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

     142,000       130,596  

3.75%, 2/15/31(a)

     232,000       188,855  

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

     310,000       313,528  

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

     212,000       194,402  

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

     411,000       408,061  

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

     8,000       7,309  

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

     526,000       461,023  

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

     150,000       98,441  

3.63%, 10/1/31(a)

     1,200,000       723,324  

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

     706,000       678,685  

5.00%, 3/15/27(a)(b)

     389,000       299,596  

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

     760,000       732,906  

8.25%, 3/1/27(a)(b)

     1,468,000       1,249,885  

7.13%, 7/1/28(a)

     121,000       95,476  

Compass Minerals International, Inc.
6.75%, 12/1/27(a)

     266,000       252,711  

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

     933,000       859,573  

5.88%, 1/15/30(a)

     417,000       359,033  

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

     222,000       181,221  

CoreCivic, Inc.
8.25%, 4/15/26(b)

     283,000       286,136  

Coty, Inc.
6.50%, 4/15/26(a)

     321,000       315,113  

CQP Holdco LP / BIP-V Chinook Holdco LLC
5.50%, 6/15/31(a)

     560,000       491,624  

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

     412,000       381,298  

6.00%, 2/1/29(a)

     261,000       237,450  

 

See Notes to Financial Statements.

 

WisdomTree Trust      45  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  

Crowdstrike Holdings, Inc.
3.00%, 2/15/29(b)

   $ 38,000     $ 32,045  

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

     131,000       122,696  

CSC Holdings LLC
5.25%, 6/1/24

     1,141,000       1,107,158  

5.50%, 4/15/27(a)

     260,000       227,289  

5.38%, 2/1/28(a)

     340,000       283,920  

7.50%, 4/1/28(a)(b)

     163,000       109,324  

6.50%, 2/1/29(a)

     400,000       339,532  

5.75%, 1/15/30(a)

     662,000       379,968  

4.63%, 12/1/30(a)

     1,050,000       566,380  

3.38%, 2/15/31(a)

     210,000       144,339  

Curo Group Holdings Corp.
7.50%, 8/1/28(a)

     622,000       263,000  

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

     129,000       121,594  

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

     221,000       198,907  

Darling Ingredients, Inc.
5.25%, 4/15/27(a)

     50,000       48,272  

DaVita, Inc.
4.63%, 6/1/30(a)

     990,000       816,809  

3.75%, 2/15/31(a)

     1,533,000       1,162,872  

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

     300,000       308,994  

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

     1,763,000       1,651,578  

7.75%, 7/1/26

     1,638,000       1,273,316  

5.25%, 12/1/26(a)

     639,000       534,594  

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

     750,000       629,130  

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

     196,000       172,027  

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

     370,000       354,775  

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

     454,000       424,890  

4.13%, 4/1/29(a)

     5,000       4,263  

Elanco Animal Health, Inc.
6.02%, 8/28/23

     10,000       9,980  

6.65%, 8/28/28

     436,000       416,764  

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

     433,000       376,061  

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

     309,000       304,044  

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

     505,000       464,156  

4.75%, 2/1/30

     226,000       201,639  

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

     235,000       205,402  

4.38%, 3/31/29(a)

     606,000       514,161  

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

     125,000       120,061  

6.50%, 9/1/30(a)(b)

     300,000       295,860  

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

     1,150,000       1,092,258  

5.50%, 7/15/28

   256,000     228,861  

4.50%, 1/15/29(a)

     585,000       490,172  

4.75%, 1/15/31(a)

     386,000       314,077  

EQT Corp.
3.90%, 10/1/27

     200,000       183,668  

7.00%, 2/1/30

     103,000       106,407  

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

     360,000       294,289  

First-Citizens Bank & Trust Co.

    

3.93%, 6/19/24, (3.929% fixed rate until 6/19/23; Secured Overnight Financing Rate + 3.827% thereafter)(c)

     10,000       9,953  

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

     150,000       130,563  

5.63%, 1/1/30(a)

     169,000       150,239  

Ford Holdings LLC
9.30%, 3/1/30

     683,000       769,399  

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

     596,000       686,109  

3.25%, 2/12/32

     315,000       239,476  

5.29%, 12/8/46

     479,000       374,937  

Ford Motor Credit Co. LLC
3.66%, 9/8/24

     20,000       19,204  

4.39%, 1/8/26

     10,000       9,414  

4.54%, 8/1/26

     180,000       167,472  

2.70%, 8/10/26

     200,000       174,954  

4.95%, 5/28/27

     500,000       466,425  

5.11%, 5/3/29

     400,000       366,004  

4.00%, 11/13/30

     250,000       208,730  

Freeport-McMoRan, Inc.
3.88%, 3/15/23

     646,000       645,528  

4.55%, 11/14/24

     174,000       171,033  

Frontier Communications Holdings LLC
5.00%, 5/1/28(a)

     1,648,000       1,448,065  

5.88%, 11/1/29

     1,037,887       829,209  

6.00%, 1/15/30(a)(b)

     1,431,000       1,143,827  

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

     470,000       346,724  

3.88%, 10/1/31(a)(b)

     458,000       328,418  

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

     283,000       261,475  

3.75%, 10/1/30(a)

     53,000       45,224  

Gates Global LLC / Gates Corp.
6.25%, 1/15/26(a)(b)

     314,000       307,293  

Gen Digital, Inc.
5.00%, 4/15/25(a)

     20,000       19,433  

6.75%, 9/30/27(a)

     400,000       393,736  

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

     382,000       368,997  

8.00%, 1/15/27

     70,000       68,486  

7.75%, 2/1/28

     985,000       947,797  

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

     265,000       175,107  

Global Atlantic Fin Co.

    

4.70%, 10/15/51, (4.70% fixed rate until 7/15/26; 5-year Constant Maturity Treasury Rate + 3.796% thereafter)(a)(c)

     263,000       221,851  

 

See Notes to Financial Statements.

 

46   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  

Global Net Lease, Inc. / Global Net Lease Operating Partnership LP
3.75%, 12/15/27(a)

   $ 265,000     $ 218,675  

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

     352,000       333,647  

4.00%, 1/15/31

     418,000       359,722  

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

     193,000       162,390  

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

     446,000       429,810  

4.88%, 3/15/27(b)

     684,000       634,725  

5.25%, 7/15/31(b)

     515,000       438,852  

GrafTech Finance, Inc.
4.63%, 12/15/28(a)

     133,000       108,751  

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

     268,000       232,753  

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

     585,000       531,929  

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

     1,372,000       1,243,265  

Griffon Corp.
5.75%, 3/1/28

     474,000       436,895  

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

     235,000       201,867  

Hanesbrands, Inc.
4.63%, 5/15/24(a)

     189,000       188,960  

4.88%, 5/15/26(a)(b)

     125,000       115,553  

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

     115,000       99,837  

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

     325,000       284,261  

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

     290,000       279,740  

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

     697,000       639,811  

3.63%, 2/15/32(a)

     726,000       596,387  

Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Escrow, Inc.
5.00%, 6/1/29(a)

     537,000       473,903  

4.88%, 7/1/31(a)

     298,000       250,916  

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

     395,000       306,682  

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

     170,000       154,323  

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

     128,000       110,319  

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

     110,000       111,916  

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

     249,000       238,769  

6.63%, 8/1/26

     581,000       558,608  

IAA, Inc.
5.50%, 6/15/27(a)

     30,000       30,364  

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

     209,424       197,791  

8.38%, 5/1/27(b)

   527,769     464,806  

5.25%, 8/15/27(a)

     393,924       344,427  

4.75%, 1/15/28(a)(b)

     280,000       236,639  

Ingevity Corp.
3.88%, 11/1/28(a)

     185,000       159,011  

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

     250,000       238,245  

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

     425,000       393,346  

5.25%, 3/15/28(a)

     122,000       112,412  

5.25%, 7/15/30(a)

     405,000       354,087  

4.50%, 2/15/31(a)

     628,000       519,193  

Kaiser Aluminum Corp.
4.63%, 3/1/28(a)

     280,000       241,108  

4.50%, 6/1/31(a)(b)

     277,000       219,525  

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

     300,000       230,985  

5.00%, 3/1/31

     858,000       662,410  

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

     200,000       185,138  

Koppers, Inc.
6.00%, 2/15/25(a)

     390,000       379,197  

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

     460,000       393,613  

4.75%, 6/15/29(a)

     93,000       76,041  

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

     348,000       287,194  

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

     287,000       271,215  

4.13%, 1/31/30(a)

     398,000       351,426  

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

     959,000       717,524  

4.25%, 7/1/28(a)

     535,000       365,710  

3.63%, 1/15/29(a)

     832,000       535,184  

3.75%, 7/15/29(a)

     427,000       268,984  

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

     215,000       179,770  

4.38%, 1/15/31(a)(b)

     414,000       344,978  

Live Nation Entertainment, Inc.
4.88%, 11/1/24(a)

     70,000       68,333  

6.50%, 5/15/27(a)

     388,000       381,788  

4.75%, 10/15/27(a)

     381,000       343,331  

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

     230,000       203,518  

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

     500,000       455,610  

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

     481,000       434,949  

5.13%, 12/15/26(a)(b)

     342,000       251,739  

4.00%, 2/15/27(a)

     337,000       259,190  

5.38%, 6/15/29(a)

     428,000       232,584  

Macy’s Retail Holdings LLC
5.88%, 4/1/29(a)(b)

     241,000       219,281  

Marriott Ownership Resorts, Inc.
4.50%, 6/15/29(a)

     337,000       282,915  

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

     288,000       270,688  

 

See Notes to Financial Statements.

 

WisdomTree Trust      47  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  

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

   $ 50,000     $ 44,706  

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

     69,000       63,604  

3.75%, 4/1/29(a)

     353,000       305,843  

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

     170,000       159,040  

MGM Resorts International
6.75%, 5/1/25

     9,000       9,034  

5.50%, 4/15/27

     815,000       775,994  

4.75%, 10/15/28

     17,000       15,275  

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

     1,473,000       1,117,874  

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

     296,000       246,521  

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

     410,000       352,104  

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

     586,000       501,030  

ModivCare, Inc.
5.88%, 11/15/25(a)

     50,000       47,256  

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

     793,000       671,964  

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

     107,000       98,533  

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

     593,000       449,660  

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

     984,000       641,233  

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

     516,000       460,654  

5.00%, 10/15/27(b)

     898,000       742,583  

4.63%, 8/1/29(b)

     500,000       375,085  

MSCI, Inc.
4.00%, 11/15/29(a)

     183,000       162,068  

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

     234,000       209,285  

3.75%, 2/15/31(a)

     31,000       25,250  

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

     669,000       644,581  

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

     1,020,000       942,082  

5.13%, 12/15/30(a)

     706,000       546,896  

Navient Corp.
7.25%, 9/25/23(b)

     465,000       466,846  

6.13%, 3/25/24

     368,000       365,630  

5.88%, 10/25/24

     7,000       6,825  

4.88%, 3/15/28

     88,000       74,960  

5.50%, 3/15/29(b)

     150,000       127,332  

NCR Corp.
5.13%, 4/15/29(a)

     578,000       494,230  

6.13%, 9/1/29(a)(b)

     523,000       508,952  

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

     232,000       183,303  

Newell Brands, Inc.
4.45%, 4/1/26

   1,079,000     1,021,716  

5.75%, 4/1/46

     58,000       46,574  

Newmark Group, Inc.
6.13%, 11/15/23

     23,000       22,972  

News Corp.
3.88%, 5/15/29(a)

     261,000       223,899  

5.13%, 2/15/32(a)(b)

     165,000       147,088  

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

     639,000       594,072  

4.75%, 11/1/28(a)

     654,000       571,930  

Nordstrom, Inc.
5.00%, 1/15/44(b)

     236,000       153,476  

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

     803,000       715,320  

3.63%, 2/15/31(a)

     685,000       533,683  

3.88%, 2/15/32(a)(b)

     487,000       377,927  

NuStar Logistics LP
6.00%, 6/1/26

     360,000       344,671  

5.63%, 4/28/27

     344,000       321,110  

6.38%, 10/1/30

     219,000       205,339  

Occidental Petroleum Corp.
2.90%, 8/15/24

     771,000       739,019  

3.50%, 6/15/25

     277,000       263,325  

5.88%, 9/1/25

     367,000       368,009  

6.45%, 9/15/36

     423,000       425,077  

4.40%, 8/15/49

     1,134,000       880,279  

Olin Corp.
5.13%, 9/15/27

     133,000       126,608  

5.63%, 8/1/29(b)

     135,000       128,685  

5.00%, 2/1/30(b)

     300,000       274,518  

ON Semiconductor Corp.
3.88%, 9/1/28(a)

     46,000       40,497  

OneMain Finance Corp.
6.13%, 3/15/24

     518,000       512,924  

6.88%, 3/15/25

     550,000       540,622  

7.13%, 3/15/26

     912,000       892,492  

6.63%, 1/15/28

     109,000       101,648  

5.38%, 11/15/29

     436,000       367,727  

4.00%, 9/15/30

     521,000       398,523  

Option Care Health, Inc.
4.38%, 10/31/29(a)

     190,000       163,045  

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

     650,000       574,418  

5.13%, 4/30/31(a)

     960,000       819,053  

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

     200,000       180,672  

4.25%, 1/15/29(a)

     167,000       138,154  

4.63%, 3/15/30(a)

     345,000       283,217  

Owens & Minor, Inc.
4.50%, 3/31/29(a)(b)

     291,000       223,700  

6.63%, 4/1/30(a)

     361,000       297,511  

Owens-Brockway Glass Container, Inc.
5.88%, 8/15/23(a)

     114,000       114,076  

6.63%, 5/13/27(a)(b)

     200,000       195,374  

 

See Notes to Financial Statements.

 

48   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  

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

   $ 414,000     $ 361,414  

4.38%, 10/15/28(a)

     273,000       235,493  

Paramount Global

    

6.38%, 3/30/62, (6.375% fixed rate until 3/30/27; 5-year Constant Maturity Treasury Rate + 3.999% thereafter)(c)

     633,000       546,539  

Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, Inc.
7.50%, 6/1/25(a)

     377,000       379,673  

5.88%, 10/1/28(a)

     176,000       157,388  

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

     163,000       143,476  

PBF Holding Co. LLC / PBF Finance Corp.
7.25%, 6/15/25

     402,000       401,502  

6.00%, 2/15/28

     331,000       309,280  

PDC Energy, Inc.
5.75%, 5/15/26

     222,000       213,291  

PennyMac Financial Services, Inc.
4.25%, 2/15/29(a)

     1,130,000       889,909  

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

     20,000       18,785  

3.75%, 6/15/29

     70,000       58,960  

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

     304,000       289,253  

4.25%, 8/1/29(a)

     275,000       240,413  

PGT Innovations, Inc.
4.38%, 10/1/29(a)

     231,000       194,964  

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

     510,000       500,381  

4.25%, 4/15/31(b)

     76,000       63,642  

3.50%, 3/1/32

     184,000       143,511  

Post Holdings, Inc.
5.63%, 1/15/28(a)

     716,000       688,176  

5.50%, 12/15/29(a)

     214,000       196,443  

4.63%, 4/15/30(a)

     1,314,000       1,140,605  

4.50%, 9/15/31(a)

     134,000       113,239  

PRA Health Sciences, Inc.
2.88%, 7/15/26(a)

     200,000       178,974  

Premier Entertainment Sub LLC / Premier Entertainment Finance Corp.
5.63%, 9/1/29(a)

     650,000       479,206  

5.88%, 9/1/31(a)

     410,000       294,368  

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

     239,000       194,728  

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

     634,000       626,113  

5.75%, 4/15/26(a)

     513,000       497,261  

3.38%, 8/31/27(a)

     112,000       97,480  

6.25%, 1/15/28(a)

     253,000       235,017  

PROG Holdings, Inc.
6.00%, 11/15/29(a)

     420,000       357,521  

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

     80,000       72,714  

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

     266,000       237,450  

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

   621,000     583,783  

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

     201,000       122,443  

5.38%, 12/1/28(a)

     750,000       300,915  

Radian Group, Inc.
6.63%, 3/15/25

     46,000       46,006  

Range Resources Corp.
4.88%, 5/15/25(b)

     40,000       39,074  

8.25%, 1/15/29

     77,000       79,396  

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

     792,000       570,929  

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

     582,000       399,438  

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

     231,000       212,557  

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

     344,000       314,646  

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

     60,000       54,367  

4.00%, 9/15/29(a)

     55,000       45,396  

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

     264,000       229,363  

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

     30,000       28,417  

3.20%, 12/1/31

     104,000       77,251  

SBA Communications Corp.
3.13%, 2/1/29

     25,000       20,635  

Scientific Games International, Inc.
8.63%, 7/1/25(a)

     370,000       379,276  

7.00%, 5/15/28(a)

     107,000       104,695  

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

     250,000       199,435  

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

     279,000       249,557  

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

     540,000       517,547  

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

     500,000       441,545  

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

     243,000       204,181  

Service Corp. International
4.63%, 12/15/27(b)

     238,000       223,225  

3.38%, 8/15/30

     688,000       559,647  

Service Properties Trust
7.50%, 9/15/25

     598,000       593,156  

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

     109,000       99,770  

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

     727,000       535,712  

4.13%, 12/1/30(a)

     101,000       78,446  

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

     483,000       413,984  

5.50%, 7/1/29(a)

     1,767,000       1,594,788  

4.13%, 7/1/30(a)

     1,471,000       1,203,057  

Six Flags Theme Parks, Inc.
7.00%, 7/1/25(a)

     69,000       69,841  

 

See Notes to Financial Statements.

 

WisdomTree Trust      49  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  

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

   $ 20,000     $ 17,623  

3.00%, 6/1/31

     69,000       55,954  

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

     313,000       258,588  

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

     331,000       263,900  

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

     400,000       366,128  

4.75%, 2/1/32

     500,000       430,445  

Spectrum Brands, Inc.
5.75%, 7/15/25(b)

     137,000       134,987  

Sprint LLC
7.13%, 6/15/24

     226,000       229,013  

7.63%, 2/15/25

     152,000       155,897  

7.63%, 3/1/26

     4,000       4,157  

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

     383,000       361,334  

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

     585,000       502,462  

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

     151,000       131,462  

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

     94,000       83,099  

4.63%, 12/1/31(a)

     73,000       59,518  

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

     172,000       169,547  

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

     281,000       258,840  

Summit Midstream Holdings LLC / Summit Midstream Finance Corp.
8.50%, 10/15/26(a)

     511,000       487,392  

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

     275,000       234,567  

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

     317,000       278,405  

4.50%, 4/30/30(b)

     126,000       109,580  

Syneos Health, Inc.
3.63%, 1/15/29(a)

     363,000       300,012  

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

     407,000       430,028  

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

     550,000       485,617  

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

     262,000       233,426  

Teleflex, Inc.
4.63%, 11/15/27

     40,000       37,744  

4.25%, 6/1/28(a)

     50,000       45,354  

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

     305,000       260,912  

3.88%, 10/15/31(a)(b)

     55,000       44,394  

Tenet Healthcare Corp.
4.63%, 9/1/24

     1,070,000       1,057,802  

4.88%, 1/1/26

     1,699,000       1,624,244  

6.13%, 10/1/28(a)(b)

     927,000       858,884  

Terex Corp.
5.00%, 5/15/29(a)

     341,000       313,290  

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

   624,000     542,712  

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

     376,000       304,816  

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

     160,000       132,182  

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

     293,000       269,838  

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

     517,000       503,191  

4.88%, 5/1/29

     422,000       364,465  

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

     1,303,000       1,340,292  

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

     484,000       477,113  

TreeHouse Foods, Inc.
4.00%, 9/1/28(b)

     282,000       242,215  

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

     284,000       238,265  

TripAdvisor, Inc.
7.00%, 7/15/25(a)(b)

     120,000       120,635  

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

     683,000       557,219  

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

     293,000       243,439  

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

     437,000       368,505  

U.S. Foods, Inc.
6.25%, 4/15/25(a)

     300,000       300,000  

4.75%, 2/15/29(a)(b)

     323,000       291,782  

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

     550,000       518,551  

4.63%, 4/15/29(a)

     1,100,000       977,790  

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

     234,000       222,958  

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

     371,000       363,962  

3.88%, 11/15/27

     408,000       377,657  

4.88%, 1/15/28

     127,000       121,186  

5.25%, 1/15/30

     68,000       64,527  

Uniti Group LP / Uniti Fiber Holdings, Inc. / CSL Capital LLC
7.88%, 2/15/25(a)

     499,000       508,825  

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

     194,000       128,186  

Univar Solutions USA, Inc.
5.13%, 12/1/27(a)

     113,000       108,210  

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

     487,000       435,159  

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

     840,000       808,256  

6.88%, 9/1/27

     100,000       94,785  

Vail Resorts, Inc.
6.25%, 5/15/25(a)

     20,000       20,019  

 

See Notes to Financial Statements.

 

50   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

 

 

Investments    Principal
Amount
    Value  

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

   $ 138,000     $ 111,786  

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

     231,000       200,901  

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

     1,000       999  

Vertiv Group Corp.
4.13%, 11/15/28(a)

     29,000       25,211  

VICI Properties LP
5.13%, 5/15/32

     250,000       232,100  

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

     309,000       302,081  

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

     319,000       260,428  

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

     275,000       222,588  

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

     684,000       649,896  

5.00%, 7/31/27(a)

     370,000       344,200  

Vontier Corp.
1.80%, 4/1/26

     30,000       26,247  

2.40%, 4/1/28

     75,000       61,513  

2.95%, 4/1/31

     376,000       287,527  

WESCO Distribution, Inc.
7.25%, 6/15/28(a)

     98,000       99,750  

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

     1,067,000       1,007,109  

2.85%, 2/1/29

     500,000       393,435  

Western Midstream Operating LP
4.30%, 2/1/30

     492,000       436,527  

5.45%, 4/1/44

     55,000       46,447  

5.30%, 3/1/48

     761,000       630,184  

Westinghouse Air Brake Technologies Corp.
4.40%, 3/15/24

     318,000       313,379  

3.20%, 6/15/25

     20,000       18,837  

4.95%, 9/15/28

     13,000       12,558  

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

     81,000       78,262  

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

     175,000       158,358  

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

     204,000       164,628  

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

     14,000       7,218  

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

     66,000       60,131  

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

     774,000       726,631  

5.50%, 8/15/28(a)(b)

     103,000       86,563  

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

     124,000       120,708  

4.88%, 6/1/29(a)

     89,000       75,936  

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

     20,000       16,785  

Ziff Davis, Inc.
4.63%, 10/15/30(a)

     28,000       23,621  

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

   100,000     84,102  

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

     254,000       212,146  
    

 

 

 
Total United States

 

    167,008,516  
TOTAL CORPORATE BONDS
(Cost: $188,815,235)

 

    170,040,015  
     
Shares
        
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 13.8%

 

United States – 13.8%

 

State Street Navigator Securities Lending
Government Money Market Portfolio, 4.60%(d)

 

 
(Cost: $24,646,150)      24,646,150       24,646,150  
TOTAL INVESTMENTS IN SECURITIES – 109.0%
(Cost: $213,461,385)

 

    194,686,165  

Other Assets less Liabilities – (9.0)%

 

    (16,055,969
 

 

 

 
NET ASSETS – 100.0%

 

  $ 178,630,196  
(a) 

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

 

(b) 

Security, or portion thereof, was on loan at February 28, 2023 (See Note 2). At February 28, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $24,507,237 and the total market value of the collateral held by the Fund was $25,450,358. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $804,208.

 

(c) 

Rate shown reflects the accrual rate as of February 28, 2023 on securities with variable or step rates.

 

(d) 

Rate shown represents annualized 7-day yield as of February 28, 2023.

 

See Notes to Financial Statements.

 

WisdomTree Trust      51  


Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 28, 2023

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

2 Year U.S. Treasury Note

    109       6/30/23     $ (22,206,195   $ (1,016

5 Year U.S. Treasury Note

    943       6/30/23       (100,952,571     278,192  

10 Year U.S. Treasury Note

    297       6/21/23       (33,161,906     78,286  

Ultra 10 Year U.S. Treasury Note

    43       6/21/23       (5,039,063     14,110  
      $ (161,359,735   $ 369,572  
Long Exposure                            

U.S. Treasury Long Bond

    11       6/21/23     $ 1,377,406     $ (11,430

U.S. Treasury Ultra Long Term Bond

    5       6/21/23       675,313       (7,070
      $ 2,052,719     $ (18,500

Total – Net

                  $ (159,307,016   $ 351,072  

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

  

Investments in Securities

  

Corporate Bonds

   $      $ 170,040,015      $      $ 170,040,015  

Investment of Cash Collateral for Securities Loaned

            24,646,150               24,646,150  

Total Investments in Securities

   $      $ 194,686,165      $      $ 194,686,165  

Financial Derivative Instruments

  

Futures Contracts1

   $ 370,588      $      $      $ 370,588  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (19,516    $      $      $ (19,516

Total – Net

   $ 351,072      $ 194,686,165      $      $ 195,037,237  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

52   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
U.S. GOVERNMENT AGENCIES – 28.0%      
Federal Home Loan Bank – 0.1%

 

1.50%, 8/15/24

   $ 85,000      $ 80,933  

3.25%, 11/16/28

     65,000        61,831  

5.50%, 7/15/36

     15,000        16,762  
     

 

 

 
Total Federal Home Loan Bank

 

     159,526  
Federal Home Loan Mortgage Corporation – 7.6%

 

3.00%, 4/1/27

     13,917        13,356  

2.50%, 3/1/28

     13,890        12,893  

2.50%, 4/1/28

     35,811        33,210  

3.50%, 1/1/29

     14,415        13,896  

2.50%, 6/1/29

     25,236        23,432  

3.00%, 8/1/29

     14,181        13,369  

2.50%, 1/1/30

     15,223        14,135  

2.50%, 2/1/30

     21,799        20,236  

3.00%, 4/1/30

     22,867        21,564  

2.50%, 5/1/30

     89,292        82,809  

3.00%, 4/1/31

     99,426        93,662  

2.50%, 12/1/31

     25,180        23,371  

3.00%, 7/1/32

     142,254        134,059  

6.25%, 7/15/32

     39,000        45,261  

3.50%, 9/1/32

     43,176        41,562  

2.50%, 11/1/32

     11,999        11,121  

3.00%, 1/1/33

     10,952        10,322  

3.00%, 9/1/33

     7,459        7,013  

4.00%, 11/1/33

     7,357        7,207  

3.00%, 2/1/34

     20,671        19,371  

4.00%, 5/1/34

     23,295        22,612  

3.50%, 8/1/34

     72,137        68,595  

2.50%, 4/1/35

     171,316        157,343  

2.50%, 5/1/35

     9,701        8,898  

3.00%, 5/1/35

     16,485        15,430  

3.50%, 6/1/35

     15,959        15,112  

2.00%, 8/1/35

     62,276        55,485  

1.50%, 9/1/35

     42,873        37,125  

2.00%, 10/1/35

     154,978        138,079  

2.50%, 10/1/35

     49,647        45,540  

1.50%, 12/1/35

     193,333        167,415  

1.50%, 2/1/36

     291,199        252,161  

2.00%, 2/1/36

     396,327        353,111  

2.00%, 7/1/36

     101,109        89,982  

1.00%, 8/1/36

     42,551        36,472  

1.50%, 8/1/36

     41,589        35,970  

2.00%, 9/1/36

     83,299        74,132  

1.00%, 10/1/36

     21,939        18,759  

2.00%, 10/1/36

     178,580        158,926  

2.00%, 11/1/36

     184,345        164,057  

1.50%, 1/1/37

     82,454        71,314  

1.50%, 2/1/37

     158,514        137,098  

1.50%, 3/1/37

     191,112        165,142  

1.50%, 4/1/37

     23,174        20,025  

2.50%, 6/1/37

     86,185        78,757  

4.00%, 9/1/37

     23,156        22,580  

3.50%, 10/1/37

     23,749        22,649  

4.00%, 10/1/37

     28,075        27,217  

5.50%, 4/1/38

     19,178        19,757  

2.93%, 11/15/38(a)

     50,000        24,856  

2.93%, 11/15/38(a)

     50,000        24,922  

2.00%, 11/1/40

   36,242      30,581  

4.50%, 12/1/40

     27,632        27,369  

1.50%, 1/1/41

     87,897        71,360  

2.00%, 1/1/41

     76,386        64,432  

2.00%, 2/1/41

     39,272        33,120  

4.00%, 2/1/41

     125,921        121,763  

2.00%, 4/1/41

     184,409        155,655  

2.00%, 8/1/41

     196,491        165,671  

1.50%, 12/1/41

     69,403        56,228  

1.50%, 1/1/42

     69,854        56,594  

2.00%, 1/1/42

     69,138        58,213  

2.50%, 1/1/42

     67,792        58,984  

2.50%, 2/1/42

     46,055        40,072  

3.50%, 3/1/42

     24,697        23,061  

3.50%, 6/1/42

     295,699        275,838  

3.00%, 6/1/43

     32,809        29,727  

3.00%, 7/1/43

     49,500        44,911  

3.00%, 8/1/43

     50,377        45,645  

4.00%, 12/1/43

     8,655        8,333  

3.00%, 1/1/44

     49,495        44,887  

3.50%, 9/1/44

     38,295        35,739  

4.00%, 9/1/44

     23,183        22,299  

3.50%, 1/1/45

     55,141        51,269  

4.50%, 7/1/45

     14,545        14,407  

3.50%, 8/1/45

     24,536        22,761  

4.00%, 8/1/45

     14,919        14,307  

3.50%, 9/1/45

     30,465        28,242  

4.00%, 11/1/45

     16,279        15,611  

3.00%, 1/1/46

     197,843        178,033  

4.00%, 2/1/46

     35,441        33,953  

3.50%, 3/1/46

     16,430        15,227  

3.00%, 4/1/46

     5,467        4,918  

3.50%, 4/1/46

     66,229        61,338  

3.50%, 5/1/46

     7,176        6,646  

3.00%, 9/1/46

     331,774        298,604  

4.50%, 9/1/46

     36,590        36,302  

3.00%, 10/1/46

     32,794        29,532  

3.00%, 11/1/46

     118,845        106,917  

4.00%, 11/1/46

     9,513        9,104  

3.50%, 12/1/46

     38,322        35,525  

3.00%, 2/1/47

     693,595        624,754  

3.50%, 2/1/47

     70,123        64,944  

4.00%, 2/1/47

     7,870        7,531  

4.50%, 4/1/47

     7,070        6,940  

3.50%, 5/1/47

     7,166        6,641  

3.50%, 7/1/47

     170,889        159,411  

4.00%, 7/1/47

     42,536        40,591  

3.50%, 8/1/47

     41,404        38,371  

4.00%, 8/1/47

     17,561        16,769  

3.00%, 10/1/47

     24,500        22,063  

3.50%, 10/1/47

     10,336        9,579  

3.50%, 11/1/47

     143,080        132,407  

3.50%, 12/1/47

     44,542        41,237  

4.00%, 2/1/48

     15,888        15,172  

3.50%, 7/1/48

     34,583        32,013  

4.00%, 7/1/48

     73,367        70,729  

3.00%, 11/1/48

     195,715        176,070  

5.00%, 3/1/49

     28,617        28,548  

3.50%, 6/1/49

     46,006        42,594  

 

See Notes to Financial Statements.

 

WisdomTree Trust      53  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.50%, 7/1/49

   $ 25,983      $ 24,118  

3.50%, 8/1/49

     420,397        388,506  

4.00%, 8/1/49

     57,777        54,991  

2.50%, 9/1/49

     90,216        77,381  

3.00%, 10/1/49

     86,258        76,783  

5.00%, 10/1/49

     10,660        10,635  

3.00%, 12/1/49

     477,779        427,117  

3.00%, 1/1/50

     69,164        61,830  

3.00%, 2/1/50

     55,648        49,535  

3.00%, 4/1/50

     88,587        79,473  

3.50%, 4/1/50

     109,597        101,858  

2.50%, 5/1/50

     109,891        94,036  

4.00%, 5/1/50

     70,838        67,993  

2.50%, 6/1/50

     177,526        151,873  

3.00%, 6/1/50

     197,886        177,236  

2.50%, 7/1/50

     251,786        215,434  

2.00%, 8/1/50

     590,305        482,735  

2.50%, 8/1/50

     89,624        76,825  

2.50%, 9/1/50

     274,748        233,639  

2.50%, 10/1/50

     251,158        214,749  

1.50%, 11/1/50

     62,480        48,345  

1.50%, 12/1/50

     42,947        33,232  

2.00%, 12/1/50

     374,769        307,222  

1.50%, 1/1/51

     42,515        32,897  

2.00%, 1/1/51

     376,549        308,390  

2.50%, 1/1/51

     66,923        57,122  

3.00%, 1/1/51

     85,137        75,902  

4.50%, 1/1/51

     46,890        45,755  

1.50%, 2/1/51

     85,020        65,786  

2.00%, 2/1/51

     343,381        281,278  

2.00%, 3/1/51

     127,355        104,459  

2.50%, 3/1/51

     105,990        90,434  

1.50%, 4/1/51

     263,493        204,184  

2.00%, 4/1/51

     279,867        228,760  

2.00%, 5/1/51

     706,416        577,738  

2.50%, 5/1/51

     695,746        592,836  

1.50%, 6/1/51

     90,030        69,747  

3.00%, 7/1/51

     271,655        241,379  

2.50%, 9/1/51

     352,456        299,667  

2.00%, 10/1/51

     275,309        224,754  

2.50%, 10/1/51

     173,925        148,979  

2.00%, 11/1/51

     323,679        264,141  

2.00%, 12/1/51

     671,803        549,256  

2.50%, 12/1/51

     128,427        109,021  

2.00%, 2/1/52

     898,799        732,634  

2.50%, 2/1/52

     468,885        397,595  

3.00%, 2/1/52

     252,579        222,311  

3.50%, 2/1/52

     107,508        98,215  

2.00%, 3/1/52

     214,269        174,512  

3.00%, 3/1/52

     103,629        91,313  

3.00%, 4/1/52

     61,821        54,474  

3.50%, 5/1/52

     334,342        304,484  

3.00%, 6/1/52

     71,822        63,327  

4.00%, 6/1/52

     341,741        321,916  

4.50%, 6/1/52

     47,537        45,777  

4.00%, 7/1/52

     96,884        90,904  

4.00%, 8/1/52

     48,636        45,634  

4.50%, 9/1/52

     168,464        162,349  

5.00%, 9/1/52

   48,654      47,816  

4.00%, 12/1/52

     34,624        32,486  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     18,054,690  
Federal National Mortgage Association – 12.3%

 

1.63%, 10/15/24

     25,000        23,713  

1.63%, 1/7/25

     25,000        23,568  

4.00%, 9/1/25

     5,636        5,522  

5.50%, 10/1/25

     11,899        11,796  

2.13%, 4/24/26

     25,000        23,288  

4.00%, 7/1/26

     1,309        1,286  

1.88%, 9/24/26

     39,000        35,767  

3.50%, 10/1/26

     25,656        24,806  

3.00%, 11/1/26

     10,694        10,268  

3.50%, 12/1/26

     3,031        2,939  

3.00%, 2/1/27

     31,629        30,339  

3.00%, 6/1/27

     26,797        25,648  

3.00%, 9/1/27

     12,931        12,350  

2.50%, 8/1/28

     11,452        10,620  

3.00%, 9/1/28

     9,924        9,368  

3.00%, 11/1/28

     6,295        5,942  

7.25%, 5/15/30

     300,000        357,030  

3.50%, 4/1/31

     15,447        14,880  

2.50%, 6/1/31

     11,181        10,367  

2.50%, 7/1/31

     11,331        10,506  

3.00%, 8/1/31

     96,454        90,864  

2.50%, 10/1/31

     256,568        237,902  

3.50%, 11/1/31

     27,296        26,290  

2.50%, 4/1/32

     14,666        13,599  

2.50%, 9/1/32

     40,996        37,959  

3.00%, 9/1/32

     18,056        17,010  

3.00%, 10/1/32

     19,910        18,745  

2.50%, 12/1/32

     6,067        5,617  

3.50%, 1/1/33

     11,319        10,896  

3.50%, 2/1/33

     26,068        25,117  

3.00%, 4/1/33

     20,117        18,853  

3.00%, 6/1/33

     66,414        62,281  

5.00%, 10/1/33

     83,098        83,416  

6.00%, 2/1/34

     28,112        29,331  

4.00%, 3/1/34

     19,431        18,960  

2.50%, 5/1/34

     16,076        14,765  

3.00%, 6/1/34

     7,402        6,931  

4.00%, 8/1/34

     7,917        7,677  

3.00%, 1/1/35

     8,809        8,248  

2.50%, 5/1/35

     18,264        16,753  

2.00%, 7/1/35

     51,496        45,880  

2.50%, 7/1/35

     23,699        21,739  

2.50%, 8/1/35

     43,784        40,366  

2.00%, 9/1/35

     247,248        220,287  

3.50%, 9/1/35

     22,543        21,346  

1.50%, 10/1/35

     39,034        33,800  

2.00%, 10/1/35

     90,843        80,880  

1.50%, 12/1/35

     185,190        160,360  

2.00%, 12/1/35

     234,893        209,130  

3.50%, 1/1/36

     8,040        7,613  

2.50%, 2/1/36

     15,134        13,881  

1.50%, 3/1/36

     133,109        115,123  

2.00%, 3/1/36

     69,328        61,687  

1.50%, 4/1/36

     209,020        180,822  

 

See Notes to Financial Statements.

 

54   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.00%, 4/1/36

   $ 17,250      $ 16,019  

3.00%, 6/1/36

     40,872        37,846  

3.50%, 7/1/36

     20,826        19,694  

3.00%, 9/1/36

     84,597        78,334  

1.50%, 10/1/36

     44,016        38,101  

2.00%, 10/1/36

     404,556        360,031  

1.50%, 11/1/36

     154,574        133,687  

2.00%, 11/1/36

     215,538        191,816  

3.00%, 11/1/36

     48,924        45,474  

2.50%, 12/1/36

     28,886        26,529  

2.00%, 1/1/37

     89,006        79,210  

2.50%, 1/1/37

     316,316        288,887  

2.00%, 2/1/37

     246,138        219,048  

3.00%, 4/1/37

     60,622        57,075  

3.50%, 5/1/37

     42,042        40,259  

3.50%, 7/1/37

     18,045        17,001  

5.50%, 8/1/37

     169,055        173,234  

3.50%, 4/1/38

     9,912        9,315  

4.50%, 9/1/39

     9,162        9,063  

3.00%, 12/1/39

     84,373        77,854  

4.50%, 8/1/40

     18,308        18,115  

2.00%, 9/1/40

     53,526        45,285  

2.50%, 9/1/40

     55,486        48,298  

4.50%, 9/1/40

     178,468        176,595  

5.50%, 9/1/40

     33,545        34,503  

4.00%, 10/1/40

     160,726        154,467  

2.00%, 11/1/40

     71,676        60,475  

2.50%, 12/1/40

     31,198        27,151  

3.50%, 12/1/40

     64,203        59,899  

3.50%, 2/1/41

     197,591        184,346  

2.00%, 3/1/41

     20,161        17,022  

2.00%, 4/1/41

     20,774        17,535  

1.50%, 5/1/41

     34,476        27,930  

2.00%, 5/1/41

     67,393        56,869  

2.50%, 5/1/41

     41,857        36,421  

1.50%, 6/1/41

     43,464        35,211  

1.50%, 7/1/41

     77,929        63,132  

1.50%, 10/1/41

     36,118        29,260  

2.50%, 10/1/41

     152,163        132,400  

3.50%, 10/1/41

     127,321        118,786  

2.00%, 11/1/41

     180,333        151,919  

2.50%, 2/1/42

     22,977        19,993  

3.00%, 2/1/42

     22,581        20,427  

2.00%, 3/1/42

     42,140        35,572  

3.50%, 6/1/42

     6,177        5,762  

4.00%, 9/1/42

     102,875        98,941  

3.00%, 1/1/43

     54,192        49,113  

3.00%, 4/1/43

     40,421        36,622  

3.00%, 5/1/43

     120,886        109,521  

3.50%, 5/1/43

     10,815        10,083  

3.00%, 6/1/43

     65,852        59,687  

4.00%, 6/1/43

     3,971        3,818  

3.00%, 8/1/43

     381,704        345,822  

3.00%, 9/1/43

     46,190        41,848  

4.00%, 11/1/43

     7,192        6,917  

3.00%, 2/1/44

     35,522        32,192  

4.00%, 2/1/44

     51,910        50,004  

4.50%, 2/1/44

     72,782        72,876  

4.50%, 4/1/44

     78,659        77,502  

3.50%, 5/1/44

   37,040      34,676  

4.50%, 5/1/44

     5,947        5,871  

4.00%, 9/1/44

     35,793        34,395  

4.00%, 10/1/44

     5,481        5,267  

4.00%, 12/1/44

     79,719        76,924  

3.50%, 2/1/45

     59,682        55,674  

5.00%, 2/1/45

     32,078        32,426  

3.50%, 3/1/45

     33,819        31,342  

3.50%, 4/1/45

     38,069        35,437  

3.50%, 6/1/45

     63,493        59,193  

4.00%, 6/1/45

     28,081        27,008  

3.50%, 8/1/45

     70,499        65,480  

3.50%, 12/1/45

     91,440        84,743  

3.00%, 1/1/46

     51,606        46,439  

3.50%, 1/1/46

     42,998        39,849  

3.50%, 2/1/46

     17,643        16,350  

3.50%, 4/1/46

     6,180        5,723  

3.00%, 5/1/46

     40,933        36,826  

3.50%, 5/1/46

     70,010        64,874  

4.50%, 5/1/46

     33,674        33,075  

3.50%, 6/1/46

     71,898        66,586  

4.00%, 7/1/46

     10,088        9,644  

3.00%, 9/1/46

     22,502        20,244  

3.00%, 10/1/46

     11,546        10,388  

4.00%, 10/1/46

     11,066        10,580  

2.50%, 11/1/46

     8,414        7,291  

3.00%, 11/1/46

     398,324        359,203  

3.50%, 11/1/46

     12,357        11,452  

4.50%, 11/1/46

     14,883        14,694  

3.50%, 12/1/46

     65,984        61,386  

3.00%, 1/1/47

     27,423        24,672  

3.50%, 1/1/47

     66,295        61,397  

4.00%, 1/1/47

     77,294        73,892  

3.00%, 2/1/47

     15,418        13,871  

4.00%, 2/1/47

     8,794        8,407  

4.00%, 3/1/47

     49,311        47,057  

4.00%, 5/1/47

     21,276        20,303  

4.50%, 5/1/47

     77,030        76,049  

3.50%, 7/1/47

     82,432        76,315  

4.00%, 8/1/47

     146,202        140,314  

3.50%, 9/1/47

     75,751        70,622  

3.50%, 11/1/47

     193,564        179,201  

4.50%, 11/1/47

     53,158        52,130  

3.00%, 12/1/47

     52,730        47,439  

3.50%, 12/1/47

     33,526        31,038  

3.50%, 1/1/48

     92,650        86,333  

4.00%, 1/1/48

     50,444        48,138  

4.00%, 4/1/48

     185,488        178,071  

4.50%, 5/1/48

     16,314        15,962  

4.50%, 6/1/48

     182,995        179,051  

4.50%, 7/1/48

     25,962        25,402  

4.00%, 8/1/48

     17,603        16,788  

4.00%, 9/1/48

     133,034        127,714  

4.00%, 11/1/48

     530,514        506,445  

3.00%, 12/1/48

     50,110        45,082  

4.00%, 1/1/49

     102,860        98,118  

5.00%, 5/1/49

     36,156        36,069  

4.00%, 6/1/49

     171,612        163,767  

4.50%, 7/1/49

     13,748        13,454  

 

See Notes to Financial Statements.

 

WisdomTree Trust      55  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.00%, 9/1/49

   $ 251,686      $ 224,592  

4.00%, 9/1/49

     96,341        91,937  

3.00%, 10/1/49

     73,119        65,084  

4.00%, 10/1/49

     10,363        9,864  

3.50%, 11/1/49

     145,503        135,211  

5.00%, 11/1/49

     57,164        57,033  

2.50%, 1/1/50

     57,046        48,926  

3.00%, 1/1/50

     37,242        33,150  

3.50%, 1/1/50

     83,274        76,743  

4.50%, 1/1/50

     66,015        64,418  

3.00%, 3/1/50

     123,307        110,387  

4.00%, 3/1/50

     60,592        58,074  

4.50%, 3/1/50

     68,708        67,227  

5.00%, 3/1/50

     137,572        137,267  

3.00%, 4/1/50

     87,628        78,267  

3.50%, 4/1/50

     149,343        138,650  

3.50%, 5/1/50

     120,254        110,524  

4.00%, 5/1/50

     47,834        45,520  

2.50%, 6/1/50

     216,064        184,819  

2.50%, 7/1/50

     268,718        229,949  

3.00%, 7/1/50

     131,137        117,078  

2.00%, 8/1/50

     215,719        177,163  

2.50%, 8/1/50

     208,504        178,222  

3.00%, 8/1/50

     29,094        26,074  

2.00%, 9/1/50

     1,014,408        832,514  

2.50%, 9/1/50

     466,899        400,970  

2.00%, 10/1/50

     404,392        332,681  

1.50%, 11/1/50

     293,151        226,828  

2.00%, 11/1/50

     800,655        656,592  

2.50%, 11/1/50

     162,894        139,845  

1.50%, 12/1/50

     406,375        314,435  

2.00%, 12/1/50

     1,506,313        1,235,189  

2.50%, 12/1/50

     689,722        589,333  

3.00%, 12/1/50

     58,293        51,986  

1.50%, 1/1/51

     64,263        49,724  

2.00%, 1/1/51

     427,372        349,492  

1.50%, 2/1/51

     64,813        50,149  

2.00%, 2/1/51

     40,594        33,252  

2.50%, 2/1/51

     718,559        615,055  

1.50%, 3/1/51

     225,754        175,002  

2.00%, 3/1/51

     1,452,488        1,201,643  

1.50%, 4/1/51

     97,157        75,284  

2.00%, 4/1/51

     1,116,279        911,553  

2.00%, 5/1/51

     216,838        177,383  

2.50%, 5/1/51

     636,227        542,118  

2.00%, 6/1/51

     219,232        179,651  

2.00%, 7/1/51

     376,824        308,260  

2.50%, 7/1/51

     270,339        229,974  

3.00%, 7/1/51

     237,085        209,784  

1.50%, 8/1/51

     69,173        53,572  

2.50%, 8/1/51

     1,170,394        997,065  

2.00%, 9/1/51

     433,431        353,842  

2.50%, 9/1/51

     941,704        801,094  

3.50%, 9/1/51

     53,225        48,671  

2.00%, 10/1/51

     559,311        456,608  

3.00%, 11/1/51

     114,256        100,931  

2.00%, 12/1/51

     511,419        417,192  

2.50%, 12/1/51

     202,211        172,780  

3.00%, 12/1/51

     68,224        60,923  

2.00%, 1/1/52

   389,666      317,751  

2.50%, 1/1/52

     183,830        157,334  

2.50%, 2/1/52

     377,294        319,928  

3.00%, 2/1/52

     210,206        185,928  

2.50%, 3/1/52

     643,579        545,971  

1.50%, 4/1/52

     72,107        55,844  

2.50%, 4/1/52

     496,741        421,717  

3.00%, 4/1/52

     47,614        41,886  

3.50%, 6/1/52

     196,161        178,857  

4.00%, 9/1/52

     145,046        136,093  

5.00%, 9/1/52

     48,164        47,335  

4.50%, 10/1/52

     24,005        23,116  

5.50%, 11/1/52

     24,315        24,350  
     

 

 

 
Total Federal National Mortgage Association

 

     29,204,732  
Government National Mortgage Association – 6.1%

 

2.50%, 7/20/28

     35,449        33,698  

3.00%, 4/20/33

     20,448        19,076  

2.00%, 5/20/36

     37,653        33,443  

4.00%, 11/20/40

     25,573        24,821  

3.50%, 2/20/43

     42,717        40,278  

5.00%, 2/20/43

     19,868        20,180  

4.00%, 5/20/43

     19,086        18,510  

4.00%, 6/20/43

     39,668        38,471  

5.00%, 4/20/44

     43,007        43,693  

3.50%, 7/20/44

     48,800        45,941  

4.00%, 7/20/44

     95,775        92,599  

5.00%, 7/20/44

     7,689        7,811  

3.50%, 8/20/44

     62,256        58,609  

5.00%, 8/20/44

     6,947        7,056  

3.00%, 9/20/44

     29,296        26,645  

4.50%, 9/20/44

     25,576        25,409  

3.50%, 10/20/44

     367,622        346,083  

3.00%, 1/20/45

     10,876        9,892  

4.00%, 4/20/45

     64,506        62,367  

3.00%, 7/20/45

     79,790        72,471  

3.00%, 12/20/45

     61,399        55,766  

3.50%, 12/20/45

     86,948        81,748  

4.50%, 12/20/45

     24,479        24,319  

3.50%, 1/20/46

     162,574        152,851  

3.00%, 5/20/46

     194,306        176,456  

4.00%, 7/20/46

     70,967        68,146  

3.50%, 9/20/46

     50,556        47,266  

2.50%, 10/20/46

     56,805        49,987  

3.00%, 10/20/46

     37,298        33,872  

3.00%, 12/20/46

     6,937        6,300  

4.00%, 12/20/46

     16,229        15,584  

4.00%, 1/20/47

     14,123        13,561  

4.50%, 1/20/47

     19,131        18,976  

3.00%, 2/20/47

     581,461        528,045  

3.50%, 2/20/47

     53,113        49,656  

3.50%, 3/20/47

     48,656        45,468  

3.50%, 4/20/47

     26,074        24,366  

4.00%, 4/20/47

     76,911        73,823  

3.00%, 5/20/47

     30,688        27,858  

4.00%, 7/20/47

     17,030        16,347  

4.00%, 8/20/47

     14,811        14,216  

3.50%, 9/20/47

     41,513        38,793  

4.50%, 10/20/47

     6,532        6,416  

 

See Notes to Financial Statements.

 

56   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.50%, 11/20/47

   $ 119,374      $ 111,552  

3.50%, 1/20/48

     167,059        156,113  

4.00%, 1/20/48

     28,658        27,508  

3.00%, 2/20/48

     128,175        116,354  

3.50%, 2/20/48

     149,534        139,736  

3.50%, 3/20/48

     14,460        13,512  

3.50%, 4/20/48

     25,585        23,908  

3.50%, 6/20/48

     43,055        40,220  

3.50%, 7/20/48

     37,088        34,646  

4.00%, 9/20/48

     22,862        21,932  

4.50%, 9/20/48

     13,084        12,854  

3.50%, 10/20/48

     174,926        163,410  

4.50%, 1/20/49

     13,200        12,968  

3.50%, 3/20/49

     6,526        6,096  

4.00%, 3/20/49

     23,723        22,757  

4.50%, 3/20/49

     6,213        6,104  

5.00%, 3/20/49

     11,571        11,603  

4.00%, 4/20/49

     9,967        9,508  

4.50%, 6/20/49

     40,373        39,662  

3.50%, 7/20/49

     36,401        33,910  

3.00%, 8/20/49

     58,222        52,599  

3.50%, 8/20/49

     21,339        19,876  

3.00%, 9/20/49

     57,487        51,920  

3.00%, 10/20/49

     224,110        202,344  

4.00%, 10/20/49

     27,158        25,906  

3.00%, 11/15/49

     7,443        6,682  

2.50%, 11/20/49

     39,831        34,751  

3.00%, 1/20/50

     6,437        5,805  

3.50%, 1/20/50

     4,661        4,339  

4.50%, 1/20/50

     9,645        9,475  

3.00%, 2/20/50

     78,748        71,076  

4.00%, 2/20/50

     97,171        92,691  

2.50%, 4/20/50

     93,193        81,299  

3.00%, 5/20/50

     24,731        22,273  

2.50%, 6/20/50

     141,694        123,610  

3.00%, 6/20/50

     46,182        41,586  

3.50%, 7/20/50

     120,713        112,322  

5.00%, 7/20/50

     45,044        45,169  

2.00%, 8/20/50

     132,103        111,477  

2.50%, 8/20/50

     352,792        307,767  

3.00%, 8/20/50

     408,133        367,390  

3.50%, 8/20/50

     91,676        85,117  

3.00%, 9/20/50

     195,346        175,845  

4.00%, 9/20/50

     39,632        37,806  

4.50%, 9/20/50

     51,391        50,486  

2.00%, 11/20/50

     541,152        457,115  

2.50%, 11/20/50

     272,398        237,633  

3.00%, 11/20/50

     75,251        67,727  

2.00%, 12/20/50

     185,562        156,589  

2.50%, 12/20/50

     646,698        564,163  

3.50%, 12/20/50

     29,692        27,559  

2.00%, 1/20/51

     471,985        398,290  

2.00%, 3/20/51

     410,777        347,072  

2.50%, 3/20/51

     449,213        390,455  

2.00%, 4/20/51

     80,039        67,601  

2.50%, 4/20/51

     192,958        167,794  

2.50%, 5/20/51

     66,324        57,785  

2.00%, 6/20/51

     351,606        296,751  

2.00%, 7/20/51

   42,698      35,959  

3.00%, 7/20/51

     116,436        104,428  

2.50%, 8/20/51

     537,644        466,409  

1.50%, 9/20/51

     44,943        35,451  

2.00%, 9/20/51

     547,006        460,335  

2.50%, 9/20/51

     372,414        323,045  

3.00%, 9/20/51

     228,004        204,363  

3.50%, 9/20/51

     42,150        38,920  

2.00%, 10/20/51

     270,413        227,464  

2.00%, 11/20/51

     720,766        606,090  

2.50%, 11/20/51

     94,599        81,990  

2.50%, 1/20/52

     92,700        80,193  

3.00%, 1/20/52

     91,574        81,977  

2.50%, 2/20/52

     173,258        150,030  

2.50%, 3/20/52

     165,132        142,859  

4.50%, 7/20/52

     480,616        465,795  

4.00%, 8/20/52

     73,680        69,646  

4.00%, 9/20/52

     123,573        116,807  

4.00%, 11/20/52

     24,840        23,480  

2.00%, 3/21/53(b)

     100,000        83,866  

2.50%, 3/21/53(b)

     125,000        108,165  

4.00%, 3/21/53(b)

     325,000        307,271  

4.50%, 3/21/53(b)

     200,000        193,846  

5.00%, 3/21/53(b)

     375,000        370,619  

5.50%, 3/21/53(b)

     225,000        225,776  

6.00%, 3/21/53(b)

     125,000        126,787  

3.50%, 4/20/53(b)

     75,000        68,991  

4.00%, 4/20/53(b)

     25,000        23,647  

4.50%, 4/20/53(b)

     50,000        48,471  

5.00%, 4/20/53(b)

     100,000        98,726  

5.50%, 4/20/53(b)

     25,000        25,053  
     

 

 

 
Total Government National Mortgage Association

 

     14,373,830  
Tennessee Valley Authority – 0.1%

 

2.88%, 9/15/24

     25,000        24,148  

5.25%, 9/15/39

     140,000        146,356  
     

 

 

 
Total Tennessee Valley Authority

 

     170,504  
Uniform Mortgage-Backed Securities – 1.8%

 

3.00%, 3/16/38(b)

     100,000        93,260  

4.00%, 3/16/38(b)

     25,000        24,381  

1.50%, 4/17/38(b)

     25,000        21,635  

2.00%, 4/17/38(b)

     25,000        22,227  

2.50%, 4/17/38(b)

     50,000        45,674  

3.50%, 4/17/38(b)

     50,000        47,713  

4.50%, 4/17/38(b)

     50,000        49,336  

5.00%, 4/17/38(b)

     25,000        24,918  

1.50%, 3/13/53(b)

     25,000        19,311  

2.50%, 3/13/53(b)

     275,000        232,980  

3.00%, 3/13/53(b)

     175,000        153,954  

3.50%, 3/13/53(b)

     150,000        136,579  

4.00%, 3/13/53(b)

     250,000        234,580  

4.50%, 3/13/53(b)

     1,025,000        987,039  

5.00%, 3/13/53(b)

     800,000        786,154  

5.50%, 3/13/53(b)

     400,000        399,334  

6.00%, 3/13/53(b)

     400,000        404,723  

2.00%, 4/13/53(b)

     50,000        40,776  

2.50%, 4/13/53(b)

     75,000        63,615  

4.00%, 4/13/53(b)

     25,000        23,468  

 

See Notes to Financial Statements.

 

WisdomTree Trust      57  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

5.00%, 4/13/53(b)

   $ 100,000      $ 98,245  

5.50%, 4/13/53(b)

     175,000        174,630  

6.50%, 4/13/53(b)

     200,000        204,592  
     

 

 

 
Total Uniform Mortgage-Backed Securities

 

     4,289,124  
TOTAL U.S. GOVERNMENT AGENCIES
(Cost: $73,389,162)

 

     66,252,406  
U.S. GOVERNMENT OBLIGATIONS – 40.6%

 

U.S. Treasury Bonds – 7.6%

 

6.13%, 8/15/29

     45,000        50,108  

3.50%, 2/15/39

     87,000        82,038  

4.38%, 11/15/39

     145,000        151,718  

1.13%, 5/15/40

     1,050,000        665,520  

1.38%, 11/15/40

     1,400,000        920,719  

1.88%, 2/15/41

     1,180,000        844,069  

4.75%, 2/15/41

     150,000        164,062  

2.25%, 5/15/41

     1,300,000        988,609  

1.75%, 8/15/41

     1,880,000        1,304,103  

2.00%, 11/15/41

     500,000        361,523  

2.38%, 2/15/42

     1,000,000        769,766  

3.25%, 5/15/42

     570,000        504,272  

3.38%, 8/15/42

     425,000        382,832  

2.75%, 11/15/42

     215,000        174,872  

3.88%, 2/15/43

     145,000        140,775  

2.88%, 5/15/43

     300,000        248,437  

2.50%, 2/15/45

     310,000        237,053  

3.00%, 11/15/45

     141,000        117,669  

2.50%, 2/15/46

     290,000        220,672  

2.50%, 5/15/46

     295,000        224,430  

2.25%, 8/15/46

     365,000        263,684  

2.88%, 11/15/46

     165,000        134,617  

3.00%, 2/15/47

     325,000        270,842  

3.00%, 5/15/47

     250,000        208,437  

2.75%, 8/15/47

     355,000        282,530  

3.13%, 5/15/48

     440,000        376,028  

3.00%, 8/15/48

     480,000        400,987  

3.38%, 11/15/48

     495,000        443,296  

3.00%, 2/15/49

     520,000        435,419  

2.88%, 5/15/49

     505,000        413,153  

2.25%, 8/15/49

     480,000        344,625  

2.38%, 11/15/49

     450,000        332,297  

2.00%, 2/15/50

     565,000        382,479  

1.25%, 5/15/50

     675,000        374,889  

1.38%, 8/15/50

     100,000        57,406  

1.63%, 11/15/50

     650,000        398,887  

1.88%, 2/15/51

     725,000        474,139  

2.38%, 5/15/51

     820,000        602,764  

1.88%, 11/15/51

     1,130,000        736,001  

2.25%, 2/15/52

     840,000        600,141  

2.88%, 5/15/52

     660,000        541,355  

3.00%, 8/15/52

     625,000        526,318  

4.00%, 11/15/52

     625,000        636,621  

3.63%, 2/15/53

     200,000        190,547  
     

 

 

 
Total U.S. Treasury Bonds

 

     17,980,709  
U.S. Treasury Notes – 33.0%

 

0.25%, 3/15/24

     1,000,000        950,937  

2.25%, 4/30/24

     355,000        343,573  

0.25%, 5/15/24

     495,000        467,021  

2.50%, 5/15/24

   590,000      572,035  

2.00%, 5/31/24

     410,000        394,657  

2.50%, 5/31/24

     475,000        460,026  

0.25%, 6/15/24

     555,000        521,657  

1.75%, 6/30/24

     350,000        335,111  

2.00%, 6/30/24

     245,000        235,214  

3.00%, 6/30/24

     480,000        467,091  

0.38%, 7/15/24

     485,000        454,972  

1.75%, 7/31/24

     370,000        353,256  

2.13%, 7/31/24

     240,000        230,400  

3.00%, 7/31/24

     495,000        481,039  

0.38%, 8/15/24

     955,000        892,738  

2.38%, 8/15/24

     260,000        250,250  

1.25%, 8/31/24

     330,000        312,018  

1.88%, 8/31/24

     190,000        181,331  

3.25%, 8/31/24

     645,000        628,434  

0.38%, 9/15/24

     1,035,000        964,713  

1.50%, 9/30/24

     340,000        322,137  

2.13%, 9/30/24

     235,000        224,916  

4.25%, 9/30/24

     470,000        464,731  

0.63%, 10/15/24

     1,135,000        1,058,853  

1.50%, 10/31/24

     330,000        311,947  

2.25%, 10/31/24

     250,000        239,238  

4.38%, 10/31/24

     460,000        455,705  

0.75%, 11/15/24

     1,090,000        1,015,786  

2.25%, 11/15/24

     650,000        621,842  

1.50%, 11/30/24

     375,000        353,730  

2.13%, 11/30/24

     250,000        238,437  

4.50%, 11/30/24

     160,000        158,847  

1.00%, 12/15/24

     990,000        924,200  

1.75%, 12/31/24

     345,000        326,295  

2.25%, 12/31/24

     275,000        262,421  

4.25%, 12/31/24

     500,000        494,414  

1.13%, 1/15/25

     570,000        532,293  

1.38%, 1/31/25

     220,000        206,259  

2.50%, 1/31/25

     75,000        71,845  

1.50%, 2/15/25

     150,000        140,760  

2.00%, 2/15/25

     585,000        554,585  

2.75%, 2/28/25

     290,000        278,813  

4.63%, 2/28/25

     250,000        249,209  

1.75%, 3/15/25

     400,000        376,469  

0.50%, 3/31/25

     600,000        549,961  

2.63%, 4/15/25

     505,000        483,340  

0.38%, 4/30/25

     800,000        728,937  

2.88%, 4/30/25

     270,000        259,706  

2.13%, 5/15/25

     555,000        525,104  

2.75%, 5/15/25

     495,000        474,581  

0.25%, 5/31/25

     700,000        634,156  

2.88%, 5/31/25

     245,000        235,497  

2.88%, 6/15/25

     480,000        461,344  

0.25%, 6/30/25

     800,000        723,281  

3.00%, 7/15/25

     470,000        452,559  

0.25%, 7/31/25

     100,000        90,102  

2.88%, 7/31/25

     235,000        225,683  

2.00%, 8/15/25

     605,000        568,535  

3.13%, 8/15/25

     460,000        444,098  

2.75%, 8/31/25

     240,000        229,509  

3.50%, 9/15/25

     450,000        438,205  

 

See Notes to Financial Statements.

 

58   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.00%, 9/30/25

   $ 245,000      $ 235,545  

0.25%, 10/31/25

     390,000        348,349  

2.25%, 11/15/25

     500,000        470,859  

0.38%, 11/30/25

     395,000        352,939  

2.88%, 11/30/25

     260,000        248,970  

0.38%, 12/31/25

     605,000        539,821  

2.63%, 12/31/25

     235,000        223,489  

0.38%, 1/31/26

     655,000        581,978  

2.63%, 1/31/26

     140,000        132,967  

1.63%, 2/15/26

     570,000        525,135  

4.00%, 2/15/26

     385,000        379,691  

0.50%, 2/28/26

     660,000        586,910  

2.50%, 2/28/26

     140,000        132,344  

0.75%, 3/31/26

     1,000,000        894,961  

2.25%, 3/31/26

     140,000        131,245  

0.75%, 4/30/26

     615,000        548,335  

2.38%, 4/30/26

     210,000        197,351  

1.63%, 5/15/26

     555,000        508,605  

0.75%, 5/31/26

     645,000        573,571  

2.13%, 5/31/26

     265,000        246,657  

0.88%, 6/30/26

     570,000        508,102  

1.88%, 6/30/26

     260,000        239,941  

0.63%, 7/31/26

     610,000        537,467  

1.88%, 7/31/26

     265,000        244,048  

0.75%, 8/31/26

     660,000        582,553  

1.38%, 8/31/26

     255,000        230,277  

0.88%, 9/30/26

     625,000        552,954  

1.63%, 9/30/26

     195,000        177,450  

1.13%, 10/31/26

     630,000        561,291  

1.63%, 10/31/26

     255,000        231,572  

2.00%, 11/15/26

     560,000        515,112  

1.25%, 11/30/26

     645,000        576,166  

1.63%, 11/30/26

     240,000        217,716  

1.25%, 12/31/26

     625,000        557,324  

1.75%, 12/31/26

     255,000        232,209  

1.50%, 1/31/27

     840,000        754,983  

2.25%, 2/15/27

     505,000        467,401  

1.13%, 2/28/27

     150,000        132,809  

1.88%, 2/28/27

     580,000        528,276  

0.63%, 3/31/27

     245,000        211,753  

2.50%, 3/31/27

     560,000        522,309  

0.50%, 4/30/27

     300,000        257,285  

2.75%, 4/30/27

     535,000        503,548  

2.38%, 5/15/27

     605,000        560,736  

0.50%, 5/31/27

     1,000,000        854,648  

2.63%, 5/31/27

     525,000        491,347  

0.50%, 6/30/27

     950,000        809,838  

3.25%, 6/30/27

     515,000        494,219  

0.38%, 7/31/27

     1,005,000        849,853  

2.75%, 7/31/27

     505,000        474,463  

2.25%, 8/15/27

     480,000        441,300  

0.50%, 8/31/27

     410,000        347,779  

3.13%, 8/31/27

     495,000        472,435  

0.38%, 9/30/27

     525,000        441,595  

4.13%, 9/30/27

     480,000        477,525  

0.50%, 10/31/27

     515,000        434,612  

4.13%, 10/31/27

     170,000        169,157  

2.25%, 11/15/27

     385,000        352,816  

0.63%, 11/30/27

   550,000      466,061  

3.88%, 11/30/27

     170,000        167,583  

0.63%, 12/31/27

     510,000        431,209  

3.88%, 12/31/27

     170,000        167,530  

0.75%, 1/31/28

     850,000        721,504  

3.50%, 1/31/28

     170,000        164,847  

2.75%, 2/15/28

     665,000        622,191  

1.13%, 2/29/28

     35,000        30,213  

4.00%, 2/29/28

     410,000        407,005  

1.25%, 4/30/28

     430,000        372,051  

2.88%, 5/15/28

     705,000        662,039  

1.25%, 5/31/28

     700,000        604,598  

1.25%, 6/30/28

     1,000,000        861,914  

1.00%, 7/31/28

     620,000        525,934  

2.88%, 8/15/28

     110,000        103,095  

1.13%, 8/31/28

     665,000        566,938  

1.25%, 9/30/28

     665,000        569,666  

3.13%, 11/15/28

     655,000        620,919  

1.50%, 11/30/28

     630,000        545,688  

1.38%, 12/31/28

     615,000        528,492  

1.75%, 1/31/29

     580,000        508,021  

2.63%, 2/15/29

     660,000        607,638  

1.88%, 2/28/29

     550,000        485,225  

2.38%, 3/31/29

     515,000        466,839  

2.88%, 4/30/29

     480,000        447,506  

2.38%, 5/15/29

     540,000        488,742  

2.75%, 5/31/29

     460,000        425,590  

3.25%, 6/30/29

     440,000        418,808  

2.63%, 7/31/29

     415,000        380,584  

1.63%, 8/15/29

     500,000        432,246  

3.13%, 8/31/29

     405,000        382,472  

3.88%, 9/30/29

     395,000        389,754  

4.00%, 10/31/29

     185,000        183,916  

3.50%, 1/31/30

     335,000        323,563  

1.50%, 2/15/30

     645,000        547,746  

4.00%, 2/28/30

     200,000        199,234  

0.63%, 5/15/30

     1,200,000        949,125  

0.63%, 8/15/30

     1,700,000        1,337,156  

0.88%, 11/15/30

     1,750,000        1,398,906  

1.13%, 2/15/31

     1,155,000        940,062  

1.63%, 5/15/31

     1,110,000        933,441  

1.25%, 8/15/31

     1,090,000        883,837  

1.38%, 11/15/31

     700,000        569,953  

1.88%, 2/15/32

     1,000,000        847,500  

2.88%, 5/15/32

     1,120,000        1,030,575  

2.75%, 8/15/32

     1,185,000        1,077,332  

4.13%, 11/15/32

     605,000        614,926  
     

 

 

 
Total U.S. Treasury Notes

 

     78,189,568  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $98,251,610)

 

 

     96,170,277  
CORPORATE BONDS – 24.8%

 

Australia – 0.1%

 

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

     23,000        22,384  

Westpac Banking Corp.

 

3.35%, 3/8/27

     23,000        21,640  

 

See Notes to Financial Statements.

 

WisdomTree Trust      59  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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      $ 9,438  

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        23,077  

4.42%, 7/24/39

     10,000        8,487  

2.96%, 11/16/40

     50,000        34,150  
     

 

 

 
Total Australia

 

     119,176  
Austria – 0.0%

 

Suzano Austria GmbH
3.75%, 1/15/31

     41,000        34,761  
Belgium – 0.3%

 

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

     

3.65%, 2/1/26

     149,000        142,832  

4.70%, 2/1/36

     25,000        23,502  

4.90%, 2/1/46

     100,000        91,888  

Anheuser-Busch InBev Worldwide, Inc.

 

4.90%, 1/23/31

     140,000        140,141  

4.60%, 4/15/48

     119,000        105,253  

4.44%, 10/6/48

     19,000        16,394  

4.50%, 6/1/50

     100,000        88,366  
     

 

 

 
Total Belgium

 

     608,376  
Brazil – 0.0%

 

Vale Overseas Ltd.
6.88%, 11/21/36

     10,000        10,264  
Canada – 0.7%

 

Bank of Montreal

 

3.70%, 6/7/25

     80,000        77,377  

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

     5,000        4,476  

Brookfield Corp.
4.00%, 1/15/25

     21,000        20,515  

Brookfield Finance, Inc.

 

3.90%, 1/25/28

     10,000        9,323  

4.85%, 3/29/29

     25,000        24,087  

4.70%, 9/20/47

     3,000        2,562  

Canadian Imperial Bank of Commerce
3.10%, 4/2/24

     25,000        24,392  

Canadian National Railway Co.
2.95%, 11/21/24

     5,000        4,814  

2.75%, 3/1/26

     8,000        7,493  

3.85%, 8/5/32

     75,000        68,853  

4.40%, 8/5/52

     100,000        89,094  

Canadian Natural Resources Ltd.
3.80%, 4/15/24

     50,000        49,058  

3.85%, 6/1/27

     18,000        16,912  

Canadian Pacific Railway Co.
1.35%, 12/2/24

     118,000        109,983  

4.80%, 9/15/35

     35,000        32,754  

4.80%, 8/1/45

     67,000        61,268  

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

     17,000        17,810  

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

     11,000        10,552  

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

     15,000        14,318  

Magna International, Inc.
3.63%, 6/15/24

   5,000      4,883  

National Bank of Canada

     

3.75%, 6/9/25, (3.75% fixed rate until 6/9/24; Secured Overnight Financing Rate + 1.009% thereafter)(c)

     250,000        244,447  

Nutrien Ltd.
2.95%, 5/13/30

     90,000        76,808  

5.63%, 12/1/40

     5,000        4,869  

5.25%, 1/15/45

     18,000        16,701  

3.95%, 5/13/50

     25,000        19,122  

Rogers Communications, Inc.
3.20%, 3/15/27(d)

     400,000        368,216  

4.50%, 3/15/43

     5,000        4,088  

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

     15,000        14,281  

3.88%, 5/4/32

     100,000        90,487  

TELUS Corp.
2.80%, 2/16/27

     6,000        5,515  

Toronto-Dominion Bank
2.65%, 6/12/24

     25,000        24,181  

0.70%, 9/10/24

     25,000        23,306  

3.77%, 6/6/25

     20,000        19,338  

0.75%, 9/11/25

     25,000        22,348  

4.46%, 6/8/32

     70,000        65,974  

TransCanada PipeLines Ltd.
4.25%, 5/15/28

     16,000        15,146  

4.63%, 3/1/34

     23,000        20,978  

5.85%, 3/15/36

     29,000        28,887  
     

 

 

 
Total Canada

 

     1,715,216  
Chile – 0.0%

 

Enel Chile SA
4.88%, 6/12/28

     25,000        24,057  
France – 0.0%

 

Sanofi
3.63%, 6/19/28

     5,000        4,752  

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

     20,000        18,513  

3.46%, 7/12/49(e)

     20,000        15,333  
     

 

 

 
Total France

 

     38,598  
Germany – 0.2%

 

Deutsche Bank AG
3.70%, 5/30/24

     15,000        14,667  

5.37%, 9/9/27

     300,000        297,645  

Deutsche Telekom International Finance BV
9.25%, 6/1/32

     35,000        44,435  
     

 

 

 
Total Germany

 

     356,747  
Japan – 0.4%

 

Mitsubishi UFJ Financial Group, Inc.
3.78%, 3/2/25

     5,000        4,862  

5.72%, 2/20/26, (5.719% fixed rate until 2/20/25; 1-year Constant Maturity Treasury Rate + 1.08% thereafter)(c)

     200,000        199,758  

3.96%, 3/2/28

     10,000        9,445  

5.42%, 2/22/29, (5.422% fixed rate until 2/22/28; 1-year Constant Maturity Treasury Rate + 1.38% thereafter)(c)

     200,000        198,664  

 

See Notes to Financial Statements.

 

60   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.74%, 3/7/29

   $ 40,000      $ 36,677  

5.48%, 2/22/31, (5.475% fixed rate until 2/22/30; 1-year Constant Maturity Treasury Rate + 1.53% thereafter)(c)

     200,000        198,344  

4.32%, 4/19/33, (4.315% fixed rate until 4/19/32; 1-year Constant Maturity Treasury Rate + 1.55% thereafter)(c)(e)

     200,000        182,464  

4.15%, 3/7/39

     25,000        21,857  

Mizuho Financial Group, Inc.

     

2.17%, 5/22/32, (2.172% fixed rate until 5/22/31; 1-year Constant Maturity Treasury Rate + 0.87% thereafter)(c)

     103,000        79,752  

Sumitomo Mitsui Financial Group, Inc.
3.45%, 1/11/27

     25,000        23,337  

3.35%, 10/18/27

     16,000        14,751  

3.20%, 9/17/29

     30,000        25,739  

Takeda Pharmaceutical Co. Ltd.
3.03%, 7/9/40

     25,000        18,395  

Toyota Motor Corp.
3.67%, 7/20/28(e)

     2,000        1,903  
     

 

 

 
Total Japan

 

     1,015,948  
Netherlands – 0.2%

 

Cooperatieve Rabobank UA
5.25%, 5/24/41

     64,000        66,957  

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

     333,000        320,789  

5.50%, 3/25/40

     27,000        27,822  

3.13%, 11/7/49

     41,000        29,442  
     

 

 

 
Total Netherlands

 

     445,010  
Norway – 0.1%

 

Equinor ASA
3.63%, 9/10/28

     364,000        345,378  

4.80%, 11/8/43

     10,000        9,534  
     

 

 

 
Total Norway

 

     354,912  
Peru – 0.0%

 

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

     5,000        5,497  
Spain – 0.1%

 

Banco Santander SA
5.29%, 8/18/27

     200,000        196,064  
Switzerland – 0.1%

 

Credit Suisse AG
5.00%, 7/9/27

     200,000        183,480  

Credit Suisse Group AG
4.55%, 4/17/26

     192,000        172,120  
     

 

 

 
Total Switzerland

 

     355,600  
United Kingdom – 1.0%

 

AstraZeneca PLC
3.38%, 11/16/25

     15,000        14,410  

4.00%, 1/17/29

     25,000        23,984  

4.38%, 11/16/45

     50,000        45,471  

Barclays PLC

     

3.33%, 11/24/42, (3.33% fixed rate until 11/24/41; 1-year Constant Maturity Treasury Rate + 1.30% thereafter)(c)

     200,000        143,756  

BAT Capital Corp.
3.22%, 8/15/24

   125,000      120,515  

3.22%, 9/6/26

     25,000        23,071  

4.39%, 8/15/37

     25,000        19,445  

3.98%, 9/25/50

     150,000        99,076  

BP Capital Markets PLC
3.28%, 9/19/27

     24,000        22,380  

British Telecommunications PLC
9.63%, 12/15/30

     111,000        134,352  

Diageo Capital PLC
2.13%, 4/29/32

     30,000        23,914  

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

     20,000        20,588  

6.38%, 5/15/38

     50,000        56,571  

HSBC Holdings PLC
3.90%, 5/25/26

     25,000        23,845  

1.59%, 5/24/27, (1.589% fixed rate until 5/24/26; Secured Overnight Financing
Rate + 1.29% thereafter)(c)

     200,000        175,112  

4.95%, 3/31/30

     175,000        168,717  

6.50%, 9/15/37

     200,000        200,092  

Lloyds Banking Group PLC

     

4.72%, 8/11/26, (4.716% fixed rate until 8/11/25; 1-year Constant Maturity Treasury Rate + 1.75% thereafter)(c)

     300,000        292,626  

4.98%, 8/11/33, (4.976% fixed rate until 8/11/32; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(c)

     200,000        186,922  

Reynolds American, Inc.
7.25%, 6/15/37

     23,000        24,387  

5.85%, 8/15/45

     10,000        8,604  

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        237,047  

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

     70,000        75,988  

Vodafone Group PLC
4.13%, 5/30/25

     37,000        36,029  

4.38%, 2/19/43

     34,000        27,842  

5.25%, 5/30/48(e)

     30,000        27,734  

5.75%, 2/10/63

     100,000        95,133  
     

 

 

 
Total United Kingdom

 

     2,327,611  
United States – 21.6%

 

3M Co.
2.88%, 10/15/27(e)

     19,000        17,299  

3.38%, 3/1/29(e)

     35,000        31,683  

3.05%, 4/15/30(e)

     10,000        8,758  

3.13%, 9/19/46(e)

     13,000        8,994  

3.63%, 10/15/47

     38,000        28,714  

Abbott Laboratories
6.15%, 11/30/37

     103,000        115,140  

4.75%, 4/15/43

     10,000        9,691  

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

     24,000        23,099  

2.95%, 11/21/26

     265,000        244,568  

4.55%, 3/15/35

     10,000        9,312  

 

See Notes to Financial Statements.

 

WisdomTree Trust      61  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.50%, 5/14/35

   $ 100,000      $ 92,890  

4.05%, 11/21/39

     125,000        105,819  

4.40%, 11/6/42

     15,000        13,026  

4.75%, 3/15/45

     2,000        1,793  

4.25%, 11/21/49

     14,000        11,668  

Activision Blizzard, Inc.
3.40%, 6/15/27

     82,000        77,041  

2.50%, 9/15/50

     20,000        12,509  

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

     25,000        21,402  

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

     25,000        22,129  

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

     25,000        17,201  

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

     60,000        52,595  

3.88%, 8/15/47

     43,000        32,414  

Air Lease Corp.
4.25%, 9/15/24

     5,000        4,899  

3.25%, 3/1/25

     25,000        23,745  

3.63%, 4/1/27

     23,000        21,155  

3.63%, 12/1/27

     238,000        216,559  

4.63%, 10/1/28

     50,000        46,736  

Air Products and Chemicals, Inc.
2.70%, 5/15/40

     50,000        37,042  

Aircastle Ltd.
4.25%, 6/15/26

     25,000        23,725  

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

     12,000        10,106  

3.45%, 10/1/49

     9,000        6,583  

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

     18,000        17,254  

4.90%, 12/15/30(e)

     51,000        49,487  

1.88%, 2/1/33

     25,000        18,550  

Allstate Corp.
1.45%, 12/15/30

     20,000        15,342  

4.20%, 12/15/46

     50,000        41,635  

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

     138,000        150,171  

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

     25,000        19,725  

1.90%, 8/15/40

     20,000        13,334  

2.05%, 8/15/50

     10,000        6,052  

2.25%, 8/15/60

     50,000        29,126  

Altria Group, Inc.
4.80%, 2/14/29

     25,000        23,992  

2.45%, 2/4/32

     20,000        15,113  

3.40%, 2/4/41

     6,000        4,027  

5.38%, 1/31/44

     118,000        102,925  

Amazon.com, Inc.
5.20%, 12/3/25

     19,000        19,136  

1.50%, 6/3/30

     60,000        48,219  

2.10%, 5/12/31

     90,000        74,062  

3.60%, 4/13/32(e)

     77,000        70,540  

3.88%, 8/22/37

     15,000        13,263  

4.95%, 12/5/44

     22,000        21,590  

4.05%, 8/22/47

     7,000        6,050  

4.25%, 8/22/57

     27,000        23,377  

2.70%, 6/3/60

   90,000      55,372  

4.10%, 4/13/62

     100,000        82,822  

Ameren Corp.
2.50%, 9/15/24

     152,000        145,114  

Ameren Illinois Co.
3.80%, 5/15/28

     23,000        21,857  

1.55%, 11/15/30

     50,000        39,110  

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

     85,000        81,974  

4.90%, 2/13/26

     150,000        148,867  

3.30%, 5/3/27

     10,000        9,350  

American Financial Group, Inc.
4.50%, 6/15/47

     25,000        20,798  

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

     10,000        9,345  

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

     15,000        13,549  

2.30%, 9/9/26

     5,000        4,560  

American International Group, Inc.
4.50%, 7/16/44

     48,000        41,866  

4.75%, 4/1/48

     28,000        25,010  

American Tower Corp.
2.95%, 1/15/25

     20,000        19,064  

4.00%, 6/1/25

     45,000        43,571  

3.60%, 1/15/28

     58,000        53,069  

3.80%, 8/15/29

     25,000        22,559  

3.10%, 6/15/50

     10,000        6,238  

2.95%, 1/15/51

     25,000        15,123  

American University
3.67%, 4/1/49, Series 2019

     50,000        40,287  

American Water Capital Corp.
3.45%, 6/1/29

     25,000        22,724  

3.75%, 9/1/47

     40,000        31,322  

AmerisourceBergen Corp.
3.40%, 5/15/24

     18,000        17,564  

3.45%, 12/15/27

     25,000        23,283  

4.30%, 12/15/47

     30,000        25,218  

Amgen, Inc.
3.63%, 5/22/24

     16,000        15,655  

2.30%, 2/25/31

     49,000        39,757  

4.66%, 6/15/51

     250,000        216,457  

Aon Corp.
2.80%, 5/15/30

     15,000        12,824  

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

     100,000        97,829  

Apple, Inc.
1.80%, 9/11/24

     25,000        23,824  

1.13%, 5/11/25

     10,000        9,238  

3.25%, 2/23/26

     75,000        71,813  

2.45%, 8/4/26

     200,000        185,150  

3.20%, 5/11/27

     102,000        96,440  

3.00%, 6/20/27

     10,000        9,400  

2.20%, 9/11/29

     75,000        64,569  

1.65%, 5/11/30

     55,000        44,959  

3.35%, 8/8/32(e)

     25,000        22,568  

4.45%, 5/6/44

     18,000        17,178  

4.38%, 5/13/45

     18,000        16,579  

3.85%, 8/4/46

     36,000        30,452  

3.75%, 11/13/47(e)

     48,000        40,139  

 

See Notes to Financial Statements.

 

62   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.65%, 5/11/50

   $ 60,000      $ 40,364  

2.55%, 8/20/60

     70,000        43,665  

4.10%, 8/8/62

     40,000        33,910  

Ares Capital Corp.
4.25%, 3/1/25

     22,000        21,142  

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

     50,000        42,470  

Ascension Health
4.85%, 11/15/53

     49,000        48,724  

AT&T, Inc.
3.80%, 2/15/27

     64,000        60,803  

4.25%, 3/1/27

     93,000        90,233  

4.30%, 2/15/30

     75,000        70,453  

2.75%, 6/1/31

     43,000        35,579  

2.25%, 2/1/32

     26,000        20,312  

4.30%, 12/15/42

     67,000        55,537  

4.35%, 6/15/45

     221,000        180,230  

4.75%, 5/15/46

     10,000        8,606  

5.15%, 2/15/50

     25,000        22,923  

3.65%, 6/1/51

     12,000        8,594  

3.50%, 9/15/53

     100,000        68,767  

3.55%, 9/15/55

     105,000        71,276  

Atmos Energy Corp.
1.50%, 1/15/31

     70,000        54,384  

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

     100,000        78,709  

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

     3,000        2,917  

3.80%, 11/15/27

     5,000        4,591  

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

     18,000        17,235  

3.63%, 4/15/25

     64,000        61,825  

4.00%, 4/15/30

     25,000        23,014  

AvalonBay Communities, Inc.
2.30%, 3/1/30

     102,000        85,537  

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

     25,000        22,641  

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

     174,000        137,980  

AXIS Specialty Finance LLC
3.90%, 7/15/29

     50,000        45,774  

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

     48,000        44,346  

Bank of America Corp.
4.00%, 4/1/24

     50,000        49,269  

4.20%, 8/26/24

     78,000        76,555  

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        102,653  

3.95%, 4/21/25, Series L

     29,000        28,127  

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)

     38,000        36,070  

3.50%, 4/19/26

     71,000        67,838  

1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing
Rate + 1.15% thereafter)(c)

   13,000      11,796  

1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing
Rate + 1.01% thereafter)(c)

     335,000        298,502  

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        40,109  

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)

     117,000        106,803  

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        114,505  

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)

     47,000        40,865  

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        8,479  

1.92%, 10/24/31, (1.922% fixed rate until 10/24/30; Secured Overnight Financing
Rate + 1.37% thereafter)(c)

     435,000        337,582  

5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing
Rate + 2.16% thereafter)(c)(e)

     100,000        96,288  

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        8,673  

7.75%, 5/14/38

     100,000        118,099  

2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing
Rate + 1.93% thereafter)(c)

     45,000        30,930  

5.88%, 2/7/42

     10,000        10,461  

5.00%, 1/21/44

     70,000        66,438  

4.75%, 4/21/45, Series L

     10,000        9,151  

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        8,654  

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        22,353  

2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing
Rate + 1.88% thereafter)(c)

     5,000        3,208  

BankUnited, Inc.
4.88%, 11/17/25

     18,000        17,622  

Banner Health
2.34%, 1/1/30

     63,000        53,379  

Baxalta, Inc.
4.00%, 6/23/25

     15,000        14,547  

 

See Notes to Financial Statements.

 

WisdomTree Trust      63  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 100,000      $ 93,186  

2.27%, 12/1/28

     90,000        75,415  

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

     24,000        20,929  

Becton Dickinson and Co.
2.82%, 5/20/30

     37,000        31,701  

4.69%, 12/15/44

     22,000        19,575  

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

     95,000        93,013  

3.70%, 7/15/30

     20,000        18,403  

6.13%, 4/1/36

     25,000        26,601  

3.80%, 7/15/48

     36,000        27,971  

Berkshire Hathaway Finance Corp.
1.85%, 3/12/30

     200,000        166,890  

4.20%, 8/15/48

     20,000        17,705  

4.25%, 1/15/49

     38,000        33,925  

2.85%, 10/15/50

     5,000        3,388  

Berry Global, Inc.
1.57%, 1/15/26

     40,000        35,694  

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

     10,000        9,565  

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

     50,000        44,795  

BlackRock, Inc.
3.50%, 3/18/24

     18,000        17,700  

Boardwalk Pipelines LP
4.95%, 12/15/24

     5,000        4,925  

4.45%, 7/15/27

     18,000        17,170  

3.40%, 2/15/31

     15,000        12,775  

Boeing Co.
4.88%, 5/1/25

     55,000        54,244  

2.25%, 6/15/26

     5,000        4,513  

5.15%, 5/1/30

     69,000        66,941  

5.88%, 2/15/40

     10,000        9,773  

3.90%, 5/1/49

     10,000        7,222  

5.81%, 5/1/50

     25,000        23,857  

3.83%, 3/1/59

     235,000        159,168  

5.93%, 5/1/60

     30,000        28,329  

Bon Secours Mercy Health, Inc.
3.21%, 6/1/50, Series 20-2

     100,000        70,612  

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

     12,000        10,788  

Boston Properties LP
3.65%, 2/1/26

     5,000        4,741  

2.75%, 10/1/26

     24,000        21,674  

2.90%, 3/15/30

     10,000        8,227  

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

     25,000        23,891  

3.12%, 5/4/26

     5,000        4,725  

3.59%, 4/14/27

     65,000        61,535  

4.23%, 11/6/28

     10,000        9,654  

4.81%, 2/13/33

     25,000        24,566  

3.38%, 2/8/61

     95,000        65,672  

Brandywine Operating Partnership LP
7.55%, 3/15/28

     40,000        39,346  

4.55%, 10/1/29

     25,000        20,696  

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

     100,000        98,451  

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

   7,000      6,630  

3.90%, 2/20/28

     127,000        121,785  

3.40%, 7/26/29

     89,000        81,691  

4.13%, 6/15/39

     10,000        8,948  

4.25%, 10/26/49

     50,000        43,218  

2.55%, 11/13/50

     5,000        3,176  

Brixmor Operating Partnership LP
3.65%, 6/15/24

     5,000        4,844  

3.90%, 3/15/27

     50,000        46,404  

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

     3,000        2,832  

3.50%, 1/15/28

     5,000        4,571  

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

     70,000        63,142  

2.45%, 2/15/31(d)

     70,000        55,495  

Bunge Ltd. Finance Corp.
1.63%, 8/17/25

     15,000        13,684  

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

     18,000        17,242  

7.00%, 12/15/25

     22,000        23,148  

3.25%, 6/15/27(e)

     100,000        94,445  

6.15%, 5/1/37

     10,000        10,989  

5.15%, 9/1/43

     48,000        47,133  

3.90%, 8/1/46

     5,000        4,062  

Burlington Resources LLC
7.40%, 12/1/31

     14,000        16,035  

Camden Property Trust
3.15%, 7/1/29

     6,000        5,328  

2.80%, 5/15/30

     20,000        17,176  

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

     20,000        19,093  

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

     25,000        24,158  

3.75%, 3/9/27

     20,000        18,771  

1.88%, 11/2/27, (1.878% fixed rate until 11/2/26; Secured Overnight Financing
Rate + 0.855% thereafter)(c)

     100,000        87,450  

Cardinal Health, Inc.
4.90%, 9/15/45

     29,000        25,142  

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

     12,000        11,247  

2.75%, 3/1/30

     25,000        20,887  

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

     25,000        21,100  

Caterpillar, Inc.
3.40%, 5/15/24

     35,000        34,302  

3.80%, 8/15/42

     25,000        21,302  

3.25%, 9/19/49

     34,000        25,998  

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

     50,000        35,804  

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

     5,000        4,784  

1.63%, 12/15/30

     50,000        39,424  

3.00%, 3/16/32

     55,000        46,606  

CBRE Services, Inc.
4.88%, 3/1/26

     16,000        15,670  

2.50%, 4/1/31

     145,000        117,924  

 

See Notes to Financial Statements.

 

64   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

CDW LLC / CDW Finance Corp.
4.13%, 5/1/25

   $ 50,000      $ 47,979  

3.25%, 2/15/29

     25,000        21,203  

Centene Corp.
2.63%, 8/1/31

     100,000        78,289  

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

     10,000        8,329  

4.45%, 10/1/32, Series AI

     100,000        95,950  

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

     74,000        58,367  

Charles Schwab Corp.
0.90%, 3/11/26

     147,000        129,736  

1.65%, 3/11/31

     60,000        46,937  

2.90%, 3/3/32(e)

     50,000        42,334  

Charter Communications Operating LLC / Charter Communications Operating Capital
2.30%, 2/1/32

     306,000        225,442  

6.38%, 10/23/35

     5,000        4,796  

3.50%, 6/1/41

     44,000        28,798  

6.48%, 10/23/45

     16,000        14,501  

5.13%, 7/1/49

     20,000        15,401  

3.70%, 4/1/51

     24,000        14,687  

6.83%, 10/23/55

     43,000        40,300  

3.85%, 4/1/61

     14,000        8,243  

Chevron Corp.
3.08%, 5/11/50

     71,000        51,361  

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

     5,000        4,921  

0.69%, 8/12/25

     15,000        13,541  

3.25%, 10/15/29

     26,000        23,685  

Children’s Hospital Corp.
4.12%, 1/1/47, Series 2017

     25,000        21,930  

2.93%, 7/15/50, Series 2020

     85,000        56,259  

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

     18,000        17,300  

Cigna Group
0.61%, 3/15/24

     100,000        95,238  

3.40%, 3/1/27

     10,000        9,365  

3.05%, 10/15/27

     410,000        375,683  

6.13%, 11/15/41

     14,000        15,056  

3.88%, 10/15/47

     15,000        11,481  

4.90%, 12/15/48

     30,000        27,034  

Cintas Corp. No. 2
3.70%, 4/1/27

     23,000        21,978  

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

     40,000        43,848  

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

     100,000        96,804  

3.70%, 1/12/26

     9,000        8,638  

3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(c)

     294,000        280,547  

3.40%, 5/1/26

     10,000        9,449  

1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(c)

     10,000        8,877  

4.45%, 9/29/27

     183,000        174,979  

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)

   41,000      37,452  

4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing
Rate + 3.914% thereafter)(c)

     20,000        18,645  

2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(c)

     8,000        6,563  

6.63%, 6/15/32

     219,000        231,831  

8.13%, 7/15/39

     60,000        76,258  

6.68%, 9/13/43

     19,000        21,060  

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        8,510  

4.65%, 7/23/48(e)

     35,000        31,467  

Citizens Financial Group, Inc.
2.50%, 2/6/30

     100,000        82,927  

3.25%, 4/30/30(e)

     50,000        43,728  

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

     23,000        21,604  

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

     105,000        101,286  

2.65%, 3/15/32

     50,000        41,956  

5.30%, 9/15/43

     5,000        5,111  

4.15%, 6/15/48

     5,000        4,468  

CNH Industrial Capital LLC
5.45%, 10/14/25

     150,000        150,582  

Coca-Cola Co.
2.13%, 9/6/29

     104,000        89,092  

1.65%, 6/1/30

     100,000        81,113  

2.60%, 6/1/50

     5,000        3,357  

2.50%, 3/15/51

     5,000        3,278  

2.75%, 6/1/60

     45,000        29,842  

Comcast Corp.
3.70%, 4/15/24

     23,000        22,595  

2.35%, 1/15/27

     20,000        18,134  

3.55%, 5/1/28

     20,000        18,658  

4.25%, 10/15/30

     25,000        23,779  

6.45%, 3/15/37

     27,000        29,813  

4.60%, 10/15/38

     15,000        13,856  

4.00%, 8/15/47

     15,000        12,173  

3.97%, 11/1/47

     162,000        130,911  

4.70%, 10/15/48

     12,000        10,888  

4.00%, 11/1/49

     50,000        40,336  

3.45%, 2/1/50

     50,000        36,646  

2.45%, 8/15/52

     10,000        5,955  

4.05%, 11/1/52

     100,000        80,444  

4.95%, 10/15/58

     28,000        26,039  

2.65%, 8/15/62

     10,000        5,769  

Comerica, Inc.
4.00%, 2/1/29

     20,000        18,664  

CommonSpirit Health
3.35%, 10/1/29

     157,000        136,832  

4.35%, 11/1/42

     10,000        8,471  

 

See Notes to Financial Statements.

 

WisdomTree Trust      65  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 25,000      $ 20,819  

7.00%, 10/1/28

     19,000        20,309  

Connecticut Light and Power Co.
4.30%, 4/15/44

     7,000        6,062  

ConocoPhillips
2.40%, 3/7/25

     70,000        66,305  

6.50%, 2/1/39

     9,000        10,176  

Consolidated Edison Co. of New York, Inc.
4.50%, 12/1/45

     25,000        21,463  

4.00%, 11/15/57, Series C

     43,000        33,451  

3.70%, 11/15/59

     60,000        43,451  

Constellation Brands, Inc.
4.40%, 11/15/25

     66,000        64,510  

3.15%, 8/1/29

     50,000        43,915  

5.25%, 11/15/48

     19,000        17,744  

Consumers Energy Co.
4.63%, 5/15/33

     300,000        291,723  

3.95%, 7/15/47

     50,000        41,011  

3.10%, 8/15/50

     60,000        42,040  

Corebridge Financial, Inc.
4.40%, 4/5/52(d)

     100,000        79,806  

Corning, Inc.
4.38%, 11/15/57

     25,000        20,153  

5.85%, 11/15/68

     18,000        17,154  

5.45%, 11/15/79

     10,000        8,897  

Costco Wholesale Corp.
3.00%, 5/18/27

     5,000        4,708  

1.60%, 4/20/30

     40,000        32,688  

1.75%, 4/20/32

     5,000        3,948  

Crown Castle, Inc.
4.30%, 2/15/29

     14,000        13,172  

4.75%, 5/15/47

     50,000        42,490  

3.25%, 1/15/51

     15,000        9,860  

CSX Corp.
2.40%, 2/15/30

     20,000        16,892  

4.30%, 3/1/48

     20,000        17,047  

4.50%, 8/1/54

     18,000        15,452  

CVS Health Corp.
6.25%, 6/1/27

     73,000        76,086  

3.25%, 8/15/29

     25,000        22,108  

1.88%, 2/28/31

     105,000        81,683  

4.88%, 7/20/35

     85,000        79,958  

4.78%, 3/25/38

     25,000        22,725  

5.30%, 12/5/43

     23,000        21,521  

5.05%, 3/25/48

     35,000        31,425  

D.R. Horton, Inc.
2.50%, 10/15/24

     25,000        23,851  

Danaher Corp.
2.60%, 10/1/50

     5,000        3,203  

Darden Restaurants, Inc.
3.85%, 5/1/27

     53,000        50,627  

Dell International LLC / EMC Corp.
4.00%, 7/15/24

     123,000        120,570  

6.02%, 6/15/26

     15,000        15,180  

4.90%, 10/1/26

     25,000        24,454  

8.10%, 7/15/36

     100,000        112,295  

8.35%, 7/15/46

     12,000        13,713  

Devon Energy Corp.
7.88%, 9/30/31

   10,000      11,326  

5.60%, 7/15/41

     15,000        13,867  

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

     25,000        19,983  

Digital Realty Trust LP
3.60%, 7/1/29(e)

     50,000        44,241  

Dignity Health
5.27%, 11/1/64

     25,000        23,150  

Discover Financial Services
4.10%, 2/9/27

     21,000        19,917  

Discovery Communications LLC
5.20%, 9/20/47

     10,000        7,990  

4.00%, 9/15/55

     47,000        30,357  

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

     50,000        44,783  

5.50%, 11/1/52

     30,000        29,396  

Dollar Tree, Inc.
4.20%, 5/15/28

     50,000        47,634  

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

     5,000        4,839  

1.45%, 4/15/26, Series A

     62,000        55,109  

6.30%, 3/15/33, Series E

     55,000        57,966  

5.95%, 6/15/35, Series B

     5,000        5,147  

4.90%, 8/1/41, Series C

     25,000        22,111  

Dover Corp.
3.15%, 11/15/25

     23,000        21,825  

Dow Chemical Co.
7.38%, 11/1/29

     3,000        3,334  

4.25%, 10/1/34

     17,000        15,176  

9.40%, 5/15/39

     15,000        19,974  

5.25%, 11/15/41

     110,000        103,603  

4.38%, 11/15/42

     5,000        4,215  

DTE Electric Co.
1.90%, 4/1/28, Series A

     60,000        51,693  

3.75%, 8/15/47

     50,000        39,396  

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

     43,000        33,002  

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

     40,000        39,798  

3.15%, 8/15/27(e)

     175,000        161,213  

3.95%, 8/15/47

     120,000        90,966  

Duke Energy Florida LLC
6.40%, 6/15/38

     43,500        48,116  

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

     142,000        89,399  

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

     125,000        121,562  

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

     145,000        121,823  

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

     23,000        20,000  

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

     18,000        16,980  

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

     15,000        11,925  

 

See Notes to Financial Statements.

 

66   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 5,000      $ 4,614  

3.25%, 12/1/27(e)

     25,000        23,289  

2.13%, 8/15/50

     13,000        7,457  

Elevance Health, Inc.
3.65%, 12/1/27

     25,000        23,473  

6.38%, 6/15/37

     18,000        19,181  

4.63%, 5/15/42

     49,000        44,246  

4.65%, 1/15/43

     40,000        35,902  

4.65%, 8/15/44

     15,000        13,235  

3.13%, 5/15/50

     52,000        36,061  

3.60%, 3/15/51

     25,000        18,708  

Eli Lilly & Co.
5.50%, 3/15/27

     25,000        25,804  

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

     35,000        30,560  

1.95%, 10/15/30

     12,000        9,701  

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

     5,000        5,060  

Energy Transfer LP
4.25%, 4/1/24

     5,000        4,921  

4.50%, 4/15/24

     25,000        24,679  

3.90%, 5/15/24

     48,000        46,918  

5.95%, 12/1/25

     15,000        15,155  

3.90%, 7/15/26

     5,000        4,722  

4.20%, 4/15/27

     20,000        18,942  

5.50%, 6/1/27

     50,000        49,723  

5.55%, 2/15/28

     200,000        199,462  

4.15%, 9/15/29

     63,000        57,513  

5.75%, 2/15/33

     100,000        98,644  

4.90%, 3/15/35

     13,000        11,688  

6.63%, 10/15/36

     76,000        77,451  

Entergy Corp.
2.40%, 6/15/31

     100,000        79,220  

Entergy Louisiana LLC
3.12%, 9/1/27

     15,000        13,777  

4.00%, 3/15/33

     85,000        76,718  

Entergy Texas, Inc.
3.55%, 9/30/49

     25,000        18,179  

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

     44,000        49,030  

4.45%, 2/15/43

     40,000        34,273  

4.25%, 2/15/48

     189,000        153,789  

EPR Properties
4.75%, 12/15/26

     50,000        45,777  

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

     100,000        99,114  

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

     21,000        13,164  

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

     159,000        151,276  

ERP Operating LP
3.00%, 7/1/29

     25,000        21,907  

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

     10,000        8,400  

Essex Portfolio LP
1.65%, 1/15/31

     25,000        18,832  

2.65%, 9/1/50

     30,000        17,572  

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

   15,000      14,240  

1.95%, 3/15/31

     40,000        32,526  

Evergy, Inc.
2.90%, 9/15/29

     120,000        102,898  

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

     8,000        7,524  

Exelon Corp.
5.10%, 6/15/45

     8,000        7,370  

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

     5,000        4,596  

Exxon Mobil Corp.
2.02%, 8/16/24

     10,000        9,570  

3.04%, 3/1/26

     23,000        21,802  

2.28%, 8/16/26(e)

     30,000        27,550  

4.33%, 3/19/50

     208,000        184,897  

FedEx Corp.
4.20%, 10/17/28

     18,000        17,303  

3.90%, 2/1/35

     19,000        16,286  

3.88%, 8/1/42

     5,000        3,882  

4.75%, 11/15/45

     5,000        4,279  

4.40%, 1/15/47

     63,000        51,623  

Fifth Third Bancorp
2.55%, 5/5/27

     20,000        18,131  

3.95%, 3/14/28

     25,000        23,737  

8.25%, 3/1/38

     20,000        25,067  

Fiserv, Inc.
2.75%, 7/1/24

     106,000        102,060  

3.20%, 7/1/26

     17,000        15,877  

4.20%, 10/1/28

     15,000        14,106  

4.40%, 7/1/49

     25,000        20,234  

Flex Ltd.
6.00%, 1/15/28

     100,000        100,773  

Florida Power & Light Co.
3.70%, 12/1/47

     5,000        3,955  

4.13%, 6/1/48

     53,000        44,898  

FMC Corp.
4.50%, 10/1/49

     142,000        115,459  

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

     15,000        12,795  

Fox Corp.
5.48%, 1/25/39

     5,000        4,596  

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

     40,000        30,779  

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

     25,000        23,768  

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

     20,000        18,625  

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

     44,000        42,088  

GATX Corp.
4.00%, 6/30/30

     25,000        22,516  

3.50%, 6/1/32

     10,000        8,420  

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

     100,000        92,529  

General Dynamics Corp.
3.75%, 5/15/28

     23,000        21,889  

 

See Notes to Financial Statements.

 

WisdomTree Trust      67  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 228,000      $ 253,472  

5.88%, 1/14/38

     24,000        24,944  

General Motors Co.
4.20%, 10/1/27(e)

     71,000        67,149  

5.00%, 10/1/28

     78,000        75,588  

6.75%, 4/1/46

     117,000        115,493  

General Motors Financial Co., Inc.
4.00%, 1/15/25

     101,000        97,981  

4.35%, 1/17/27

     30,000        28,664  

George Washington University
4.30%, 9/15/44, Series 2014

     25,000        22,044  

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

     18,000        17,005  

4.30%, 3/15/43

     197,000        165,118  

Georgia-Pacific LLC
7.75%, 11/15/29

     5,000        5,665  

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

     5,000        4,844  

1.20%, 10/1/27

     50,000        42,265  

5.65%, 12/1/41

     38,000        39,067  

4.50%, 2/1/45

     73,000        64,339  

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

     15,000        14,720  

5.75%, 6/1/28

     23,000        22,577  

4.00%, 1/15/30

     30,000        26,372  

Goldman Sachs BDC, Inc.
2.88%, 1/15/26(e)

     25,000        23,084  

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

     14,000        14,655  

Goldman Sachs Group, Inc.
3.00%, 3/15/24

     245,000        238,706  

3.50%, 1/23/25

     25,000        24,166  

3.75%, 2/25/26

     37,000        35,365  

1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing
Rate + 0.789% thereafter)(c)

     100,000        88,066  

5.95%, 1/15/27

     23,000        23,431  

3.85%, 1/26/27

     15,000        14,208  

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        21,375  

4.48%, 8/23/28, (4.482% fixed rate until 8/23/27; Secured Overnight Financing
Rate + 1.725% thereafter)(c)

     100,000        95,897  

3.80%, 3/15/30

     346,000        314,161  

6.13%, 2/15/33

     9,000        9,512  

6.45%, 5/1/36

     22,000        22,937  

6.75%, 10/1/37

     100,000        106,554  

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        8,311  

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        4,348  

6.25%, 2/1/41

     10,000        10,717  

5.15%, 5/22/45

     53,000        49,106  

GSK Consumer Healthcare Capital U.S. LLC
3.02%, 3/24/24

   300,000      291,777  

GSK Consumer Healthcare Capital UK PLC
3.13%, 3/24/25

     300,000        285,753  

Hackensack Meridian Health, Inc.
2.68%, 9/1/41, Series 2020

     75,000        53,540  

Halliburton Co.
4.50%, 11/15/41

     165,000        138,631  

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

     40,000        41,302  

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

     20,000        18,618  

3.50%, 9/15/27

     9,000        8,256  

HCA, Inc.
5.63%, 9/1/28

     68,000        67,258  

5.13%, 6/15/39

     150,000        133,644  

Healthcare Realty Holdings LP
3.75%, 7/1/27

     5,000        4,648  

2.00%, 3/15/31

     20,000        15,297  

Healthpeak Properties Interim, Inc.
6.75%, 2/1/41

     40,000        42,341  

Hershey Co.
2.30%, 8/15/26

     93,000        85,829  

Hess Corp.
4.30%, 4/1/27

     30,000        28,752  

7.88%, 10/1/29

     100,000        110,226  

7.13%, 3/15/33

     50,000        53,768  

6.00%, 1/15/40

     48,000        47,233  

Hewlett Packard Enterprise Co.
6.20%, 10/15/35

     23,000        23,684  

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

     23,000        21,168  

0.90%, 3/15/28

     100,000        83,016  

1.38%, 3/15/31

     80,000        61,610  

1.88%, 9/15/31

     25,000        19,816  

5.88%, 12/16/36

     15,000        16,054  

4.88%, 2/15/44

     11,000        10,555  

3.35%, 4/15/50

     100,000        74,356  

4.95%, 9/15/52(e)

     50,000        48,125  

Honeywell International, Inc.
2.50%, 11/1/26

     10,000        9,244  

2.70%, 8/15/29

     169,000        148,872  

3.81%, 11/21/47

     80,000        67,057  

Hormel Foods Corp.
1.80%, 6/11/30

     20,000        16,242  

HP, Inc.
3.00%, 6/17/27(e)

     20,000        18,206  

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

     48,000        44,374  

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

     30,000        28,607  

Humana, Inc.
4.80%, 3/15/47

     18,000        15,980  

Huntington Bancshares, Inc.
2.63%, 8/6/24

     45,000        43,297  

4.00%, 5/15/25

     18,000        17,493  

 

See Notes to Financial Statements.

 

68   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Huntington Ingalls Industries, Inc.
2.04%, 8/16/28

   $ 25,000      $ 20,753  

4.20%, 5/1/30

     3,000        2,745  

Hyatt Hotels Corp.
5.63%, 4/23/25

     25,000        24,869  

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

     20,000        16,753  

Intel Corp.
3.70%, 7/29/25

     25,000        24,189  

4.88%, 2/10/28

     35,000        34,503  

3.90%, 3/25/30

     25,000        23,090  

5.20%, 2/10/33(e)

     30,000        29,459  

4.10%, 5/19/46

     45,000        36,186  

4.10%, 5/11/47

     99,000        79,479  

3.25%, 11/15/49

     120,000        80,383  

Intercontinental Exchange, Inc.
3.75%, 12/1/25

     5,000        4,819  

3.10%, 9/15/27(e)

     5,000        4,639  

4.60%, 3/15/33

     50,000        47,757  

3.00%, 6/15/50

     40,000        27,240  

International Business Machines Corp.
3.45%, 2/19/26

     100,000        95,351  

6.22%, 8/1/27

     39,000        40,943  

4.00%, 6/20/42

     125,000        102,324  

4.25%, 5/15/49

     20,000        16,547  

International Flavors & Fragrances, Inc.
5.00%, 9/26/48

     5,000        4,155  

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

     4,000        3,572  

4.35%, 8/15/48

     19,000        15,993  

Intuit, Inc.
1.35%, 7/15/27

     25,000        21,660  

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

     15,000        14,152  

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

     8,000        7,415  

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

     3,000        2,965  

Jefferies Financial Group, Inc.
6.45%, 6/8/27

     25,000        25,970  

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

     140,184        128,987  

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

     25,000        24,231  

3.40%, 6/6/25

     145,000        140,005  

2.80%, 9/8/27

     31,000        28,516  

2.45%, 1/9/30

     35,000        30,169  

Johns Hopkins Health System Corp.
3.84%, 5/15/46

     40,000        33,439  

Johns Hopkins University
2.81%, 1/1/60, Series A

     10,000        6,502  

Johnson & Johnson
2.63%, 1/15/25

     48,000        46,114  

2.95%, 3/3/27

     21,000        19,790  

4.95%, 5/15/33(e)

     25,000        26,222  

3.55%, 3/1/36

     14,000        12,403  

3.40%, 1/15/38

     100,000        85,203  

4.50%, 9/1/40

     12,000        11,551  

3.70%, 3/1/46

     22,000        18,584  

Johnson Controls International PLC
6.00%, 1/15/36

   13,000      13,471  

JPMorgan Chase & Co.

     

3.85%, 6/14/25, (3.845% fixed rate until 6/14/24; Secured Overnight Financing Rate + 0.98% thereafter)(c)

     100,000        97,755  

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        93,925  

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        349,012  

3.30%, 4/1/26

     10,000        9,467  

7.63%, 10/15/26

     100,000        107,991  

1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c)

     50,000        44,314  

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        143,559  

8.00%, 4/29/27

     25,000        28,015  

4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c)

     75,000        71,731  

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)

     13,000        12,053  

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)

     48,000        43,913  

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        18,762  

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)

     21,000        19,913  

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        13,560  

4.49%, 3/24/31, (4.493% fixed rate until 3/24/30; Secured Overnight Financing Rate + 3.79% thereafter)(c)

     15,000        14,155  

2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(c)

     15,000        12,430  

2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; Secured Overnight Financing Rate + 2.515% thereafter)(c)

     36,000        30,293  

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        100,205  

2.58%, 4/22/32, (2.58% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.25% thereafter)(c)

     125,000        101,437  

 

See Notes to Financial Statements.

 

WisdomTree Trust      69  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.59%, 4/26/33, (4.586% fixed rate until 4/26/32; Secured Overnight Financing Rate + 1.80% thereafter)(c)

   $ 100,000      $ 93,352  

6.40%, 5/15/38

     10,000        10,981  

5.63%, 8/16/43

     118,000        117,570  

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        20,170  

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        18,324  

3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(c)

     55,000        37,701  

Juniper Networks, Inc.
2.00%, 12/10/30

     17,000        13,123  

Kaiser Foundation Hospitals
3.15%, 5/1/27

     2,000        1,881  

4.15%, 5/1/47

     9,000        7,914  

3.00%, 6/1/51, Series 2021

     60,000        41,851  

Kansas City Southern
4.95%, 8/15/45

     135,000        123,206  

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

     8,000        7,319  

4.42%, 12/15/46

     23,000        19,173  

KeyBank NA
4.15%, 8/8/25, Series BKNT

     250,000        243,865  

KeyCorp
4.15%, 10/29/25

     18,000        17,545  

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

     25,000        24,516  

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

     35,000        29,759  

4.50%, 2/16/33

     100,000        97,863  

3.90%, 5/4/47

     50,000        41,862  

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

     5,000        4,572  

3.70%, 10/1/49

     50,000        35,586  

Kinder Morgan Energy Partners LP
4.30%, 5/1/24

     10,000        9,859  

5.50%, 3/1/44

     18,000        16,251  

5.40%, 9/1/44

     19,000        17,077  

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

     35,000        33,411  

7.75%, 1/15/32

     5,000        5,585  

5.30%, 12/1/34

     225,000        211,468  

KLA Corp.
4.65%, 11/1/24

     15,000        14,867  

5.00%, 3/15/49

     50,000        47,003  

3.30%, 3/1/50

     25,000        18,193  

Kraft Heinz Foods Co.
3.75%, 4/1/30

     16,000        14,636  

4.38%, 6/1/46

     125,000        102,364  

Kroger Co.
3.70%, 8/1/27

     22,000        20,775  

6.90%, 4/15/38

     35,000        38,171  

5.15%, 8/1/43

     18,000        16,586  

5.40%, 1/15/49

     19,000        18,135  

Laboratory Corp. of America Holdings
2.30%, 12/1/24

   476,000      450,353  

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

     19,000        18,044  

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

     5,000        4,973  

Lennar Corp.
4.50%, 4/30/24

     25,000        24,676  

5.88%, 11/15/24

     25,000        25,094  

4.75%, 11/29/27

     25,000        23,978  

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

     25,000        24,092  

2.00%, 8/10/50

     15,000        8,605  

Lockheed Martin Corp.
4.95%, 10/15/25

     140,000        140,385  

5.10%, 11/15/27

     150,000        152,043  

6.15%, 9/1/36, Series B

     39,000        42,650  

4.09%, 9/15/52

     24,000        20,660  

Lowe’s Cos., Inc.
2.63%, 4/1/31

     10,000        8,241  

4.05%, 5/3/47

     15,000        11,724  

3.50%, 4/1/51

     100,000        70,350  

5.80%, 9/15/62

     50,000        48,351  

Lubrizol Corp.
6.50%, 10/1/34

     39,000        44,621  

LYB International Finance BV
4.88%, 3/15/44

     5,000        4,244  

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

     5,000        3,345  

LyondellBasell Industries NV
4.63%, 2/26/55

     20,000        16,040  

Magellan Midstream Partners LP
3.25%, 6/1/30

     25,000        21,846  

4.20%, 10/3/47

     38,000        29,204  

Marathon Oil Corp.
6.80%, 3/15/32

     205,000        211,630  

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

     25,000        25,869  

5.00%, 9/15/54

     3,000        2,540  

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

     175,000        148,307  

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

     28,000        26,888  

4.20%, 3/1/48

     5,000        4,200  

4.90%, 3/15/49

     20,000        18,502  

Martin Marietta Materials, Inc.
4.25%, 7/2/24

     35,000        34,492  

3.50%, 12/15/27

     5,000        4,691  

Marvell Technology, Inc.
4.88%, 6/22/28

     15,000        14,505  

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

     20,000        16,289  

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

     100,000        71,359  

3.34%, 7/1/60, Series 2020

     25,000        17,564  

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

     19,000        14,553  

 

See Notes to Financial Statements.

 

70   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Mastercard, Inc.
3.80%, 11/21/46

   $ 25,000      $ 20,872  

3.65%, 6/1/49

     8,000        6,564  

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

     35,000        23,892  

McCormick & Co., Inc.
4.20%, 8/15/47

     20,000        16,558  

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

     19,000        20,697  

3.70%, 2/15/42

     109,000        86,727  

4.45%, 3/1/47

     15,000        12,997  

4.20%, 4/1/50

     14,000        11,652  

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

     10,000        9,491  

Merck & Co., Inc.
2.90%, 3/7/24

     90,000        87,909  

6.50%, 12/1/33

     50,000        56,760  

2.35%, 6/24/40

     5,000        3,485  

4.15%, 5/18/43

     100,000        89,438  

2.45%, 6/24/50

     5,000        3,186  

Meta Platforms, Inc.
3.85%, 8/15/32

     100,000        89,830  

4.65%, 8/15/62

     70,000        58,255  

MetLife, Inc.
3.60%, 11/13/25

     69,000        66,472  

5.70%, 6/15/35

     32,000        33,576  

4.88%, 11/13/43

     50,000        46,830  

Micron Technology, Inc.
4.98%, 2/6/26

     125,000        123,427  

Microsoft Corp.
3.50%, 2/12/35

     40,000        36,210  

4.10%, 2/6/37

     48,000        45,096  

4.50%, 10/1/40

     50,000        49,035  

2.53%, 6/1/50

     265,000        177,227  

4.50%, 2/6/57

     18,000        17,479  

Mid-America Apartments LP
3.95%, 3/15/29

     25,000        23,556  

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

     16,000        13,542  

3.15%, 4/15/50

     9,000        6,434  

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

     30,000        26,978  

Mondelez International, Inc.
2.13%, 3/17/24

     50,000        48,467  

1.50%, 5/4/25

     50,000        46,137  

2.75%, 4/13/30

     100,000        85,973  

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

     26,000        19,224  

Moody’s Corp.
3.25%, 1/15/28

     18,000        16,576  

4.88%, 12/17/48

     30,000        27,220  

Morgan Stanley
3.88%, 4/29/24, Series F

     15,000        14,771  

3.70%, 10/23/24

     67,000        65,286  

2.72%, 7/22/25, (2.72% fixed rate until 7/22/24; Secured Overnight Financing Rate + 1.152% thereafter)(c)

     305,000        292,535  

4.00%, 7/23/25

   9,000      8,772  

3.88%, 1/27/26

     11,000        10,591  

3.13%, 7/27/26

     9,000        8,382  

4.35%, 9/8/26

     246,000        236,682  

6.14%, 10/16/26, (6.138% fixed rate until 10/16/25; Secured Overnight Financing Rate + 1.77% thereafter)(c)

     150,000        152,685  

4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(c)

     175,000        166,425  

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        251,665  

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        221,003  

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        18,859  

2.70%, 1/22/31, (2.699% fixed rate until 1/22/30; Secured Overnight Financing Rate + 1.143% thereafter)(c)

     2,000        1,672  

3.62%, 4/1/31, (3.622% fixed rate until 4/1/30; Secured Overnight Financing Rate + 3.12% thereafter)(c)

     15,000        13,290  

6.34%, 10/18/33, (6.342% fixed rate until 4/20/32; Secured Overnight Financing Rate + 2.57% thereafter)(c)

     50,000        52,753  

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        17,752  

4.38%, 1/22/47

     14,000        12,222  

5.60%, 3/24/51, (5.597% fixed rate until 3/24/50; Secured Overnight Financing Rate + 4.84% thereafter)(c)

     8,000        8,301  

2.80%, 1/25/52, (2.802% fixed rate until 1/25/51; Secured Overnight Financing Rate + 1.43% thereafter)(c)

     10,000        6,468  

Mosaic Co.
4.88%, 11/15/41

     10,000        8,783  

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

     25,000        19,567  

Mount Sinai Hospitals Group, Inc.
3.98%, 7/1/48, Series 2017

     5,000        4,045  

3.74%, 7/1/49, Series 2019

     31,000        24,392  

MPLX LP
4.13%, 3/1/27

     15,000        14,317  

4.00%, 3/15/28

     18,000        16,867  

4.70%, 4/15/48

     50,000        40,294  

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

     100,000        76,194  

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

     10,000        9,499  

3.40%, 2/7/28

     5,000        4,651  

 

See Notes to Financial Statements.

 

WisdomTree Trust      71  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.90%, 11/1/28

   $ 18,000      $ 17,006  

4.02%, 11/1/32

     18,000        16,526  

NBCUniversal Media LLC
5.95%, 4/1/41

     5,000        5,263  

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

     45,000        43,507  

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

     25,000        14,827  

Newmont Corp.
4.88%, 3/15/42

     20,000        18,316  

NextEra Energy Capital Holdings, Inc.
3.50%, 4/1/29

     145,000        131,403  

NIKE, Inc.
2.40%, 3/27/25

     126,000        120,256  

2.85%, 3/27/30

     17,000        15,128  

3.88%, 11/1/45

     5,000        4,292  

3.38%, 11/1/46

     20,000        15,467  

NiSource, Inc.
3.49%, 5/15/27

     10,000        9,366  

5.25%, 2/15/43

     12,000        11,486  

5.65%, 2/1/45

     5,000        4,923  

4.38%, 5/15/47

     25,000        20,953  

3.95%, 3/30/48

     18,000        14,106  

Norfolk Southern Corp.
2.90%, 6/15/26

     100,000        92,980  

3.15%, 6/1/27(e)

     23,000        21,259  

4.05%, 8/15/52

     5,000        3,988  

3.70%, 3/15/53

     25,000        18,642  

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        22,713  

Northrop Grumman Corp.
3.20%, 2/1/27

     53,000        49,864  

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

     13,000        9,499  

NSTAR Electric Co.
4.95%, 9/15/52

     100,000        95,570  

NVIDIA Corp.
2.85%, 4/1/30

     10,000        8,820  

3.50%, 4/1/50

     50,000        38,804  

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

     16,000        10,240  

NYU Langone Hospitals
4.78%, 7/1/44

     35,000        32,475  

3.38%, 7/1/55, Series 2020

     25,000        17,648  

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

     17,000        16,282  

3.90%, 6/1/29

     13,000        12,055  

Ohio Power Co.
1.63%, 1/15/31, Series Q

     50,000        38,659  

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

     18,000        17,015  

4.75%, 1/15/28

     23,000        21,640  

3.63%, 10/1/29

     141,000        117,308  

Oncor Electric Delivery Co. LLC
0.55%, 10/1/25

   25,000      22,316  

5.75%, 3/15/29

     34,000        35,263  

4.55%, 9/15/32

     100,000        96,962  

ONEOK, Inc.
2.75%, 9/1/24

     18,000        17,224  

4.00%, 7/13/27

     18,000        16,949  

4.55%, 7/15/28

     50,000        47,555  

5.20%, 7/15/48

     50,000        42,572  

Oracle Corp.
2.50%, 4/1/25

     20,000        18,865  

2.65%, 7/15/26

     186,000        170,028  

3.25%, 11/15/27

     17,000        15,563  

2.95%, 4/1/30

     96,000        81,990  

5.38%, 7/15/40

     10,000        9,188  

4.50%, 7/8/44

     35,000        28,537  

4.00%, 11/15/47

     253,000        185,535  

5.55%, 2/6/53(e)

     100,000        91,550  

4.38%, 5/15/55

     75,000        56,953  

3.85%, 4/1/60

     25,000        16,681  

Orlando Health Obligated Group
3.33%, 10/1/50

     38,000        27,414  

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

     150,000        140,067  

Owens Corning
4.30%, 7/15/47

     23,000        18,385  

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

     40,000        38,095  

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

     150,000        126,783  

Owl Rock Core Income Corp.
5.50%, 3/21/25

     50,000        48,702  

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

     50,000        44,455  

2.00%, 2/4/27

     5,000        4,506  

Pacific Gas and Electric Co.
3.45%, 7/1/25

     45,000        42,687  

2.95%, 3/1/26

     14,000        12,919  

2.50%, 2/1/31

     175,000        136,470  

4.50%, 7/1/40

     25,000        19,607  

3.50%, 8/1/50

     80,000        50,462  

PacifiCorp
4.10%, 2/1/42

     50,000        42,643  

3.30%, 3/15/51

     100,000        71,536  

Packaging Corp. of America
3.40%, 12/15/27

     25,000        23,150  

Paramount Global
3.38%, 2/15/28

     5,000        4,500  

6.88%, 4/30/36

     5,000        4,974  

4.85%, 7/1/42

     15,000        11,297  

4.90%, 8/15/44

     5,000        3,695  

4.60%, 1/15/45

     50,000        35,977  

4.95%, 5/19/50

     20,000        14,833  

Parker-Hannifin Corp.
3.30%, 11/21/24

     18,000        17,417  

4.25%, 9/15/27

     75,000        71,837  

3.25%, 6/14/29

     13,000        11,586  

6.25%, 5/15/38, Series A

     15,000        15,913  

 

See Notes to Financial Statements.

 

72   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

PayPal Holdings, Inc.
1.65%, 6/1/25

   $ 100,000      $ 92,685  

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

     50,000        45,451  

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

     20,000        16,405  

2.80%, 6/15/50

     275,000        180,235  

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

     14,000        12,958  

3.00%, 10/15/27

     8,000        7,450  

2.75%, 3/19/30

     30,000        26,465  

3.90%, 7/18/32

     75,000        70,592  

4.45%, 2/15/33(e)

     100,000        98,470  

3.38%, 7/29/49

     20,000        15,962  

Pfizer, Inc.
2.95%, 3/15/24

     18,000        17,585  

3.00%, 12/15/26

     10,000        9,411  

3.60%, 9/15/28

     50,000        47,596  

4.10%, 9/15/38

     36,000        32,541  

7.20%, 3/15/39

     89,000        108,532  

4.30%, 6/15/43

     5,000        4,557  

4.00%, 3/15/49

     57,000        49,422  

PG&E Wildfire Recovery Funding LLC
5.21%, 12/1/49, Series A-4

     100,000        100,012  

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

     125,000        101,259  

1.75%, 11/1/30(e)

     80,000        62,062  

4.88%, 11/15/43

     32,000        27,953  

Phillips 66
3.85%, 4/9/25

     25,000        24,293  

3.90%, 3/15/28(e)

     11,000        10,408  

4.65%, 11/15/34

     50,000        46,765  

5.88%, 5/1/42

     47,000        48,867  

Piedmont Natural Gas Co., Inc.
2.50%, 3/15/31

     5,000        4,075  

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

     15,000        14,394  

6.65%, 1/15/37

     48,000        48,174  

PNC Financial Services Group, Inc.
3.45%, 4/23/29

     20,000        18,411  

2.55%, 1/22/30

     85,000        72,394  

PPG Industries, Inc.
1.20%, 3/15/26

     25,000        22,139  

Principal Financial Group, Inc.
3.10%, 11/15/26

     25,000        23,162  

Procter & Gamble Co.
2.80%, 3/25/27

     105,000        97,965  

3.00%, 3/25/30

     35,000        31,702  

Progressive Corp.
3.00%, 3/15/32

     25,000        21,649  

3.95%, 3/26/50

     12,000        9,831  

Prologis LP
2.25%, 4/15/30

     25,000        20,911  

1.25%, 10/15/30

     60,000        46,048  

4.63%, 1/15/33

     100,000        96,799  

4.38%, 9/15/48

     5,000        4,369  

3.05%, 3/1/50

     46,000        31,880  

Prospect Capital Corp.
3.71%, 1/22/26

   81,000      73,117  

Prudential Financial, Inc.
5.70%, 12/14/36, Series D

     5,000        5,208  

6.63%, 12/1/37, Series D

     36,000        40,038  

4.60%, 5/15/44

     5,000        4,554  

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        4,772  

3.94%, 12/7/49

     70,000        55,634  

4.35%, 2/25/50

     20,000        17,028  

6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(c)

     100,000        97,346  

Public Service Co. of Colorado
3.60%, 9/15/42

     115,000        91,620  

Public Service Electric and Gas Co.
3.00%, 5/15/27

     19,000        17,650  

3.60%, 12/1/47

     56,000        43,588  

Public Service Enterprise Group, Inc.
2.88%, 6/15/24

     25,000        24,141  

Public Storage
0.88%, 2/15/26

     150,000        132,909  

PVH Corp.
4.63%, 7/10/25

     25,000        24,437  

QUALCOMM, Inc.
2.90%, 5/20/24

     22,000        21,423  

1.65%, 5/20/32

     5,000        3,827  

4.65%, 5/20/35

     62,000        60,183  

4.50%, 5/20/52

     50,000        44,600  

Quanta Services, Inc.
2.90%, 10/1/30

     25,000        20,721  

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

     25,000        24,033  

Raytheon Technologies Corp.
3.95%, 8/16/25

     25,000        24,300  

3.50%, 3/15/27

     50,000        47,381  

4.50%, 6/1/42

     75,000        67,500  

4.80%, 12/15/43

     5,000        4,582  

3.75%, 11/1/46

     48,000        37,855  

4.35%, 4/15/47

     30,000        26,091  

4.05%, 5/4/47

     110,000        91,465  

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

     5,000        4,622  

3.95%, 8/15/27

     5,000        4,763  

Regeneron Pharmaceuticals, Inc.
2.80%, 9/15/50

     70,000        43,991  

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

     25,000        22,598  

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

     13,000        11,456  

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

     15,000        14,323  

3.80%, 12/15/26

     30,000        28,576  

1.40%, 9/15/27

     18,000        15,271  

 

See Notes to Financial Statements.

 

WisdomTree Trust      73  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

RWJ Barnabas Health, Inc.
3.95%, 7/1/46

   $ 24,000      $ 19,940  

S&P Global, Inc.
2.45%, 3/1/27

     80,000        72,814  

4.75%, 8/1/28

     50,000        49,620  

2.90%, 3/1/32

     270,000        231,248  

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

     25,000        25,170  

5.00%, 3/15/27

     12,000        11,715  

4.20%, 3/15/28

     75,000        70,489  

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

     28,000        26,523  

3.90%, 10/15/29

     10,000        8,338  

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

     8,000        7,625  

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

     150,000        118,258  

Santander Holdings USA, Inc.
4.40%, 7/13/27

     88,000        83,678  

Sempra Energy
3.25%, 6/15/27

     26,000        23,949  

Sherwin-Williams Co.
4.05%, 8/8/24

     195,000        191,299  

4.25%, 8/8/25

     100,000        97,500  

2.95%, 8/15/29

     10,000        8,678  

4.00%, 12/15/42

     30,000        23,959  

4.50%, 6/1/47

     5,000        4,203  

3.80%, 8/15/49

     5,000        3,759  

Shire Acquisitions Investments Ireland DAC
3.20%, 9/23/26

     65,000        60,516  

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

     150,000        145,434  

3.30%, 1/15/26

     5,000        4,748  

3.25%, 11/30/26

     23,000        21,504  

3.38%, 6/15/27

     100,000        93,254  

2.45%, 9/13/29

     25,000        20,985  

SITE Centers Corp.
4.70%, 6/1/27

     68,000        63,812  

Southern California Edison Co.
0.98%, 8/1/24, Series K

     11,000        10,322  

4.65%, 10/1/43

     169,000        147,223  

4.88%, 3/1/49, Series B

     8,000        7,151  

Southern California Gas Co.
2.60%, 6/15/26, Series TT

     69,000        63,815  

4.13%, 6/1/48, Series UU

     65,000        52,179  

Southern Co.
3.25%, 7/1/26

     67,000        62,570  

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

     21,000        17,271  

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

     35,000        31,017  

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

     37,000        36,497  

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

     50,000        36,197  

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

     150,000        100,858  

Spectra Energy Partners LP
3.50%, 3/15/25

   5,000      4,815  

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

     18,000        14,780  

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

     4,000        2,407  

Starbucks Corp.
2.45%, 6/15/26

     5,000        4,612  

2.00%, 3/12/27

     70,000        62,298  

4.00%, 11/15/28

     5,000        4,744  

3.50%, 11/15/50

     50,000        36,417  

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        47,576  

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)

     5,000        4,749  

2.40%, 1/24/30

     56,000        47,910  

4.42%, 5/13/33, (4.421% fixed rate until 5/13/32; Secured Overnight Financing Rate + 1.605% thereafter)(c)

     75,000        71,200  

Steel Dynamics, Inc.
5.00%, 12/15/26

     25,000        24,602  

3.45%, 4/15/30

     90,000        80,032  

Stryker Corp.
3.38%, 5/15/24

     5,000        4,885  

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

     35,000        26,525  

SVB Financial Group
1.80%, 2/2/31(e)(g)

     185,000        137,531  

Synchrony Financial
3.70%, 8/4/26

     5,000        4,642  

5.15%, 3/19/29

     36,000        33,904  

Sysco Corp.
3.30%, 7/15/26

     63,000        59,224  

6.60%, 4/1/50

     25,000        27,483  

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

     90,000        86,224  

5.38%, 4/15/27

     60,000        60,144  

4.95%, 3/15/28

     100,000        98,226  

3.38%, 4/15/29

     50,000        44,284  

5.20%, 1/15/33

     100,000        97,607  

5.05%, 7/15/33

     100,000        96,393  

3.30%, 2/15/51

     25,000        16,785  

3.40%, 10/15/52

     50,000        34,021  

5.80%, 9/15/62

     200,000        196,246  

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

     18,000        14,980  

4.45%, 6/15/49

     65,000        54,782  

Tapestry, Inc.
4.13%, 7/15/27(e)

     14,000        13,243  

Target Corp.
2.50%, 4/15/26

     329,000        308,125  

4.00%, 7/1/42

     35,000        30,814  

Teledyne FLIR LLC
2.50%, 8/1/30

     25,000        20,386  

 

See Notes to Financial Statements.

 

74   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 27,000      $ 25,001  

4.15%, 5/15/48

     64,000        56,832  

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

     80,500        77,553  

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

     20,000        18,830  

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

     50,000        48,153  

Toyota Motor Credit Corp.
2.90%, 4/17/24

     5,000        4,872  

4.55%, 9/20/27

     300,000        295,422  

3.05%, 1/11/28

     15,000        13,816  

2.15%, 2/13/30

     30,000        25,562  

1.65%, 1/10/31

     30,000        23,859  

Trane Technologies Global Holding Co. Ltd.
3.75%, 8/21/28

     45,000        42,442  

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

     50,000        48,567  

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

     15,000        12,954  

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

     14,000        15,554  

3.75%, 5/15/46

     10,000        7,916  

4.00%, 5/30/47

     10,000        8,382  

2.55%, 4/27/50

     10,000        6,434  

Trinity Health Corp.
2.63%, 12/1/40, Series 2021

     40,000        28,526  

Truist Bank
4.05%, 11/3/25

     25,000        24,336  

Truist Financial Corp.
1.13%, 8/3/27

     56,000        47,741  

3.88%, 3/19/29

     65,000        60,383  

Tucson Electric Power Co.
1.50%, 8/1/30

     73,000        56,468  

TWDC Enterprises 18 Corp.
2.95%, 6/15/27(e)

     23,000        21,323  

4.38%, 8/16/41

     10,000        8,950  

3.70%, 12/1/42

     5,000        4,078  

3.00%, 7/30/46

     48,000        33,894  

Tyson Foods, Inc.
4.88%, 8/15/34

     28,000        26,714  

U.S. Bancorp
1.45%, 5/12/25

     25,000        23,083  

2.38%, 7/22/26, Series V

     213,000        195,570  

5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(c)

     150,000        151,777  

1.38%, 7/22/30

     11,000        8,534  

UDR, Inc.
2.10%, 8/1/32

     25,000        18,941  

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

     18,000        16,673  

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

     5,000        4,856  

3.25%, 8/15/25

     5,000        4,791  

2.75%, 3/1/26

     5,000        4,690  

4.00%, 4/15/47

     19,000        15,647  

3.84%, 3/20/60

   158,000      120,919  

3.75%, 2/5/70

     25,000        18,182  

3.80%, 4/6/71

     5,000        3,664  

United Airlines Pass-Through Trust
4.30%, 2/15/27, Series 2013-1, Class A

     14,455        13,949  

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

     5,000        4,612  

3.05%, 11/15/27

     18,000        16,725  

6.20%, 1/15/38

     15,000        16,620  

3.40%, 11/15/46

     5,000        3,811  

UnitedHealth Group, Inc.
3.10%, 3/15/26

     34,000        32,253  

3.88%, 12/15/28

     18,000        17,030  

4.20%, 5/15/32

     75,000        70,666  

5.80%, 3/15/36

     25,000        26,213  

5.95%, 2/15/41

     274,000        291,467  

3.95%, 10/15/42

     5,000        4,297  

4.75%, 7/15/45

     20,000        18,757  

3.75%, 10/15/47

     15,000        11,990  

4.45%, 12/15/48

     25,000        22,307  

University of Southern California
3.03%, 10/1/39

     24,000        19,270  

3.84%, 10/1/47, Series 2017

     120,000        103,116  

Unum Group
4.50%, 12/15/49

     50,000        37,857  

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

     40,000        37,438  

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

     14,000        13,227  

4.38%, 2/1/45

     24,000        19,289  

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

     8,000        7,757  

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

     147,000        135,625  

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

     10,000        9,661  

2.63%, 8/15/26

     100,000        91,881  

4.33%, 9/21/28

     125,000        119,759  

4.02%, 12/3/29

     20,000        18,481  

1.68%, 10/30/30

     66,000        51,024  

2.65%, 11/20/40

     70,000        47,445  

3.40%, 3/22/41

     175,000        132,167  

2.88%, 11/20/50

     85,000        53,650  

3.70%, 3/22/61(e)

     107,000        75,368  

Viatris, Inc.
2.70%, 6/22/30

     10,000        7,938  

3.85%, 6/22/40

     30,000        20,520  

4.00%, 6/22/50

     25,000        16,151  

Virginia Electric and Power Co.
8.88%, 11/15/38

     15,000        20,172  

Visa, Inc.
3.15%, 12/14/25

     13,000        12,416  

2.75%, 9/15/27

     138,000        127,738  

3.65%, 9/15/47

     59,000        48,923  

2.00%, 8/15/50

     25,000        14,825  

 

See Notes to Financial Statements.

 

WisdomTree Trust      75  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

VMware, Inc.
1.00%, 8/15/24

   $ 31,000      $ 28,978  

4.50%, 5/15/25

     25,000        24,491  

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

     18,000        17,768  

3.50%, 6/1/30

     31,000        27,501  

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

     25,000        15,689  

Wachovia Corp.
5.50%, 8/1/35

     5,000        4,944  

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

     253,000        245,964  

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

     69,000        67,338  

3.70%, 6/26/28

     15,000        14,357  

2.38%, 9/24/29

     20,000        17,401  

5.25%, 9/1/35

     50,000        52,621  

4.05%, 6/29/48

     40,000        35,288  

4.50%, 9/9/52

     50,000        47,204  

Walt Disney Co.
3.35%, 3/24/25(e)

     40,000        38,660  

2.20%, 1/13/28(e)

     75,000        66,625  

2.65%, 1/13/31

     115,000        98,000  

6.40%, 12/15/35

     4,000        4,414  

6.65%, 11/15/37

     20,000        22,695  

3.50%, 5/13/40

     55,000        44,604  

4.75%, 9/15/44

     20,000        18,622  

4.95%, 10/15/45

     5,000        4,751  

3.80%, 5/13/60

     15,000        11,703  

Warnermedia Holdings, Inc.
4.05%, 3/15/29(d)

     125,000        111,821  

5.14%, 3/15/52(d)

     66,000        51,922  

5.39%, 3/15/62(d)

     100,000        78,018  

Washington University
3.52%, 4/15/54, Series 2022

     44,000        35,238  

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

     90,000        89,212  

Wells Fargo & Co.
3.00%, 4/22/26

     228,000        212,925  

2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(c)

     100,000        93,084  

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        23,218  

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)

     109,000        100,934  

2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c)

     149,000        131,875  

4.15%, 1/24/29

     10,000        9,369  

4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; Secured Overnight Financing Rate + 4.032% thereafter)(c)(e)

     25,000        23,530  

3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(c)

   40,000      29,117  

4.75%, 12/7/46

     96,000        82,470  

5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; Secured Overnight Financing Rate + 4.502% thereafter)(c)

     255,000        235,204  

Welltower OP LLC
4.00%, 6/1/25

     68,000        65,738  

4.25%, 4/1/26

     3,000        2,898  

4.25%, 4/15/28

     15,000        14,192  

2.75%, 1/15/31

     25,000        20,439  

Western Digital Corp.
2.85%, 2/1/29

     17,000        13,377  

Western Union Co.
2.75%, 3/15/31

     300,000        233,886  

Westinghouse Air Brake Technologies Corp.
4.40%, 3/15/24

     100,000        98,547  

3.45%, 11/15/26

     36,000        33,401  

Westlake Corp.
5.00%, 8/15/46

     10,000        8,450  

WestRock MWV LLC
7.95%, 2/15/31

     14,000        15,939  

Weyerhaeuser Co.
4.00%, 11/15/29

     41,000        37,397  

Whirlpool Corp.
4.60%, 5/15/50

     50,000        40,742  

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

     10,000        9,410  

7.50%, 1/15/31, Series A

     36,000        39,649  

6.30%, 4/15/40

     10,000        10,271  

5.75%, 6/24/44

     50,000        47,778  

Willis-Knighton Medical Center
4.81%, 9/1/48, Series 2018

     20,000        18,322  

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

     38,000        29,431  

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

     40,000        38,777  

4.65%, 3/15/26

     125,000        122,574  

3.90%, 6/1/28(e)

     50,000        46,466  

WW Grainger, Inc.
3.75%, 5/15/46

     75,000        59,990  

Wyeth LLC
5.95%, 4/1/37

     10,000        10,746  

Xilinx, Inc. 2.95%, 6/1/24

     73,000        70,944  

2.38%, 6/1/30

     25,000        21,090  

Xylem, Inc.
3.25%, 11/1/26(e)

     5,000        4,674  
     

 

 

 
Total United States

 

     51,086,495  
TOTAL CORPORATE BONDS
(Cost: $66,419,119)

 

     58,694,332  
FOREIGN GOVERNMENT AGENCIES – 0.7%

 

Canada – 0.3%

 

Province of Alberta Canada
1.88%, 11/13/24

     149,000        141,133  

3.30%, 3/15/28

     95,000        89,910  

 

See Notes to Financial Statements.

 

76   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.30%, 7/22/30

   $ 75,000      $ 60,137  

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

     25,000        23,198  

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

     20,000        19,113  

Province of Ontario Canada
3.20%, 5/16/24

     110,000        107,271  

0.63%, 1/21/26

     100,000        89,074  

1.13%, 10/7/30

     50,000        39,454  

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

     55,000        53,076  

1.50%, 2/11/25, Series QX

     20,000        18,727  

2.50%, 4/20/26

     50,000        46,866  

7.50%, 9/15/29, Series PD

     31,000        36,155  
     

 

 

 
Total Canada

 

     724,114  
Germany – 0.4%

 

Kreditanstalt fuer Wiederaufbau
2.50%, 11/20/24

     38,000        36,432  

0.63%, 1/22/26

     315,000        281,683  

2.88%, 4/3/28

     40,000        37,457  

5.48%, 4/18/36(a)

     50,000        28,923  

Landwirtschaftliche Rentenbank
1.75%, 7/27/26

     490,000        447,154  

2.50%, 11/15/27, Series 37

     26,000        23,979  

0.88%, 9/3/30

     80,000        62,917  
     

 

 

 
Total Germany

 

     918,545  
South Korea – 0.0%

 

Korea Development Bank
3.00%, 1/13/26

     100,000        94,184  
Sweden – 0.0%

 

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

     50,000        26,101  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $1,912,100)

 

 

     1,762,944  
FOREIGN GOVERNMENT OBLIGATIONS – 0.8%

 

Chile – 0.0%

 

Chile Government International Bond
3.50%, 1/25/50

     150,000        108,783  
Hungary – 0.0%

 

Hungary Government International Bond
5.38%, 3/25/24

     4,000        3,996  
Indonesia – 0.1%

 

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

     165,000        123,766  
Italy – 0.1%

 

Republic of Italy Government International Bond
5.38%, 6/15/33

     186,000        184,395  
Mexico – 0.1%

 

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

     25,000        26,769  

6.05%, 1/11/40

     30,000        30,000  

4.28%, 8/14/41

     150,000        120,450  

5.75%, 10/12/2110

   208,000      185,135  
     

 

 

 
Total Mexico

 

     362,354  
Panama – 0.2%

 

Panama Government International Bond 8.88%, 9/30/27

     333,000        383,696  

6.70%, 1/26/36

     50,000        53,101  
     

 

 

 
Total Panama

 

     436,797  
Peru – 0.1%

 

Peruvian Government International Bond
4.13%, 8/25/27

     69,000        66,884  

2.78%, 1/23/31

     50,000        41,369  

8.75%, 11/21/33

     25,000        31,071  

3.00%, 1/15/34

     50,000        39,529  

5.63%, 11/18/50

     50,000        49,287  

3.23%, 7/28/2121

     40,000        23,477  
     

 

 

 
Total Peru

 

     251,617  
Philippines – 0.1%

 

Philippine Government International Bond
5.95%, 10/13/47

     300,000        324,276  
Poland – 0.0%

 

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

     72,000        68,465  
Uruguay – 0.1%

 

Uruguay Government International Bond
5.10%, 6/18/50

     53,000        52,210  

4.98%, 4/20/55

     94,000        90,497  
     

 

 

 
Total Uruguay

 

     142,707  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $2,251,806)

 

 

     2,007,156  
SUPRANATIONAL BONDS – 1.4%

 

Asian Development Bank
1.50%, 10/18/24

     628,000        593,473  

2.00%, 1/22/25

     5,000        4,740  

0.63%, 4/29/25

     200,000        183,016  

0.50%, 2/4/26

     125,000        111,130  

2.50%, 11/2/27

     20,000        18,458  

European Investment Bank
0.38%, 3/26/26

     50,000        44,112  

2.38%, 5/24/27(e)

     53,000        48,993  

3.75%, 2/14/33

     50,000        48,883  

4.88%, 2/15/36

     25,000        26,649  

Inter-American Development Bank
0.63%, 7/15/25

     575,000        523,112  

2.38%, 7/7/27

     25,000        23,073  

3.20%, 8/7/42

     25,000        21,053  

International Bank for Reconstruction & Development
2.50%, 11/25/24, Series GDIF

     207,000        198,575  

0.63%, 4/22/25

     110,000        100,748  

2.50%, 7/29/25, Series GDIF

     609,000        579,220  

2.50%, 11/22/27, Series GDIF

     144,000        132,931  

1.38%, 4/20/28, Series GDIF

     25,000        21,680  

0.88%, 5/14/30

     118,000        93,890  

 

See Notes to Financial Statements.

 

WisdomTree Trust      77  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

International Finance Corp.
1.38%, 10/16/24

   $ 298,000      $ 281,208  

3.63%, 9/15/25

     178,000        173,772  

TOTAL SUPRANATIONAL BONDS

(Cost: $3,474,707)

 

 

     3,228,716  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 2.0%

 

United States – 2.0%

 

Bank

     

2.85%, 10/17/52, Series 2019-BNK21, Class A5

     75,000        65,168  

3.18%, 2/15/55, Series 2022-BNK39, Class AS

     113,000        94,592  

3.44%, 9/15/60, Series 2017-BNK7, Class A5

     105,000        97,116  

2.14%, 3/15/63, Series 2020-BNK28, Class AS

     100,000        77,103  

Bank of America Merrill Lynch Commercial Mortgage Trust

     

3.17%, 7/15/49, Series 2016-UB10, Class A4

     100,000        93,263  

Barclays Commercial Mortgage Trust
2.99%, 11/15/52, Series 2019-C5, Class ASB

     100,000        92,106  

Benchmark Mortgage Trust

     

2.91%, 9/15/43, Series 2020-IG1, Class AS^(c)

     60,000        49,321  

4.02%, 3/15/52, Series 2019-B9, Class A5

     60,000        56,225  

1.98%, 8/15/54, Series 2021-B28, Class ASB

     150,000        125,507  

3.79%, 4/15/55, Series 2022-B34, Class A5^(c)

     50,000        45,053  

Citigroup Commercial Mortgage Trust

     

3.35%, 2/10/49, Series 2016-GC36, Class A4

     350,000        330,913  

Commercial Mortgage Trust

     

3.98%, 5/10/47, Series 2014-CR17, Class A5

     200,000        195,744  

3.18%, 2/10/48, Series 2015-LC19, Class A4

     100,000        95,459  

3.21%, 3/10/48, Series 2015-CR22, Class A3

     38,935        38,714  

3.63%, 10/10/48, Series 2015-CR26, Class A4

     150,000        143,004  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates
2.81%, 1/25/25, Series K044, Class A2

     70,219        67,383  

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

     200,000        190,328  

2.62%, 8/25/26, Series K057, Class AM

     100,000        93,103  

3.43%, 1/25/27, Series K063, Class A2^(c)

     70,000        66,873  

3.19%, 9/25/27, Series K069, Class A2^(c)

     140,000        131,988  

3.25%, 11/25/27, Series K072, Class A1

     284,750        273,299  

3.69%, 1/25/29, Series K088, Class A2

     115,000        109,994  

2.52%, 10/25/29, Series K101, Class A2

     50,000        44,293  

1.85%, 7/25/31, Series K131, Class A2

     250,000        204,596  

2.13%, 11/25/31, Series K136, Class A2

     100,000        83,118  

2.35%, 11/25/31, Series K137, Class A2^(c)

     155,000        131,157  

3.99%, 8/25/33, Series K157, Class A3^(c)

   70,000      67,072  

1.24%, 1/25/35, Series K1516, Class A1

     287,567        225,689  

Federal National Mortgage Association Alternative Credit Enhancement Securities

     

2.49%, 5/25/26, Series 2016-M6, Class A2

     50,274        46,966  

2.47%, 12/25/26, Series 2017-M3, Class A2^(c)

     34,019        31,496  

3.06%, 3/25/28, Series 2018-M4, Class A2^(c)

     19,956        18,735  

3.55%, 9/25/28, Series 2019-M1, Class A2^(c)

     89,800        85,680  

2.44%, 10/25/29, Series 2020-M1, Class A2

     100,000        87,902  

1.78%, 5/25/30, Series 2020-M14, Class A2

     125,000        104,015  

1.27%, 7/25/30, Series 2020-M42, Class A2

     150,000        119,424  

3.61%, 2/25/31, Series 2019-M4, Class A2

     4,501        4,242  

GS Mortgage Securities Trust

     

3.73%, 3/10/51, Series 2018-GS9, Class A3

     50,000        46,591  

3.00%, 9/10/52, Series 2019-GC42, Class A4

     50,000        43,729  

2.66%, 2/13/53, Series 2020-GC45, Class A4

     100,000        85,217  

Morgan Stanley Bank of America Merrill Lynch Trust
3.60%, 5/15/50, Series 2017-C33, Class A5

     250,000        232,921  

Morgan Stanley Capital I Trust

     

3.52%, 7/15/52, Series 2019-H7, Class AS

     100,000        86,553  

2.44%, 6/15/54, Series 2021-L6, Class A4^(c)

     100,000        81,308  

UBS Commercial Mortgage Trust

     

4.30%, 8/15/51, Series 2018-C12, Class A5

     50,000        47,523  

4.08%, 12/15/51, Series 2018-C15, Class A3

     20,446        19,262  

Wells Fargo Commercial Mortgage Trust

     

3.79%, 9/15/48, Series 2015-SG1, Class A4

     97,058        92,586  

3.64%, 3/15/50, Series 2017-RB1, Class A5

     68,000        63,230  

2.40%, 7/15/53, Series 2020-C58, Class AS

     100,000        78,286  

2.63%, 4/15/54, Series 2021-C59, Class A5

     100,000        82,956  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $5,369,953)

 

 

     4,746,803  
MUNICIPAL BONDS – 0.9%

 

United States – 0.9%

 

Bay Area Toll Authority
7.04%, 4/1/50, Series S1-SUB

     25,000        32,219  

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

     150,000        149,983  

 

See Notes to Financial Statements.

 

78   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 50,000      $ 56,141  

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

     100,000        87,621  

City of Los Angeles Department of Airports Customer Facilities Charge Revenue
4.24%, 5/15/48, Series A

     200,000        172,228  

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

     150,000        145,611  

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

     100,000        93,563  

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

     89,790        86,976  

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

     45,000        45,508  

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

     100,000        106,807  

Oklahoma Development Finance Authority
3.88%, 5/1/37, Series 2022-ONG, Class A1

     200,000        191,803  

Port Authority of New York & New Jersey
5.65%, 11/1/40

     100,000        106,837  

4.81%, 10/15/65, Series 192

     25,000        24,392  

Port of Morrow, OR
2.54%, 9/1/40, Series 1

     20,000        14,862  

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

     150,000        121,225  

State of California
7.55%, 4/1/39

     190,000        243,308  

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

     75,000        78,090  

Texas Transportation Commission
2.56%, 4/1/42

     20,000        15,125  

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

     50,000        50,615  

4.00%, 10/1/33

     20,000        18,941  

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

     10,000        9,318  

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

     100,000        85,847  

3.50%, 4/1/52, Series A

     100,000        80,648  

4.45%, 4/1/2122, Series A

     100,000        85,194  

TOTAL MUNICIPAL BONDS

(Cost: $2,443,645)

 

 

     2,102,862  
ASSET-BACKED SECURITIES – 0.5%

 

United States – 0.5%

 

American Express Credit Account Master Trust 0.90%, 11/15/26, Series 2021-1, Class A

     265,000        246,242  

2.21%, 3/15/27, Series 2022-1, Class A

     100,000        94,271  

CarMax Auto Owner Trust
0.55%, 6/15/26, Series 2021-3, Class A3

     150,000        143,084  

Citibank Credit Card Issuance Trust
3.96%, 10/13/30, Series 2018-A7, Class A7

   100,000     96,447  

Discover Card Execution Note Trust
0.58%, 9/15/26, Series 2021-A1, Class A1

     55,000       51,096  

Honda Auto Receivables Owner Trust
1.88%, 5/15/26, Series 2022-1, Class A3

     222,000       211,369  

Volkswagen Auto Loan Enhanced Trust
1.26%, 10/20/28, Series 2021-1, Class A4

     100,000       91,267  

World Omni Auto Receivables Trust
0.82%, 1/15/26, Series 2020-B, Class A4

     200,000       190,112  

TOTAL ASSET-BACKED SECURITIES

(Cost: $1,173,425)

 

 

    1,123,888  
REPURCHASE AGREEMENT – 1.2%

 

United States – 1.2%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/28/23 (tri-party custodian: The Bank of New York Mellon Corp.), 4.55% due 3/1/23; Proceeds at maturity – $2,950,373 (fully collateralized by Ginnie Mae II HECM, 4.37% – 4.70% due 9/20/65 – 8/20/67, Ginnie Mae I Construction Loan, 4.50% – 4.65% due 2/15/65 – 4/15/65; Market value including accrued interest – $3,098,159)

    
(Cost: $2,950,000)      2,950,000       2,950,000  
      Shares         
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.6%

 

United States – 0.6%

 

State Street Navigator Securities Lending Government Money Market Portfolio, 4.60%(h)

    
(Cost: $1,366,795)      1,366,795       1,366,795  

TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT – 101.4%

(Cost: $259,002,322)

 

 

    240,406,179  
Securities Sold Short    Principal
Amount
        
U.S. GOVERNMENT AGENCIES SOLD SHORT – (0.3)%

 

Government National Mortgage Association – (0.1)%

 

2.00%, 3/21/53(b)

   $ (225,000     (188,698

2.50%, 3/21/53(b)

     (75,000     (64,899
    

 

 

 
Total Government National Mortgage Association

 

    (253,597
Uniform Mortgage-Backed Securities – (0.2)%

 

1.50%, 3/13/53(b)

     (25,000     (19,311

2.50%, 3/13/53(b)

     (125,000     (105,900

3.00%, 3/13/53(b)

     (250,000     (219,934

3.50%, 3/13/53(b)

     (50,000     (45,526
    

 

 

 
Total Uniform Mortgage-Backed Securities

 

    (390,671
TOTAL INVESTMENTS IN SECURITIES SOLD SHORT
(Proceeds: $661,751)

 

    (644,268

Other Assets less Liabilities – (1.2)%

       (2,746,727
    

 

 

 
NET ASSETS – 100.0%            $ 237,015,184  

 

See Notes to Financial Statements.

 

WisdomTree Trust      79  


Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 28, 2023

 

^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

 

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of February 28, 2023.

 

(b) 

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

 

(c) 

Rate shown reflects the accrual rate as of February 28, 2023 on securities with variable or step rates.

 

(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.

 

(e) 

Security, or portion thereof, was on loan at February 28, 2023 (See Note 2). At February 28, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,988,071 and the total market value of the collateral held by the Fund was $2,048,534. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $681,739.

 

(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 Fund’s investments.

 

(g) 

Effective March 10, 2023, the issuer of this security has been placed under receivership and the Federal Deposit Insurance Corporation, appointed as receiver, has taken over the issuer’s operations.

 

(h) 

Rate shown represents annualized 7-day yield as of February 28, 2023.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

2 Year U.S. Treasury Note

    282       6/30/23     $ (57,450,890   $ 167,438  

5 Year U.S. Treasury Note

    1,138       6/30/23       (121,828,235     400,685  

U.S. Treasury Ultra Long Term Bond

    117       6/21/23       (15,802,312     32,906  

Ultra 10 Year U.S. Treasury Note

    631       6/21/23       (73,945,313     (44,688
      $ (269,026,750   $ 556,341  

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Agencies

   $      $ 66,252,406      $      $ 66,252,406  

U.S. Government Obligations

            96,170,277               96,170,277  

Corporate Bonds

            58,694,332               58,694,332  

Foreign Government Agencies

            1,762,944               1,762,944  

Foreign Government Obligations

            2,007,156               2,007,156  

Supranational Bonds

            3,228,716               3,228,716  

Commercial Mortgage-Backed Securities

            4,746,803               4,746,803  

Municipal Bonds

            2,102,862               2,102,862  

Asset-Backed Securities

            1,123,888               1,123,888  

Repurchase Agreement

            2,950,000               2,950,000  

Investment of Cash Collateral for Securities Loaned

            1,366,795               1,366,795  

Total Investments in Securities

   $      $ 240,406,179      $      $ 240,406,179  

Financial Derivative Instruments

  

Futures Contracts1

   $ 601,029      $      $      $ 601,029  

Liabilities:

 

     

Investments in Securities Sold Short

  

U.S. Government Agencies

   $      $ (644,268    $      $ (644,268

Financial Derivative Instruments

  

Futures Contracts1

   $ (44,688    $      $      $ (44,688

Total – Net

   $ 556,341      $ 239,761,911      $      $ 240,318,252  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

80   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Mortgage Plus Bond Fund (MTGP)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
COLLATERALIZED LOAN OBLIGATIONS – 3.3%

 

Cayman Islands – 3.3%

 

Apidos CLO XXXVI

     

6.81%, 7/20/34, Series 2021-36A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 2.00%)(a)(b)(c)

   $ 350,000      $ 334,678  

LCM 28 Ltd.

     

6.96%, 10/20/30, Series 28A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 2.15%)(a)(b)(c)

     400,000        379,418  

TOTAL COLLATERALIZED LOAN OBLIGATIONS

(Cost: $737,869)

 

 

     714,096  
COLLATERALIZED MORTGAGE OBLIGATIONS – 57.8%

 

Federal Home Loan Mortgage Corp. REMIC
7.40%, 5/15/23, Series 1517, Class J

     143        142  

4.50%, 7/15/25, Series 3000, Class BC

     10,695        10,533  

4.00%, 5/15/28, Series 4669, Class EV

     210,007        200,559  

6.00%, 7/15/29, Series 2175, Class TH

     32,987        33,316  

6.00%, 5/15/32, Series 2448, Class ZQ

     42,627        43,129  

3.00%, 8/15/32, Series 4092, Class AY

     200,000        182,488  

6.00%, 8/15/32, Series 2485, Class WG

     16,468        16,951  

5.50%, 11/15/32, Series 2519, Class ZD

     24,693        24,716  

5.50%, 11/15/32, Series 2520, Class PH

     109,975        111,632  

2.50%, 1/15/33, Series 4332, Class CU

     19,266        19,007  

5.04%, 6/15/34, Series 2812, Class MF^(b)

     136,358        136,398  

5.50%, 9/15/34, Series 2861, Class Z

     14,630        14,745  

5.00%, 11/15/34, Series 2893, Class PE

     33,803        33,794  

6.00%, 11/15/36, Series 3244, Class LZ

     243        243  

5.00%, 4/15/40, Series 3658, Class CZ, PIK

     398,394        399,602  

4.50%, 9/15/40, Series 3726, Class QZ, PIK

     269,488        265,425  

4.00%, 1/15/41, Series 4179, Class AZ

     431,498        410,187  

3.50%, 5/15/41, Series 4229, Class MA

     51,837        49,910  

3.00%, 12/15/41, Series 4273, Class GM

     57,629        54,305  

4.00%, 5/15/42, Series 4048, Class CE

     150,000        142,253  

4.50%, 9/15/42, Series 4671, Class JM

     28,757        28,368  

3.00%, 11/15/42, Series 4136, Class ZG, PIK

     407,850        363,475  

3.00%, 5/15/43, Series 4322, Class DJ

     57,626        55,007  

3.00%, 6/15/44, Series 4483, Class CA

     173,323        162,515  

2.25%, 8/15/44, Series 4406, Class AC

     64,191        56,600  

3.50%, 9/15/46, Series 4774, Class LP

     147,776        140,786  

3.50%, 12/25/46, Series 2017-SC01, Class 2A

     267,783        247,554  

3.00%, 4/25/49, Series 4908, Class BD

     317,691        279,670  

Federal National Mortgage Association REMIC
6.00%, 8/25/23, Series 1996-8, Class C

     100        100  

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

     1,560        1,559  

3.50%, 8/25/26, Series 2011-80, Class HE

     125,897        122,926  

2.00%, 11/25/30, Series 2015-93, Class AD

     120,579        113,723  

6.50%, 10/25/31, Series 2001-52, Class YZ

     13,566        14,085  

3.00%, 6/25/33, Series 2014-36, Class QA

     41,664        39,918  

4.00%, 8/25/33, Series 2014-58, Class VM

     100,000        97,373  

4.50%, 10/25/34, Series 2004-75, Class ZG

     5,617        5,510  

4.87%, 5/25/35, Series 2005-40, Class FB^(b)

     68,208        67,866  

4.75%, 8/25/35, Series 2005-80, Class SZ, PIK

     114,621        110,794  

6.00%, 7/25/36, Series 2006-62, Class PZ, PIK

   143,710      160,318  

4.50%, 10/25/36, Series 2009-19, Class PW

     29,975        29,210  

4.87%, 12/25/36, Series 2006-120, Class PF^(b)

     58,484        58,060  

5.50%, 2/25/37, Series 2007-6, Class PA

     7,781        7,835  

4.25%, 4/25/37, Series 2007-30, Class ZM, PIK

     269,143        254,536  

5.00%, 4/25/37, Series 2007-26, Class JZ

     186,839        186,173  

5.00%, 3/25/38, Series 2008-16, Class EA

     5,975        5,890  

6.00%, 8/25/39, Series 2009-62, Class Z, PIK

     290,618        293,862  

5.00%, 11/25/39, Series 2009-89, Class PH

     116,856        117,209  

5.00%, 7/25/40, Series 2010-80, Class PZ, PIK

     282,210        280,540  

5.00%, 9/25/40, Series 2010-102, Class PN

     346,777        345,078  

1.75%, 11/25/40, Series 2012-51, Class GU

     491,683        462,237  

3.00%, 2/25/41, Series 2011-134, Class NJ

     53,888        51,011  

2.50%, 5/25/41, Series 2012-131, Class DZ, PIK

     13,862        11,587  

5.00%, 6/25/41, Series 2011-52, Class GB

     133,289        133,593  

2.50%, 9/25/41, Series 2011-127, Class JC

     2,198        2,174  

5.25%, 9/25/41, Series 2011-84, Class PZ, PIK

     365,312        366,247  

3.00%, 3/25/42, Series 2016-21, Class BA

     24,426        24,069  

1.75%, 6/25/42, Series 2013-37, Class JA

     121,160        113,363  

2.50%, 11/25/42, Series 2012-152, Class TB

     231,000        187,927  

3.00%, 2/25/43, Series 2013-1, Class JZ, PIK

     78,253        64,271  

3.00%, 3/25/44, Series 2015-42, Class CA

     185,275        173,598  

3.00%, 4/25/45, Series 2015-23, Class HZ, PIK

     507,080        448,421  

3.00%, 3/25/46, Series 2016-9, Class D

     145,453        132,238  

3.00%, 4/25/46, Series 2018-3, Class PA

     129,613        121,597  

2.50%, 9/25/46, Series 2016-63, Class CA

     33,327        27,608  

Government National Mortgage Association

     

5.00%, 7/16/33, Series 2003-60, Class ZG, PIK

     130,923        128,592  

5.00%, 4/20/34, Series 2004-31, Class ZB

     168,003        167,316  

5.00%, 6/20/35, Series 2005-46, Class YX

     154,880        156,532  

5.50%, 4/20/37, Series 2007-24, Class PC

     41,697        41,490  

5.50%, 5/20/38, Series 2008-42, Class QB

     55,752        56,406  

2.00%, 8/20/39, Series 2011-52, Class KY

     48,916        45,733  

4.50%, 9/16/40, Series 2010-125, Class BZ, REMIC

     207,675        205,680  

3.00%, 7/16/41, Series 2011-135, Class WH

     113,835        95,105  

3.00%, 3/16/42, Series 2012-39, Class GC, REMIC

     145,000        122,385  

4.00%, 3/20/44, Series 2014-43, Class Z, PIK

     642,471        620,401  

3.75%, 4/16/44, Series 2014-60, Class AL

     250,000        233,084  

3.00%, 11/20/45, Series 2015-165, Class ZE, PIK

     252,254        215,174  

 

See Notes to Financial Statements.

 

WisdomTree Trust      81  


Schedule of Investments (unaudited) (continued)

WisdomTree Mortgage Plus Bond Fund (MTGP)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

JP Morgan Mortgage Trust

     

3.60%, 5/25/45, Series 2015-3, Class B3^(a)(b)

   $ 109,376      $ 96,288  

3.41%, 5/25/50, Series 2019-9, Class B2A^(a)(b)

     281,624        228,528  

Provident Funding Mortgage Trust

     

3.26%, 2/25/50, Series 2020-1, Class B1^(a)(b)

     372,814        297,410  

RCKT Mortgage Trust

     

3.00%, 2/25/50, Series 2020-1, Class A13^(a)(b)

     130,649        111,597  

Seasoned Credit Risk Transfer Trust

     

3.75%, 9/25/55, Series 2016-1, Class M2^(a)(b)

     654,158        581,031  

4.75%, 5/25/57, Series 2018-1, Class M^(b)

     278,645        250,359  

2.50%, 5/25/60, Series 2020-3, Class M5TU

     193,634        170,845  

Seasoned Loans Structured Transaction Trust

     

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

     164,453        155,976  

Sequoia Mortgage Trust

     

4.00%, 3/25/48, Series 2018-CH1, Class A1^(a)(b)

     183,704        170,867  

Verus Securitization Trust

     

2.99%, 5/25/60, Series 2020-2, Class A2^(a)(b)

     300,000        284,596  

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS

(Cost: $14,278,856)

 

 

     12,551,211  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 4.2%

 

United States – 4.2%

 

Benchmark Mortgage Trust

     

2.50%, 12/15/62, Series 2019-B14, Class D(a)

     380,000        234,438  

Cantor Commercial Real Estate Lending

     

2.50%, 1/15/53, Series 2019-CF3, Class D^(a)(b)

     250,000        145,053  

Federal Home Loan Mortgage Corp. Multiclass Certificates

     

1.79%, 9/25/45, Series 2021-P011, Class X1^(b)(d)

     419,669        52,310  

Washington State Housing Finance Commission

     

0.73%, 12/20/35, Series 2021-1, Class X^(b)(d)

     6,140,473        302,541  

WFRBS Commercial Mortgage Trust

     

4.23%, 8/15/47, Series 2014-C21, Class C^(b)

     200,000        172,209  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $1,118,421)

 

 

     906,551  
U.S. GOVERNMENT AGENCIES – 32.8%

 

Federal Home Loan Mortgage Corporation – 11.9%

 

4.00%, 1/1/42

     228,609        220,305  

3.50%, 8/1/46

     223,388        207,798  

3.50%, 9/1/47

     287,410        266,948  

2.00%, 9/1/51

     474,848        394,644  

2.00%, 1/1/52

     937,809        769,533  

2.50%, 2/1/52

     851,362        725,919  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     2,585,147  
Federal National Mortgage Association – 10.3%

 

4.00%, 11/1/43

   266,742      258,371  

4.00%, 5/1/47

     206,880        199,537  

4.00%, 12/1/47

     208,676        201,268  

2.50%, 11/1/50

     482,285        416,039  

2.50%, 12/1/51

     459,787        393,309  

2.50%, 2/1/52

     372,247        316,032  

4.00%, 4/1/55

     406,313        390,138  

4.50%, 6/1/56

     68,347        67,747  
     

 

 

 
Total Federal National Mortgage Association

 

     2,242,441  
Government National Mortgage Association – 10.6%

 

3.00%, 8/20/44

     9,571        8,768  

3.00%, 12/20/44

     321,742        295,195  

3.00%, 3/20/45

     169,124        154,933  

3.00%, 4/20/45

     360,425        330,173  

3.00%, 7/20/45

     40,125        36,695  

3.50%, 7/20/47

     392,463        366,010  

4.50%, 8/20/47

     352,107        347,124  

3.50%, 12/20/47

     333,235        311,129  

4.50%, 5/20/49

     60,305        59,080  

4.00%, 3/21/53(e)

     400,000        378,016  
     

 

 

 
Total Government National Mortgage Association

 

     2,287,123  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $7,691,236)

 

 

     7,114,711  

TOTAL INVESTMENTS IN SECURITIES – 98.1%

(Cost: $23,826,382)

 

 

     21,286,569  

Other Assets less Liabilities – 1.9%

 

     422,894  
  

 

 

 
NET ASSETS – 100.0%

 

   $ 21,709,463  
^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

 

(a) 

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

 

(b) 

Rate shown reflects the accrual rate as of February 28, 2023 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 Fund’s investments.

 

(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.

 

See Notes to Financial Statements.

 

82   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Mortgage Plus Bond Fund (MTGP)

February 28, 2023

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

10 Year U.S. Treasury Note

    7       6/21/23     $ (781,594   $ 1,845  
Long Exposure  

2 Year U.S. Treasury Note

    4       6/30/23     $ 814,906     $ (1,437

5 Year U.S. Treasury Note

    11       6/30/23       1,177,602       (3,266

U.S. Treasury Long Bond

    7       6/21/23       876,531       (7,273

U.S. Treasury Ultra Long Term Bond

    4       6/21/23       540,250       (5,656
      $ 3,409,289     $ (17,632

Total – Net

 

  $ 2,627,695     $ (15,787

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

        

Investments in Securities

           

Collateralized Loan Obligations

   $      $ 714,096      $      $ 714,096  

Collateralized Mortgage Obligations

            12,551,211               12,551,211  

Commercial Mortgage-Backed Securities

            906,551               906,551  

U.S. Government Agencies

            7,114,711               7,114,711  

Total Investments in Securities

   $      $ 21,286,569      $      $ 21,286,569  

Financial Derivative Instruments

           

Futures Contracts1

   $ 1,845      $      $      $ 1,845  

Liabilities:

           

Financial Derivative Instruments

           

Futures Contracts1

   $ (17,632    $      $      $ (17,632

Total – Net

   $ (15,787    $ 21,286,569      $      $ 21,270,782  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      83  


Schedule of Investments (unaudited)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT AGENCIES – 21.9%

 

Federal Agricultural Mortgage Corporation – 0.1%

 

1.62%, 9/4/25

   $ 1,439,000      $ 1,334,414  
Federal Farm Credit Bank – 1.8%

 

3.38%, 8/26/24

     2,062,000        2,011,708  

2.85%, 5/23/25

     2,062,000        1,971,066  

2.40%, 9/21/26

     2,062,000        1,920,526  

2.60%, 4/5/27

     1,650,000        1,540,836  

3.78%, 6/8/28

     825,000        785,623  

2.32%, 1/26/32

     825,000        680,509  

2.38%, 3/16/32

     2,062,000        1,758,041  

2.90%, 4/12/32

     2,062,000        1,815,529  

3.50%, 9/1/32

     1,237,000        1,144,064  

3.40%, 4/25/34

     1,650,000        1,491,435  

2.39%, 11/1/34

     5,156,000        4,103,351  
     

 

 

 
Total Federal Farm Credit Bank

 

     19,222,688  
Federal Home Loan Bank – 0.3%

 

1.10%, 8/20/26

     2,185,000        1,913,863  

3.50%, 6/11/32

     825,000        766,813  
     

 

 

 
Total Federal Home Loan Bank

 

     2,680,676  
Federal Home Loan Mortgage Corporation – 2.9%

 

6.25%, 7/15/32

     346,000        401,543  

4.50%, 8/1/41

     387,039        383,331  

3.13%, 2/1/42^(a)

     249,729        248,371  

3.00%, 4/1/45

     2,322,733        2,096,873  

4.00%, 11/1/45

     1,565,845        1,501,596  

3.50%, 12/1/46

     1,506,952        1,403,310  

3.50%, 12/1/47

     831,363        770,114  

3.50%, 3/1/48

     4,624,751        4,316,870  

4.50%, 7/1/48

     273,514        267,884  

2.00%, 5/1/51

     368,665        301,328  

2.00%, 9/1/51

     6,018,078        4,914,841  

2.00%, 1/1/52

     3,823,041        3,157,006  

3.00%, 1/1/52

     1,891,628        1,683,311  

2.50%, 2/1/52

     3,453,228        2,944,323  

2.50%, 3/1/52

     2,753,683        2,345,785  

2.50%, 4/1/52

     2,777,904        2,364,337  

3.50%, 5/1/52

     2,882,402        2,634,440  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     31,735,263  
Federal National Mortgage Association – 10.3%

 

2.50%, 9/1/27

     762,896        721,739  

3.50%, 5/1/29

     545,080        524,458  

3.72%, 10/1/29

     465,579        447,767  

7.13%, 1/15/30

     1,415,000        1,663,899  

2.50%, 6/1/30

     1,884,224        1,747,503  

2.50%, 7/1/30

     481,136        446,224  

3.00%, 8/1/30

     1,217,954        1,147,375  

3.00%, 9/1/30

     473,619        446,173  

6.63%, 11/15/30

     332,000        384,801  

4.00%, 11/1/40

     1,951,366        1,875,377  

4.00%, 12/1/40

     288,074        276,856  

4.00%, 2/1/41

     403,915        388,186  

4.50%, 6/1/41

     549,706        543,907  

4.50%, 7/1/41

     649,005        642,159  

4.50%, 8/1/41

     284,676        281,673  

4.00%, 11/1/41

     255,280        245,433  

3.50%, 1/1/42

   5,215      4,865  

5.00%, 5/1/42

     1,279,580        1,289,927  

3.50%, 10/1/42

     820,993        765,854  

3.50%, 11/1/42

     7,451        6,951  

3.00%, 12/1/42

     44,230        40,090  

4.00%, 12/1/42

     1,161        1,116  

3.00%, 7/1/43

     1,896,689        1,718,391  

4.00%, 7/1/43

     1,620        1,569  

3.00%, 9/1/43

     861,130        780,180  

4.00%, 2/1/44

     896        866  

4.00%, 6/1/45

     1,481,128        1,423,509  

4.00%, 7/1/45

     947,916        915,771  

3.50%, 1/1/46

     1,001,708        935,317  

3.50%, 2/1/46

     2,273,368        2,122,692  

4.00%, 2/1/46

     498,261        479,680  

3.50%, 4/1/46

     6,120        5,697  

3.00%, 7/1/46

     5,846        5,284  

3.00%, 8/1/46

     395,374        356,765  

3.00%, 9/1/46

     2,205        1,946  

3.00%, 12/1/46

     13,116        11,800  

4.00%, 2/1/48

     949,351        905,955  

2.50%, 6/1/50

     4,133,162        3,557,715  

2.50%, 8/1/50

     7,473,842        6,426,324  

2.00%, 5/1/51

     2,842,316        2,352,443  

2.50%, 5/1/51

     1,460,481        1,248,500  

2.50%, 6/1/51

     5,360,529        4,565,116  

2.50%, 9/1/51

     741,140        630,132  

2.00%, 10/1/51

     3,795,610        3,098,643  

2.00%, 11/1/51

     5,532,326        4,561,312  

2.50%, 11/1/51

     26,905        22,982  

3.50%, 11/1/51

     3,890,694        3,622,863  

2.50%, 12/1/51

     3,460,617        2,962,495  

2.50%, 1/1/52

     3,890,055        3,316,943  

2.00%, 2/1/52

     28,544,382        23,415,328  

2.50%, 2/1/52

     5,538,946        4,707,197  

3.50%, 2/1/52

     822,574        752,693  

2.00%, 3/1/52

     2,651,185        2,167,033  

2.50%, 3/1/52

     4,398,788        3,757,389  

3.50%, 3/1/52

     620,211        570,604  

2.00%, 4/1/52

     1,972,438        1,621,571  

4.00%, 8/1/52

     8,042,614        7,546,205  

4.50%, 8/1/52

     2,440,526        2,356,121  

4.50%, 10/1/52

     4,848,525        4,668,950  
     

 

 

 
Total Federal National Mortgage Association

 

     111,486,314  
Government National Mortgage Association – 6.3%

 

4.50%, 6/20/41

     263,308        263,118  

4.50%, 7/20/41

     426,901        426,593  

4.50%, 10/20/41

     548,484        548,088  

4.00%, 10/20/43

     958,683        929,377  

3.00%, 7/20/45

     8,129        7,383  

4.00%, 3/20/46

     1,127,707        1,082,881  

3.50%, 3/20/47

     3,985,500        3,726,116  

3.50%, 9/20/47

     1,502,710        1,404,250  

3.50%, 1/20/48

     697,115        651,439  

3.50%, 2/20/48

     4,561,466        4,262,591  

3.50%, 3/20/48

     4,443,889        4,152,718  

4.50%, 1/20/50

     699,774        687,443  

2.00%, 1/20/51

     7,144,703        6,029,150  

 

See Notes to Financial Statements.

 

84   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

2.00%, 2/20/51

   $ 4,775,067      $ 4,026,632  

2.50%, 3/20/51

     1,254,638        1,090,528  

2.50%, 4/20/51

     2,512,186        2,184,562  

2.50%, 5/20/51

     1,941,192        1,691,278  

2.50%, 8/20/51

     1,783,209        1,546,945  

2.50%, 9/20/51

     5,451,421        4,728,755  

2.50%, 10/20/51

     1,808,798        1,564,760  

3.00%, 10/20/51

     7,398,373        6,629,198  

2.50%, 11/20/51

     2,465,455        2,136,844  

3.00%, 11/20/51

     11,138,008        9,976,933  

2.50%, 12/20/51

     4,920,132        4,264,342  

3.00%, 12/20/51

     1,839,134        1,646,902  

2.50%, 4/20/52

     1,968,385        1,705,075  
     

 

 

 
Total Government National Mortgage Association

 

     67,363,901  
Tennessee Valley Authority – 0.2%

 

7.13%, 5/1/30

     2,062,000        2,403,158  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $244,254,095)

 

 

     236,226,414  
U.S. GOVERNMENT OBLIGATIONS – 33.8%

 

U.S. Treasury Bonds – 4.4%

 

3.88%, 8/15/40

     3,235,700        3,175,789  

3.25%, 5/15/42

     1,851,200        1,637,733  

4.00%, 11/15/42

     3,597,100        3,548,764  

3.75%, 11/15/43

     3,815,600        3,617,964  

3.63%, 2/15/44

     4,574,900        4,249,296  

3.13%, 8/15/44

     2,345,200        2,008,261  

3.00%, 11/15/44

     3,721,100        3,117,293  

3.00%, 11/15/45

     4,141,800        3,456,462  

2.50%, 2/15/46

     2,887,200        2,196,979  

2.50%, 5/15/46

     3,741,800        2,846,691  

2.25%, 8/15/46

     4,190,100        3,027,020  

4.00%, 11/15/52

     14,976,000        15,254,460  
     

 

 

 
Total U.S. Treasury Bonds

 

     48,136,712  
U.S. Treasury Notes – 29.4%

 

0.13%, 1/15/24

     66,792,800        63,956,715  

2.25%, 11/15/24

     2,663,200        2,547,829  

4.13%, 1/31/25

     30,000,000        29,612,109  

4.63%, 2/28/25

     30,337,000        30,241,012  

2.88%, 6/15/25

     20,548,900        19,750,222  

3.00%, 7/15/25

     3,186,300        3,068,059  

3.88%, 1/15/26

     15,318,400        15,056,910  

0.38%, 1/31/26

     7,650,800        6,797,855  

4.00%, 2/15/26

     53,638,000        52,898,383  

2.00%, 11/15/26

     5,004,300        4,603,174  

1.25%, 11/30/26

     6,774,200        6,051,266  

1.50%, 1/31/27

     22,673,700        20,378,874  

2.75%, 4/30/27

     384,000        361,425  

3.50%, 1/31/28

     14,523,600        14,083,353  

4.00%, 2/29/28

     37,452,000        37,178,425  

4.13%, 11/15/32

     6,000,400        6,098,844  

3.50%, 2/15/33

     4,500,000        4,352,695  
     

 

 

 
Total U.S. Treasury Notes

 

     317,037,150  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $370,036,699)

 

 

     365,173,862  
CORPORATE BONDS – 33.8%

 

Australia – 0.4%

 

Australia & New Zealand Banking Group Ltd.
4.40%, 5/19/26(b)

   845,000      811,073  

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

     205,000        207,495  

Mineral Resources Ltd.
8.00%, 11/1/27(b)

     5,000        4,988  

National Australia Bank Ltd.
2.88%, 4/12/23

     412,000        411,044  

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

     309,000        339,829  

Scentre Group Trust 2

     

4.75%, 9/24/80, (4.75% fixed rate until 6/24/26; 5-year Constant Maturity Treasury Rate + 4.40% thereafter)(a)(b)

     798,000        738,022  

Westpac Banking Corp.

     

4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year U.S. dollar ICE Swap Rate + 2.236% thereafter)(a)

     309,000        291,619  

3.02%, 11/18/36, (3.02% fixed rate until 11/18/31; 5-year Constant Maturity Treasury Rate + 1.53% thereafter)(a)

     1,259,000        965,288  

Woodside Finance Ltd.
4.50%, 3/4/29(b)

     714,000        672,595  
     

 

 

 
Total Australia

 

     4,441,953  
Austria – 0.2%

 

Oesterreichische Kontrollbank AG
0.50%, 2/2/26

     1,237,000        1,097,355  

Suzano Austria GmbH
3.75%, 1/15/31

     575,000        487,502  
     

 

 

 
Total Austria

 

     1,584,857  
Belgium – 0.3%

 

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

     1,444,000        1,326,863  

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

     619,000        564,423  

8.20%, 1/15/39

     309,000        386,704  

4.35%, 6/1/40

     619,000        544,782  

4.50%, 6/1/50

     619,000        546,985  
     

 

 

 
Total Belgium

 

     3,369,757  
Bermuda – 0.1%

 

Bacardi Ltd.
4.70%, 5/15/28(b)

     663,000        642,626  
Brazil – 0.1%

 

Braskem Netherlands Finance BV
4.50%, 1/31/30(c)

     250,000        210,980  

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

     625,000        576,106  

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

     500,000        435,170  

6.88%, 11/21/36

     175,000        179,615  
     

 

 

 
Total Brazil

 

     1,401,871  

 

See Notes to Financial Statements.

 

WisdomTree Trust      85  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
Canada – 0.9%

 

Air Canada Pass-Through Trust

     

10.50%, 7/15/26, Series 2020-1C, Class C(b)

   $ 200,000      $ 214,058  

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)(a)

     412,000        368,843  

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

     330,000        340,517  

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

     340,000        290,051  

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

     100,000        93,851  

Brookfield Finance, Inc.
2.72%, 4/15/31

     309,000        251,949  

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

     309,000        289,175  

4.80%, 8/1/45

     309,000        282,565  

Cascades, Inc. / Cascades USA, Inc.
5.38%, 1/15/28(b)

     40,000        36,373  

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

     552,000        578,286  

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

     382,000        313,603  

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

     123,000        106,732  

Nutrien Ltd.
2.95%, 5/13/30

     412,000        351,609  

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

     90,000        81,191  

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

     450,000        351,725  

Royal Bank of Canada
0.88%, 1/20/26

     412,000        364,950  

Suncor Energy, Inc.
6.50%, 6/15/38

     598,000        615,198  

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

     782,000        700,813  

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

     245,000        226,779  

TELUS Corp.
3.40%, 5/13/32

     846,000        719,785  

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

     412,000        403,150  

1.95%, 1/12/27

     309,000        275,214  

4.46%, 6/8/32

     748,000        704,975  

TransCanada PipeLines Ltd.
4.63%, 3/1/34

     825,000        752,474  

7.63%, 1/15/39

     412,000        478,925  
     

 

 

 
Total Canada

 

     9,192,791  
Chile – 0.1%

 

Corp. Nacional del Cobre de Chile
5.13%, 2/2/33(b)

     1,000,000        973,440  
China – 0.6%

 

Alibaba Group Holding Ltd.
2.80%, 6/6/23

   412,000      409,194  

3.40%, 12/6/27

     412,000        378,698  

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

     412,000        367,002  

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

     825,000        746,270  

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

     600,000        532,452  

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

     325,000        323,963  

3.42%, 11/2/30(c)

     400,000        327,816  

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

     1,209,000        1,117,878  

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

     842,000        701,967  

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

     275,000        262,336  

4.25%, 5/2/28(c)

     275,000        268,175  

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

     1,100,000        914,232  
     

 

 

 
Total China

 

     6,349,983  
Colombia – 0.1%

 

Ecopetrol SA
8.88%, 1/13/33

     475,000        467,044  
France – 0.6%

 

Altice France SA
5.50%, 10/15/29(b)

     500,000        390,870  

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

     412,000        379,382  

2.87%, 4/19/32, (2.871% fixed rate until 4/19/31; Secured Overnight Financing Rate + 1.387% thereafter)(a)(b)

     910,000        736,618  

BPCE SA
1.00%, 1/20/26(b)

     730,000        645,955  

3.25%, 1/11/28(b)

     412,000        372,951  

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

     325,000        348,095  

4.50%, 12/4/69(c)

     1,200,000        877,056  

Orange SA
9.00%, 3/1/31

     179,000        219,205  

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

     150,000        150,032  

Sanofi
3.63%, 6/19/28

     412,000        391,511  

Societe Generale SA

     

1.49%, 12/14/26, (1.488% fixed rate until 12/14/25; 1-year Constant Maturity Treasury Rate + 1.10% thereafter)(a)(b)

     1,774,000        1,572,633  

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

     437,000        404,513  
     

 

 

 
Total France

 

     6,488,821  

 

See Notes to Financial Statements.

 

86   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
Germany – 0.3%

 

Deutsche Bank AG

     

1.45%, 4/1/25, (1.447% fixed rate until 4/1/24; Secured Overnight Financing Rate + 1.131% thereafter)(a)

   $ 412,000      $ 389,859  

3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(a)

     412,000        395,977  

3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(a)

     1,767,000        1,398,439  

3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(a)

     797,000        608,462  

Deutsche Telekom International Finance BV
8.75%, 6/15/30

     619,000        735,248  
     

 

 

 
Total Germany

 

     3,527,985  
Hong Kong – 0.0%

 

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

     200,000        181,326  
India – 0.1%

 

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

     650,000        528,235  

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

     425,000        328,895  
     

 

 

 
Total India

 

     857,130  
Indonesia – 0.1%

 

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

     800,000        646,712  

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

     200,000        198,786  

5.25%, 10/24/42(c)

     200,000        176,280  
     

 

 

 
Total Indonesia

 

     1,021,778  
Ireland – 0.1%

 

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.40%, 10/29/33

     1,351,000        1,052,632  
Israel – 0.1%

 

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

     412,000        385,809  

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

     500,000        450,910  
     

 

 

 
Total Israel

 

     836,719  
Italy – 0.3%

 

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

     1,017,000        1,146,291  

Intesa Sanpaolo SpA

     

8.25%, 11/21/33, (8.248% fixed rate until 11/21/32; 1-year Constant Maturity Treasury Rate + 4.40% thereafter)(a)(b)

     866,000        914,150  

Telecom Italia Capital SA
6.00%, 9/30/34

     438,000        366,860  

UniCredit SpA

     

2.57%, 9/22/26, (2.569% fixed rate until 9/22/25; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(a)(b)

   730,000      660,847  
     

 

 

 
Total Italy

 

     3,088,148  
Japan – 0.5%

 

Dai-ichi Life Insurance Co. Ltd.

     

4.00%, 7/24/26, (4.00% fixed rate until 7/24/26; 3-month U.S. dollar London Interbank Offered Rate + 3.66% thereafter)(a)(b)(d)

     200,000        187,914  

Mitsubishi UFJ Financial Group, Inc.
3.85%, 3/1/26

     309,000        295,528  

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

     1,743,000        1,357,013  

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

     895,000        778,113  

Nomura Holdings, Inc.
3.10%, 1/16/30

     647,000        548,481  

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

     912,000        805,405  

ORIX Corp.
2.25%, 3/9/31

     309,000        249,898  

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

     719,000        623,344  
     

 

 

 
Total Japan

 

     4,845,696  
Kazakhstan – 0.0%

 

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

     375,000        283,721  
Luxembourg – 0.1%

 

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

     500,000        346,280  

ArcelorMittal SA
6.80%, 11/29/32

     1,003,000        1,016,490  
     

 

 

 
Total Luxembourg

 

     1,362,770  
Malaysia – 0.1%

 

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

     1,300,000        1,076,244  
Mexico – 0.3%

 

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

     450,000        431,006  

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

     450,000        421,983  

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

     500,000        381,695  

Fomento Economico Mexicano SAB de CV
3.50%, 1/16/50

     280,000        213,951  

Petroleos Mexicanos
5.95%, 1/28/31

     1,875,000        1,437,112  
     

 

 

 
Total Mexico

 

     2,885,747  
Mongolia – 0.0%

 

Sands China Ltd.
5.90%, 8/8/28

     200,000        189,246  

 

See Notes to Financial Statements.

 

WisdomTree Trust      87  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
Netherlands – 0.2%

 

Cooperatieve Rabobank UA
5.75%, 12/1/43

   $ 1,237,000      $ 1,250,842  

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

     412,000        396,892  

2.88%, 5/10/26

     429,000        401,956  

4.13%, 5/11/35

     619,000        570,086  
     

 

 

 
Total Netherlands

 

     2,619,776  
New Zealand – 0.0%

 

ANZ New Zealand International Ltd.
1.25%, 6/22/26(b)

     364,000        318,970  
Norway – 0.0%

 

Equinor ASA
2.38%, 5/22/30

     412,000        351,502  
Peru – 0.0%

 

Southern Copper Corp.
5.88%, 4/23/45

     300,000        304,419  
Qatar – 0.0%

 

QatarEnergy
3.30%, 7/12/51(c)

     200,000        146,820  
Saudi Arabia – 0.1%

 

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

     1,200,000        987,504  

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

     200,000        202,338  
     

 

 

 
Total Saudi Arabia

 

     1,189,842  
South Africa – 0.1%

 

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

     730,000        723,795  
South Korea – 0.0%

 

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

     350,000        345,317  
Spain – 0.4%

 

Banco Bilbao Vizcaya Argentaria SA

     

5.86%, 9/14/26, (5.862% fixed rate until 9/14/25; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(a)

     600,000        596,262  

Banco Santander SA
3.80%, 2/23/28

     200,000        183,700  

2.75%, 12/3/30

     1,400,000        1,092,756  

Telefonica Emisiones SA
7.05%, 6/20/36

     1,670,000        1,762,217  

4.67%, 3/6/38

     309,000        255,543  
     

 

 

 
Total Spain

 

     3,890,478  
Switzerland – 0.4%

 

Alcon Finance Corp.
3.00%, 9/23/29(b)

     314,000        273,824  

Credit Suisse Group AG
3.80%, 6/9/23

     412,000        407,892  

4.55%, 4/17/26

     2,837,000        2,543,257  

4.28%, 1/9/28(b)

     309,000        259,563  

6.54%, 8/12/33, (6.537% fixed rate until 8/12/32; Secured Overnight Financing Rate + 3.92% thereafter)(a)(b)

   929,000      832,765  

Zurich Finance Ireland Designated Activity Co.

     

3.00%, 4/19/51, (3.00% fixed rate until 1/19/31; 5-year Constant Maturity Treasury Rate + 2.777% thereafter)(a)(c)

     308,000        241,463  
     

 

 

 
Total Switzerland

 

     4,558,764  
Taiwan – 0.1%

 

TSMC Global Ltd.
1.25%, 4/23/26(b)

     822,000        727,725  
Thailand – 0.0%

 

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

     225,000        200,383  

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

     275,000        219,428  
     

 

 

 
Total Thailand

 

     419,811  
United Arab Emirates – 0.1%

 

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

     734,180        621,961  

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

     550,000        571,989  
     

 

 

 
Total United Arab Emirates

 

     1,193,950  
United Kingdom – 1.6%

 

AstraZeneca PLC
4.00%, 1/17/29

     412,000        395,248  

6.45%, 9/15/37

     577,000        651,935  

4.38%, 8/17/48

     412,000        373,894  

Barclays PLC
4.38%, 1/12/26

     309,000        298,886  

5.20%, 5/12/26

     412,000        401,494  

2.67%, 3/10/32, (2.667% fixed rate until 3/10/31; 1-year Constant Maturity Treasury Rate + 1.20% thereafter)(a)

     412,000        321,595  

7.44%, 11/2/33, (7.437% fixed rate until 11/2/32; 1-year Constant Maturity Treasury Rate + 3.50% thereafter)(a)

     938,000        1,012,824  

3.81%, 3/10/42, (3.811% fixed rate until 3/10/41; 1-year Constant Maturity Treasury Rate + 1.70% thereafter)(a)

     309,000        224,504  

BAT Capital Corp.
3.22%, 8/15/24

     412,000        397,217  

3.56%, 8/15/27

     563,000        513,692  

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

     750,000        627,030  

Diageo Capital PLC
3.50%, 9/18/23

     412,000        408,374  

3.88%, 5/18/28

     412,000        393,584  

2.13%, 4/29/32

     825,000        657,632  

 

See Notes to Financial Statements.

 

88   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

GlaxoSmithKline Capital, Inc.
6.38%, 5/15/38

   $ 206,000      $ 233,075  

HSBC Holdings PLC

     

3.80%, 3/11/25, (3.803% fixed rate until 3/11/24; 3-month U.S. dollar London Interbank Offered Rate + 1.211% thereafter)(a)

     412,000        403,373  

2.63%, 11/7/25, (2.633% fixed rate until 11/7/24; Secured Overnight Financing Rate + 1.402% thereafter)(a)

     412,000        390,436  

4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month U.S. dollar London Interbank Offered Rate + 1.348% thereafter)(a)

     309,000        297,765  

8.11%, 11/3/33, (8.113% fixed rate until 11/3/32; Secured Overnight Financing Rate + 4.25% thereafter)(a)

     668,000        735,615  

6.50%, 9/15/37

     1,402,000        1,453,720  

Imperial Brands Finance PLC
4.25%, 7/21/25(b)

     755,000        726,378  

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

     492,000        394,092  

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

     412,000        405,128  

7.95%, 11/15/33, (7.437% fixed rate until 8/15/32; 1-year Constant Maturity Treasury Rate + 3.75% thereafter)(a)

     509,000        557,319  

LSEGA Financing PLC
2.50%, 4/6/31(b)

     515,000        429,052  

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

     845,000        791,714  

NatWest Group PLC

     

3.07%, 5/22/28, (3.073% fixed rate until 5/22/27; 1-year Constant Maturity Treasury Rate + 2.55% thereafter)(a)

     412,000        371,756  

3.03%, 11/28/35, (3.032% fixed rate until 8/28/30; 5-year Constant Maturity Treasury Rate + 2.35% thereafter)(a)

     622,000        480,781  

Reynolds American, Inc.
6.15%, 9/15/43

     516,000        473,399  

Santander UK Group Holdings PLC

     

6.83%, 11/21/26, (6.833% fixed rate until 11/21/25; Secured Overnight Financing Rate + 2.749% thereafter)(a)

     465,000        473,268  

Standard Chartered PLC
5.70%, 3/26/44(b)

     301,000        287,383  

Unilever Capital Corp.
3.50%, 3/22/28

     412,000        387,020  

Vodafone Group PLC
4.13%, 5/30/25

     825,000        803,344  

6.15%, 2/27/37

     412,000        426,857  
     

 

 

 
Total United Kingdom

 

     17,199,384  
United States – 25.4%

 

3M Co.
2.25%, 9/19/26

     309,000        280,538  

2.88%, 10/15/27

   412,000      375,110  

4.00%, 9/14/48

     412,000        331,203  

99 Escrow Issuer, Inc.
7.50%, 1/15/26(b)

     500,000        243,160  

Abbott Laboratories
1.40%, 6/30/30

     412,000        330,395  

4.90%, 11/30/46

     412,000        405,939  

AbbVie, Inc.
3.80%, 3/15/25

     309,000        299,817  

3.60%, 5/14/25

     516,000        496,624  

3.20%, 5/14/26

     619,000        582,070  

3.20%, 11/21/29

     412,000        364,389  

4.55%, 3/15/35

     309,000        287,741  

4.50%, 5/14/35

     412,000        382,707  

4.05%, 11/21/39

     412,000        348,779  

4.25%, 11/21/49

     412,000        343,373  

ACCO Brands Corp.
4.25%, 3/15/29(b)

     242,000        198,363  

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

     73,000        67,580  

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

     769,000        658,310  

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

     362,000        310,907  

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

     412,000        366,878  

2.70%, 5/15/40

     412,000        305,226  

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

     412,000        315,267  

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

     230,000        224,917  

Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
5.88%, 11/1/29(b)

     268,000        224,873  

Allied Universal Holdco LLC / Allied Universal Finance Corp. / Atlas Luxco 4 Sarl
4.63%, 6/1/28(b)

     250,000        206,948  

Allstate Corp.
3.28%, 12/15/26

     412,000        389,093  

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

     889,000        963,169  

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

     412,000        325,060  

1.90%, 8/15/40

     825,000        550,019  

Altria Group, Inc.
4.80%, 2/14/29

     441,000        423,223  

Amazon.com, Inc.
2.80%, 8/22/24

     412,000        398,915  

3.80%, 12/5/24

     412,000        403,455  

3.15%, 8/22/27

     412,000        385,026  

4.80%, 12/5/34

     412,000        412,313  

AMC Networks, Inc.
4.25%, 2/15/29

     500,000        368,565  

American Airlines Pass-Through Trust

     

4.00%, 1/15/27, Series 2013-1, Class A

     123,547        113,717  

 

See Notes to Financial Statements.

 

WisdomTree Trust      89  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

3.20%, 12/15/29, Series 2016-2, Class AA

   $ 289,959      $ 260,229  

3.65%, 12/15/29, Series 2016-2, Class A

     315,000        266,742  

3.35%, 4/15/31, Series 2017-2, Class AA

     378,981        337,680  

American Axle & Manufacturing, Inc.
6.50%, 4/1/27

     93,000        86,003  

6.88%, 7/1/28

     281,000        252,473  

American Electric Power Co., Inc.

     

3.88%, 2/15/62, (3.875% fixed rate until 11/15/26; 5-year Constant Maturity Treasury Rate + 2.675% thereafter)(a)

     1,637,000        1,373,148  

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

     309,000        298,000  

3.30%, 5/3/27

     412,000        385,208  

American Homes 4 Rent LP
3.63%, 4/15/32

     827,000        699,791  

American Honda Finance Corp.
1.20%, 7/8/25

     825,000        752,565  

American International Group, Inc.

     

5.75%, 4/1/48, Series A-9, (5.75% fixed rate until 4/1/28; 3-month U.S. dollar London Interbank Offered Rate + 2.868% thereafter)(a)

     423,000        409,409  

American Tower Corp.
3.55%, 7/15/27

     309,000        285,732  

AmeriGas Partners LP / AmeriGas Finance Corp.

     

5.50%, 5/20/25

     20,000        19,092  

5.75%, 5/20/27

     70,000        65,092  

AmerisourceBergen Corp.
2.80%, 5/15/30

     825,000        703,989  

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

     825,000        669,372  

3.15%, 2/21/40

     412,000        303,628  

4.40%, 5/1/45

     619,000        518,493  

Aon Global Ltd.
4.45%, 5/24/43

     412,000        332,632  

Apache Corp.
4.25%, 1/15/30

     121,000        107,407  

6.00%, 1/15/37

     500,000        463,245  

5.35%, 7/1/49

     500,000        398,955  

Appalachian Power Co.
4.45%, 6/1/45

     309,000        260,027  

Apple, Inc.
2.40%, 5/3/23

     412,000        410,294  

3.00%, 2/9/24

     309,000        302,811  

3.20%, 5/13/25

     412,000        398,029  

3.25%, 2/23/26

     412,000        394,494  

3.35%, 2/9/27

     412,000        392,817  

1.20%, 2/8/28

     309,000        262,051  

1.65%, 5/11/30

     412,000        336,785  

2.38%, 2/8/41

     309,000        218,704  

3.85%, 5/4/43

     412,000        354,901  

2.65%, 5/11/50

     412,000        277,169  

Aptim Corp.
7.75%, 6/15/25(b)

   62,000      44,318  

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

     224,000        187,905  

Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.
5.25%, 8/15/27(b)

     200,000        164,464  

Ares Capital Corp.
2.88%, 6/15/28

     2,748,000        2,258,224  

Arizona Public Service Co.
2.95%, 9/15/27

     309,000        281,187  

3.35%, 5/15/50

     412,000        281,178  

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

     63,000        54,770  

Ascent Resources Utica Holdings LLC / ARU Finance Corp.
8.25%, 12/31/28(b)

     70,000        68,419  

5.88%, 6/30/29(b)

     380,000        332,352  

Ashland LLC
3.38%, 9/1/31(b)

     216,000        172,390  

ASP Unifrax Holdings, Inc.
7.50%, 9/30/29(b)

     100,000        68,512  

At Home Group, Inc.
7.13%, 7/15/29(b)

     198,000        123,566  

AT&T, Inc.
1.70%, 3/25/26

     412,000        370,516  

2.30%, 6/1/27

     412,000        367,488  

2.55%, 12/1/33

     1,798,000        1,377,879  

4.50%, 5/15/35

     412,000        370,829  

3.50%, 6/1/41

     825,000        620,548  

3.65%, 6/1/51

     412,000        295,062  

3.50%, 9/15/53

     2,098,000        1,442,732  

3.55%, 9/15/55

     730,000        495,539  

3.80%, 12/1/57

     521,000        366,398  

Athene Holding Ltd.
3.95%, 5/25/51

     2,000,000        1,410,720  

Autodesk, Inc.
2.40%, 12/15/31

     850,000        680,654  

AutoZone, Inc.
3.13%, 7/15/23

     309,000        306,500  

Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.
3.14%, 11/7/29

     412,000        364,257  

Baltimore Gas & Electric Co.
3.35%, 7/1/23

     412,000        409,421  

Bank of America Corp.

     

1.84%, 2/4/25, (1.843% fixed rate until 2/4/24; Secured Overnight Financing Rate + 0.67% thereafter)(a)

     412,000        397,172  

3.95%, 4/21/25, Series L

     619,000        600,362  

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)(a)

     412,000        395,763  

4.45%, 3/3/26

     825,000        802,651  

3.50%, 4/19/26

     412,000        393,650  

4.25%, 10/22/26

     412,000        396,233  

 

See Notes to Financial Statements.

 

90   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

3.82%, 1/20/28, (3.824% fixed rate until 1/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.575% thereafter)(a)

   $ 421,000      $ 396,077  

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)(a)

     983,000        897,332  

2.59%, 4/29/31, (2.592% fixed rate until 4/29/30; Secured Overnight Financing Rate + 2.15% thereafter)(a)

     825,000        682,382  

1.90%, 7/23/31, (1.898% fixed rate until 7/23/30; Secured Overnight Financing Rate + 1.53% thereafter)(a)

     528,000        411,750  

2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(a)

     794,000        545,748  

Bank of New York Mellon Corp.
3.25%, 5/16/27

     309,000        289,820  

3.00%, 10/30/28

     289,000        258,597  

Bath & Body Works, Inc.
7.60%, 7/15/37

     250,000        212,828  

Bausch Health Cos., Inc.
4.88%, 6/1/28(b)

     100,000        62,525  

6.25%, 2/15/29(b)

     187,000        81,824  

5.25%, 2/15/31(b)

     100,000        43,951  

BCPE Empire Holdings, Inc.
7.63%, 5/1/27(b)

     9,000        8,297  

Becton Dickinson and Co.
1.96%, 2/11/31

     412,000        324,672  

Bed Bath & Beyond, Inc.
3.75%, 8/1/24

     192,000        60,480  

Berkshire Hathaway Energy Co.
6.13%, 4/1/36

     412,000        438,384  

Berkshire Hathaway Finance Corp.
4.20%, 8/15/48

     412,000        364,719  

Berkshire Hathaway, Inc.
3.13%, 3/15/26

     412,000        393,674  

Biogen, Inc.
4.05%, 9/15/25

     309,000        299,192  

BlackRock, Inc.
1.90%, 1/28/31

     825,000        666,534  

Blackstone Holdings Finance Co. LLC
6.20%, 4/22/33(b)

     360,000        370,235  

Blackstone Private Credit Fund
4.00%, 1/15/29

     3,000,000        2,554,650  

Boeing Co.
2.20%, 2/4/26

     412,000        374,236  

5.04%, 5/1/27

     412,000        405,919  

5.15%, 5/1/30

     1,237,000        1,200,088  

5.71%, 5/1/40

     412,000        395,005  

5.93%, 5/1/60

     886,000        836,650  

Booking Holdings, Inc.
4.63%, 4/13/30

     147,000        142,799  

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

     412,000        370,376  

Boston Properties LP
3.25%, 1/30/31

   368,000      307,394  

2.55%, 4/1/32

     412,000        314,661  

BP Capital Markets America, Inc.
3.94%, 9/21/28

     412,000        392,434  

Brighthouse Financial, Inc.
5.63%, 5/15/30

     619,000        609,412  

Bristol-Myers Squibb Co.
1.13%, 11/13/27

     412,000        350,233  

3.90%, 2/20/28

     412,000        395,083  

2.35%, 11/13/40

     412,000        282,171  

Brixmor Operating Partnership LP
4.05%, 7/1/30

     2,000,000        1,771,080  

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

     412,000        388,874  

Broadcom, Inc.
3.14%, 11/15/35(b)

     1,903,000        1,404,985  

4.93%, 5/15/37(b)

     434,000        377,671  

Brooklyn Union Gas Co.
4.27%, 3/15/48(b)

     846,000        652,435  

Burlington Northern Santa Fe LLC
3.30%, 9/15/51

     412,000        300,402  

Cablevision Lightpath LLC
3.88%, 9/15/27(b)

     164,000        134,731  

Capital One Financial Corp.
3.65%, 5/11/27

     412,000        384,235  

Carnival Corp.
7.63%, 3/1/26(b)

     223,000        200,979  

5.75%, 3/1/27(b)

     312,000        256,742  

10.50%, 6/1/30(b)

     284,000        275,571  

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

     412,000        351,057  

4.30%, 5/15/44

     412,000        380,441  

CCO Holdings LLC / CCO Holdings Capital Corp.
4.75%, 3/1/30(b)

     233,000        196,291  

4.75%, 2/1/32(b)

     316,000        257,913  

4.25%, 1/15/34(b)

     500,000        374,960  

Centene Corp.
4.63%, 12/15/29

     403,000        369,890  

CenterPoint Energy Houston Electric LLC
3.00%, 2/1/27, Series AA

     309,000        290,605  

3.35%, 4/1/51, Series AF

     309,000        228,811  

Charles Schwab Corp.
3.20%, 1/25/28

     412,000        381,805  

Charter Communications Operating LLC / Charter Communications Operating Capital
4.91%, 7/23/25

     619,000        605,828  

5.38%, 4/1/38

     200,000        167,460  

6.48%, 10/23/45

     412,000        373,391  

5.38%, 5/1/47

     619,000        491,796  

5.75%, 4/1/48

     200,000        166,672  

3.85%, 4/1/61

     200,000        117,760  

Chemours Co.
5.75%, 11/15/28(b)

     205,000        180,351  

 

See Notes to Financial Statements.

 

WisdomTree Trust      91  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

4.63%, 11/15/29(b)

   $ 365,000      $ 296,949  

CHS / Community Health Systems, Inc.
8.00%, 12/15/27(b)

     22,000        21,402  

6.00%, 1/15/29(b)

     353,000        307,435  

Chubb Corp.
6.00%, 5/11/37

     412,000        443,110  

Chubb INA Holdings, Inc.
2.70%, 3/13/23

     309,000        308,830  

Ciena Corp.
4.00%, 1/31/30(b)

     247,000        211,289  

Cigna Group
3.25%, 4/15/25

     309,000        296,606  

4.80%, 8/15/38

     412,000        379,534  

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

     348,000        291,857  

Cisco Systems, Inc.
3.63%, 3/4/24

     412,000        405,960  

5.50%, 1/15/40

     619,000        651,739  

Citigroup, Inc.
3.50%, 5/15/23

     412,000        410,818  

4.00%, 8/5/24

     289,000        284,396  

2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(a)

     309,000        288,516  

3.89%, 1/10/28, (3.887% fixed rate until 1/10/27; 3-month U.S. dollar London Interbank Offered Rate + 1.563% thereafter)(a)

     619,000        582,498  

4.13%, 7/25/28

     619,000        579,594  

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)(a)

     412,000        376,346  

2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(a)

     582,000        477,479  

2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(a)

     412,000        330,993  

3.88%, 1/24/39, (3.878% fixed rate until 1/24/38; 3-month U.S. dollar London Interbank Offered Rate + 1.168% thereafter)(a)

     412,000        339,500  

8.13%, 7/15/39

     254,000        322,826  

5.30%, 5/6/44

     327,000        308,099  

Citizens Financial Group, Inc.
3.25%, 4/30/30

     412,000        360,319  

Clear Channel Outdoor Holdings, Inc.
5.13%, 8/15/27(b)

     58,000        51,831  

Clorox Co.
1.80%, 5/15/30

     412,000        329,555  

Cloud Software Group Holdings, Inc.
6.50%, 3/31/29(b)

     263,000        228,202  

Coca-Cola Co.
2.90%, 5/25/27

     412,000        386,081  

1.65%, 6/1/30

     412,000        334,186  

2.00%, 3/5/31

     619,000        508,508  

2.50%, 3/15/51

   412,000      270,082  

Comcast Corp.
1.95%, 1/15/31

     1,237,000        992,692  

4.25%, 1/15/33

     309,000        288,943  

4.20%, 8/15/34

     309,000        284,299  

3.75%, 4/1/40

     412,000        339,904  

3.97%, 11/1/47

     299,000        241,619  

2.89%, 11/1/51

     408,000        264,457  

2.94%, 11/1/56

     1,476,000        927,828  

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

     216,000        176,323  

ConocoPhillips
4.03%, 3/15/62

     825,000        654,596  

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

     46,000        40,189  

Constellation Merger Sub, Inc.
8.50%, 9/15/25(b)

     240,000        202,745  

CoreCivic, Inc.
4.75%, 10/15/27

     11,000        9,575  

CQP Holdco LP / BIP-V Chinook Holdco LLC
5.50%, 6/15/31(b)

     324,000        284,440  

Credit Acceptance Corp.
6.63%, 3/15/26

     40,000        37,794  

CRH America, Inc.
3.88%, 5/18/25(b)

     711,000        683,747  

Crown Castle, Inc.
3.15%, 7/15/23

     412,000        408,576  

2.10%, 4/1/31

     412,000        322,979  

CSC Holdings LLC
5.75%, 1/15/30(b)

     200,000        114,794  

5.00%, 11/15/31(b)

     200,000        106,878  

CSX Corp.
4.40%, 3/1/43

     412,000        357,229  

CubeSmart LP
2.25%, 12/15/28

     111,000        93,021  

Curo Group Holdings Corp.
7.50%, 8/1/28(b)

     500,000        211,415  

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

     32,000        30,163  

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

     250,000        225,008  

CVS Health Corp.
4.78%, 3/25/38

     412,000        374,508  

2.70%, 8/21/40

     619,000        419,707  

5.13%, 7/20/45

     412,000        372,155  

5.05%, 3/25/48

     825,000        740,734  

Dana, Inc.
4.25%, 9/1/30

     326,000        263,649  

4.50%, 2/15/32

     425,000        339,354  

Dealer Tire LLC / DT Issuer LLC
8.00%, 2/1/28(b)

     86,000        78,306  

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

     1,610,000        1,629,368  

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

     472,000        417,635  

 

See Notes to Financial Statements.

 

92   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

Discovery Communications LLC
3.63%, 5/15/30

   $ 516,000      $ 442,000  

DISH DBS Corp.
5.75%, 12/1/28(b)

     323,000        258,229  

Dominion Energy, Inc.
1.45%, 4/15/26, Series A

     309,000        274,655  

3.30%, 4/15/41, Series B

     309,000        229,417  

Dow Chemical Co.
3.60%, 11/15/50

     309,000        223,317  

DTE Energy Co.
1.05%, 6/1/25, Series F

     412,000        373,317  

Duke Energy Carolinas LLC
2.55%, 4/15/31

     309,000        257,663  

3.45%, 4/15/51

     309,000        224,961  

Duke Energy Corp.
2.45%, 6/1/30

     412,000        338,837  

3.50%, 6/15/51

     855,000        598,791  

Duke Energy Florida LLC
3.80%, 7/15/28

     412,000        390,366  

Duke Energy Progress LLC
4.20%, 8/15/45

     309,000        258,108  

DuPont de Nemours, Inc.
5.42%, 11/15/48

     412,000        395,425  

eBay, Inc.
2.70%, 3/11/30

     619,000        526,138  

Eco Material Technologies, Inc.
7.88%, 1/31/27(b)

     3,000        2,879  

Elevance Health, Inc.
1.50%, 3/15/26

     309,000        276,502  

3.65%, 12/1/27

     412,000        386,835  

4.10%, 3/1/28

     309,000        295,110  

2.55%, 3/15/31

     309,000        256,343  

Eli Lilly & Co.
2.25%, 5/15/50

     1,547,000        974,069  

Emerson Electric Co.
1.95%, 10/15/30

     825,000        666,946  

Encino Acquisition Partners Holdings LLC
8.50%, 5/1/28(b)

     269,000        236,976  

Energizer Holdings, Inc.
4.38%, 3/31/29(b)

     248,000        210,416  

Energy Transfer LP
6.50%, 2/1/42

     746,000        744,053  

6.13%, 12/15/45

     330,000        309,279  

EnLink Midstream Partners LP
5.05%, 4/1/45

     500,000        384,655  

5.45%, 6/1/47

     500,000        397,335  

Entergy Corp.
2.80%, 6/15/30

     412,000        345,516  

Enterprise Products Operating LLC
4.85%, 3/15/44

     454,000        405,181  

4.90%, 5/15/46

     722,000        635,916  

3.20%, 2/15/52

     412,000        275,780  

EOG Resources, Inc.
2.63%, 3/15/23

     804,000        803,228  

EQM Midstream Partners LP
4.50%, 1/15/29(b)

     360,000        301,644  

EQT Corp.
7.00%, 2/1/30

   1,866,000      1,927,727  

Equitable Holdings, Inc.
5.00%, 4/20/48

     1,377,000        1,219,113  

ERP Operating LP
3.00%, 7/1/29

     150,000        131,439  

Essex Portfolio LP
2.65%, 3/15/32

     1,053,000        837,282  

Evergy Kansas Central, Inc.
4.13%, 3/1/42

     412,000        345,392  

Exelon Corp.
4.95%, 6/15/35

     412,000        391,083  

5.10%, 6/15/45

     309,000        284,660  

Expedia Group, Inc.
3.25%, 2/15/30

     736,000        621,567  

Federal Realty Investment Trust
3.50%, 6/1/30

     555,000        484,154  

FedEx Corp.
3.40%, 2/15/28

     412,000        379,951  

2.40%, 5/15/31

     309,000        251,477  

Fidelity National Information Services, Inc.
2.25%, 3/1/31

     1,292,000        1,016,520  

First Student Bidco, Inc. / First Transit Parent, Inc.
4.00%, 7/31/29(b)

     410,000        350,907  

Fiserv, Inc.
2.25%, 6/1/27

     412,000        365,786  

2.65%, 6/1/30

     825,000        691,325  

Florida Power & Light Co.
4.05%, 6/1/42

     619,000        527,530  

3.80%, 12/15/42

     309,000        255,664  

Ford Motor Co.
4.75%, 1/15/43

     500,000        367,950  

Ford Motor Credit Co. LLC
4.95%, 5/28/27

     500,000        466,425  

4.13%, 8/17/27

     500,000        447,475  

Franklin Resources, Inc.
1.60%, 10/30/30

     309,000        239,694  

Freeport-McMoRan, Inc.
5.45%, 3/15/43

     1,034,000        938,138  

Frontier Communications Holdings LLC
6.75%, 5/1/29(b)

     105,000        88,122  

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

     256,000        188,854  

3.88%, 10/1/31(b)

     333,000        238,784  

GCI LLC
4.75%, 10/15/28(b)

     128,000        109,857  

GE HealthCare Technologies, Inc.
5.91%, 11/22/32(b)

     100,000        103,380  

General Mills, Inc.
3.00%, 2/1/51

     310,000        218,547  

General Motors Co.
6.60%, 4/1/36

     309,000        309,260  

6.25%, 10/2/43

     2,455,000        2,315,654  

General Motors Financial Co., Inc.
3.70%, 5/9/23

     309,000        308,051  

 

See Notes to Financial Statements.

 

WisdomTree Trust      93  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

5.25%, 3/1/26

   $ 412,000      $ 407,386  

3.60%, 6/21/30

     2,790,000        2,394,015  

Genesis Energy LP / Genesis Energy Finance Corp.
7.75%, 2/1/28

     45,000        43,300  

Genworth Holdings, Inc.
6.50%, 6/15/34

     312,000        284,507  

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

     309,000        299,359  

3.65%, 3/1/26

     339,000        323,877  

4.75%, 3/1/46

     309,000        280,244  

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

     856,000        811,368  

Goldman Sachs Group, Inc.
3.85%, 7/8/24

     412,000        403,414  

1.76%, 1/24/25, (1.757% fixed rate until 1/24/24; Secured Overnight Financing Rate + 0.73% thereafter)(a)

     412,000        396,501  

1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(a)

     722,000        636,847  

2.64%, 2/24/28, (2.64% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.114% thereafter)(a)

     412,000        368,472  

6.75%, 10/1/37

     1,650,000        1,758,141  

Goodyear Tire & Rubber Co.
5.63%, 4/30/33

     497,000        424,140  

GoTo Group, Inc.
5.50%, 9/1/27(b)

     500,000        240,315  

Grand Canyon University
5.13%, 10/1/28

     39,000        35,747  

Graphic Packaging International LLC
3.50%, 3/15/28(b)

     23,000        20,144  

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

     114,000        103,658  

HCA, Inc.
3.50%, 9/1/30

     173,000        148,837  

Healthcare Realty Holdings LP
2.00%, 3/15/31

     637,000        487,209  

Healthpeak Properties Interim, Inc.
3.00%, 1/15/30

     1,008,000        869,652  

Hershey Co.
2.30%, 8/15/26

     309,000        285,173  

Hewlett Packard Enterprise Co.
1.45%, 4/1/24

     412,000        394,366  

Hilton Domestic Operating Co., Inc.
3.63%, 2/15/32(b)

     260,000        213,582  

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

     60,000        54,467  

Home Depot, Inc.
2.70%, 4/15/30

     412,000        357,525  

5.88%, 12/16/36

     969,000        1,037,101  

3.30%, 4/15/40

     412,000        328,945  

Honeywell International, Inc.
3.81%, 11/21/47

     1,072,000        898,561  

Host Hotels & Resorts LP
3.50%, 9/15/30, Series I

   260,000      216,931  

HP, Inc.
2.20%, 6/17/25

     412,000        384,998  

Humana, Inc.
3.85%, 10/1/24

     722,000        704,990  

Huntington National Bank
3.55%, 10/6/23

     412,000        408,185  

Hyatt Hotels Corp.
6.00%, 4/23/30

     158,000        158,918  

Icahn Enterprises LP / Icahn Enterprises Finance Corp.
4.38%, 2/1/29

     145,000        125,470  

Imola Merger Corp.
4.75%, 5/15/29(b)

     400,000        340,416  

Ingevity Corp.
3.88%, 11/1/28(b)

     29,000        24,926  

Intel Corp.
3.70%, 7/29/25

     726,000        702,449  

3.15%, 5/11/27

     412,000        383,214  

2.45%, 11/15/29

     412,000        346,780  

Intercontinental Exchange, Inc.
1.85%, 9/15/32

     412,000        309,490  

International Business Machines Corp.
3.38%, 8/1/23

     412,000        409,005  

3.45%, 2/19/26

     412,000        392,846  

1.95%, 5/15/30

     1,237,000        997,603  

2.85%, 5/15/40

     412,000        295,058  

International Paper Co.
4.35%, 8/15/48

     808,000        680,142  

Invitation Homes Operating Partnership LP
4.15%, 4/15/32

     767,000        675,834  

IPALCO Enterprises, Inc.
4.25%, 5/1/30

     2,306,000        2,084,024  

ITC Holdings Corp.
3.35%, 11/15/27

     412,000        380,803  

JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.
3.63%, 1/15/32(b)

     275,000        220,699  

5.75%, 4/1/33(b)

     1,160,000        1,085,331  

Jefferies Financial Group, Inc.
4.15%, 1/23/30

     412,000        373,515  

John Deere Capital Corp.
2.80%, 3/6/23

     412,000        411,942  

2.80%, 9/8/27

     412,000        378,986  

3.45%, 3/7/29

     412,000        382,249  

Johnson & Johnson
2.45%, 3/1/26

     412,000        386,114  

2.90%, 1/15/28

     412,000        383,300  

3.63%, 3/3/37

     412,000        364,340  

JPMorgan Chase & Co.
3.13%, 1/23/25

     309,000        297,857  

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)(a)

     309,000        301,618  

 

See Notes to Financial Statements.

 

94   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

4.13%, 12/15/26

   $ 412,000      $ 396,880  

4.25%, 10/1/27

     412,000        396,278  

3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.337% thereafter)(a)

     412,000        387,453  

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)(a)

     309,000        286,502  

2.18%, 6/1/28, (2.182% fixed rate until 6/1/27; Secured Overnight Financing Rate + 1.89% thereafter)(a)

     412,000        360,924  

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)(a)

     412,000        376,922  

2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; Secured Overnight Financing Rate + 2.515% thereafter)(a)

     825,000        694,221  

1.76%, 11/19/31, (1.764% fixed rate until 11/19/30; 3-month Secured Overnight Financing Rate + 1.105% thereafter)(a)

     619,000        477,131  

3.88%, 7/24/38, (3.882% fixed rate until 7/24/37; 3-month U.S. dollar London Interbank Offered Rate + 1.36% thereafter)(a)

     309,000        257,891  

5.50%, 10/15/40

     980,000        992,632  

2.53%, 11/19/41, (2.525% fixed rate until 11/19/40; Secured Overnight Financing Rate + 1.51% thereafter)(a)

     619,000        416,203  

3.33%, 4/22/52, (3.328% fixed rate until 4/22/51; Secured Overnight Financing Rate + 1.58% thereafter)(a)

     412,000        292,817  

Kaiser Aluminum Corp.
4.63%, 3/1/28(b)

     89,000        76,638  

Kellogg Co.
2.10%, 6/1/30

     412,000        335,747  

Kentucky Utilities Co.
5.13%, 11/1/40

     1,031,000        989,564  

3.30%, 6/1/50

     412,000        292,339  

Kimco Realty OP LLC
2.70%, 10/1/30

     619,000        512,222  

Kinder Morgan Energy Partners LP
6.95%, 1/15/38

     546,000        583,794  

Kinder Morgan, Inc.
2.00%, 2/15/31

     309,000        240,050  

Kohl’s Corp.
5.55%, 7/17/45

     500,000        323,020  

Kroger Co.
2.65%, 10/15/26

     412,000        379,880  

7.50%, 4/1/31

     363,000        410,923  

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

     309,000        293,448  

LCPR Senior Secured Financing DAC
5.13%, 7/15/29(b)

     283,000        238,280  

Lennar Corp.
4.75%, 11/29/27

   254,000      243,614  

Liberty Interactive LLC
8.50%, 7/15/29

     277,000        128,899  

8.25%, 2/1/30

     500,000        204,690  

Life Storage LP
2.40%, 10/15/31

     463,000        367,678  

Lincoln National Corp.
3.63%, 12/12/26

     309,000        291,545  

3.80%, 3/1/28

     412,000        381,928  

Lockheed Martin Corp.
3.55%, 1/15/26

     368,000        355,735  

3.60%, 3/1/35

     516,000        456,046  

2.80%, 6/15/50

     619,000        427,531  

Lowe’s Cos., Inc.
3.10%, 5/3/27

     412,000        382,843  

2.63%, 4/1/31

     309,000        254,650  

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

     203,000        184,978  

LSF9 Atlantis Holdings LLC / Victra Finance Corp.
7.75%, 2/15/26(b)

     120,000        106,068  

Lumen Technologies, Inc.
7.65%, 3/15/42, Series U

     288,000        144,184  

LYB International Finance III LLC
1.25%, 10/1/25

     405,000        363,220  

3.38%, 10/1/40

     309,000        222,010  

Macy’s Retail Holdings LLC
4.50%, 12/15/34

     365,000        265,585  

6.38%, 3/15/37

     306,000        248,212  

6.70%, 7/15/34(b)

     262,000        215,857  

Magellan Midstream Partners LP
4.20%, 12/1/42

     619,000        465,878  

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

     192,000        198,674  

Markel Corp.
3.63%, 3/30/23

     412,000        411,555  

Marriott International, Inc.
4.63%, 6/15/30, Series FF

     1,110,000        1,048,539  

Marsh & McLennan Cos., Inc.
2.25%, 11/15/30

     412,000        334,495  

Masonite International Corp.
3.50%, 2/15/30(b)

     300,000        245,802  

Massachusetts Mutual Life Insurance Co.

     

5.08%, 2/15/69, (5.077% fixed rate until 2/15/49; 3-month U.S. dollar London Interbank Offered Rate + 3.191% thereafter)(a)(b)

     362,000        330,383  

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

     412,000        390,428  

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

     47,000        42,023  

5.63%, 2/15/29(b)

     6,000        5,533  

McAfee Corp.
7.38%, 2/15/30(b)

     404,000        320,336  

 

See Notes to Financial Statements.

 

WisdomTree Trust      95  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

McDonald’s Corp.
4.88%, 12/9/45

   $ 1,938,000      $ 1,767,611  

McGraw-Hill Education, Inc.
5.75%, 8/1/28(b)

     85,000        74,542  

McKesson Corp.
0.90%, 12/3/25

     412,000        368,806  

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

     295,000        279,985  

Merck & Co., Inc.

     

0.75%, 2/24/26

     412,000        364,847  

1.45%, 6/24/30

     412,000        329,868  

3.90%, 3/7/39

     412,000        360,945  

4.15%, 5/18/43

     412,000        368,485  

Metis Merger Sub LLC
6.50%, 5/15/29(b)

     239,000        193,877  

MetLife, Inc.
5.00%, 7/15/52

     394,000        377,917  

Metropolitan Life Global Funding I
3.45%, 12/18/26(b)

     309,000        288,887  

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

     248,000        188,210  

Micron Technology, Inc.
4.66%, 2/15/30

     197,000        181,169  

Microsoft Corp.

     

2.38%, 5/1/23

     412,000        410,265  

3.63%, 12/15/23

     309,000        305,440  

2.40%, 8/8/26

     412,000        382,031  

3.30%, 2/6/27

     619,000        591,560  

2.53%, 6/1/50

     928,000        620,628  

2.92%, 3/17/52

     412,000        297,567  

Mid-America Apartments LP
1.70%, 2/15/31

     412,000        322,122  

Midcap Financial Issuer Trust
6.50%, 5/1/28(b)

     309,000        266,568  

Mississippi Power Co.
4.25%, 3/15/42, Series 12-A

     825,000        680,749  

Mohegan Tribal Gaming Authority
8.00%, 2/1/26(b)

     179,000        167,102  

Molson Coors Beverage Co.
3.00%, 7/15/26

     852,000        788,245  

Moody’s Corp.
2.00%, 8/19/31

     626,000        494,778  

Morgan Stanley

     

4.10%, 5/22/23

     412,000        411,106  

3.88%, 4/29/24, Series F

     309,000        304,291  

4.00%, 7/23/25

     309,000        301,161  

5.00%, 11/24/25

     412,000        407,917  

3.63%, 1/20/27

     309,000        292,419  

3.95%, 4/23/27

     309,000        292,138  

1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(a)

     516,000        455,783  

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)(a)

     722,000        668,023  

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)(a)

   412,000      380,976  

2.48%, 9/16/36, (2.484% fixed rate until 9/16/31; Secured Overnight Financing Rate + 1.36% thereafter)(a)

     1,665,000        1,241,940  

Moss Creek Resources Holdings, Inc.
10.50%, 5/15/27(b)

     14,000        13,400  

MPH Acquisition Holdings LLC
5.75%, 11/1/28(b)

     500,000        325,830  

MPLX LP
4.88%, 12/1/24

     412,000        406,706  

4.00%, 3/15/28

     412,000        386,065  

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

     120,000        107,129  

MSCI, Inc.
3.63%, 11/1/31(b)

     170,000        142,232  

Nasdaq, Inc.
1.65%, 1/15/31

     85,000        65,090  

National Fuel Gas Co.
5.20%, 7/15/25

     412,000        406,768  

National Grid USA
5.80%, 4/1/35

     1,025,000        1,009,184  

National Retail Properties, Inc.
4.30%, 10/15/28

     351,000        328,543  

National Rural Utilities Cooperative Finance Corp.

     

5.25%, 4/20/46, (5.25% fixed rate until 4/20/26; 3-month U.S. dollar London Interbank Offered Rate + 3.63% thereafter)(a)

     412,000        390,226  

Navient Corp.
4.88%, 3/15/28

     146,000        124,366  

NCL Corp. Ltd.
5.88%, 3/15/26(b)

     187,000        162,847  

NCR Corp.
5.00%, 10/1/28(b)

     339,000        294,337  

5.25%, 10/1/30(b)

     386,000        323,549  

Newell Brands, Inc.
5.75%, 4/1/46

     500,000        401,500  

Newmont Corp.
2.25%, 10/1/30

     1,120,000        903,314  

NFP Corp.
6.88%, 8/15/28(b)

     200,000        170,696  

Niagara Mohawk Power Corp.
5.78%, 9/16/52(b)

     185,000        188,167  

Nordstrom, Inc.
4.25%, 8/1/31

     241,000        176,660  

Norfolk Southern Corp.
3.95%, 10/1/42

     412,000        338,895  

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)(a)

     309,000        280,736  

 

See Notes to Financial Statements.

 

96   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

Northrop Grumman Corp.
2.93%, 1/15/25

   $ 309,000      $ 295,945  

4.03%, 10/15/47

     412,000        341,449  

Northwestern Mutual Life Insurance Co.
3.63%, 9/30/59(b)

     324,000        229,324  

Novelis Corp.
4.75%, 1/30/30(b)

     201,000        176,649  

3.88%, 8/15/31(b)

     385,000        312,100  

NRG Energy, Inc.
3.38%, 2/15/29(b)

     274,000        223,639  

Nucor Corp.
2.00%, 6/1/25

     412,000        383,288  

NVIDIA Corp.
2.85%, 4/1/30

     412,000        363,372  

3.50%, 4/1/40

     412,000        339,525  

Occidental Petroleum Corp.
3.50%, 8/15/29

     155,000        138,237  

7.88%, 9/15/31

     173,000        187,942  

6.45%, 9/15/36

     500,000        502,455  

4.20%, 3/15/48

     500,000        383,600  

Ohio Edison Co.
6.88%, 7/15/36

     1,826,000        2,005,861  

Ohio National Financial Services, Inc.
6.63%, 5/1/31(b)

     163,000        157,028  

Olin Corp.
5.63%, 8/1/29

     15,000        14,298  

Omega Healthcare Investors, Inc.
3.38%, 2/1/31

     332,000        262,390  

OneMain Finance Corp.
4.00%, 9/15/30

     348,000        266,192  

ONEOK Partners LP
6.20%, 9/15/43

     412,000        399,953  

Oracle Corp.
2.95%, 11/15/24

     412,000        395,273  

2.95%, 5/15/25

     309,000        293,195  

1.65%, 3/25/26

     309,000        276,141  

3.25%, 11/15/27

     412,000        377,178  

2.95%, 4/1/30

     2,567,000        2,192,372  

3.90%, 5/15/35

     309,000        257,298  

5.38%, 7/15/40

     619,000        568,743  

4.13%, 5/15/45

     309,000        233,888  

P&L Development LLC / PLD Finance Corp.
7.75%, 11/15/25(b)

     58,000        46,888  

Pacific Gas and Electric Co.
2.10%, 8/1/27

     619,000        527,178  

2.50%, 2/1/31

     619,000        482,715  

3.30%, 8/1/40

     619,000        420,771  

4.95%, 7/1/50

     1,826,000        1,443,891  

3.50%, 8/1/50

     619,000        390,453  

PacifiCorp
4.15%, 2/15/50

     412,000        341,597  

Packaging Corp. of America
3.00%, 12/15/29

     776,000        669,098  

Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer LLC
4.38%, 10/15/28(b)

     157,000        135,430  

Paramount Global
4.20%, 5/19/32

   1,031,000      850,070  

PayPal Holdings, Inc.
1.65%, 6/1/25

     412,000        381,862  

2.30%, 6/1/30

     412,000        339,871  

Paysafe Finance PLC / Paysafe Holdings U.S. Corp.
4.00%, 6/15/29(b)

     309,000        246,814  

PECO Energy Co.
4.15%, 10/1/44

     309,000        261,154  

PennyMac Financial Services, Inc.
4.25%, 2/15/29(b)

     290,000        228,384  

PepsiCo, Inc.
3.60%, 3/1/24

     412,000        406,780  

1.63%, 5/1/30

     1,031,000        838,069  

Pfizer, Inc.
3.45%, 3/15/29

     412,000        384,219  

4.10%, 9/15/38

     412,000        372,411  

3.90%, 3/15/39

     412,000        360,669  

4.30%, 6/15/43

     412,000        375,509  

PG&E Corp.
5.25%, 7/1/30

     86,000        77,305  

PGT Innovations, Inc.
4.38%, 10/1/29(b)

     197,000        166,268  

Phillips 66
3.90%, 3/15/28

     619,000        585,710  

5.88%, 5/1/42

     605,000        629,037  

Plains All American Pipeline LP / PAA Finance Corp.
4.65%, 10/15/25

     309,000        301,995  

PNC Bank NA
3.10%, 10/25/27

     309,000        287,525  

PNC Financial Services Group, Inc.

     

2.31%, 4/23/32, (2.307% fixed rate until 4/23/31; Secured Overnight Financing Rate + 0.979% thereafter)(a)

     412,000        334,841  

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

     267,000        217,541  

Principal Financial Group, Inc.
2.13%, 6/15/30

     619,000        505,500  

Private Export Funding Corp.
3.55%, 1/15/24, Series KK

     412,000        405,379  

3.25%, 6/15/25, Series NN

     412,000        396,612  

Procter & Gamble Co.
1.00%, 4/23/26

     309,000        275,304  

2.80%, 3/25/27

     309,000        288,297  

1.95%, 4/23/31

     309,000        257,941  

Progressive Corp.
4.00%, 3/1/29

     412,000        395,310  

Prologis LP
3.25%, 10/1/26

     309,000        292,608  

1.75%, 7/1/30

     412,000        328,228  

Prudential Financial, Inc.
3.88%, 3/27/28

     368,000        351,532  

5.63%, 6/15/43, (5.625% fixed rate until 6/15/23; 3-month U.S. dollar London Interbank Offered Rate + 3.92% thereafter)(a)

     412,000        411,155  

 

See Notes to Financial Statements.

 

WisdomTree Trust      97  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

Public Service Co. of Colorado
3.70%, 6/15/28

   $ 412,000      $ 389,587  

Public Service Electric & Gas Co.
2.38%, 5/15/23

     412,000        409,755  

3.80%, 1/1/43

     309,000        260,660  

Public Storage
1.50%, 11/9/26

     309,000        273,950  

PulteGroup, Inc.
7.88%, 6/15/32

     293,000        327,779  

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

     79,000        70,521  

QUALCOMM, Inc.
4.65%, 5/20/35

     351,000        340,716  

Quest Diagnostics, Inc.
2.80%, 6/30/31

     412,000        345,944  

QVC, Inc.
4.45%, 2/15/25

     207,000        166,815  

5.45%, 8/15/34

     500,000        252,935  

5.95%, 3/15/43

     500,000        243,140  

Rackspace Technology Global, Inc.
5.38%, 12/1/28(b)

     100,000        40,122  

Radiate Holdco LLC / Radiate Finance, Inc.
6.50%, 9/15/28(b)

     100,000        47,252  

Raytheon Technologies Corp.
4.45%, 11/16/38

     412,000        373,128  

4.63%, 11/16/48

     412,000        374,656  

Realty Income Corp.
3.25%, 1/15/31

     619,000        539,948  

Regency Centers LP
3.70%, 6/15/30

     789,000        699,093  

RegionalCare Hospital Partners Holdings, Inc. / LifePoint Health, Inc.
9.75%, 12/1/26(b)

     314,000        268,049  

Rite Aid Corp.
8.00%, 11/15/26(b)

     100,000        53,300  

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

     235,000        193,438  

Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc.
4.00%, 10/15/33(b)

     500,000        371,100  

Royal Caribbean Cruises Ltd.
7.50%, 10/15/27

     100,000        94,040  

Schlumberger Investment SA
2.65%, 6/26/30

     619,000        532,916  

Scientific Games Holdings LP / Scientific Games U.S. FinCo, Inc.
6.63%, 3/1/30(b)

     500,000        440,560  

SCIH Salt Holdings, Inc.
6.63%, 5/1/29(b)

     257,000        209,483  

Scotts Miracle-Gro Co.
4.50%, 10/15/29

     178,000        154,527  

Scripps Escrow, Inc.
5.88%, 7/15/27(b)

     80,000        64,350  

Sealed Air Corp.
4.00%, 12/1/27(b)

     100,000        90,150  

Sherwin-Williams Co.
3.45%, 6/1/27

   412,000      386,456  

Sierra Pacific Power Co.
2.60%, 5/1/26

     309,000        286,134  

Simon Property Group LP
3.50%, 9/1/25

     412,000        395,652  

2.65%, 7/15/30

     825,000        693,924  

Sirius XM Radio, Inc.
4.13%, 7/1/30(b)

     310,000        253,534  

3.88%, 9/1/31(b)

     335,000        260,774  

Southaven Combined Cycle Generation LLC
3.85%, 8/15/33

     384,925        352,464  

Southern California Edison Co.
4.00%, 4/1/47

     309,000        242,454  

Southern Co. Gas Capital Corp.
1.75%, 1/15/31, Series 20-A

     412,000        318,324  

4.40%, 5/30/47

     412,000        334,766  

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

     2,408,000        1,619,115  

Spectrum Brands, Inc.
3.88%, 3/15/31(b)

     362,000        287,442  

Spirit Realty LP
3.40%, 1/15/30

     351,000        297,265  

Stanley Black & Decker, Inc.

     

4.00%, 3/15/60, (4.00% fixed rate until 3/15/25; 5-year Constant Maturity Treasury Rate + 2.657% thereafter)(a)

     759,000        655,434  

Staples, Inc.
10.75%, 4/15/27(b)

     100,000        76,545  

Starbucks Corp.
3.10%, 3/1/23

     516,000        516,000  

2.55%, 11/15/30

     916,000        764,897  

State Street Corp.
3.10%, 5/15/23

     619,000        616,772  

1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(a)

     309,000        288,587  

2.20%, 3/3/31

     309,000        248,835  

Steel Dynamics, Inc.
3.45%, 4/15/30

     794,000        706,057  

Stericycle, Inc.
3.88%, 1/15/29(b)

     105,000        90,512  

Sun Communities Operating LP
2.70%, 7/15/31

     876,000        699,994  

Synchrony Financial
5.15%, 3/19/29

     358,000        337,157  

T-Mobile USA, Inc.
3.88%, 4/15/30

     634,000        575,355  

Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp.
6.00%, 12/31/30(b)

     311,000        268,692  

6.00%, 9/1/31(b)

     282,000        241,541  

Target Corp.
3.50%, 7/1/24

     412,000        402,981  

Tempur Sealy International, Inc.
3.88%, 10/15/31(b)

     231,000        186,456  

 

See Notes to Financial Statements.

 

98   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

Time Warner Cable LLC
4.50%, 9/15/42

   $ 412,000      $ 307,360  

TJX Cos., Inc.
1.60%, 5/15/31

     412,000        324,598  

Toyota Motor Credit Corp.
1.35%, 8/25/23

     412,000        404,394  

1.80%, 2/13/25

     412,000        386,444  

3.05%, 1/11/28

     412,000        379,473  

Travelers Cos., Inc.
4.00%, 5/30/47

     309,000        259,004  

2.55%, 4/27/50

     619,000        398,252  

Trinseo Materials Operating SCA / Trinseo Materials Finance, Inc.
5.38%, 9/1/25(b)

     100,000        88,161  

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

     305,000        248,831  

Truist Financial Corp.
2.85%, 10/26/24

     309,000        298,534  

1.13%, 8/3/27

     412,000        351,238  

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

     225,000        186,941  

Twilio, Inc.
3.88%, 3/15/31

     254,000        208,458  

Tyson Foods, Inc.
3.55%, 6/2/27

     309,000        289,193  

U.S. Acute Care Solutions LLC
6.38%, 3/1/26(b)

     200,000        177,454  

U.S. Bancorp
3.15%, 4/27/27, Series X

     309,000        288,399  

1.38%, 7/22/30

     825,000        640,043  

U.S. Steel Corp.
6.65%, 6/1/37

     500,000        471,150  

UDR, Inc.
3.20%, 1/15/30

     790,000        693,841  

Union Pacific Corp.
3.80%, 4/6/71

     309,000        226,448  

United Airlines Pass-Through Trust
3.75%, 3/3/28, Series 2014-2, Class A

     389,078        365,889  

3.50%, 9/1/31, Series 2018-1, Class AA

     333,355        300,416  

United Parcel Service, Inc.
2.80%, 11/15/24

     412,000        396,921  

3.05%, 11/15/27

     412,000        382,806  

UnitedHealth Group, Inc.
3.50%, 6/15/23

     412,000        410,167  

3.85%, 6/15/28

     412,000        391,239  

2.00%, 5/15/30

     412,000        337,902  

2.75%, 5/15/40

     412,000        300,340  

4.25%, 4/15/47

     412,000        356,664  

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

     694,000        649,549  

Valero Energy Corp.
6.63%, 6/15/37

     412,000        438,479  

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

     254,000        205,750  

Ventas Realty LP
4.40%, 1/15/29

     564,000        525,761  

Verizon Communications, Inc.
4.33%, 9/21/28

   654,000      626,578  

1.75%, 1/20/31

     412,000        318,171  

2.55%, 3/21/31

     412,000        336,958  

2.36%, 3/15/32

     418,000        328,778  

4.40%, 11/1/34

     681,000        619,805  

2.65%, 11/20/40

     412,000        279,249  

4.75%, 11/1/41

     1,237,000        1,133,451  

4.86%, 8/21/46

     675,000        611,003  

4.00%, 3/22/50

     825,000        653,590  

3.55%, 3/22/51

     309,000        223,299  

Viatris, Inc.
4.00%, 6/22/50

     1,243,000        803,015  

VICI Properties LP
5.13%, 5/15/32

     1,135,000        1,053,734  

Viking Cruises Ltd.
7.00%, 2/15/29(b)

     336,000        289,595  

Virginia Electric & Power Co.
6.00%, 5/15/37, Series A

     632,000        666,501  

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

     309,000        286,023  

2.05%, 4/15/30

     412,000        348,766  

2.70%, 4/15/40

     412,000        309,194  

Vulcan Materials Co.
3.50%, 6/1/30

     412,000        365,502  

Walgreens Boots Alliance, Inc.
3.45%, 6/1/26

     832,000        780,416  

Walmart, Inc.
3.30%, 4/22/24

     412,000        404,143  

Walt Disney Co.
1.75%, 1/13/26

     412,000        376,531  

2.20%, 1/13/28

     412,000        365,992  

2.65%, 1/13/31

     825,000        703,040  

3.50%, 5/13/40

     1,237,000        1,003,182  

3.60%, 1/13/51

     412,000        319,930  

Warnermedia Holdings, Inc.
5.39%, 3/15/62(b)

     2,940,000        2,293,729  

Waste Management, Inc.
1.15%, 3/15/28

     412,000        341,223  

1.50%, 3/15/31

     309,000        238,128  

Wells Fargo & Co.

     

2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(a)

     825,000        767,943  

3.00%, 10/23/26

     412,000        380,766  

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)(a)

     412,000        381,512  

2.88%, 10/30/30, (2.879% fixed rate until 10/30/29; Secured Overnight Financing Rate + 1.432% thereafter)(a)

     412,000        351,440  

3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(a)

     773,000        562,682  

5.61%, 1/15/44

     405,000        395,333  

4.90%, 11/17/45

     412,000        365,061  

 

See Notes to Financial Statements.

 

WisdomTree Trust      99  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

Wells Fargo Bank NA
6.60%, 1/15/38

   $ 309,000      $ 336,844  

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

     748,000        706,015  

Western Midstream Operating LP
5.30%, 3/1/48

     500,000        414,050  

Weyerhaeuser Co.
7.38%, 3/15/32

     686,000        764,286  

Williams Cos., Inc.
2.60%, 3/15/31

     516,000        419,090  

WMG Acquisition Corp.
3.75%, 12/1/29(b)

     100,000        84,915  

3.00%, 2/15/31(b)

     224,000        177,267  

WP Carey, Inc.
2.40%, 2/1/31

     872,000        703,155  

WRKCo, Inc.
4.90%, 3/15/29

     968,000        928,864  

Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.
5.13%, 10/1/29(b)

     306,000        273,784  

XPO CNW, Inc.
6.70%, 5/1/34

     495,000        453,291  

Ziff Davis, Inc.
4.63%, 10/15/30(b)

     100,000        84,359  

Zoetis, Inc.
2.00%, 5/15/30

     412,000        338,079  

3.00%, 5/15/50

     412,000        280,988  

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

     200,000        167,044  
     

 

 

 
Total United States

 

     274,313,432  

TOTAL CORPORATE BONDS

(Cost: $375,285,703)

 

 

     364,426,270  
FOREIGN GOVERNMENT AGENCIES – 1.1%

 

Canada – 0.6%

 

Ontario Teachers’ Finance Trust
0.38%, 9/29/23(b)

     1,237,000        1,201,708  

1.63%, 9/12/24(b)

     825,000        781,836  

Province of Alberta Canada
2.95%, 1/23/24

     2,062,000        2,018,657  

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

     1,237,000        1,147,837  

Province of Ontario Canada
1.05%, 4/14/26

     1,237,000        1,106,806  

1.13%, 10/7/30

     1,237,000        976,104  
     

 

 

 
Total Canada

 

     7,232,948  
Germany – 0.1%

 

Landwirtschaftliche Rentenbank
0.88%, 9/3/30

     1,237,000        972,851  
Hong Kong – 0.1%

 

Airport Authority
4.88%, 1/12/33(b)

     525,000        528,916  

Hong Kong Government International Bond
4.50%, 1/11/28(b)

     525,000        526,948  
     

 

 

 
Total Hong Kong

 

     1,055,864  
India – 0.1%

 

Export-Import Bank of India
3.88%, 2/1/28(c)

   575,000      532,139  

2.25%, 1/13/31(c)

     200,000        158,308  
     

 

 

 
Total India

 

     690,447  
Indonesia – 0.1%

 

Indonesia Government International Bond
4.85%, 1/11/33

     612,000        601,878  
South Korea – 0.1%

 

Export-Import Bank of Korea
4.00%, 1/14/24

     412,000        407,427  

Korea Development Bank
1.00%, 9/9/26

     412,000        356,994  
     

 

 

 
Total South Korea

 

     764,421  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $11,462,651)

 

 

     11,318,409  
FOREIGN GOVERNMENT OBLIGATIONS – 3.5%

 

Angola – 0.0%

 

Angolan Government International Bond
8.75%, 4/14/32(c)

     300,000        270,858  
Argentina – 0.1%

 

Argentine Republic Government International Bond
0.50%, 7/9/30(a)

     1,200,000        390,828  

1.50%, 7/9/35(a)

     1,400,000        400,596  
     

 

 

 
Total Argentina

 

     791,424  
Bahrain – 0.1%

 

Bahrain Government International Bond
7.00%, 10/12/28(c)

     875,000        898,599  
Brazil – 0.1%

 

Brazilian Government International Bond 3.88%, 6/12/30

     1,350,000        1,167,115  

5.00%, 1/27/45

     200,000        154,258  
     

 

 

 
Total Brazil

 

     1,321,373  
Chile – 0.1%

 

Chile Government International Bond
2.45%, 1/31/31

     516,000        431,324  

3.50%, 1/31/34

     1,125,000        963,810  
     

 

 

 
Total Chile

 

     1,395,134  
Colombia – 0.1%

 

Colombia Government International Bond
7.50%, 2/2/34

     1,200,000        1,142,256  
Costa Rica – 0.0%

 

Costa Rica Government International Bond
6.13%, 2/19/31(c)

     225,000        218,979  
Dominican Republic – 0.1%

 

Dominican Republic International Bond
6.00%, 2/22/33(c)

     1,050,000        956,067  
Ecuador – 0.0%

 

Ecuador Government International Bond
5.50%, 7/31/30(a)(c)

     200,000        98,408  

 

See Notes to Financial Statements.

 

100   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
Egypt – 0.1%

 

Egypt Government International Bond
5.88%, 2/16/31(c)

   $ 950,000      $ 638,400  
Guatemala – 0.0%

 

Guatemala Government Bond
5.38%, 4/24/32(c)

     325,000        311,756  
Hungary – 0.0%

 

Hungary Government International Bond
5.50%, 6/16/34(c)

     500,000        482,645  
Indonesia – 0.3%

 

Indonesia Government International Bond 1.85%, 3/12/31

     412,000        331,104  

4.65%, 9/20/32

     2,450,000        2,389,706  

4.35%, 1/11/48

     412,000        363,297  
     

 

 

 
Total Indonesia

 

     3,084,107  
Israel – 0.0%

 

Israel Government International Bond
4.50%, 1/17/33

     550,000        532,752  
Italy – 0.1%

 

Republic of Italy Government International Bond
1.25%, 2/17/26

     990,000        869,230  
Kenya – 0.0%

 

Republic of Kenya Government International Bond
7.25%, 2/28/28(c)

     200,000        175,024  
Mexico – 0.4%

 

Mexico Government International Bond
2.66%, 5/24/31

     619,000        501,260  

6.35%, 2/9/35

     2,350,000        2,419,278  

4.75%, 3/8/44

     2,062,000        1,721,605  
     

 

 

 
Total Mexico

 

     4,642,143  
Morocco – 0.0%

 

Morocco Government International Bond
3.00%, 12/15/32(c)

     425,000        325,644  
Oman – 0.1%

 

Oman Government International Bond
6.25%, 1/25/31(c)

     725,000        735,498  
Panama – 0.2%

 

Panama Government International Bond 2.25%, 9/29/32

     275,000        205,318  

6.40%, 2/14/35

     1,400,000        1,447,922  

3.87%, 7/23/60

     412,000        264,648  
     

 

 

 
Total Panama

 

     1,917,888  
Paraguay – 0.0%

 

Paraguay Government International Bond
3.85%, 6/28/33(c)

     250,000        211,965  
Peru – 0.3%

 

Peruvian Government International Bond 3.00%, 1/15/34

     1,575,000        1,245,148  

6.55%, 3/14/37

     1,650,000        1,765,681  
     

 

 

 
Total Peru

 

     3,010,829  
Philippines – 0.4%

 

Philippine Government International Bond 6.38%, 1/15/32

   1,650,000      1,789,953  

5.61%, 4/13/33

     2,025,000        2,100,188  
     

 

 

 
Total Philippines

 

     3,890,141  
Poland – 0.1%

 

Poland Government International Bond
5.75%, 11/16/32

     275,000        288,860  

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

     412,000        391,771  
     

 

 

 
Total Poland

 

     680,631  
Qatar – 0.1%

 

Qatar Government International Bond
3.75%, 4/16/30(c)

     775,000        738,792  
Romania – 0.0%

 

Romanian Government International Bond
6.00%, 5/25/34(c)

     400,000        390,848  
Saudi Arabia – 0.3%

 

Saudi Government International Bond 2.50%, 2/3/27(c)

     225,000        207,061  

3.63%, 3/4/28(c)

     225,000        212,836  

2.25%, 2/2/33(c)

     3,050,000        2,431,094  
     

 

 

 
Total Saudi Arabia

 

     2,850,991  
South Africa – 0.1%

 

Republic of South Africa Government International Bond
5.88%, 4/20/32

     1,275,000        1,142,502  
Turkey – 0.2%

 

Turkey Government International Bond
4.75%, 1/26/26

     400,000        357,824  

5.25%, 3/13/30

     2,425,000        1,923,704  
     

 

 

 
Total Turkey

 

     2,281,528  
United Arab Emirates – 0.0%

 

Abu Dhabi Government International Bond
3.13%, 9/30/49(c)

     200,000        145,262  

3.88%, 4/16/50(c)

     200,000        165,878  
     

 

 

 
Total United Arab Emirates

 

     311,140  
Uruguay – 0.2%

 

Uruguay Government International Bond 4.50%, 8/14/24

     824,903        823,963  

5.75%, 10/28/34

     875,000        942,935  
     

 

 

 
Total Uruguay

 

     1,766,898  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $38,948,973)

 

 

     38,084,450  
SUPRANATIONAL BONDS – 0.2%

 

European Investment Bank
0.63%, 7/25/25

     309,000        281,045  

Inter-American Development Bank
0.25%, 11/15/23

     619,000        597,806  

0.63%, 7/15/25

     990,000        900,662  

3.20%, 8/7/42

     412,000        346,949  

TOTAL SUPRANATIONAL BONDS

(Cost: $2,155,393)

 

 

     2,126,462  

 

See Notes to Financial Statements.

 

WisdomTree Trust      101  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 3.1%

 

United States – 3.1%

 

Bank

     

2.93%, 2/15/55, Series 2022-BNK39, Class A4

   $ 329,961      $ 278,985  

2.56%, 5/15/64, Series 2021-BNK33, Class A5

     2,062,257        1,712,090  

3.79%, 4/15/65, Series 2022-BNK41, Class A4^(a)

     1,216,732        1,105,576  

Bank of America Merrill Lynch Commercial Mortgage Trust

     

3.75%, 2/15/50, Series 2017-BNK3, Class AS

     1,031,129        947,759  

Benchmark Mortgage Trust

     

4.03%, 4/10/51, Series 2018-B3, Class A5

     1,649,806        1,563,013  

1.98%, 12/17/53, Series 2020-B21, Class A5

     2,062,257        1,640,448  

2.22%, 8/15/54, Series 2021-B28, Class A5

     618,677        495,241  

4.45%, 5/15/55, Series 2022-B35, Class A5^(a)

     2,680,934        2,551,550  

3.72%, 3/15/62, Series 2019-B10, Class A4

     454,934        419,055  

BX Trust

     

7.01%, 8/15/39, Series 2022-PSB, Class A^(a)(b)

     1,003,026        1,010,094  

Citigroup Commercial Mortgage Trust

     

4.02%, 3/11/47, Series 2014-GC19, Class A4

     1,237,354        1,218,581  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

3.42%, 2/25/29, Series K090, Class A2

     1,000,000        942,044  

3.29%, 3/25/29, Series K153, Class A2^(a)

     1,000,000        935,294  

3.51%, 3/25/29, Series K091, Class A2

     1,000,000        946,149  

1.38%, 7/25/30, Series K116, Class A2

     1,000,000        804,335  

1.50%, 10/25/30, Series K120, Class A2

     1,000,000        804,887  

2.11%, 1/25/31, Series K127, Class A2

     1,000,000        840,879  

2.13%, 11/25/31, Series K136, Class A2

     1,000,000        831,184  

2.59%, 1/25/32, Series K139, Class A2^(a)

     1,200,000        1,034,562  

2.25%, 2/25/32, Series K141, Class A2

     1,000,000        837,427  

3.42%, 4/25/32, Series K154, Class A2

     1,000,000        937,847  

2.92%, 6/25/32, Series K146, Class A2

     1,000,000        883,121  

3.00%, 6/25/32, Series K147, Class A2^(a)

     1,000,000        889,065  

3.50%, 7/25/32, Series K148, Class A2^(a)

     1,000,000        925,486  

Government National Mortgage Association

     

3.40%, 2/16/47, Series 2014-50, Class C

     799,919        778,103  

3.50%, 3/16/47, Series 2011-127, Class C^(a)

     263,335        250,212  

3.40%, 12/16/49, Series 2014-150, Class C

     264,089        262,046  

JPMDB Commercial Mortgage Securities Trust

     

2.88%, 6/15/49, Series 2016-C2, Class A3A

   1,237,354      1,159,123  

3.06%, 11/13/52, Series 2019-COR6, Class A4

     721,790        629,601  

Morgan Stanley Bank of America Merrill Lynch Trust

     

4.20%, 4/15/48, Series 2015-C22, Class C^(a)

     412,451        357,639  

Morgan Stanley Capital I Trust

     

2.73%, 5/15/54, Series 2021-L5, Class A4

     2,062,257        1,723,891  

MSCG Trust

     

3.46%, 6/7/35, Series 2015-ALDR, Class A2^(a)(b)

     412,000        382,583  

UBS Commercial Mortgage Trust

     

4.12%, 3/15/51, Series 2018-C9, Class A4^(a)

     412,451        389,980  

Wells Fargo Commercial Mortgage Trust

     

3.54%, 12/15/48, Series 2015-P2, Class A3

     664,839        630,650  

WFRBS Commercial Mortgage Trust

     

4.16%, 12/15/46, Series 2013-C18, Class A5^(a)

     1,833,347        1,804,679  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $33,547,925)

 

 

     32,923,179  
MUNICIPAL BONDS – 0.9%

 

United States – 0.9%

 

Metropolitan Transportation Authority
6.81%, 11/15/40, Series E

     1,440,000        1,556,631  

New Jersey Turnpike Authority
7.10%, 1/1/41, Series A

     1,413,000        1,728,988  

Port Authority of New York & New Jersey
4.93%, 10/1/51

     965,000        964,619  

State of California
7.55%, 4/1/39

     1,790,000        2,292,215  

State of Connecticut
5.85%, 3/15/32, Series A

     1,540,000        1,651,727  

State of Washington
5.14%, 8/1/40, Series F

     1,610,000        1,654,736  

TOTAL MUNICIPAL BONDS

(Cost: $10,154,069)

 

 

     9,848,916  
ASSET-BACKED SECURITIES – 0.5%

 

United States – 0.5%

 

Ally Auto Receivables Trust

     

1.92%, 1/15/25, Series 2019-4, Class A4

     389,351        386,648  

BMW Vehicle Lease Trust

     

0.33%, 12/26/24, Series 2021-2, Class A3

     329,102        322,565  

CarMax Auto Owner Trust

     

3.01%, 12/16/24, Series 2019-2, Class B

     474,000        471,796  

 

See Notes to Financial Statements.

 

102   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

GM Financial Consumer Automobile Receivables Trust

     

0.48%, 6/16/26, Series 2021-3, Class A3

   $ 351,000      $ 334,786  

0.54%, 5/17/27, Series 2021-1, Class A4

     412,000        381,323  

Honda Auto Receivables Owner Trust

     

0.55%, 8/16/27, Series 2021-2, Class A4

     412,000        381,987  

Mercedes-Benz Auto Receivables Trust

     

0.46%, 6/15/26, Series 2021-1, Class A3

     412,000        393,433  

Nissan Auto Receivables Owner Trust

     

1.86%, 8/17/26, Series 2022-A, Class A3

     650,000        616,923  

4.45%, 11/15/29, Series 2022-B, Class A4

     309,000        304,235  

Verizon Master Trust

     

0.50%, 5/20/27, Series 2021-1, Class A

     412,000        388,852  

Volkswagen Auto Loan Enhanced Trust

     

1.02%, 6/22/26, Series 2021-1, Class A3

     412,000        391,747  

World Omni Auto Receivables Trust

     

1.23%, 11/17/25, Series 2020-A, Class A4

   1,000,000      961,819  

0.81%, 10/15/26, Series 2021-D, Class A3

     600,000        568,601  

TOTAL ASSET-BACKED SECURITIES

(Cost: $5,913,215)

 

 

     5,904,715  

TOTAL INVESTMENTS IN SECURITIES – 98.8%

(Cost: $1,091,758,723)

 

 

     1,066,032,677  

Other Assets less Liabilities – 1.2%

 

     13,367,764  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 1,079,400,441  
^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

 

(a) 

Rate shown reflects the accrual rate as of February 28, 2023 on securities with variable or step rates.

 

(b) 

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

 

(c) 

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.

 

(d) 

The security has a perpetual maturity; the date displayed is the next call date.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Ultra 10 Year U.S. Treasury Note

    193       6/21/23     $ (22,617,188   $ 63,328  
Long Exposure  

2 Year U.S. Treasury Note

    40       6/30/23     $ 8,149,063     $ (14,369

5 Year U.S. Treasury Note

    126       6/30/23       13,488,891       (37,406

10 Year U.S. Treasury Note

    149       6/21/23       16,636,781       (41,906

U.S. Treasury Long Bond

    19       6/21/23       2,379,156       (19,742

U.S. Treasury Ultra Long Term Bond

    124       6/21/23       16,747,750       (175,344
      $ 57,401,641     $ (288,767

Total – Net

 

  $ 34,784,453     $ (225,439

 

See Notes to Financial Statements.

 

WisdomTree Trust      103  


Schedule of Investments (unaudited) (concluded)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 28, 2023

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

        

Investments in Securities

  

U.S. Government Agencies

   $      $ 236,226,414      $      $ 236,226,414  

U.S. Government Obligations

            365,173,862               365,173,862  

Corporate Bonds

            364,426,270               364,426,270  

Foreign Government Agencies

            11,318,409               11,318,409  

Foreign Government Obligations

            38,084,450               38,084,450  

Supranational Bonds

            2,126,462               2,126,462  

Commercial Mortgage-Backed Securities

            32,923,179               32,923,179  

Municipal Bonds

            9,848,916               9,848,916  

Asset-Backed Securities

            5,904,715               5,904,715  

Total Investments in Securities

   $      $ 1,066,032,677      $      $ 1,066,032,677  

Financial Derivative Instruments

  

Futures Contracts1

   $ 63,328      $      $      $ 63,328  

Liabilities:

        

Financial Derivative Instruments

  

Futures Contracts1

   $ (288,767    $      $      $ (288,767

Total — Net

   $ (225,439    $ 1,066,032,677      $      $ 1,065,807,238  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

104   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
U.S. GOVERNMENT AGENCIES – 26.6%

 

Federal Farm Credit Bank – 0.5%

 

2.02%, 4/1/31

   $ 2,000,000      $ 1,637,620  

1.79%, 6/22/35

     500,000        357,670  

1.65%, 7/23/35

     1,500,000        1,051,635  

1.95%, 8/13/40

     1,490,000        957,236  
     

 

 

 
Total Federal Farm Credit Bank

 

     4,004,161  
Federal Home Loan Bank – 1.0%

 

3.25%, 11/16/28

     900,000        856,116  

5.50%, 7/15/36

     6,500,000        7,263,620  
     

 

 

 
Total Federal Home Loan Bank

 

     8,119,736  
Federal Home Loan Mortgage Corporation – 3.7%

 

6.75%, 9/15/29, Series GDIF

     280,000        320,586  

2.50%, 4/1/30

     1,413,501        1,310,865  

3.00%, 5/1/30

     370,936        354,474  

6.75%, 3/15/31

     2,250,000        2,644,358  

6.25%, 7/15/32

     1,279,000        1,484,318  

3.00%, 1/1/33

     1,095,243        1,031,127  

3.00%, 5/1/33

     1,471,047        1,378,523  

4.00%, 11/1/33

     16,784        16,493  

6.50%, 3/1/36

     132,539        139,320  

5.00%, 6/1/37

     1,183        1,194  

5.50%, 2/1/40

     4,837        4,983  

4.50%, 8/1/40

     91,787        90,912  

4.00%, 11/1/40

     7,242        6,967  

5.00%, 3/1/41

     150,405        151,795  

5.50%, 6/1/41

     2,231        2,297  

5.00%, 7/1/41

     4,153        4,190  

4.50%, 5/1/42

     60,878        60,294  

3.00%, 7/1/43

     582,744        528,721  

3.50%, 1/1/44

     565,968        528,826  

3.00%, 2/1/44

     100,616        91,249  

3.50%, 5/1/44

     24,824        23,103  

4.00%, 8/1/44

     333,697        323,412  

3.50%, 12/1/44

     132,415        123,233  

4.00%, 2/1/45

     43,495        41,710  

4.00%, 3/1/45

     6,031        5,783  

3.00%, 4/1/45

     9,291        8,361  

3.00%, 5/1/45

     38,317        34,515  

3.50%, 6/1/45

     29,032        26,906  

4.00%, 6/1/45

     82,888        79,487  

3.00%, 8/1/45

     42,685        38,449  

3.50%, 8/1/45

     407,516        379,844  

4.00%, 9/1/45

     45,504        43,594  

3.50%, 10/1/45

     56,923        52,807  

4.00%, 10/1/45

     48,546        46,554  

4.00%, 11/1/45

     39,619        37,994  

3.00%, 12/1/45

     39,262        35,366  

4.00%, 12/1/45

     83,251        79,755  

4.00%, 3/1/46

     49,712        47,571  

4.50%, 4/1/46

     306,112        302,976  

3.00%, 6/1/46

     41,256        37,152  

3.00%, 9/1/46

     230,141        207,991  

3.50%, 9/1/46

     70,765        65,601  

2.50%, 10/1/46

     45,670        39,608  

3.00%, 10/1/46

     54,142        48,903  

3.00%, 11/1/46

     51,989        46,771  

3.50%, 11/1/46

   9,960      9,233  

4.50%, 11/1/46

     131,507        129,961  

4.00%, 1/1/47

     84,170        80,544  

3.00%, 2/1/47

     86,089        77,527  

3.00%, 4/1/47

     289,971        260,865  

3.50%, 4/1/47

     115,315        106,761  

4.00%, 4/1/47

     61,329        58,584  

4.00%, 5/1/47

     48,558        46,385  

4.50%, 5/1/47

     12,019        11,798  

4.00%, 6/1/47

     73,218        69,941  

3.50%, 9/1/47

     114,034        105,680  

4.00%, 10/1/47

     220,856        210,757  

4.50%, 10/1/47

     35,148        34,502  

3.50%, 11/1/47

     264,781        245,245  

4.50%, 2/1/48

     50,904        49,968  

4.00%, 9/1/48

     48,473        46,276  

4.00%, 10/1/48

     294,031        280,428  

4.50%, 2/1/49

     501,674        490,856  

5.00%, 3/1/49

     12,456        12,439  

4.50%, 5/1/49

     59,449        58,011  

4.00%, 7/1/49

     484,756        465,974  

4.50%, 7/1/49

     80,161        78,222  

3.50%, 8/1/49

     307,318        283,227  

2.50%, 9/1/49

     910,366        780,840  

3.00%, 10/1/49

     553,057        494,413  

5.00%, 10/1/49

     461,849        460,733  

5.50%, 10/1/49

     226,405        231,485  

3.00%, 2/1/50

     398,438        354,670  

3.00%, 3/1/50

     299,570        267,687  

3.00%, 5/1/50

     58,535        52,282  

2.50%, 6/1/50

     664,755        568,634  

2.50%, 7/1/50

     254,912        218,379  

4.50%, 1/1/51

     77,368        75,496  

1.50%, 2/1/51

     451,092        349,044  

1.50%, 4/1/51

     474,287        367,532  

2.00%, 4/1/51

     1,048,390        856,942  

2.00%, 5/1/51

     1,553,374        1,269,597  

2.50%, 5/1/51

     491,115        418,472  

2.50%, 9/1/51

     881,849        749,768  

2.00%, 10/1/51

     1,009,466        824,097  

2.50%, 10/1/51

     1,539,679        1,308,353  

3.50%, 10/1/51

     454,592        415,578  

2.00%, 11/1/51

     2,819,239        2,300,663  

3.50%, 12/1/51

     374,327        342,086  

3.50%, 1/1/52

     257,549        235,323  

2.50%, 2/1/52

     937,770        795,190  

3.00%, 4/1/52

     190,219        167,613  

3.50%, 5/1/52

     143,355        130,731  

3.00%, 6/1/52

     432,856        381,313  

4.00%, 7/1/52

     72,556        68,077  

4.50%, 7/1/52

     47,882        46,109  

4.50%, 8/1/52

     455,719        439,201  

4.50%, 9/1/52

     1,018,518        981,260  

5.00%, 9/1/52

     24,327        23,908  

4.00%, 10/1/52

     516,975        486,983  

4.50%, 10/1/52

     162,414        157,223  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     32,161,804  

 

See Notes to Financial Statements.

 

WisdomTree Trust      105  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
Federal National Mortgage Association – 8.2%

 

4.00%, 9/1/25

   $ 338,180      $ 331,328  

1.88%, 9/24/26

     60,000        55,025  

0.75%, 10/8/27

     60,000        51,481  

2.50%, 11/1/30

     222,785        206,619  

6.63%, 11/15/30

     395,000        457,821  

2.50%, 1/1/32

     525,394        487,271  

2.50%, 2/1/32

     89,393        82,889  

3.00%, 5/1/32

     150,048        141,269  

2.50%, 6/1/32

     639,778        593,232  

3.00%, 11/1/32

     145,755        137,227  

6.00%, 12/1/32

     200,767        205,230  

2.50%, 1/1/33

     218,873        203,028  

5.50%, 10/1/35

     22,658        23,282  

5.50%, 4/1/37

     109,260        111,568  

5.63%, 7/15/37

     2,830,000        3,191,674  

5.00%, 5/1/38

     7,326        7,383  

5.50%, 6/1/38

     59,391        61,087  

6.21%, 8/6/38

     500,000        596,075  

5.50%, 11/1/38

     1,511        1,554  

5.00%, 9/1/39

     122,719        123,774  

4.50%, 8/1/40

     143,377        141,873  

4.50%, 9/1/40

     89,234        88,298  

6.00%, 7/1/41

     235,476        246,659  

4.00%, 10/1/41

     507,982        493,531  

4.00%, 11/1/41

     49,388        47,576  

4.50%, 1/1/42

     101,235        100,172  

6.00%, 1/1/42

     190,427        199,471  

4.00%, 9/1/42

     184,396        179,152  

2.50%, 2/1/43

     144,293        126,322  

2.50%, 5/1/43

     46,024        40,288  

3.00%, 5/1/43

     95,130        86,187  

3.50%, 7/1/43

     292,748        274,718  

3.00%, 8/1/43

     898,141        815,634  

3.00%, 9/1/43

     399,910        362,316  

4.50%, 9/1/43

     14,344        14,193  

3.50%, 10/1/43

     109,493        102,084  

4.00%, 1/1/44

     130,171        126,466  

4.50%, 5/1/44

     21,982        21,736  

4.00%, 6/1/44

     32,725        31,578  

4.00%, 7/1/44

     217,790        209,775  

4.50%, 2/1/45

     35,629        35,229  

3.50%, 6/1/45

     2,809        2,603  

4.00%, 6/1/45

     302,589        290,767  

4.00%, 9/1/45

     35,677        34,179  

3.00%, 12/1/45

     40,865        36,773  

4.00%, 1/1/46

     76,636        73,902  

3.50%, 2/1/46

     30,238        28,190  

3.50%, 5/1/46

     112,491        104,179  

3.00%, 6/1/46

     34,235        30,800  

4.00%, 7/1/46

     33,374        31,906  

2.50%, 9/1/46

     16,695        14,466  

3.00%, 9/1/46

     314,199        282,671  

2.50%, 10/1/46

     20,751        17,981  

3.00%, 10/1/46

     199,992        179,924  

3.00%, 11/1/46

     811,054        729,668  

2.50%, 12/1/46

     37,891        32,833  

3.00%, 12/1/46

     105,056        94,515  

3.50%, 12/1/46

     798,912        742,533  

2.50%, 1/1/47

   46,787      40,540  

3.50%, 1/1/47

     101,993        94,457  

5.50%, 1/1/47

     208,662        213,820  

4.50%, 3/1/47

     42,507        41,686  

3.00%, 4/1/47

     592,176        532,754  

3.00%, 5/1/47

     524,330        473,762  

4.50%, 5/1/47

     236,505        233,853  

4.00%, 6/1/47

     156,903        150,134  

3.50%, 7/1/47

     1,042,054        973,342  

4.00%, 7/1/47

     110,570        106,114  

5.00%, 7/1/47

     183,775        185,208  

4.00%, 8/1/47

     77,972        74,408  

3.00%, 9/1/47

     531,444        479,027  

4.00%, 9/1/47

     109,487        104,482  

4.50%, 9/1/47

     103,066        101,073  

4.00%, 10/1/47

     424,853        405,433  

3.50%, 12/1/47

     91,068        84,339  

3.50%, 1/1/48

     140,709        130,268  

4.50%, 1/1/48

     58,412        57,282  

3.00%, 2/1/48

     87,680        78,876  

3.50%, 2/1/48

     442,628        409,784  

3.50%, 3/1/48

     530,733        491,292  

5.00%, 5/1/48

     82,782        82,584  

4.50%, 6/1/48

     18,366        17,970  

3.00%, 8/1/48

     366,237        330,541  

4.50%, 8/1/48

     61,244        59,966  

4.00%, 9/1/48

     302,200        289,647  

5.00%, 10/1/48

     395,422        398,823  

3.00%, 11/1/48

     918,090        826,158  

3.50%, 11/1/48

     534,257        494,615  

4.50%, 11/1/48

     99,396        97,322  

4.50%, 12/1/48

     80,705        78,965  

5.00%, 3/1/49

     8,352        8,331  

4.00%, 4/1/49

     11,717        11,152  

4.00%, 5/1/49

     7,982        7,598  

4.50%, 5/1/49

     127,904        124,810  

3.50%, 6/1/49

     183,879        170,235  

3.50%, 7/1/49

     208,602        192,242  

3.00%, 10/1/49

     438,136        389,991  

2.50%, 11/1/49

     145,891        125,126  

3.00%, 12/1/49

     432,335        384,828  

4.50%, 2/1/50

     40,137        39,166  

3.00%, 3/1/50

     673,796        602,333  

4.00%, 3/1/50

     484,385        461,962  

5.00%, 3/1/50

     93,106        92,899  

4.50%, 4/1/50

     494,665        484,004  

2.50%, 5/1/50

     2,007,716        1,725,198  

3.00%, 5/1/50

     74,541        66,578  

3.50%, 5/1/50

     1,115,640        1,031,338  

2.50%, 6/1/50

     1,441,457        1,233,009  

2.00%, 7/1/50

     827,056        681,753  

3.50%, 7/1/50

     165,643        153,955  

3.00%, 8/1/50

     650,872        580,966  

2.00%, 9/1/50

     2,176,883        1,786,546  

2.00%, 10/1/50

     2,344,383        1,939,042  

3.00%, 10/1/50

     427,184        381,137  

1.50%, 11/1/50

     267,091        206,663  

2.00%, 11/1/50

     855,925        701,918  

3.00%, 11/1/50

     323,182        289,115  

 

See Notes to Financial Statements.

 

106   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.00%, 11/1/50

   $ 375,330      $ 359,728  

1.50%, 12/1/50

     2,556,967        1,978,471  

2.00%, 12/1/50

     6,555,844        5,377,453  

2.00%, 1/1/51

     269,245        220,180  

2.50%, 2/1/51

     966,320        828,416  

2.00%, 3/1/51

     2,152,041        1,761,807  

2.00%, 4/1/51

     4,796,940        3,915,358  

2.00%, 5/1/51

     650,513        532,150  

2.50%, 5/1/51

     2,039,318        1,733,401  

2.50%, 8/1/51

     622,049        529,168  

2.00%, 9/1/51

     1,907,096        1,556,906  

2.00%, 10/1/51

     2,029,982        1,658,244  

2.50%, 10/1/51

     2,565,321        2,182,142  

2.50%, 11/1/51

     2,132,533        1,811,272  

3.00%, 11/1/51

     831,628        735,670  

2.00%, 12/1/51

     232,387        190,760  

2.50%, 12/1/51

     513,050        435,521  

2.50%, 1/1/52

     1,155,684        981,243  

2.50%, 2/1/52

     2,286,151        1,938,551  

3.00%, 2/1/52

     2,038,119        1,802,723  

2.50%, 3/1/52

     1,282,868        1,088,979  

3.00%, 3/1/52

     161,415        142,806  

1.50%, 4/1/52

     312,463        241,989  

2.50%, 4/1/52

     572,155        486,474  

4.00%, 5/1/52

     1,308,524        1,228,551  

3.50%, 6/1/52

     384,443        350,308  

4.50%, 7/1/52

     95,909        92,479  

3.50%, 8/1/52

     195,933        178,392  

4.00%, 8/1/52

     242,927        229,175  

4.00%, 9/1/52

     318,640        299,283  

5.00%, 9/1/52

     529,804        520,679  

5.00%, 10/1/52

     243,264        239,074  

5.50%, 1/1/53

     49,467        49,394  
     

 

 

 
Total Federal National Mortgage Association

 

     71,227,132  
Government National Mortgage Association – 8.9%

 

4.00%, 11/20/40

     941,102        913,419  

3.50%, 12/20/42

     856,228        807,341  

3.00%, 3/15/43

     265,169        241,311  

2.50%, 3/20/43

     90,882        79,488  

3.50%, 3/20/43

     722,804        681,015  

3.00%, 2/20/45

     587,903        534,719  

3.50%, 4/20/45

     59,224        55,682  

3.50%, 11/20/45

     1,024,918        963,617  

3.50%, 12/20/45

     847,745        797,041  

3.50%, 1/20/46

     215,307        202,429  

3.00%, 2/20/46

     236,681        214,971  

3.00%, 9/20/46

     491,353        446,215  

3.50%, 9/20/46

     476,071        445,088  

4.00%, 10/20/46

     1,364,599        1,310,356  

3.00%, 1/20/47

     241,304        219,137  

2.50%, 2/20/47

     56,140        49,403  

3.00%, 2/20/47

     617,461        560,738  

4.00%, 6/20/47

     598,211        574,196  

4.00%, 7/20/47

     470,041        451,171  

4.50%, 8/20/47

     305,159        299,713  

3.00%, 9/20/47

     422,568        383,598  

3.50%, 10/20/47

     60,556        56,588  

3.00%, 11/20/47

     91,757        83,295  

3.00%, 12/20/47

   372,552      338,195  

3.00%, 1/20/48

     344,647        312,864  

3.50%, 1/20/48

     1,077,625        1,007,017  

4.00%, 1/20/48

     163,120        156,571  

3.00%, 3/20/48

     96,790        87,864  

3.50%, 3/20/48

     551,178        515,064  

3.50%, 4/20/48

     147,539        137,872  

4.00%, 5/20/48

     210,001        201,454  

4.50%, 5/20/48

     779,480        765,630  

4.50%, 6/20/48

     730,233        717,366  

4.00%, 8/20/48

     462,036        443,232  

4.50%, 8/20/48

     153,896        151,184  

5.00%, 8/20/48

     56,390        56,547  

3.50%, 9/20/48

     262,897        245,672  

3.50%, 1/20/49

     15,664        14,637  

4.50%, 2/20/49

     74,504        73,191  

3.50%, 3/20/49

     127,913        119,491  

4.00%, 3/20/49

     590,755        566,713  

4.50%, 3/20/49

     28,355        27,856  

3.00%, 10/20/49

     1,996,618        1,802,699  

3.00%, 1/20/50

     39,908        35,992  

3.50%, 1/20/50

     236,407        220,070  

5.00%, 1/20/50

     18,965        19,018  

3.50%, 3/15/50

     436,703        407,452  

3.50%, 4/20/50

     7,564        7,040  

4.00%, 4/20/50

     27,838        26,555  

2.50%, 5/20/50

     342,848        299,092  

5.00%, 5/20/50

     6,478        6,496  

2.50%, 6/20/50

     1,554,272        1,355,907  

3.00%, 6/20/50

     609,608        548,941  

3.50%, 6/20/50

     236,953        220,001  

4.00%, 6/20/50

     102,521        97,795  

3.00%, 7/20/50

     553,978        499,425  

2.50%, 8/20/50

     338,726        295,496  

3.00%, 8/20/50

     1,224,399        1,102,170  

3.50%, 8/20/50

     244,468        226,979  

2.50%, 9/20/50

     1,833,954        1,599,894  

2.00%, 10/20/50

     427,012        360,339  

2.50%, 10/20/50

     480,517        419,190  

2.00%, 11/20/50

     2,233,616        1,886,752  

2.00%, 12/20/50

     352,568        297,519  

2.50%, 12/20/50

     1,570,553        1,370,110  

2.00%, 1/20/51

     3,462,479        2,921,857  

2.50%, 1/20/51

     1,938,364        1,690,979  

1.50%, 3/20/51

     277,044        219,546  

2.00%, 3/20/51

     841,115        710,671  

2.00%, 4/20/51

     1,652,801        1,395,965  

2.50%, 4/20/51

     476,719        414,549  

2.50%, 5/20/51

     39,014        33,991  

2.50%, 6/20/51

     929,736        809,752  

2.00%, 7/20/51

     853,969        719,175  

3.00%, 7/20/51

     892,675        800,614  

3.50%, 7/20/51

     711,377        659,604  

2.00%, 8/20/51

     1,219,053        1,028,107  

2.50%, 8/20/51

     1,096,794        951,475  

2.50%, 9/20/51

     236,593        205,229  

2.00%, 10/20/51

     1,216,860        1,023,587  

2.50%, 10/20/51

     2,089,730        1,807,790  

 

See Notes to Financial Statements.

 

WisdomTree Trust      107  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.50%, 10/20/51

   $ 848,859      $ 783,795  

2.00%, 11/20/51

     2,956,052        2,485,735  

2.50%, 11/20/51

     1,779,356        1,542,192  

3.00%, 11/20/51

     1,313,272        1,176,371  

2.00%, 12/20/51

     1,431,607        1,203,416  

2.50%, 12/20/51

     1,985,442        1,720,808  

2.00%, 1/20/52

     2,308,186        1,939,158  

2.50%, 1/20/52

     996,526        862,078  

3.00%, 1/20/52

     1,900,169        1,701,027  

2.00%, 2/20/52

     583,111        488,798  

2.50%, 2/20/52

     1,428,211        1,236,738  

2.50%, 5/20/52

     463,625        401,047  

3.50%, 6/20/52

     72,895        67,002  

4.00%, 6/20/52

     73,145        69,248  

2.50%, 7/20/52

     456,299        395,579  

3.50%, 7/20/52

     146,773        134,908  

4.50%, 7/20/52

     515,094        499,210  

4.00%, 8/20/52

     196,958        186,174  

4.50%, 8/20/52

     331,327        321,110  

3.50%, 9/20/52

     49,355        45,365  

4.50%, 9/20/52

     261,940        253,862  

4.00%, 10/20/52

     396,210        374,516  

5.00%, 10/20/52

     49,539        48,972  

2.50%, 11/20/52

     391,314        338,952  

2.00%, 3/21/53(a)

     400,000        335,463  

2.50%, 3/21/53(a)

     150,000        129,798  

3.00%, 3/21/53(a)

     3,050,000        2,721,850  

3.50%, 3/21/53(a)

     2,275,000        2,091,543  

4.00%, 3/21/53(a)

     1,900,000        1,796,351  

4.50%, 3/21/53(a)

     2,125,000        2,059,619  

5.00%, 3/21/53(a)

     2,775,000        2,742,582  

5.50%, 3/21/53(a)

     1,200,000        1,204,136  

6.00%, 3/21/53(a)

     675,000        684,649  

5.50%, 4/20/53(a)

     250,000        250,527  
     

 

 

 
Total Government National Mortgage Association

 

     77,099,353  
Tennessee Valley Authority – 4.0%

 

4.70%, 7/15/33, Series B

     2,950,000        3,001,713  

4.65%, 6/15/35

     2,250,000        2,254,545  

5.88%, 4/1/36

     4,350,000        4,847,988  

6.15%, 1/15/38

     170,000        194,970  

5.50%, 6/15/38

     2,000,000        2,166,180  

5.25%, 9/15/39

     7,331,000        7,663,827  

3.50%, 12/15/42

     3,519,000        2,917,673  

4.88%, 1/15/48

     1,995,000        1,993,883  

5.38%, 4/1/56

     3,297,000        3,574,311  

4.63%, 9/15/60

     2,760,000        2,642,562  

4.25%, 9/15/65

     3,500,000        3,112,235  
     

 

 

 
Total Tennessee Valley Authority

 

     34,369,887  
Uniform Mortgage-Backed Securities – 0.3%

 

3.50%, 3/13/53(a)

     100,000        91,053  

5.00%, 3/13/53(a)

     875,000        859,856  

5.50%, 3/13/53(a)

     1,075,000        1,073,211  

6.00%, 3/13/53(a)

     275,000        278,247  

6.50%, 4/13/53(a)

     600,000        613,776  
     

 

 

 
Total Uniform Mortgage-Backed Securities

 

     2,916,143  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $266,462,659)

 

 

     229,898,216  
U.S. GOVERNMENT OBLIGATIONS – 21.3%

 

U.S. Treasury Bonds – 3.8%

 

7.50%, 11/15/24

   175,000      182,619  

7.63%, 2/15/25

     500,000        526,123  

6.25%, 5/15/30

     100,000        113,711  

5.38%, 2/15/31

     980,000        1,072,028  

4.50%, 2/15/36

     665,000        710,459  

4.38%, 2/15/38

     290,000        303,979  

4.50%, 5/15/38

     330,000        350,213  

3.50%, 2/15/39

     85,000        80,152  

4.25%, 5/15/39

     480,000        494,887  

4.50%, 8/15/39

     476,000        505,155  

4.38%, 11/15/39

     525,000        549,322  

4.63%, 2/15/40

     245,000        263,930  

1.13%, 5/15/40

     875,000        554,600  

4.38%, 5/15/40

     375,000        391,406  

1.13%, 8/15/40

     850,000        535,898  

3.88%, 8/15/40

     203,000        199,241  

1.38%, 11/15/40

     860,000        565,584  

4.25%, 11/15/40

     150,000        154,277  

1.88%, 2/15/41

     1,300,000        929,906  

4.75%, 2/15/41

     175,000        191,406  

2.25%, 5/15/41

     1,875,000        1,425,879  

4.38%, 5/15/41

     190,000        198,476  

1.75%, 8/15/41

     700,000        485,570  

3.75%, 8/15/41

     99,000        95,063  

2.00%, 11/15/41

     300,000        216,914  

3.13%, 11/15/41

     625,000        546,387  

2.38%, 2/15/42

     350,000        269,418  

3.13%, 2/15/42

     265,000        230,736  

3.00%, 5/15/42

     225,000        191,602  

3.25%, 5/15/42

     500,000        442,344  

3.38%, 8/15/42

     200,000        180,156  

4.00%, 11/15/42

     250,000        246,641  

3.88%, 2/15/43

     650,000        631,059  

3.63%, 8/15/43

     274,000        255,355  

3.75%, 11/15/43

     435,000        412,468  

3.63%, 2/15/44

     240,000        222,919  

3.38%, 5/15/44

     290,000        258,961  

3.13%, 8/15/44

     350,000        299,715  

3.00%, 11/15/44

     500,000        418,867  

2.50%, 2/15/45

     550,000        420,578  

3.00%, 5/15/45

     470,000        392,744  

2.88%, 8/15/45

     305,000        249,004  

3.00%, 11/15/45

     500,000        417,266  

2.50%, 2/15/46

     615,000        467,977  

2.50%, 5/15/46

     560,000        426,037  

2.25%, 8/15/46

     525,000        379,271  

2.88%, 11/15/46

     440,000        358,978  

3.00%, 2/15/47

     390,000        325,010  

3.00%, 5/15/47

     350,000        291,813  

2.75%, 8/15/47

     350,000        278,551  

2.75%, 11/15/47

     460,000        366,167  

3.00%, 2/15/48

     1,100,000        917,898  

3.13%, 5/15/48

     625,000        534,131  

3.00%, 8/15/48

     1,545,000        1,290,679  

3.38%, 11/15/48

     565,000        505,984  

3.00%, 2/15/49

     530,000        443,792  

 

See Notes to Financial Statements.

 

108   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.88%, 5/15/49

   $ 550,000      $ 449,969  

2.25%, 8/15/49

     560,000        402,063  

2.38%, 11/15/49

     550,000        406,141  

2.00%, 2/15/50

     855,000        578,795  

1.25%, 5/15/50

     508,000        282,138  

1.38%, 8/15/50

     280,000        160,738  

1.63%, 11/15/50

     1,100,000        675,039  

1.88%, 2/15/51

     1,050,000        686,684  

2.38%, 5/15/51

     950,000        698,324  

2.00%, 8/15/51

     1,170,000        787,465  

1.88%, 11/15/51

     640,000        416,850  

2.25%, 2/15/52

     375,000        267,920  

2.88%, 5/15/52

     1,050,000        861,246  

3.00%, 8/15/52

     1,000,000        842,109  

4.00%, 11/15/52

     500,000        509,297  

3.63%, 2/15/53

     1,000,000        952,734  
     

 

 

 
Total U.S. Treasury Bonds

 

     32,746,818  
U.S. Treasury Notes – 17.5%

 

0.25%, 3/15/24

     610,000        580,072  

2.13%, 3/31/24

     400,000        387,313  

2.25%, 3/31/24

     1,000,000        969,648  

0.38%, 4/15/24

     1,000,000        948,691  

2.25%, 4/30/24

     205,000        198,402  

2.50%, 4/30/24

     1,450,000        1,406,981  

0.25%, 5/15/24

     1,100,000        1,037,824  

2.50%, 5/15/24

     1,900,000        1,842,147  

2.00%, 5/31/24

     1,010,000        972,204  

2.50%, 5/31/24

     1,150,000        1,113,748  

0.25%, 6/15/24

     1,500,000        1,409,883  

1.75%, 6/30/24

     1,000,000        957,461  

2.00%, 6/30/24

     1,644,000        1,578,336  

3.00%, 6/30/24

     1,000,000        973,105  

0.38%, 7/15/24

     1,500,000        1,407,129  

1.75%, 7/31/24

     1,100,000        1,050,221  

2.13%, 7/31/24

     576,000        552,960  

3.00%, 7/31/24

     1,000,000        971,797  

0.38%, 8/15/24

     1,200,000        1,121,766  

2.38%, 8/15/24

     1,400,000        1,347,500  

1.25%, 8/31/24

     1,205,000        1,139,337  

1.88%, 8/31/24

     1,100,000        1,049,813  

3.25%, 8/31/24

     600,000        584,590  

0.38%, 9/15/24

     2,100,000        1,957,389  

1.50%, 9/30/24

     615,000        582,689  

2.13%, 9/30/24

     894,000        855,638  

4.25%, 9/30/24

     1,000,000        988,789  

0.63%, 10/15/24

     1,355,000        1,264,093  

1.50%, 10/31/24

     1,100,000        1,039,822  

2.25%, 10/31/24

     310,000        296,655  

0.75%, 11/15/24

     1,300,000        1,211,488  

2.25%, 11/15/24

     1,150,000        1,100,182  

1.50%, 11/30/24

     865,000        815,938  

2.13%, 11/30/24

     1,000,000        953,750  

4.50%, 11/30/24

     1,000,000        992,793  

1.00%, 12/15/24

     2,100,000        1,960,424  

1.75%, 12/31/24

     1,525,000        1,442,316  

2.25%, 12/31/24

     972,000        927,539  

4.25%, 12/31/24

     2,000,000        1,977,656  

1.13%, 1/15/25

     1,345,000        1,256,025  

1.38%, 1/31/25

   1,204,000      1,128,797  

2.50%, 1/31/25

     750,000        718,447  

4.13%, 1/31/25

     500,000        493,535  

1.50%, 2/15/25

     1,325,000        1,243,378  

2.00%, 2/15/25

     1,150,000        1,090,209  

1.13%, 2/28/25

     850,000        791,048  

2.75%, 2/28/25

     1,000,000        961,426  

4.63%, 2/28/25

     895,000        892,168  

1.75%, 3/15/25

     1,000,000        941,172  

0.50%, 3/31/25

     1,275,000        1,168,667  

2.63%, 3/31/25

     1,202,000        1,151,854  

2.63%, 4/15/25

     1,300,000        1,244,242  

0.38%, 4/30/25

     1,000,000        911,172  

2.88%, 4/30/25

     2,000,000        1,923,750  

2.13%, 5/15/25

     1,375,000        1,300,933  

2.75%, 5/15/25

     1,350,000        1,294,313  

0.25%, 5/31/25

     2,000,000        1,811,875  

2.88%, 5/31/25

     565,000        543,084  

0.25%, 6/30/25

     1,650,000        1,491,768  

2.75%, 6/30/25

     311,000        297,904  

3.00%, 7/15/25

     1,000,000        962,891  

0.25%, 7/31/25

     600,000        540,609  

2.00%, 8/15/25

     500,000        469,863  

3.13%, 8/15/25

     125,000        120,679  

0.25%, 8/31/25

     1,715,000        1,540,485  

0.25%, 9/30/25

     1,972,000        1,768,021  

4.25%, 10/15/25

     1,000,000        991,641  

0.25%, 10/31/25

     2,000,000        1,786,406  

2.25%, 11/15/25

     835,000        786,335  

4.50%, 11/15/25

     1,000,000        998,438  

0.38%, 11/30/25

     1,425,000        1,273,260  

4.00%, 12/15/25

     1,000,000        986,680  

0.38%, 12/31/25

     1,400,000        1,249,172  

3.88%, 1/15/26

     855,000        840,405  

0.38%, 1/31/26

     1,746,400        1,551,704  

1.63%, 2/15/26

     700,000        644,902  

4.00%, 2/15/26

     855,000        843,210  

0.50%, 2/28/26

     1,500,000        1,333,887  

0.75%, 3/31/26

     1,120,000        1,002,356  

2.25%, 3/31/26

     215,000        201,554  

0.75%, 4/30/26

     1,400,000        1,248,242  

1.63%, 5/15/26

     1,170,000        1,072,195  

0.75%, 5/31/26

     1,500,000        1,333,887  

2.13%, 5/31/26

     1,000,000        930,781  

0.88%, 6/30/26

     1,500,000        1,337,109  

1.88%, 6/30/26

     850,000        784,424  

0.63%, 7/31/26

     1,000,000        881,094  

1.88%, 7/31/26

     570,000        524,934  

1.50%, 8/15/26

     1,624,000        1,474,161  

0.75%, 8/31/26

     1,000,000        882,656  

1.38%, 8/31/26

     335,000        302,521  

0.88%, 9/30/26

     1,000,000        884,727  

1.63%, 9/30/26

     100,000        91,000  

1.13%, 10/31/26

     1,000,000        890,938  

2.00%, 11/15/26

     500,000        459,922  

1.25%, 11/30/26

     315,000        281,384  

1.25%, 12/31/26

     1,000,000        891,719  

1.75%, 12/31/26

     620,000        564,588  

 

See Notes to Financial Statements.

 

WisdomTree Trust      109  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.50%, 1/31/27

   $ 2,000,000      $ 1,797,578  

2.25%, 2/15/27

     500,000        462,773  

1.13%, 2/28/27

     500,000        442,695  

1.88%, 2/28/27

     1,250,000        1,138,525  

0.63%, 3/31/27

     90,000        77,787  

0.50%, 4/30/27

     300,000        257,285  

2.75%, 4/30/27

     1,250,000        1,176,514  

2.38%, 5/15/27

     1,000,000        926,836  

0.50%, 5/31/27

     460,000        393,138  

2.63%, 5/31/27

     315,000        294,808  

0.50%, 6/30/27

     615,000        524,263  

0.38%, 7/31/27

     1,245,000        1,052,803  

2.25%, 8/15/27

     595,000        547,028  

0.50%, 8/31/27

     666,700        565,523  

0.38%, 9/30/27

     800,000        672,906  

0.50%, 10/31/27

     650,000        548,539  

4.13%, 10/31/27

     1,000,000        995,039  

2.25%, 11/15/27

     540,000        494,859  

0.63%, 11/30/27

     1,762,400        1,493,427  

3.88%, 11/30/27

     1,000,000        985,781  

0.63%, 12/31/27

     1,250,000        1,056,885  

3.88%, 12/31/27

     800,000        788,375  

0.75%, 1/31/28

     2,190,000        1,858,934  

3.50%, 1/31/28

     920,000        892,113  

2.75%, 2/15/28

     650,000        608,156  

1.13%, 2/29/28

     821,600        709,240  

4.00%, 2/29/28

     500,000        496,348  

1.25%, 3/31/28

     950,000        823,791  

1.25%, 4/30/28

     850,000        735,449  

2.88%, 5/15/28

     590,000        554,047  

1.25%, 5/31/28

     400,000        345,484  

1.25%, 6/30/28

     1,000,000        861,914  

1.00%, 7/31/28

     1,000,000        848,281  

2.88%, 8/15/28

     2,200,000        2,061,898  

1.13%, 8/31/28

     750,000        639,404  

1.25%, 9/30/28

     500,000        428,320  

1.38%, 10/31/28

     650,000        559,813  

3.13%, 11/15/28

     800,000        758,375  

1.50%, 11/30/28

     500,000        433,086  

1.75%, 1/31/29

     500,000        437,949  

2.63%, 2/15/29

     1,000,000        920,664  

1.88%, 2/28/29

     500,000        441,113  

2.38%, 3/31/29

     1,200,000        1,087,781  

2.38%, 5/15/29

     1,000,000        905,078  

2.75%, 5/31/29

     360,000        333,070  

1.63%, 8/15/29

     1,305,000        1,128,162  

3.13%, 8/31/29

     1,000,000        944,375  

1.75%, 11/15/29

     750,000        652,676  

3.50%, 1/31/30

     475,000        458,783  

1.50%, 2/15/30

     1,000,000        849,219  

4.00%, 2/28/30

     475,000        473,182  

0.63%, 5/15/30

     1,195,000        945,170  

0.63%, 8/15/30

     700,000        550,594  

0.88%, 11/15/30

     960,000        767,400  

1.13%, 2/15/31

     595,000        484,274  

1.63%, 5/15/31

     1,800,000        1,513,688  

1.25%, 8/15/31

     1,870,000        1,516,307  

1.38%, 11/15/31

     1,735,000        1,412,670  

1.88%, 2/15/32

   1,000,000      847,500  

2.88%, 5/15/32

     925,000        851,145  

2.75%, 8/15/32

     1,660,000        1,509,173  

4.13%, 11/15/32

     1,450,000        1,473,789  

3.50%, 2/15/33

     1,000,000        967,266  
     

 

 

 
Total U.S. Treasury Notes

 

     151,131,684  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $201,154,025)

 

 

     183,878,502  
CORPORATE BONDS – 39.5%

 

Australia – 0.2%

 

BHP Billiton Finance USA Ltd.
6.42%, 3/1/26

     100,000        103,726  

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

     98,000        107,778  

Westpac Banking Corp.

     

2.89%, 2/4/30, (2.894% fixed rate until 2/4/25; 5-year Constant Maturity Treasury Rate + 1.35% thereafter)(b)

     300,000        279,159  

4.11%, 7/24/34, (4.11% fixed rate until 7/24/29; 5-year Constant Maturity Treasury Rate + 2.00% thereafter)(b)

     115,000        101,732  

2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(b)

     600,000        461,544  

2.96%, 11/16/40

     323,000        220,612  
     

 

 

 
Total Australia

 

     1,274,551  
Austria – 0.1%

 

Suzano Austria GmbH

     

6.00%, 1/15/29

     200,000        197,120  

5.00%, 1/15/30

     452,000        416,432  

3.75%, 1/15/31

     200,000        169,566  
     

 

 

 
Total Austria

 

     783,118  
Belgium – 0.5%

 

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

     

4.70%, 2/1/36

     385,000        361,927  

4.90%, 2/1/46

     800,000        735,104  

Anheuser-Busch InBev Finance, Inc.

     

4.70%, 2/1/36

     35,000        33,015  

4.90%, 2/1/46

     228,000        209,484  

Anheuser-Busch InBev Worldwide, Inc.

     

4.00%, 4/13/28

     320,000        305,741  

4.75%, 1/23/29

     612,000        602,349  

4.90%, 1/23/31(c)

     425,000        425,429  

4.38%, 4/15/38

     45,000        40,286  

8.20%, 1/15/39

     155,000        193,978  

5.45%, 1/23/39

     330,000        329,733  

4.35%, 6/1/40

     100,000        88,010  

4.60%, 4/15/48

     390,000        344,947  

4.44%, 10/6/48

     270,000        232,972  

5.55%, 1/23/49

     165,000        166,478  

4.50%, 6/1/50

     241,000        212,962  

5.80%, 1/23/59

     100,000        103,516  
     

 

 

 
Total Belgium

 

     4,385,931  

 

See Notes to Financial Statements.

 

110   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
Bermuda – 0.0%

 

RenaissanceRe Holdings Ltd.
3.60%, 4/15/29

   $ 125,000      $ 112,616  
Brazil – 0.1%      

Vale Overseas Ltd.

     

3.75%, 7/8/30

     453,000        394,264  

6.88%, 11/21/36

     127,000        130,349  

Vale SA
5.63%, 9/11/42

     100,000        97,075  
     

 

 

 
Total Brazil

 

     621,688  
Canada – 1.4%

 

Bank of Montreal

     

4.25%, 9/14/24, Series H

     500,000        491,540  

1.50%, 1/10/25

     251,000        233,917  

1.85%, 5/1/25

     123,000        114,415  

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

     369,000        330,347  

Bank of Nova Scotia

     

5.25%, 12/6/24

     500,000        498,945  

1.30%, 9/15/26

     132,000        114,967  

4.59%, 5/4/37, (4.588% fixed rate until 2/4/32; 5-year Constant Maturity Treasury Rate + 2.05% thereafter)(b)

     250,000        219,175  

Barrick Gold Corp.
5.25%, 4/1/42

     200,000        195,800  

Barrick North America Finance LLC
5.75%, 5/1/43

     82,000        82,806  

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

     25,000        25,797  

Bell Telephone Co. of Canada / Bell Canada

     

4.30%, 7/29/49

     125,000        103,107  

3.20%, 2/15/52, Series US-6

     160,000        108,173  

Canadian Imperial Bank of Commerce
3.30%, 4/7/25

     500,000        479,615  

Canadian National Railway Co.
6.90%, 7/15/28

     135,000        147,111  

Canadian Natural Resources Ltd.

     

3.85%, 6/1/27

     56,000        52,614  

2.95%, 7/15/30

     65,000        55,069  

6.50%, 2/15/37

     104,000        105,619  

4.95%, 6/1/47

     150,000        131,059  

Canadian Pacific Railway Co.

     

1.35%, 12/2/24

     83,000        77,361  

7.13%, 10/15/31

     330,000        370,085  

4.80%, 9/15/35

     95,000        88,905  

3.00%, 12/2/41

     40,000        30,331  

3.10%, 12/2/51

     186,000        127,070  

6.13%, 9/15/2115

     85,000        87,247  

Cenovus Energy, Inc.

     

2.65%, 1/15/32

     139,000        109,978  

5.25%, 6/15/37

     250,000        229,150  

3.75%, 2/15/52(c)

     90,000        63,838  

CGI, Inc.
2.30%, 9/14/31

     30,000        23,064  

CI Financial Corp.

     

3.20%, 12/17/30

   260,000      197,324  

4.10%, 6/15/51

     145,000        87,231  

Emera U.S. Finance LP
4.75%, 6/15/46

     173,000        136,260  

Enbridge, Inc.

     

2.50%, 1/15/25

     450,000        425,997  

4.25%, 12/1/26

     25,000        23,981  

3.70%, 7/15/27

     55,000        51,569  

3.13%, 11/15/29

     57,000        49,732  

4.00%, 11/15/49

     200,000        155,798  

Fairfax Financial Holdings Ltd.
4.85%, 4/17/28

     157,000        150,558  

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)(b)

     25,000        23,201  

Nutrien Ltd.

     

3.00%, 4/1/25

     160,000        152,178  

4.00%, 12/15/26

     100,000        96,179  

4.20%, 4/1/29

     142,000        134,179  

2.95%, 5/13/30

     30,000        25,603  

4.13%, 3/15/35

     55,000        47,726  

5.88%, 12/1/36

     75,000        75,625  

5.25%, 1/15/45

     134,000        124,331  

Rogers Communications, Inc.

     

2.95%, 3/15/25(d)

     250,000        237,270  

3.20%, 3/15/27(d)

     500,000        460,270  

4.50%, 3/15/43

     190,000        155,334  

5.00%, 3/15/44

     88,000        76,516  

4.30%, 2/15/48

     81,000        62,273  

4.35%, 5/1/49

     222,000        173,517  

4.55%, 3/15/52(d)

     59,000        47,196  

Royal Bank of Canada

     

1.60%, 1/21/25

     750,000        702,442  

6.00%, 11/1/27

     750,000        772,537  

Suncor Energy, Inc.

     

5.95%, 12/1/34

     71,000        71,141  

6.80%, 5/15/38

     93,000        99,442  

6.50%, 6/15/38

     265,000        272,621  

4.00%, 11/15/47

     72,000        56,331  

Teck Resources Ltd.
6.00%, 8/15/40

     6,000        5,872  

TELUS Corp.

     

3.70%, 9/15/27

     130,000        122,754  

4.60%, 11/16/48

     120,000        105,918  

Thomson Reuters Corp.
5.65%, 11/23/43

     90,000        84,667  

Toronto-Dominion Bank

     

4.29%, 9/13/24

     500,000        492,295  

4.11%, 6/8/27

     157,000        150,819  

4.69%, 9/15/27

     200,000        195,854  

4.46%, 6/8/32

     250,000        235,620  

TransCanada PipeLines Ltd.

     

4.25%, 5/15/28

     77,000        72,890  

2.50%, 10/12/31

     25,000        19,833  

4.63%, 3/1/34

     145,000        132,253  

 

See Notes to Financial Statements.

 

WisdomTree Trust      111  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.75%, 5/15/38

   $ 460,000      $ 412,183  

7.25%, 8/15/38

     175,000        194,395  

6.10%, 6/1/40

     50,000        50,698  

5.10%, 3/15/49

     163,000        148,348  
     

 

 

 
Total Canada

 

     12,265,866  
Chile – 0.0%

 

Celulosa Arauco y Constitucion SA
3.88%, 11/2/27

     205,000        188,670  

Enel Chile SA
4.88%, 6/12/28

     120,000        115,472  
     

 

 

 
Total Chile

 

     304,142  
China – 0.2%

 

NXP BV / NXP Funding LLC

     

5.35%, 3/1/26

     139,000        137,749  

5.55%, 12/1/28

     57,000        56,969  

NXP BV / NXP Funding LLC / NXP USA, Inc.

     

3.88%, 6/18/26

     95,000        90,240  

4.30%, 6/18/29

     227,000        209,891  

2.65%, 2/15/32

     500,000        393,245  

3.13%, 2/15/42

     300,000        203,169  

Tencent Music Entertainment Group
2.00%, 9/3/30

     265,000        202,579  

Weibo Corp.
3.38%, 7/8/30

     225,000        181,519  
     

 

 

 
Total China

 

     1,475,361  
France – 0.2%

 

AXA SA
8.60%, 12/15/30

     200,000        245,990  

Lafarge SA
7.13%, 7/15/36

     190,000        204,689  

Orange SA

     

9.00%, 3/1/31

     382,000        467,801  

5.50%, 2/6/44

     135,000        136,735  

Sanofi
3.63%, 6/19/28

     180,000        171,049  

TotalEnergies Capital International SA
2.83%, 1/10/30

     225,000        198,796  

TotalEnergies Capital SA
3.88%, 10/11/28

     193,000        185,504  
     

 

 

 
Total France

 

     1,610,564  
Germany – 0.3%

 

Deutsche Bank AG

     

3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(b)

     500,000        480,555  

4.10%, 1/13/26

     250,000        239,790  

6.12%, 7/14/26, (6.119% fixed rate until 7/14/25; Secured Overnight Financing Rate + 3.91% thereafter)(b)

     500,000        499,765  

3.55%, 9/18/31, (3.547% fixed rate until 9/18/30; Secured Overnight Financing Rate + 3.043% thereafter)(b)

     585,000        490,435  

3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(b)

     245,000        193,898  

Deutsche Telekom International Finance BV

     

8.75%, 6/15/30

   336,000      399,101  

9.25%, 6/1/32

     23,000        29,200  

Mercedes-Benz Finance North America LLC 8.50%, 1/18/31

     100,000        123,789  
     

 

 

 
Total Germany

 

     2,456,533  
Ireland – 0.2%

 

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

     

1.65%, 10/29/24

     475,000        441,071  

1.75%, 10/29/24, Series 3NC1

     450,000        418,059  

3.65%, 7/21/27

     210,000        190,443  

3.00%, 10/29/28

     384,000        327,352  

3.30%, 1/30/32

     645,000        516,626  

3.40%, 10/29/33

     270,000        210,370  
     

 

 

 
Total Ireland

 

     2,103,921  
Japan – 0.8%

 

Mitsubishi UFJ Financial Group, Inc.

     

2.19%, 2/25/25

     400,000        375,024  

3.84%, 4/17/26, (3.837% fixed rate until 4/17/25; 1-year Constant Maturity Treasury Rate + 1.125% thereafter)(b)

     500,000        481,065  

1.54%, 7/20/27, (1.538% fixed rate until 7/20/26; 1-year Constant Maturity Treasury Rate + 0.75% thereafter)(b)

     400,000        350,064  

3.29%, 7/25/27

     245,000        227,804  

3.74%, 3/7/29

     150,000        137,538  

3.20%, 7/18/29

     235,000        206,687  

2.31%, 7/20/32, (2.309% fixed rate until 7/20/31; 1-year Constant Maturity Treasury Rate + 0.95% thereafter)(b)

     280,000        218,742  

Mizuho Financial Group, Inc.

     

2.84%, 7/16/25, (2.839% fixed rate until 7/16/24; Secured Overnight Financing Rate + 0.98% thereafter)(b)

     400,000        382,908  

4.02%, 3/5/28

     200,000        188,538  

1.98%, 9/8/31, (1.979% fixed rate until 9/8/30; Secured Overnight Financing Rate + 1.532% thereafter)(b)

     240,000        186,809  

2.26%, 7/9/32, (2.26% fixed rate until 7/9/31; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(b)

     200,000        155,490  

Nomura Holdings, Inc.

     

2.65%, 1/16/25

     386,000        365,202  

5.71%, 1/9/26

     500,000        499,105  

3.10%, 1/16/30

     414,000        350,960  

ORIX Corp.
3.70%, 7/18/27

     90,000        85,281  

Sumitomo Mitsui Financial Group, Inc.

     

2.70%, 7/16/24

     250,000        240,705  

1.47%, 7/8/25

     590,000        537,413  

1.40%, 9/17/26

     500,000        434,220  

5.52%, 1/13/28

     200,000        200,162  

3.54%, 1/17/28

     105,000        96,982  

3.04%, 7/16/29

     210,000        182,062  

3.20%, 9/17/29

     246,000        211,063  

 

See Notes to Financial Statements.

 

112   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Takeda Pharmaceutical Co. Ltd.

     

5.00%, 11/26/28

   $ 366,000      $ 361,403  

2.05%, 3/31/30

     350,000        285,691  

3.03%, 7/9/40

     200,000        147,162  

3.18%, 7/9/50

     260,000        178,316  
     

 

 

 
Total Japan

 

     7,086,396  
Luxembourg – 0.1%

 

ArcelorMittal SA

     

6.80%, 11/29/32

     350,000        354,707  

6.75%, 3/1/41

     125,000        123,880  
     

 

 

 
Total Luxembourg

 

     478,587  
Mexico – 0.1%

 

America Movil SAB de CV
3.63%, 4/22/29

     314,000        285,982  

Grupo Televisa SAB
6.63%, 1/15/40

     360,000        374,051  
     

 

 

 
Total Mexico

 

     660,033  
Netherlands – 0.1%

 

Cooperatieve Rabobank UA

     

3.75%, 7/21/26

     425,000        399,155  

5.25%, 8/4/45

     250,000        237,840  

ING Groep NV

     

3.87%, 3/28/26, (3.869% fixed rate until 3/28/25; Secured Overnight Financing Rate + 1.64% thereafter)(b)

     500,000        481,675  

Koninklijke Ahold Delhaize NV
5.70%, 10/1/40

     40,000        40,307  
     

 

 

 
Total Netherlands

 

     1,158,977  
Norway – 0.0%

 

Equinor ASA

     

3.25%, 11/18/49

     279,000        206,744  

3.70%, 4/6/50

     190,000        153,300  
     

 

 

 
Total Norway

 

     360,044  
Peru – 0.1%

 

Southern Copper Corp.

     

6.75%, 4/16/40

     210,000        230,857  

5.88%, 4/23/45(c)

     221,000        224,255  
     

 

 

 
Total Peru

 

     455,112  
Spain – 0.2%

 

Banco Santander SA

     

5.15%, 8/18/25

     800,000        789,232  

2.75%, 12/3/30

     410,000        320,021  

Telefonica Emisiones SA

     

4.10%, 3/8/27

     120,000        113,716  

7.05%, 6/20/36

     135,000        142,455  

4.67%, 3/6/38

     170,000        140,590  

5.52%, 3/1/49

     225,000        195,741  

Telefonica Europe BV
8.25%, 9/15/30

     150,000        170,206  
     

 

 

 
Total Spain

 

     1,871,961  
Switzerland – 0.1%

 

Credit Suisse AG
4.75%, 8/9/24

     500,000        481,865  

Credit Suisse Group AG

     

4.55%, 4/17/26

   360,000      322,726  

4.88%, 5/15/45

     225,000        164,367  
     

 

 

 
Total Switzerland

 

     968,958  
United Kingdom – 1.9%

 

AstraZeneca Finance LLC

     

0.70%, 5/28/24

     500,000        473,265  

1.20%, 5/28/26

     100,000        88,579  

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)(b)(e)

     500,000        487,020  

4.84%, 5/9/28

     355,000        332,788  

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)(b)(e)

     830,000        789,936  

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)(b)(e)

     300,000        278,367  

2.65%, 6/24/31, (2.645% fixed rate until 6/24/30; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(b)

     660,000        526,574  

5.75%, 8/9/33, (5.746% fixed rate until 8/9/32; 1-year Constant Maturity Treasury Rate + 3.00% thereafter)(b)

     325,000        314,126  

3.81%, 3/10/42, (3.811% fixed rate until 3/10/41; 1-year Constant Maturity Treasury Rate + 1.70% thereafter)(b)

     250,000        181,638  

5.25%, 8/17/45

     100,000        93,307  

4.95%, 1/10/47

     200,000        178,986  

BAT Capital Corp.

     

3.22%, 8/15/24

     250,000        241,030  

3.56%, 8/15/27

     957,000        873,186  

3.46%, 9/6/29

     162,000        139,096  

4.91%, 4/2/30

     53,000        48,984  

4.39%, 8/15/37

     645,000        501,668  

4.54%, 8/15/47

     155,000        111,315  

4.76%, 9/6/49

     100,000        74,265  

5.28%, 4/2/50

     45,000        35,949  

3.98%, 9/25/50

     185,000        122,194  

BAT International Finance PLC
1.67%, 3/25/26

     50,000        44,460  

BP Capital Markets PLC
3.72%, 11/28/28

     70,000        66,008  

British Telecommunications PLC

     

5.13%, 12/4/28

     375,000        368,722  

9.63%, 12/15/30

     281,000        340,117  

CNH Industrial NV
3.85%, 11/15/27

     89,000        84,370  

Diageo Capital PLC
5.50%, 1/24/33

     250,000        259,613  

GlaxoSmithKline Capital, Inc.
3.88%, 5/15/28

     21,000        20,020  

 

See Notes to Financial Statements.

 

WisdomTree Trust      113  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

HSBC Holdings PLC

     

4.25%, 8/18/25

   $ 375,000      $ 362,966  

2.63%, 11/7/25, (2.633% fixed rate until 11/7/24; Secured Overnight Financing Rate + 1.402% thereafter)(b)

     500,000        473,830  

4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month U.S. dollar London Interbank Offered Rate + 1.348% thereafter)(b)(e)

     500,000        481,820  

2.25%, 11/22/27, (2.251% fixed rate until 11/22/26; Secured Overnight Financing Rate + 1.10% thereafter)(b)

     750,000        660,397  

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)(b)(e)

     390,000        366,822  

4.95%, 3/31/30

     500,000        482,050  

2.80%, 5/24/32, (2.804% fixed rate until 5/24/31; Secured Overnight Financing Rate + 1.187% thereafter)(b)

     412,000        329,106  

4.76%, 3/29/33, (4.762% fixed rate until 3/29/32; Secured Overnight Financing Rate + 2.53% thereafter)(b)

     500,000        449,170  

6.50%, 5/2/36

     450,000        465,219  

6.50%, 9/15/37

     100,000        103,689  

Lloyds Banking Group PLC

     

4.50%, 11/4/24

     400,000        392,100  

3.51%, 3/18/26, (3.511% fixed rate until 3/18/25; 1-year Constant Maturity Treasury Rate + 1.60% thereafter)(b)

     750,000        716,505  

4.34%, 1/9/48

     214,000        165,771  

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)(b)(e)

     211,000        201,904  

3.75%, 11/1/29, (3.754% fixed rate until 11/1/24; 5-year Constant Maturity Treasury Rate + 2.10% thereafter)(b)

     250,000        235,595  

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)(b)(e)

     340,000        326,114  

nVent Finance Sarl
4.55%, 4/15/28

     84,000        77,999  

Prudential PLC
3.13%, 4/14/30

     91,000        80,181  

RELX Capital, Inc.

     

4.00%, 3/18/29

     171,000        158,546  

3.00%, 5/22/30

     195,000        168,074  

Reynolds American, Inc.

     

5.70%, 8/15/35

     152,000        138,469  

7.25%, 6/15/37

     150,000        159,044  

5.85%, 8/15/45

     126,000        108,404  

Santander UK Group Holdings PLC

     

6.83%, 11/21/26, (6.833% fixed rate until 11/21/25; Secured Overnight Financing Rate + 2.749% thereafter)(b)

     500,000        508,890  

2.90%, 3/15/32, (2.896% fixed rate until 3/15/31; Secured Overnight Financing Rate + 1.475% thereafter)(b)

   250,000      200,680  

Unilever Capital Corp.

     

2.60%, 5/5/24

     500,000        485,030  

2.90%, 5/5/27

     160,000        149,011  

Vodafone Group PLC

     

4.13%, 5/30/25

     250,000        243,438  

7.88%, 2/15/30

     164,000        186,699  

4.38%, 2/19/43

     64,000        52,408  

5.25%, 5/30/48

     406,000        375,331  

4.88%, 6/19/49

     283,000        245,661  
     

 

 

 
Total United Kingdom

 

     16,626,506  
United States – 32.9%

 

3M Co.
2.88%, 10/15/27

     250,000        227,615  

Abbott Laboratories
3.75%, 11/30/26

     84,000        81,273  

AbbVie, Inc.

     

3.80%, 3/15/25

     700,000        679,196  

2.95%, 11/21/26

     65,000        59,989  

4.25%, 11/14/28

     155,000        148,304  

3.20%, 11/21/29

     624,000        551,891  

4.55%, 3/15/35

     640,000        595,968  

4.50%, 5/14/35

     234,000        217,363  

4.05%, 11/21/39

     40,000        33,862  

4.63%, 10/1/42

     230,000        204,021  

4.75%, 3/15/45

     278,000        249,269  

4.70%, 5/14/45

     230,000        204,107  

4.45%, 5/14/46

     212,000        181,851  

4.25%, 11/21/49

     450,000        375,043  

Activision Blizzard, Inc.

     

3.40%, 9/15/26

     100,000        94,591  

1.35%, 9/15/30

     65,000        50,766  

2.50%, 9/15/50

     150,000        93,819  

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

     44,000        37,667  

Advance Auto Parts, Inc.
3.50%, 3/15/32

     30,000        24,655  

Adventist Health System
2.95%, 3/1/29

     150,000        130,314  

AEP Texas, Inc.

     

3.95%, 6/1/28

     110,000        103,714  

3.80%, 10/1/47

     25,000        18,648  

3.45%, 5/15/51

     225,000        160,830  

AES Corp.
2.45%, 1/15/31

     122,000        96,995  

Aetna, Inc.

     

6.63%, 6/15/36

     55,000        59,234  

4.50%, 5/15/42

     222,000        192,214  

4.13%, 11/15/42

     45,000        36,824  

4.75%, 3/15/44

     120,000        105,191  

3.88%, 8/15/47

     76,000        57,290  

Agilent Technologies, Inc.

     

2.75%, 9/15/29

     33,000        28,538  

2.30%, 3/12/31

     380,000        309,480  

 

See Notes to Financial Statements.

 

114   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Air Lease Corp.

     

0.80%, 8/18/24

   $ 385,000      $ 357,607  

3.25%, 3/1/25

     100,000        94,981  

3.63%, 4/1/27

     186,000        171,081  

3.63%, 12/1/27

     65,000        59,144  

4.63%, 10/1/28

     486,000        454,279  

3.25%, 10/1/29

     100,000        85,374  

Air Products and Chemicals, Inc.
2.05%, 5/15/30

     155,000        129,679  

Alexandria Real Estate Equities, Inc.

     

3.95%, 1/15/28(c)

     95,000        89,663  

4.50%, 7/30/29

     42,000        40,055  

3.38%, 8/15/31

     675,000        593,129  

4.00%, 2/1/50

     35,000        27,231  

3.00%, 5/18/51

     150,000        96,702  

Allstate Corp.
3.28%, 12/15/26

     98,000        92,551  

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

     471,000        511,610  

Altria Group, Inc.

     

4.80%, 2/14/29

     366,000        351,247  

3.40%, 5/6/30

     279,000        240,632  

5.80%, 2/14/39

     184,000        169,620  

3.40%, 2/4/41

     55,000        36,912  

5.38%, 1/31/44

     400,000        348,900  

3.88%, 9/16/46

     67,000        44,836  

5.95%, 2/14/49

     112,000        100,350  

3.70%, 2/4/51

     375,000        238,342  

Amcor Flexibles North America, Inc.
2.69%, 5/25/31

     325,000        263,815  

Ameren Corp.

     

3.65%, 2/15/26

     2,000        1,909  

1.75%, 3/15/28

     88,000        75,047  

Ameren Illinois Co.
1.55%, 11/15/30

     125,000        97,775  

American Airlines Pass-Through Trust

     

3.15%, 8/15/33, Series 2019-1, Class AA

     209,321        181,800  

American Electric Power Co., Inc.

     

1.00%, 11/1/25, Series N

     25,000        22,326  

4.30%, 12/1/28, Series J

     180,000        171,412  

3.25%, 3/1/50

     40,000        26,954  

American Equity Investment Life Holding Co. 5.00%, 6/15/27

     50,000        49,191  

American Express Co.

     

2.25%, 3/4/25

     750,000        706,380  

4.90%, 2/13/26

     500,000        496,225  

American Homes 4 Rent LP

     

4.25%, 2/15/28

     87,000        81,299  

4.90%, 2/15/29

     141,000        134,211  

American Honda Finance Corp.

     

2.15%, 9/10/24

     500,000        477,325  

1.50%, 1/13/25

     150,000        140,388  

1.00%, 9/10/25

     150,000        135,489  

1.80%, 1/13/31

     145,000        116,125  

American International Group, Inc.

     

2.50%, 6/30/25

   500,000      470,985  

3.88%, 1/15/35

     263,000        230,761  

4.38%, 6/30/50

     156,000        131,503  

American Tower Corp.

     

3.55%, 7/15/27

     175,000        161,822  

1.50%, 1/31/28

     181,000        149,589  

3.80%, 8/15/29

     479,000        432,230  

2.90%, 1/15/30

     415,000        351,679  

2.30%, 9/15/31

     290,000        225,475  

3.10%, 6/15/50

     120,000        74,858  

2.95%, 1/15/51

     159,000        96,184  

American Water Capital Corp.

     

3.40%, 3/1/25

     100,000        96,433  

2.95%, 9/1/27

     32,000        29,371  

3.75%, 9/1/28

     234,000        218,958  

4.45%, 6/1/32

     250,000        238,102  

4.00%, 12/1/46

     78,000        62,268  

3.75%, 9/1/47

     95,000        74,391  

4.20%, 9/1/48

     80,000        67,305  

3.45%, 5/1/50

     75,000        55,561  

AmerisourceBergen Corp.

     

3.45%, 12/15/27

     167,000        155,530  

2.70%, 3/15/31

     410,000        341,009  

Amgen, Inc.

     

1.90%, 2/21/25

     850,000        795,345  

2.20%, 2/21/27

     100,000        89,653  

3.20%, 11/2/27

     161,000        148,873  

2.45%, 2/21/30

     421,000        354,040  

2.00%, 1/15/32

     285,000        220,846  

3.35%, 2/22/32

     500,000        433,805  

4.20%, 3/1/33

     500,000        459,990  

5.25%, 3/2/33

     750,000        744,780  

3.15%, 2/21/40

     80,000        58,957  

2.80%, 8/15/41

     220,000        151,650  

4.40%, 5/1/45

     176,000        147,423  

4.56%, 6/15/48

     200,000        172,264  

3.38%, 2/21/50

     500,000        349,480  

4.66%, 6/15/51

     100,000        86,583  

3.00%, 1/15/52

     356,000        228,313  

5.65%, 3/2/53

     500,000        496,185  

2.77%, 9/1/53

     70,000        42,362  

Amphenol Corp.
2.80%, 2/15/30

     220,000        189,924  

Analog Devices, Inc.
3.50%, 12/5/26

     83,000        78,788  

Aon Corp.
4.50%, 12/15/28

     509,000        492,987  

Aon Corp. / Aon Global Holdings PLC

     

2.60%, 12/2/31

     49,000        39,985  

2.90%, 8/23/51

     160,000        103,861  

Aon Global Ltd.

     

3.88%, 12/15/25

     50,000        48,258  

4.75%, 5/15/45

     25,000        22,246  

Appalachian Power Co.
3.30%, 6/1/27, Series X

     100,000        93,913  

 

See Notes to Financial Statements.

 

WisdomTree Trust      115  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Aptiv PLC

     

4.35%, 3/15/29

   $ 75,000      $ 71,103  

5.40%, 3/15/49

     150,000        130,716  

3.10%, 12/1/51

     364,000        220,045  

Arch Capital Group Ltd.
3.64%, 6/30/50

     142,000        102,460  

Arch Capital Group U.S., Inc.
5.14%, 11/1/43

     105,000        96,426  

Ares Capital Corp.

     

3.25%, 7/15/25

     250,000        233,050  

2.88%, 6/15/28

     531,000        436,360  

Arizona Public Service Co.
2.95%, 9/15/27

     33,000        30,030  

Arrow Electronics, Inc.
3.88%, 1/12/28

     212,000        194,586  

Arthur J Gallagher & Co.
3.50%, 5/20/51

     190,000        135,062  

Assurant, Inc.
4.90%, 3/27/28(c)

     50,000        48,255  

Assured Guaranty U.S. Holdings, Inc.
3.60%, 9/15/51

     60,000        41,878  

AT&T, Inc.

     

3.88%, 1/15/26

     60,000        57,890  

2.30%, 6/1/27

     125,000        111,495  

4.10%, 2/15/28

     234,000        223,156  

4.35%, 3/1/29

     509,000        482,898  

4.30%, 2/15/30

     267,000        250,812  

2.75%, 6/1/31

     518,000        428,604  

2.25%, 2/1/32

     885,000        691,380  

2.55%, 12/1/33

     584,000        447,543  

4.50%, 5/15/35

     114,000        102,608  

5.25%, 3/1/37

     73,000        70,391  

4.85%, 3/1/39

     135,000        121,403  

3.50%, 6/1/41

     575,000        432,503  

4.30%, 12/15/42

     320,000        265,251  

3.10%, 2/1/43

     25,000        17,548  

5.15%, 11/15/46

     22,000        20,117  

4.55%, 3/9/49

     29,000        24,099  

5.15%, 2/15/50

     205,000        187,971  

3.65%, 6/1/51

     200,000        143,234  

3.30%, 2/1/52

     388,000        266,044  

3.50%, 9/15/53

     525,000        361,027  

3.55%, 9/15/55

     659,000        447,342  

3.80%, 12/1/57

     670,000        471,184  

3.65%, 9/15/59

     244,000        165,412  

3.85%, 6/1/60

     296,000        207,730  

Athene Holding Ltd.

     

4.13%, 1/12/28

     525,000        491,342  

3.95%, 5/25/51

     38,000        26,804  

Autodesk, Inc.

     

3.50%, 6/15/27

     253,000        237,683  

2.40%, 12/15/31

     20,000        16,015  

AutoNation, Inc.
3.80%, 11/15/27

     215,000        197,422  

AutoZone, Inc.

     

3.13%, 4/18/24

     50,000        48,733  

3.75%, 6/1/27

     163,000        154,891  

3.75%, 4/18/29

   175,000      160,788  

1.65%, 1/15/31

     245,000        189,062  

AvalonBay Communities, Inc.

     

3.20%, 1/15/28

     85,000        78,159  

3.30%, 6/1/29

     175,000        156,922  

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

     100,000        90,563  

Avery Dennison Corp.
4.88%, 12/6/28

     41,000        40,307  

AXIS Specialty Finance LLC
3.90%, 7/15/29

     225,000        205,981  

AXIS Specialty Finance PLC
4.00%, 12/6/27

     195,000        185,652  

Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc.

     

3.34%, 12/15/27

     10,000        9,239  

3.14%, 11/7/29

     245,000        216,609  

Baltimore Gas and Electric Co.
2.25%, 6/15/31

     295,000        238,593  

Bank of America Corp.

     

4.00%, 1/22/25

     241,000        234,886  

3.95%, 4/21/25, Series L

     200,000        193,978  

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)(e)

     610,000        585,960  

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)(b)(e)

     400,000        379,680  

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)(e)

     169,000        161,797  

4.45%, 3/3/26

     220,000        214,040  

1.66%, 3/11/27, Series N, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(b)

     750,000        668,490  

3.56%, 4/23/27, (3.559% fixed rate until 4/23/26; 3-month U.S. dollar London Interbank Offered Rate + 1.06% thereafter)(b)(e)

     250,000        235,060  

1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(b)

     500,000        440,710  

4.18%, 11/25/27, Series L

     230,000        219,287  

4.38%, 4/27/28, (4.376% fixed rate until 4/27/27; Secured Overnight Financing Rate + 1.58% thereafter)(b)

     500,000        478,265  

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)(b)(e)

     150,000        136,928  

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)(b)(e)

     75,000        69,716  

 

See Notes to Financial Statements.

 

116   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate + 1.06% thereafter)(b)

   $ 320,000      $ 269,597  

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)(b)(e)

     145,000        122,948  

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)(b)(e)

     320,000        263,965  

2.65%, 3/11/32, Series N, (2.651% fixed rate until 3/11/31; Secured Overnight Financing Rate + 1.22% thereafter)(b)

     906,000        738,082  

2.69%, 4/22/32, (2.687% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.32% thereafter)(b)

     734,000        595,964  

5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(b)

     250,000        240,720  

2.48%, 9/21/36, (2.482% fixed rate until 9/21/31; 5-year Constant Maturity Treasury Rate + 1.20% thereafter)(b)

     594,000        445,114  

7.75%, 5/14/38

     360,000        425,156  

BankUnited, Inc.
5.13%, 6/11/30

     225,000        213,682  

Baxalta, Inc.
5.25%, 6/23/45

     14,000        13,330  

Baxter International, Inc.

     

3.95%, 4/1/30

     400,000        359,652  

1.73%, 4/1/31

     310,000        230,972  

Becton Dickinson and Co.

     

1.96%, 2/11/31

     434,000        342,009  

4.69%, 12/15/44

     33,000        29,362  

4.67%, 6/6/47

     99,000        87,139  

3.79%, 5/20/50

     112,000        86,635  

Berkshire Hathaway Energy Co.
3.25%, 4/15/28

     73,000        67,551  

Berry Global, Inc.
1.65%, 1/15/27

     175,000        150,619  

Biogen, Inc.

     

2.25%, 5/1/30

     194,000        157,264  

3.15%, 5/1/50

     370,000        245,562  

3.25%, 2/15/51

     157,000        106,143  

Black Hills Corp.

     

2.50%, 6/15/30

     50,000        40,750  

4.35%, 5/1/33

     145,000        129,904  

3.88%, 10/15/49

     114,000        83,634  

Blackstone Private Credit Fund
2.70%, 1/15/25

     305,000        284,504  

Block Financial LLC
3.88%, 8/15/30

     355,000        311,339  

Boardwalk Pipelines LP
3.40%, 2/15/31

     380,000        323,627  

Boeing Co.

     

4.88%, 5/1/25

     600,000        591,750  

2.20%, 2/4/26

     500,000        454,170  

2.80%, 3/1/27

   285,000      259,307  

3.25%, 3/1/28

     249,000        226,774  

5.15%, 5/1/30

     382,000        370,601  

3.63%, 2/1/31

     194,000        170,171  

3.60%, 5/1/34

     169,000        137,054  

6.63%, 2/15/38

     220,000        230,712  

3.55%, 3/1/38

     50,000        37,865  

6.88%, 3/15/39

     155,000        167,226  

5.88%, 2/15/40

     130,000        127,053  

5.71%, 5/1/40

     226,000        216,677  

3.85%, 11/1/48

     25,000        17,885  

3.75%, 2/1/50

     60,000        42,541  

5.81%, 5/1/50

     578,000        551,580  

3.95%, 8/1/59

     50,000        34,738  

5.93%, 5/1/60

     242,000        228,521  

Bon Secours Mercy Health, Inc.

     

3.46%, 6/1/30

     55,000        49,064  

2.10%, 6/1/31, Series 20-2

     100,000        79,294  

Booking Holdings, Inc.
4.63%, 4/13/30

     175,000        169,998  

BorgWarner, Inc.
4.38%, 3/15/45

     27,000        21,055  

Boston Properties LP

     

4.50%, 12/1/28

     50,000        46,471  

2.90%, 3/15/30

     77,000        63,346  

2.45%, 10/1/33

     650,000        475,455  

Boston Scientific Corp.

     

6.75%, 11/15/35

     165,000        181,866  

4.70%, 3/1/49

     22,000        20,004  

BP Capital Markets America, Inc.

     

3.02%, 1/16/27

     162,000        150,694  

4.23%, 11/6/28

     35,000        33,789  

2.72%, 1/12/32

     103,000        86,353  

4.81%, 2/13/33

     500,000        491,310  

Brandywine Operating Partnership LP
4.55%, 10/1/29

     190,000        157,288  

Brighthouse Financial, Inc.

     

5.63%, 5/15/30

     415,000        408,572  

4.70%, 6/22/47

     25,000        19,359  

Bristol-Myers Squibb Co.

     

3.20%, 6/15/26

     500,000        473,600  

1.45%, 11/13/30

     113,000        89,209  

Brixmor Operating Partnership LP
4.05%, 7/1/30

     381,000        337,391  

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

     105,000        99,106  

Broadcom, Inc.

     

3.63%, 10/15/24

     100,000        97,060  

3.46%, 9/15/26

     148,000        138,398  

1.95%, 2/15/28(d)

     233,000        197,547  

4.75%, 4/15/29

     515,000        492,989  

5.00%, 4/15/30

     250,000        240,447  

4.15%, 11/15/30

     790,000        712,604  

2.60%, 2/15/33(d)

     255,000        192,754  

3.42%, 4/15/33(d)

     650,000        523,848  

3.47%, 4/15/34(d)

     180,000        142,747  

 

See Notes to Financial Statements.

 

WisdomTree Trust      117  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.50%, 2/15/41(d)

   $ 374,000      $ 268,143  

3.75%, 2/15/51(d)

     110,000        76,968  

Broadridge Financial Solutions, Inc.
2.90%, 12/1/29

     325,000        274,739  

Broadstone Net Lease LLC
2.60%, 9/15/31

     350,000        253,200  

Brown & Brown, Inc.
2.38%, 3/15/31

     820,000        631,630  

Brunswick Corp.
2.40%, 8/18/31

     70,000        51,563  

Bunge Ltd. Finance Corp.

     

3.75%, 9/25/27

     114,000        107,224  

2.75%, 5/14/31(c)

     107,000        88,132  

Burlington Northern Santa Fe LLC
3.25%, 6/15/27

     100,000        94,445  

Camden Property Trust
2.80%, 5/15/30

     20,000        17,176  

Campbell Soup Co.

     

2.38%, 4/24/30

     175,000        145,621  

4.80%, 3/15/48

     133,000        118,754  

Capital One Financial Corp.

     

4.17%, 5/9/25, (4.166% fixed rate until 5/9/24; Secured Overnight Financing Rate + 1.37% thereafter)(b)

     500,000        488,855  

2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(b)

     500,000        470,535  

3.75%, 3/9/27

     350,000        328,489  

3.80%, 1/31/28(c)

     280,000        259,734  

5.27%, 5/10/33, (5.268% fixed rate until 5/10/22; Secured Overnight Financing Rate + 2.37% thereafter)(b)

     200,000        189,782  

Cardinal Health, Inc.

     

3.41%, 6/15/27

     184,000        171,615  

4.60%, 3/15/43

     50,000        42,359  

4.90%, 9/15/45

     75,000        65,024  

Carlisle Cos., Inc.

     

3.75%, 12/1/27

     126,000        118,096  

2.75%, 3/1/30

     27,000        22,558  

Carrier Global Corp.

     

2.70%, 2/15/31

     305,000        252,485  

3.38%, 4/5/40

     175,000        131,390  

3.58%, 4/5/50

     219,000        158,065  

Caterpillar Financial Services Corp.
2.15%, 11/8/24

     750,000        715,350  

Cboe Global Markets, Inc.
1.63%, 12/15/30

     87,000        68,597  

CDW LLC / CDW Finance Corp.

     

5.50%, 12/1/24

     90,000        89,347  

3.57%, 12/1/31

     326,000        270,326  

Celanese U.S. Holdings LLC
5.90%, 7/5/24

     500,000        499,540  

Centene Corp.

     

4.63%, 12/15/29

     500,000        458,920  

3.00%, 10/15/30

     500,000        409,250  

2.50%, 3/1/31

     500,000        390,945  

CenterPoint Energy Resources Corp.
4.00%, 4/1/28

   295,000      280,931  

CenterPoint Energy, Inc.
1.45%, 6/1/26

     100,000        89,001  

CF Industries, Inc.
4.95%, 6/1/43

     185,000        155,339  

Charles Schwab Corp.

     

4.20%, 3/24/25

     130,000        127,872  

3.85%, 5/21/25

     500,000        486,160  

0.90%, 3/11/26

     53,000        46,776  

1.95%, 12/1/31

     265,000        207,837  

Charter Communications Operating LLC / Charter Communications Operating Capital

     

4.91%, 7/23/25

     500,000        489,360  

4.20%, 3/15/28

     180,000        165,470  

5.05%, 3/30/29

     90,000        84,099  

2.80%, 4/1/31

     455,000        356,119  

6.38%, 10/23/35

     407,000        390,427  

3.50%, 6/1/41

     230,000        150,535  

3.50%, 3/1/42

     243,000        157,304  

6.48%, 10/23/45

     72,000        65,253  

5.38%, 5/1/47

     174,000        138,243  

5.75%, 4/1/48

     47,000        39,168  

5.13%, 7/1/49

     202,000        155,548  

4.80%, 3/1/50

     250,000        182,427  

3.70%, 4/1/51

     380,000        232,549  

3.90%, 6/1/52

     220,000        138,923  

5.25%, 4/1/53

     59,000        46,147  

3.85%, 4/1/61

     55,000        32,384  

4.40%, 12/1/61

     210,000        136,147  

3.95%, 6/30/62

     186,000        110,981  

Cheniere Corpus Christi Holdings LLC

     

5.13%, 6/30/27

     425,000        419,862  

3.70%, 11/15/29

     75,000        67,620  

Cheniere Energy Partners LP

     

4.00%, 3/1/31

     350,000        302,932  

3.25%, 1/31/32

     250,000        200,447  

Chubb INA Holdings, Inc.
1.38%, 9/15/30(c)

     155,000        120,623  

Church & Dwight Co., Inc.
3.15%, 8/1/27

     240,000        224,033  

Cigna Group

     

4.13%, 11/15/25

     150,000        145,983  

3.40%, 3/1/27

     130,000        121,745  

3.05%, 10/15/27

     165,000        151,189  

4.38%, 10/15/28

     509,000        488,935  

2.38%, 3/15/31

     127,000        103,499  

4.80%, 8/15/38

     277,000        255,172  

6.13%, 11/15/41

     61,000        65,603  

4.80%, 7/15/46

     131,000        115,736  

3.88%, 10/15/47

     221,000        169,158  

4.90%, 12/15/48

     150,000        135,171  

3.40%, 3/15/50

     230,000        161,973  

Cintas Corp. No. 2
3.70%, 4/1/27

     48,000        45,868  

Cisco Systems, Inc.
2.50%, 9/20/26

     500,000        462,825  

 

See Notes to Financial Statements.

 

118   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Citigroup, Inc.

     

4.40%, 6/10/25

   $ 500,000      $ 489,365  

1.28%, 11/3/25, (1.281% fixed rate until 11/3/24; Secured Overnight Financing Rate + 0.528% thereafter)(b)

     500,000        464,855  

5.61%, 9/29/26, (5.61% fixed rate until 9/29/25; Secured Overnight Financing Rate + 1.546% thereafter)(b)

     750,000        750,052  

4.45%, 9/29/27

     219,000        209,401  

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)(b)(e)

     225,000        208,579  

4.13%, 7/25/28

     55,000        51,499  

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)(b)(e)

     500,000        465,995  

2.98%, 11/5/30, (2.976% fixed rate until 11/5/29; Secured Overnight Financing Rate + 1.422% thereafter)(b)

     315,000        268,686  

2.67%, 1/29/31, (2.666% fixed rate until 1/29/30; Secured Overnight Financing Rate + 1.146% thereafter)(b)

     149,000        124,157  

4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(b)

     500,000        466,125  

2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(b)

     262,000        210,486  

6.63%, 6/15/32

     336,000        355,686  

3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(b)

     257,000        210,943  

3.79%, 3/17/33, (3.785% fixed rate until 3/17/32; Secured Overnight Financing Rate + 1.939% thereafter)(b)

     475,000        413,559  

6.00%, 10/31/33

     50,000        50,885  

6.68%, 9/13/43

     54,000        59,855  

4.75%, 5/18/46

     100,000        86,386  

Citizens Financial Group, Inc.

     

2.85%, 7/27/26

     284,000        263,632  

2.50%, 2/6/30

     75,000        62,195  

2.64%, 9/30/32

     254,000        193,949  

Clorox Co.

     

3.10%, 10/1/27

     125,000        115,835  

4.60%, 5/1/32(c)

     20,000        19,165  

CMS Energy Corp.

     

3.45%, 8/15/27

     157,000        146,420  

4.75%, 6/1/50, (4.75% fixed rate until 3/1/30; 5-year Constant Maturity Treasury Rate + 4.116% thereafter)(b)

     82,000        73,569  

CNA Financial Corp.
2.05%, 8/15/30

     460,000        366,169  

Coca-Cola Co.

     

3.38%, 3/25/27

     500,000        477,395  

2.90%, 5/25/27

     100,000        93,709  

2.00%, 3/5/31

     304,000        249,736  

Comcast Corp.

     

3.95%, 10/15/25

   550,000      534,770  

3.30%, 2/1/27

     300,000        281,826  

2.65%, 2/1/30

     206,000        177,498  

1.95%, 1/15/31

     85,000        68,213  

1.50%, 2/15/31

     416,000        321,672  

Conagra Brands, Inc.

     

7.00%, 10/1/28

     78,000        83,375  

4.85%, 11/1/28

     187,000        181,341  

8.25%, 9/15/30

     335,000        383,994  

5.40%, 11/1/48

     10,000        9,144  

ConocoPhillips
6.95%, 4/15/29

     130,000        142,748  

Consolidated Edison Co. of New York, Inc. 2.40%, 6/15/31

     40,000        32,776  

Constellation Brands, Inc.

     

3.70%, 12/6/26

     190,000        179,649  

3.50%, 5/9/27

     87,000        81,932  

2.88%, 5/1/30

     210,000        178,481  

4.50%, 5/9/47

     145,000        121,926  

4.10%, 2/15/48

     110,000        86,709  

Constellation Energy Generation LLC

     

6.25%, 10/1/39

     20,000        20,627  

5.60%, 6/15/42

     97,000        93,389  

Consumers Energy Co.
3.80%, 11/15/28

     233,000        220,166  

Continental Airlines Pass-Through Trust
4.00%, 4/29/26, Series 2012-2, Class A

     9,126        8,878  

Corebridge Financial, Inc.

     

3.85%, 4/5/29(d)

     250,000        225,755  

3.90%, 4/5/32(d)

     250,000        219,170  

Corning, Inc.

     

4.75%, 3/15/42

     75,000        68,753  

5.45%, 11/15/79

     250,000        222,432  

Costco Wholesale Corp.

     

1.38%, 6/20/27

     250,000        218,700  

1.60%, 4/20/30

     25,000        20,430  

Crown Castle, Inc.

     

1.35%, 7/15/25

     50,000        45,444  

4.00%, 3/1/27

     155,000        147,771  

3.65%, 9/1/27

     104,000        96,767  

3.80%, 2/15/28

     53,000        49,294  

4.30%, 2/15/29

     305,000        286,965  

3.10%, 11/15/29

     102,000        88,628  

2.25%, 1/15/31

     380,000        304,300  

4.75%, 5/15/47

     190,000        161,460  

5.20%, 2/15/49

     85,000        77,886  

CSX Corp.

     

3.25%, 6/1/27

     99,000        92,345  

3.80%, 3/1/28

     106,000        100,749  

2.40%, 2/15/30

     110,000        92,908  

4.10%, 11/15/32

     19,000        17,521  

6.00%, 10/1/36

     200,000        208,922  

4.10%, 3/15/44

     71,000        59,884  

3.80%, 11/1/46

     130,000        102,083  

4.75%, 11/15/48

     310,000        280,745  

4.50%, 3/15/49

     145,000        127,394  

 

See Notes to Financial Statements.

 

WisdomTree Trust      119  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.80%, 4/15/50

   $ 75,000      $ 58,193  

2.50%, 5/15/51

     85,000        52,550  

4.65%, 3/1/68

     60,000        51,130  

CubeSmart LP

     

2.25%, 12/15/28

     78,000        65,366  

4.38%, 2/15/29

     150,000        139,506  

2.50%, 2/15/32

     200,000        156,506  

CVS Health Corp.

     

3.88%, 7/20/25

     434,000        420,589  

6.25%, 6/1/27

     100,000        104,227  

4.30%, 3/25/28

     697,000        666,618  

3.25%, 8/15/29

     616,000        544,735  

4.88%, 7/20/35

     653,000        614,264  

4.78%, 3/25/38

     116,000        105,444  

6.13%, 9/15/39

     35,000        35,737  

4.13%, 4/1/40

     464,000        381,686  

2.70%, 8/21/40

     96,000        65,092  

5.13%, 7/20/45

     103,000        93,039  

5.05%, 3/25/48

     509,000        457,011  

4.25%, 4/1/50

     130,000        104,151  

Dayton Power & Light Co.
3.95%, 6/15/49

     100,000        79,660  

DCP Midstream Operating LP

     

5.38%, 7/15/25

     250,000        247,612  

3.25%, 2/15/32

     30,000        24,920  

Dell International LLC / EMC Corp.

     

6.02%, 6/15/26

     250,000        253,007  

6.10%, 7/15/27

     222,000        228,394  

5.30%, 10/1/29

     95,000        91,839  

8.10%, 7/15/36

     608,000        682,754  

3.45%, 12/15/51(d)

     150,000        91,775  

Devon Energy Corp.

     

5.25%, 10/15/27

     500,000        495,360  

7.95%, 4/15/32

     85,000        96,740  

5.00%, 6/15/45

     206,000        175,073  

Diamondback Energy, Inc.

     

3.25%, 12/1/26

     220,000        203,887  

3.50%, 12/1/29

     158,000        139,759  

3.13%, 3/24/31(c)

     310,000        260,239  

4.40%, 3/24/51

     77,000        59,770  

Digital Realty Trust LP

     

3.70%, 8/15/27

     163,000        151,101  

4.45%, 7/15/28

     257,000        242,713  

3.60%, 7/1/29

     50,000        44,241  

Discover Bank
4.65%, 9/13/28

     418,000        397,848  

Discovery Communications LLC

     

3.95%, 3/20/28

     201,000        183,750  

4.13%, 5/15/29

     425,000        381,233  

5.00%, 9/20/37

     250,000        214,347  

5.30%, 5/15/49

     30,000        24,119  

4.00%, 9/15/55

     512,000        330,701  

Dollar General Corp.

     

3.88%, 4/15/27

     38,000        36,180  

3.50%, 4/3/30

     368,000        329,599  

4.13%, 4/3/50

     79,000        62,876  

Dollar Tree, Inc.
2.65%, 12/1/31

   440,000      354,640  

Dominion Energy, Inc.

     

3.07%, 8/15/24(b)

     500,000        482,450  

4.25%, 6/1/28

     75,000        71,510  

3.38%, 4/1/30, Series C

     566,000        496,467  

4.35%, 8/15/32, Series A

     99,000        91,402  

5.25%, 8/1/33, Series F

     45,000        43,965  

7.00%, 6/15/38

     25,000        27,504  

4.70%, 12/1/44

     137,000        118,234  

4.60%, 3/15/49, Series A

     47,000        40,102  

Dow Chemical Co.

     

4.80%, 11/30/28

     272,000        267,055  

7.38%, 11/1/29

     195,000        216,723  

4.25%, 10/1/34

     145,000        129,446  

5.25%, 11/15/41

     217,000        204,381  

5.55%, 11/30/48

     29,000        27,704  

6.90%, 5/15/53

     200,000        223,708  

DTE Electric Co.
2.63%, 3/1/31, Series C

     415,000        351,127  

DTE Energy Co.

     

4.22%, 11/1/24(b)

     250,000        244,750  

2.85%, 10/1/26

     100,000        91,900  

Duke Energy Carolinas LLC
4.95%, 1/15/33

     500,000        492,705  

Duke Energy Corp.

     

3.40%, 6/15/29

     92,000        82,316  

2.45%, 6/1/30

     260,000        213,829  

2.55%, 6/15/31

     738,000        595,308  

3.30%, 6/15/41

     66,000        47,903  

4.80%, 12/15/45

     10,000        8,786  

3.75%, 9/1/46

     200,000        147,470  

3.95%, 8/15/47

     125,000        94,756  

4.20%, 6/15/49

     300,000        238,509  

3.25%, 1/15/82, (3.25% fixed rate until 1/15/27; 5-year Constant Maturity Treasury Rate +2.321% thereafter)(b)

     300,000        239,067  

Duke Energy Florida Project Finance LLC
3.11%, 9/1/38, Series 2035

     59,000        47,685  

Duke Energy Progress LLC

     

3.70%, 9/1/28

     60,000        56,393  

3.45%, 3/15/29

     47,000        42,934  

Duke Energy Progress NC Storm Funding LLC 2.39%, 7/1/39, Series A-2

     500,000        398,160  

DuPont de Nemours, Inc.

     

4.73%, 11/15/28

     311,000        306,114  

5.32%, 11/15/38

     56,000        54,460  

5.42%, 11/15/48

     177,000        169,879  

Eastman Chemical Co.

     

4.50%, 12/1/28(c)

     190,000        181,857  

4.80%, 9/1/42

     40,000        34,783  

4.65%, 10/15/44

     45,000        37,569  

Eaton Corp.

     

3.10%, 9/15/27

     206,000        190,498  

4.00%, 11/2/32

     101,000        92,642  

4.15%, 11/2/42

     100,000        85,369  

 

See Notes to Financial Statements.

 

120   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 90,000      $ 84,900  

eBay, Inc.

     

3.60%, 6/5/27

     100,000        94,336  

2.60%, 5/10/31(c)

     240,000        197,342  

4.00%, 7/15/42

     140,000        111,297  

Ecolab, Inc.
4.80%, 3/24/30

     136,000        134,466  

Electronic Arts, Inc.
1.85%, 2/15/31

     344,000        269,730  

Elevance Health, Inc.

     

2.38%, 1/15/25

     485,000        459,135  

3.65%, 12/1/27

     42,000        39,435  

2.25%, 5/15/30

     230,000        189,635  

2.55%, 3/15/31

     362,000        300,312  

4.63%, 5/15/42

     30,000        27,089  

5.10%, 1/15/44

     242,000        227,274  

4.65%, 8/15/44

     26,000        22,941  

4.38%, 12/1/47

     79,000        66,821  

3.13%, 5/15/50

     212,000        147,018  

3.60%, 3/15/51

     262,000        196,060  

Eli Lilly & Co.
3.38%, 3/15/29

     137,000        127,287  

Emerson Electric Co.
2.20%, 12/21/31

     35,000        28,095  

Energy Transfer LP

     

2.90%, 5/15/25

     450,000        424,782  

4.40%, 3/15/27

     10,000        9,556  

5.50%, 6/1/27

     125,000        124,308  

4.00%, 10/1/27

     186,000        173,700  

4.95%, 5/15/28

     145,000        139,877  

4.15%, 9/15/29

     359,000        327,735  

3.75%, 5/15/30

     175,000        155,473  

6.63%, 10/15/36

     50,000        50,955  

5.80%, 6/15/38, Series 20Y

     125,000        117,300  

7.50%, 7/1/38

     35,000        38,098  

6.10%, 2/15/42

     100,000        94,503  

4.95%, 1/15/43

     54,000        44,194  

5.00%, 5/15/44

     310,000        256,581  

5.35%, 5/15/45

     180,000        154,120  

5.30%, 4/15/47

     85,000        72,368  

5.40%, 10/1/47

     133,000        114,677  

6.25%, 4/15/49

     105,000        100,028  

5.00%, 5/15/50

     218,000        179,155  

Enstar Group Ltd.
4.95%, 6/1/29

     296,000        272,311  

Entergy Corp.

     

1.90%, 6/15/28

     144,000        121,980  

2.80%, 6/15/30

     335,000        280,941  

3.75%, 6/15/50

     89,000        65,377  

Entergy Louisiana LLC
3.05%, 6/1/31

     25,000        21,395  

Enterprise Products Operating LLC

     

4.15%, 10/16/28

     372,000        351,685  

3.13%, 7/31/29

     161,000        142,244  

6.65%, 10/15/34, Series H

     160,000        171,104  

7.55%, 4/15/38

     50,000        56,733  

5.95%, 2/1/41

   200,000      202,938  

4.45%, 2/15/43

     150,000        128,525  

4.85%, 3/15/44

     75,000        66,935  

5.10%, 2/15/45

     325,000        298,587  

4.25%, 2/15/48

     110,000        89,507  

4.95%, 10/15/54

     125,000        109,674  

3.95%, 1/31/60

     252,000        186,006  

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)(b)(e)

     267,000        239,205  

5.38%, 2/15/78, (5.375% fixed rate until 2/15/28; 3-month U.S. dollar London Interbank Offered Rate + 2.57% thereafter)(b)(e)

     100,000        83,779  

EPR Properties

     

4.75%, 12/15/26

     15,000        13,733  

3.60%, 11/15/31

     94,000        71,246  

EQT Corp.

     

6.13%, 2/1/25

     500,000        501,130  

7.00%, 2/1/30

     20,000        20,662  

Equifax, Inc.
2.60%, 12/15/25

     300,000        277,845  

Equinix, Inc.

     

1.80%, 7/15/27

     48,000        41,216  

3.20%, 11/18/29

     430,000        375,278  

2.15%, 7/15/30

     40,000        32,005  

3.90%, 4/15/32

     175,000        154,842  

3.00%, 7/15/50

     134,000        85,891  

2.95%, 9/15/51

     115,000        72,091  

Equitable Holdings, Inc.

     

4.35%, 4/20/28

     294,000        279,717  

5.00%, 4/20/48

     95,000        84,107  

ERP Operating LP

     

3.50%, 3/1/28

     72,000        66,558  

4.15%, 12/1/28

     183,000        172,768  

Essential Properties LP
2.95%, 7/15/31

     193,000        144,543  

Essential Utilities, Inc.

     

3.57%, 5/1/29

     367,000        330,234  

4.28%, 5/1/49

     150,000        122,411  

Essex Portfolio LP

     

4.00%, 3/1/29

     125,000        115,170  

3.00%, 1/15/30

     135,000        115,104  

1.65%, 1/15/31

     256,000        192,842  

4.50%, 3/15/48

     35,000        29,204  

Estee Lauder Cos., Inc.
1.95%, 3/15/31

     140,000        113,842  

Everest Reinsurance Holdings, Inc.

     

3.50%, 10/15/50

     150,000        105,755  

3.13%, 10/15/52

     32,000        20,792  

Evergy, Inc.
2.90%, 9/15/29

     174,000        149,202  

Eversource Energy

     

4.20%, 6/27/24

     500,000        491,490  

3.30%, 1/15/28, Series M

     78,000        71,918  

1.65%, 8/15/30, Series R

     325,000        251,651  

 

See Notes to Financial Statements.

 

WisdomTree Trust      121  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Exelon Corp.

     

3.40%, 4/15/26

   $ 200,000      $ 188,692  

3.35%, 3/15/32

     280,000        239,352  

4.95%, 6/15/35

     151,000        143,334  

4.45%, 4/15/46

     60,000        50,060  

Expedia Group, Inc.

     

4.63%, 8/1/27

     133,000        127,147  

3.25%, 2/15/30

     348,000        293,893  

2.95%, 3/15/31

     229,000        184,480  

Extra Space Storage LP
2.55%, 6/1/31

     95,000        75,726  

Federal Realty Investment Trust

     

3.20%, 6/15/29

     71,000        61,584  

4.50%, 12/1/44

     130,000        104,932  

FedEx Corp.

     

3.40%, 2/15/28

     90,000        82,999  

3.10%, 8/5/29

     470,000        414,883  

4.25%, 5/15/30

     50,000        46,947  

4.90%, 1/15/34

     120,000        115,157  

3.25%, 5/15/41

     145,000        104,486  

4.75%, 11/15/45

     250,000        213,927  

4.55%, 4/1/46

     16,000        13,258  

4.40%, 1/15/47

     93,000        76,206  

4.05%, 2/15/48

     75,000        57,728  

5.25%, 5/15/50(c)

     160,000        148,550  

Fidelity National Financial, Inc.

     

4.50%, 8/15/28

     200,000        190,358  

3.40%, 6/15/30

     40,000        34,526  

Fidelity National Information Services, Inc.

     

0.60%, 3/1/24

     175,000        166,808  

1.65%, 3/1/28

     423,000        354,609  

5.10%, 7/15/32(c)

     415,000        397,354  

Fifth Third Bancorp
8.25%, 3/1/38

     300,000        376,002  

Fifth Third Bank NA

     

5.85%, 10/27/25, (5.852% fixed rate until 10/27/24; Secured Overnight Financing Rate + 1.23% thereafter)(b)

     500,000        502,705  

First Republic Bank
4.38%, 8/1/46

     75,000        57,206  

Fiserv, Inc.

     

2.75%, 7/1/24

     481,000        463,121  

2.25%, 6/1/27

     100,000        88,783  

4.20%, 10/1/28

     122,000        114,728  

2.65%, 6/1/30

     373,000        312,563  

4.40%, 7/1/49

     188,000        152,158  

Flex Ltd.
4.88%, 6/15/29

     50,000        47,204  

Flowers Foods, Inc.
3.50%, 10/1/26

     8,000        7,504  

FMC Corp.

     

3.20%, 10/1/26

     101,000        94,343  

3.45%, 10/1/29

     305,000        269,937  

Fortinet, Inc.
1.00%, 3/15/26

     100,000        87,736  

Fox Corp.

     

4.71%, 1/25/29

     360,000        343,962  

3.50%, 4/8/30

     246,000        216,628  

5.48%, 1/25/39

   115,000      105,698  

5.58%, 1/25/49

     37,000        33,736  

Freeport-McMoRan, Inc.

     

4.13%, 3/1/28

     445,000        412,924  

5.40%, 11/14/34

     90,000        85,242  

5.45%, 3/15/43

     150,000        136,094  

FS KKR Capital Corp.

     

3.40%, 1/15/26

     100,000        90,656  

3.13%, 10/12/28

     240,000        197,246  

GATX Corp.

     

3.25%, 9/15/26

     73,000        67,731  

3.50%, 3/15/28

     100,000        90,813  

4.55%, 11/7/28

     143,000        136,145  

4.70%, 4/1/29

     146,000        140,472  

1.90%, 6/1/31

     190,000        143,406  

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

     262,000        242,426  

GE HealthCare Technologies, Inc.

     

5.60%, 11/15/25(d)

     500,000        501,045  

6.38%, 11/22/52(c)(d)

     400,000        432,388  

General Dynamics Corp.

     

2.13%, 8/15/26

     114,000        104,528  

2.63%, 11/15/27

     67,000        60,874  

General Electric Co.

     

6.75%, 3/15/32

     213,000        236,796  

5.88%, 1/14/38

     108,000        112,249  

6.88%, 1/10/39

     160,000        181,536  

4.35%, 5/1/50

     39,000        33,102  

General Mills, Inc.

     

3.20%, 2/10/27

     28,000        26,458  

4.20%, 4/17/28

     255,000        244,861  

2.25%, 10/14/31

     160,000        128,362  

3.00%, 2/1/51

     125,000        88,124  

General Motors Co.

     

6.13%, 10/1/25

     285,000        288,198  

6.80%, 10/1/27

     500,000        522,235  

5.00%, 4/1/35

     185,000        164,387  

6.60%, 4/1/36

     605,000        605,508  

5.15%, 4/1/38

     110,000        95,212  

5.95%, 4/1/49

     200,000        180,066  

General Motors Financial Co., Inc.

     

1.05%, 3/8/24

     565,000        539,699  

2.90%, 2/26/25

     250,000        236,920  

1.50%, 6/10/26

     784,000        684,989  

3.85%, 1/5/28

     231,000        211,453  

3.10%, 1/12/32

     20,000        15,940  

Genuine Parts Co.

     

1.88%, 11/1/30

     43,000        33,262  

2.75%, 2/1/32

     35,000        28,288  

Georgia Power Co.

     

2.20%, 9/15/24, Series A

     50,000        47,734  

4.30%, 3/15/43

     25,000        20,954  

3.25%, 3/15/51, Series A

     105,000        71,299  

Gilead Sciences, Inc.

     

3.65%, 3/1/26

     200,000        191,078  

2.95%, 3/1/27

     72,000        66,701  

 

See Notes to Financial Statements.

 

122   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.65%, 10/1/30

   $ 525,000      $ 415,564  

2.60%, 10/1/40

     210,000        146,670  

4.80%, 4/1/44

     395,000        364,798  

4.50%, 2/1/45

     350,000        308,472  

2.80%, 10/1/50

     153,000        99,551  

Global Payments, Inc.

     

2.15%, 1/15/27

     100,000        87,728  

4.95%, 8/15/27

     38,000        36,794  

4.45%, 6/1/28

     85,000        79,501  

3.20%, 8/15/29

     572,000        486,749  

5.40%, 8/15/32

     200,000        191,526  

4.15%, 8/15/49

     43,000        31,179  

Globe Life, Inc.

     

4.55%, 9/15/28

     75,000        73,688  

2.15%, 8/15/30

     130,000        104,439  

GLP Capital LP / GLP Financing II, Inc.

     

5.75%, 6/1/28

     310,000        304,296  

4.00%, 1/15/30

     495,000        435,140  

Goldman Sachs Group, Inc.

     

3.75%, 5/22/25

     300,000        290,064  

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)(b)(e)

     500,000        480,810  

0.86%, 2/12/26, (0.855% fixed rate until 2/12/25; Secured Overnight Financing Rate + 0.609% thereafter)(b)

     500,000        453,990  

1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(b)

     250,000        220,515  

1.95%, 10/21/27, (1.948% fixed rate until 10/21/26; Secured Overnight Financing Rate + 0.913% thereafter)(b)

     400,000        350,456  

3.62%, 3/15/28, (3.615% fixed rate until 3/15/27; Secured Overnight Financing Rate + 1.846% thereafter)(b)

     500,000        464,465  

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)(b)(e)

     250,000        229,552  

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)(b)(e)

     210,000        196,772  

3.80%, 3/15/30

     322,000        292,370  

2.62%, 4/22/32, (2.615% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.281% thereafter)(b)

     350,000        281,795  

3.10%, 2/24/33, (3.102% fixed rate until 2/24/32; Secured Overnight Financing Rate + 1.41% thereafter)(b)

     333,000        274,602  

6.45%, 5/1/36

     160,000        166,814  

6.75%, 10/1/37

     370,000        394,250  

5.15%, 5/22/45

     274,000        253,866  

Golub Capital BDC, Inc.
2.05%, 2/15/27

     200,000        167,622  

GSK Consumer Healthcare Capital U.S. LLC 3.02%, 3/24/24

     500,000        486,295  

GSK Consumer Healthcare Capital UK PLC 3.13%, 3/24/25

   250,000      238,127  

GXO Logistics, Inc.
2.65%, 7/15/31

     100,000        76,118  

Halliburton Co.

     

2.92%, 3/1/30

     125,000        108,184  

4.85%, 11/15/35

     208,000        194,178  

6.70%, 9/15/38

     56,000        60,222  

7.45%, 9/15/39

     33,000        37,594  

4.75%, 8/1/43

     167,000        143,926  

5.00%, 11/15/45

     117,000        103,506  

Hanover Insurance Group, Inc.
2.50%, 9/1/30

     23,000        17,905  

Harley-Davidson, Inc.
4.63%, 7/28/45

     110,000        85,835  

Hartford Financial Services Group, Inc.

     

4.30%, 4/15/43

     140,000        116,847  

4.40%, 3/15/48

     130,000        110,910  

3.60%, 8/19/49

     75,000        56,276  

Hasbro, Inc.

     

3.50%, 9/15/27

     234,000        214,653  

6.35%, 3/15/40

     91,000        89,143  

HCA, Inc.

     

5.38%, 2/1/25

     755,000        748,039  

5.88%, 2/15/26

     250,000        250,060  

5.25%, 6/15/26

     100,000        98,602  

4.50%, 2/15/27

     102,000        97,770  

5.63%, 9/1/28

     250,000        247,272  

4.13%, 6/15/29

     301,000        274,226  

2.38%, 7/15/31

     420,000        327,176  

5.13%, 6/15/39

     95,000        84,641  

5.50%, 6/15/47

     69,000        62,207  

5.25%, 6/15/49

     263,000        227,684  

3.50%, 7/15/51

     170,000        111,158  

Healthcare Realty Holdings LP

     

3.10%, 2/15/30

     125,000        106,795  

2.00%, 3/15/31

     300,000        229,455  

Healthpeak Properties Interim, Inc.

     

3.25%, 7/15/26

     128,000        120,056  

2.88%, 1/15/31

     280,000        236,368  

6.75%, 2/1/41

     32,000        33,873  

Hershey Co.
1.70%, 6/1/30

     50,000        40,563  

Hess Corp.

     

4.30%, 4/1/27

     8,000        7,667  

7.13%, 3/15/33

     200,000        215,074  

6.00%, 1/15/40

     296,000        291,273  

Hewlett Packard Enterprise Co.

     

1.45%, 4/1/24

     415,000        397,238  

6.20%, 10/15/35

     42,000        43,249  

6.35%, 10/15/45

     117,000        115,356  

Highwoods Realty LP

     

4.13%, 3/15/28

     25,000        22,251  

4.20%, 4/15/29

     45,000        39,182  

3.05%, 2/15/30

     105,000        83,335  

Home Depot, Inc.

     

2.70%, 4/15/25

     250,000        238,562  

 

See Notes to Financial Statements.

 

WisdomTree Trust      123  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.95%, 6/15/29

   $ 170,000      $ 151,881  

1.38%, 3/15/31

     220,000        169,426  

Honeywell International, Inc.

     

2.30%, 8/15/24

     500,000        480,195  

1.75%, 9/1/31

     250,000        198,060  

Hormel Foods Corp.
1.80%, 6/11/30

     150,000        121,812  

Host Hotels & Resorts LP
3.50%, 9/15/30, Series I

     235,000        196,072  

HP, Inc.

     

1.45%, 6/17/26

     34,000        29,871  

3.40%, 6/17/30

     325,000        277,664  

2.65%, 6/17/31

     211,000        165,930  

4.20%, 4/15/32

     315,000        271,187  

6.00%, 9/15/41(c)

     135,000        132,152  

Hubbell, Inc.
3.50%, 2/15/28

     161,000        149,239  

Hudson Pacific Properties LP

     

4.65%, 4/1/29

     214,000        182,155  

3.25%, 1/15/30

     100,000        75,443  

Humana, Inc.

     

2.15%, 2/3/32

     600,000        463,632  

4.95%, 10/1/44

     57,000        51,319  

4.80%, 3/15/47

     200,000        177,560  

Huntington Bancshares, Inc.

     

4.44%, 8/4/28, (4.443% fixed rate until 8/4/27; Secured Overnight Financing Rate + 1.97% thereafter)(b)

     100,000        95,763  

5.02%, 5/17/33, (5.023% fixed rate until 5/17/32; Secured Overnight Financing Rate + 2.05% thereafter)(b)(c)

     300,000        289,146  

Huntington Ingalls Industries, Inc.

     

3.48%, 12/1/27

     70,000        64,091  

4.20%, 5/1/30

     230,000        210,422  

Huntsman International LLC
4.50%, 5/1/29

     254,000        231,696  

Hyatt Hotels Corp.

     

4.85%, 3/15/26

     93,000        91,514  

4.38%, 9/15/28

     220,000        208,540  

Ingredion, Inc.
3.20%, 10/1/26

     109,000        102,199  

Intel Corp.

     

3.40%, 3/25/25

     500,000        484,030  

2.45%, 11/15/29

     80,000        67,336  

3.90%, 3/25/30

     334,000        308,486  

2.00%, 8/12/31(c)

     270,000        212,123  

International Business Machines Corp.

     

3.00%, 5/15/24

     500,000        486,275  

3.50%, 5/15/29

     400,000        365,132  

4.40%, 7/27/32

     100,000        93,735  

International Flavors & Fragrances, Inc.

     

4.38%, 6/1/47

     100,000        76,128  

5.00%, 9/26/48

     200,000        166,198  

International Paper Co.

     

4.80%, 6/15/44

     70,000        62,518  

4.40%, 8/15/47

     20,000        17,046  

4.35%, 8/15/48(c)

     234,000        196,972  

Interpublic Group of Cos., Inc.

     

4.65%, 10/1/28

   73,000      70,211  

4.75%, 3/30/30

     93,000        88,786  

5.40%, 10/1/48

     210,000        199,500  

Interstate Power and Light Co.

     

4.10%, 9/26/28

     125,000        119,986  

6.25%, 7/15/39

     10,000        10,511  

3.70%, 9/15/46

     50,000        36,986  

3.50%, 9/30/49

     175,000        128,042  

3.10%, 11/30/51

     30,000        20,025  

Invitation Homes Operating Partnership LP 2.00%, 8/15/31

     53,000        39,807  

J.M. Smucker Co.

     

4.25%, 3/15/35

     172,000        155,426  

2.75%, 9/15/41

     75,000        52,333  

4.38%, 3/15/45

     5,000        4,270  

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

     239,000        221,512  

Jackson Financial, Inc.
5.67%, 6/8/32(c)

     30,000        29,288  

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

     27,000        26,689  

JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc.

     

2.50%, 1/15/27(d)

     225,000        196,171  

3.63%, 1/15/32(d)

     500,000        401,270  

6.50%, 12/1/52(d)

     270,000        256,694  

Jefferies Financial Group, Inc.

     

4.85%, 1/15/27

     102,000        100,135  

4.15%, 1/23/30

     203,000        184,038  

2.75%, 10/15/32

     120,000        92,804  

6.25%, 1/15/36

     318,000        331,245  

JetBlue Pass-Through Trust

     

2.75%, 11/15/33,
Series 2019-1, Class AA

     87,454        73,963  

John Deere Capital Corp.

     

4.55%, 10/11/24

     500,000        496,720  

3.05%, 1/6/28

     25,000        23,496  

3.45%, 3/7/29

     60,000        55,667  

2.80%, 7/18/29

     273,000        242,378  

2.45%, 1/9/30

     145,000        124,984  

Johnson Controls International PLC

     

6.00%, 1/15/36

     212,000        219,681  

5.13%, 9/14/45

     11,000        10,248  

4.50%, 2/15/47

     120,000        102,312  

JPMorgan Chase & Co.

     

2.30%, 10/15/25, (2.301% fixed rate until 10/15/24; Secured Overnight Financing Rate + 1.16% thereafter)(b)

     575,000        544,738  

5.55%, 12/15/25, (5.546% fixed rate until 12/15/24; Secured Overnight Financing Rate + 1.07% thereafter)(b)

     250,000        249,867  

2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(b)

     500,000        464,610  

1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(b)

     500,000        443,140  

 

See Notes to Financial Statements.

 

124   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.58%, 4/22/27, (1.578% fixed rate until 4/22/26; Secured Overnight Financing Rate + 0.885% thereafter)(b)

   $ 500,000      $ 442,510  

8.00%, 4/29/27

     101,000        113,181  

3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.337% thereafter)(b)(e)

     250,000        235,105  

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)(b)(e)

     360,000        333,788  

4.85%, 7/25/28, (4.851% fixed rate until 7/25/27; Secured Overnight Financing Rate + 1.99% thereafter)(b)

     500,000        488,875  

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)(b)(e)

     585,000        548,783  

2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(b)

     59,000        48,890  

2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; Secured Overnight Financing Rate + 2.515% thereafter)(b)

     231,000        194,382  

1.95%, 2/4/32, (1.953% fixed rate until 2/4/31; Secured Overnight Financing Rate + 1.065% thereafter)(b)

     500,000        388,535  

2.58%, 4/22/32, (2.58% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.25% thereafter)(b)

     822,000        667,053  

4.91%, 7/25/33, (4.912% fixed rate until 7/25/32; Secured Overnight Financing Rate + 2.08% thereafter)(b)

     350,000        335,268  

Juniper Networks, Inc.

     

1.20%, 12/10/25

     100,000        89,060  

2.00%, 12/10/30

     60,000        46,316  

5.95%, 3/15/41

     75,000        73,566  

Kansas City Southern

     

2.88%, 11/15/29

     120,000        104,096  

4.30%, 5/15/43

     25,000        20,985  

3.50%, 5/1/50

     69,000        50,509  

4.20%, 11/15/69

     65,000        50,095  

Kellogg Co.

     

3.40%, 11/15/27

     270,000        252,247  

7.45%, 4/1/31, Series B

     150,000        170,008  

Kennametal, Inc.
4.63%, 6/15/28

     121,000        114,190  

Keurig Dr. Pepper, Inc.

     

0.75%, 3/15/24

     229,000        217,926  

3.20%, 5/1/30

     634,000        552,506  

2.25%, 3/15/31

     30,000        24,098  

KeyBank NA
3.90%, 4/13/29

     400,000        361,764  

KeyCorp

     

4.10%, 4/30/28

     307,000        291,613  

2.55%, 10/1/29

     120,000        101,719  

Kilroy Realty LP

     

4.25%, 8/15/29

   50,000      43,601  

3.05%, 2/15/30

     270,000        215,452  

Kimberly-Clark Corp.
3.20%, 4/25/29

     97,000        88,513  

Kimco Realty OP LLC

     

2.80%, 10/1/26

     150,000        137,147  

1.90%, 3/1/28

     41,000        34,658  

2.70%, 10/1/30

     50,000        41,375  

4.13%, 12/1/46

     10,000        7,513  

3.70%, 10/1/49

     150,000        106,757  

Kinder Morgan Energy Partners LP

     

7.30%, 8/15/33

     124,000        135,358  

5.80%, 3/15/35

     50,000        48,881  

6.50%, 2/1/37

     25,000        25,301  

5.00%, 8/15/42

     210,000        180,031  

4.70%, 11/1/42

     100,000        83,396  

5.00%, 3/1/43

     100,000        84,805  

5.40%, 9/1/44

     223,000        200,428  

Kinder Morgan, Inc.

     

4.30%, 3/1/28

     132,000        126,007  

2.00%, 2/15/31

     395,000        306,860  

7.80%, 8/1/31

     38,000        42,308  

7.75%, 1/15/32

     247,000        275,882  

5.30%, 12/1/34

     173,000        162,596  

5.55%, 6/1/45

     73,000        66,258  

5.05%, 2/15/46

     55,000        46,516  

5.20%, 3/1/48

     75,000        65,333  

3.25%, 8/1/50

     310,000        196,800  

Kirby Corp.
4.20%, 3/1/28

     106,000        100,010  

Kraft Heinz Foods Co.

     

4.25%, 3/1/31

     525,000        491,893  

5.20%, 7/15/45

     466,000        431,027  

4.38%, 6/1/46

     101,000        82,710  

4.88%, 10/1/49

     296,000        260,761  

5.50%, 6/1/50

     76,000        72,979  

Kroger Co.

     

3.70%, 8/1/27

     245,000        231,353  

1.70%, 1/15/31

     38,000        29,038  

5.40%, 7/15/40

     50,000        47,749  

5.00%, 4/15/42

     66,000        59,807  

5.15%, 8/1/43

     200,000        184,286  

4.65%, 1/15/48

     119,000        102,555  

5.40%, 1/15/49

     10,000        9,545  

Kyndryl Holdings, Inc.

     

2.05%, 10/15/26

     42,000        36,225  

4.10%, 10/15/41

     45,000        30,398  

L3Harris Technologies, Inc.

     

4.40%, 6/15/28

     56,000        53,986  

1.80%, 1/15/31

     205,000        160,111  

4.85%, 4/27/35

     85,000        80,793  

Laboratory Corp. of America Holdings

     

1.55%, 6/1/26

     200,000        177,302  

3.60%, 9/1/27(c)

     335,000        317,701  

4.70%, 2/1/45

     14,000        11,999  

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

     414,000        393,163  

 

See Notes to Financial Statements.

 

WisdomTree Trust      125  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Lear Corp.
4.25%, 5/15/29

   $ 298,000      $ 273,129  

Leggett & Platt, Inc.

     

3.50%, 11/15/27

     120,000        110,554  

3.50%, 11/15/51

     175,000        124,450  

Leidos, Inc.
2.30%, 2/15/31

     320,000        250,419  

Lennar Corp.

     

5.25%, 6/1/26

     100,000        99,059  

5.00%, 6/15/27

     100,000        98,065  

Life Storage LP

     

3.50%, 7/1/26

     35,000        33,077  

3.88%, 12/15/27

     10,000        9,316  

Lincoln National Corp.

     

3.63%, 12/12/26

     88,000        83,029  

3.80%, 3/1/28

     13,000        12,051  

3.05%, 1/15/30

     210,000        177,855  

4.35%, 3/1/48

     178,000        138,993  

Lockheed Martin Corp.
4.95%, 10/15/25

     500,000        501,375  

Lowe’s Cos., Inc.

     

3.13%, 9/15/24

     92,000        88,993  

4.00%, 4/15/25

     650,000        632,918  

3.10%, 5/3/27

     70,000        65,046  

3.65%, 4/5/29

     336,000        307,309  

4.50%, 4/15/30

     440,000        419,549  

2.63%, 4/1/31

     195,000        160,701  

5.00%, 4/15/40

     105,000        96,280  

2.80%, 9/15/41

     65,000        44,074  

4.05%, 5/3/47

     141,000        110,207  

5.13%, 4/15/50

     252,000        229,932  

3.00%, 10/15/50

     585,000        372,388  

LYB International Finance BV
5.25%, 7/15/43

     100,000        89,237  

LYB International Finance III LLC

     

2.25%, 10/1/30

     100,000        80,198  

3.38%, 10/1/40

     195,000        140,104  

4.20%, 10/15/49

     110,000        83,142  

3.80%, 10/1/60

     260,000        173,945  

LyondellBasell Industries NV
4.63%, 2/26/55

     25,000        20,050  

Magellan Midstream Partners LP

     

3.25%, 6/1/30

     125,000        109,229  

5.15%, 10/15/43

     147,000        129,894  

4.20%, 10/3/47

     100,000        76,853  

Manufacturers & Traders Trust Co.
5.40%, 11/21/25

     500,000        500,825  

Marathon Oil Corp.

     

4.40%, 7/15/27

     40,000        38,152  

6.60%, 10/1/37

     104,000        103,728  

Marathon Petroleum Corp.

     

6.50%, 3/1/41

     180,000        186,257  

4.75%, 9/15/44

     51,000        42,682  

4.50%, 4/1/48

     10,000        8,040  

5.00%, 9/15/54

     40,000        33,872  

Markel Corp.

     

3.50%, 11/1/27

     141,000        131,475  

5.00%, 4/5/46

     170,000        150,300  

Marriott International, Inc.

     

4.63%, 6/15/30, Series FF

   157,000      148,307  

2.85%, 4/15/31, Series HH

     361,000        297,836  

3.50%, 10/15/32, Series GG

     318,000        269,495  

Marsh & McLennan Cos., Inc.
4.38%, 3/15/29

     121,000        115,382  

Martin Marietta Materials, Inc.

     

4.25%, 7/2/24

     330,000        325,212  

3.45%, 6/1/27

     35,000        32,646  

2.50%, 3/15/30, Series CB

     23,000        19,061  

2.40%, 7/15/31

     11,000        8,782  

4.25%, 12/15/47

     40,000        33,097  

3.20%, 7/15/51

     146,000        99,200  

Marvell Technology, Inc.
2.95%, 4/15/31

     450,000        362,326  

Masco Corp.
1.50%, 2/15/28

     430,000        356,436  

Massachusetts Institute of Technology
5.60%, 7/1/2111

     60,000        65,145  

Mastercard, Inc.

     

3.50%, 2/26/28

     22,000        20,848  

2.95%, 6/1/29

     209,000        188,217  

1.90%, 3/15/31

     50,000        40,813  

McCormick & Co., Inc.

     

3.40%, 8/15/27

     60,000        55,739  

1.85%, 2/15/31

     235,000        182,174  

McDonald’s Corp.

     

3.30%, 7/1/25

     500,000        481,185  

3.80%, 4/1/28

     18,000        17,070  

2.63%, 9/1/29

     71,000        61,769  

2.13%, 3/1/30

     150,000        124,376  

3.60%, 7/1/30

     216,000        197,050  

4.70%, 12/9/35

     146,000        138,244  

4.88%, 7/15/40

     125,000        118,130  

3.70%, 2/15/42

     200,000        159,132  

4.45%, 3/1/47

     44,000        38,124  

4.45%, 9/1/48

     250,000        218,225  

3.63%, 9/1/49

     181,000        136,507  

4.20%, 4/1/50

     43,000        35,790  

McKesson Corp.
0.90%, 12/3/25

     70,000        62,661  

MDC Holdings, Inc.

     

3.85%, 1/15/30

     50,000        41,865  

3.97%, 8/6/61

     180,000        103,217  

Merck & Co., Inc.

     

2.75%, 2/10/25

     500,000        479,760  

1.45%, 6/24/30

     225,000        180,146  

2.15%, 12/10/31

     140,000        114,264  

Mercury General Corp.
4.40%, 3/15/27

     60,000        57,388  

Meta Platforms, Inc.
3.85%, 8/15/32

     250,000        224,575  

MetLife, Inc.

     

6.40%, 12/15/66

     146,000        147,209  

10.75%, 8/1/69

     25,000        33,970  

Micron Technology, Inc.

     

4.98%, 2/6/26

     500,000        493,710  

5.33%, 2/6/29

     287,000        280,617  

 

See Notes to Financial Statements.

 

126   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.70%, 4/15/32

   $ 25,000      $ 18,991  

Mid-America Apartments LP

     

3.95%, 3/15/29

     140,000        131,912  

1.70%, 2/15/31

     50,000        39,093  

MidAmerican Energy Co.

     

3.10%, 5/1/27

     100,000        93,351  

3.65%, 4/15/29

     100,000        92,721  

6.75%, 12/30/31

     125,000        139,220  

Mississippi Power Co.
3.95%, 3/30/28

     85,000        80,181  

Molson Coors Beverage Co.

     

3.00%, 7/15/26

     500,000        462,585  

5.00%, 5/1/42

     45,000        40,467  

4.20%, 7/15/46

     220,000        171,884  

Mondelez International, Inc.

     

2.75%, 4/13/30

     43,000        36,968  

1.50%, 2/4/31

     475,000        366,182  

1.88%, 10/15/32

     175,000        133,301  

Montefiore Obligated Group
4.29%, 9/1/50

     25,000        15,569  

Moody’s Corp.

     

3.25%, 1/15/28

     58,000        53,411  

2.00%, 8/19/31(c)

     200,000        158,076  

4.25%, 8/8/32

     200,000        185,300  

5.25%, 7/15/44

     50,000        48,039  

3.25%, 5/20/50

     105,000        73,735  

Morgan Stanley

     

5.00%, 11/24/25

     525,000        519,797  

2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(b)

     500,000        466,120  

4.68%, 7/17/26, (4.679% fixed rate until 7/17/25; Secured Overnight Financing Rate + 1.669% thereafter)(b)

     560,000        549,349  

3.95%, 4/23/27

     325,000        307,265  

1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(b)

     500,000        441,650  

1.51%, 7/20/27, (1.512% fixed rate until 7/20/26; Secured Overnight Financing Rate + 0.858% thereafter)(b)

     750,000        654,892  

4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(b)

     500,000        475,500  

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)(b)(e)

     120,000        113,156  

1.79%, 2/13/32, (1.794% fixed rate until 2/13/31; Secured Overnight Financing Rate + 1.034% thereafter)(b)

     356,000        271,165  

7.25%, 4/1/32

     150,000        170,004  

1.93%, 4/28/32, (1.928% fixed rate until 4/28/31; Secured Overnight Financing Rate + 1.02% thereafter)(b)

     225,000        172,485  

2.24%, 7/21/32, (2.239% fixed rate until 7/21/31; Secured Overnight Financing Rate + 1.178% thereafter)(b)

     260,000        202,467  

2.94%, 1/21/33, (2.943% fixed rate until 1/21/32; Secured Overnight Financing Rate + 1.29% thereafter)(b)

   429,000      351,690  

2.48%, 9/16/36, (2.484% fixed rate until 9/16/31; Secured Overnight Financing Rate + 1.36% thereafter)(b)

     508,000        378,922  

Morgan Stanley Domestic Holdings, Inc.
3.80%, 8/24/27

     105,000        98,890  

Mosaic Co.

     

4.05%, 11/15/27

     123,000        116,597  

5.63%, 11/15/43

     88,000        83,765  

Motorola Solutions, Inc.

     

4.60%, 5/23/29

     153,000        144,167  

2.30%, 11/15/30

     100,000        78,266  

2.75%, 5/24/31

     361,000        287,497  

5.50%, 9/1/44

     25,000        22,939  

MPLX LP

     

4.25%, 12/1/27

     175,000        165,595  

4.00%, 3/15/28

     130,000        121,817  

4.80%, 2/15/29

     215,000        206,884  

2.65%, 8/15/30

     210,000        172,555  

4.95%, 9/1/32

     250,000        235,232  

5.20%, 3/1/47

     10,000        8,672  

5.20%, 12/1/47

     227,000        196,432  

4.70%, 4/15/48

     275,000        221,617  

Mylan, Inc.

     

4.55%, 4/15/28

     191,000        178,894  

5.20%, 4/15/48

     150,000        114,983  

Nasdaq, Inc.

     

1.65%, 1/15/31

     440,000        336,939  

2.50%, 12/21/40

     50,000        32,498  

3.95%, 3/7/52

     50,000        38,097  

National Fuel Gas Co.

     

3.95%, 9/15/27

     150,000        138,941  

4.75%, 9/1/28

     105,000        98,879  

National Health Investors, Inc.
3.00%, 2/1/31

     365,000        274,666  

National Retail Properties, Inc.

     

3.60%, 12/15/26

     90,000        84,006  

3.50%, 10/15/27

     15,000        13,739  

2.50%, 4/15/30

     200,000        166,272  

3.50%, 4/15/51

     150,000        104,286  

National Rural Utilities Cooperative Finance Corp.

     

3.90%, 11/1/28

     78,000        73,692  

3.70%, 3/15/29

     142,000        130,565  

1.65%, 6/15/31(c)

     15,000        11,558  

2.75%, 4/15/32

     45,000        37,262  

NewMarket Corp.
2.70%, 3/18/31

     279,000        225,025  

Newmont Corp.

     

2.80%, 10/1/29

     171,000        145,772  

2.60%, 7/15/32

     220,000        175,670  

6.25%, 10/1/39

     98,000        102,793  

5.45%, 6/9/44

     150,000        144,773  

NextEra Energy Capital Holdings, Inc.

     

4.45%, 6/20/25

     401,000        392,731  

1.90%, 6/15/28

     196,000        165,789  

 

See Notes to Financial Statements.

 

WisdomTree Trust      127  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.50%, 4/1/29

   $ 267,000      $ 241,963  

2.75%, 11/1/29

     360,000        306,727  

2.44%, 1/15/32

     100,000        79,238  

3.00%, 1/15/52

     85,000        55,820  

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)(b)(e)

     268,000        238,228  

NIKE, Inc.
2.85%, 3/27/30

     180,000        160,184  

NiSource, Inc.

     

3.60%, 5/1/30

     515,000        460,837  

5.25%, 2/15/43

     25,000        23,930  

4.80%, 2/15/44

     15,000        13,365  

5.65%, 2/1/45

     394,000        387,936  

4.38%, 5/15/47

     131,000        109,792  

Norfolk Southern Corp.

     

3.15%, 6/1/27

     60,000        55,459  

3.80%, 8/1/28

     34,000        31,805  

2.55%, 11/1/29

     193,000        163,463  

4.84%, 10/1/41

     120,000        109,934  

3.95%, 10/1/42

     62,000        50,999  

3.94%, 11/1/47

     113,000        89,593  

4.10%, 5/15/49

     83,000        67,364  

3.05%, 5/15/50

     255,000        170,212  

2.90%, 8/25/51

     110,000        70,714  

3.70%, 3/15/53

     45,000        33,555  

4.10%, 5/15/2121

     120,000        82,169  

Northrop Grumman Corp.

     

2.93%, 1/15/25

     450,000        430,987  

3.20%, 2/1/27

     100,000        94,083  

5.15%, 5/1/40

     275,000        267,347  

5.05%, 11/15/40

     26,000        24,997  

4.03%, 10/15/47

     39,000        32,322  

5.25%, 5/1/50

     205,000        202,778  

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

     180,000        131,524  

NSTAR Electric Co.
3.20%, 5/15/27

     125,000        116,650  

NVIDIA Corp.
2.85%, 4/1/30

     315,000        277,821  

O’Reilly Automotive, Inc.

     

3.60%, 9/1/27

     50,000        46,950  

4.20%, 4/1/30

     225,000        211,003  

1.75%, 3/15/31

     175,000        136,302  

Oglethorpe Power Corp.

     

5.95%, 11/1/39

     50,000        50,941  

5.25%, 9/1/50

     80,000        73,010  

Oklahoma Gas and Electric Co.
3.80%, 8/15/28

     135,000        126,448  

Old Republic International Corp.
3.85%, 6/11/51

     25,000        17,956  

Omega Healthcare Investors, Inc.

     

4.95%, 4/1/24

     275,000        271,120  

4.50%, 4/1/27

     30,000        28,358  

4.75%, 1/15/28

     60,000        56,453  

3.63%, 10/1/29

     112,000        93,181  

Omnicom Group, Inc.
2.45%, 4/30/30

   380,000      316,529  

Oncor Electric Delivery Co. LLC
4.55%, 9/15/32

     500,000        484,810  

ONEOK Partners LP
6.13%, 2/1/41

     195,000        188,926  

ONEOK, Inc.

     

2.20%, 9/15/25

     500,000        458,845  

4.00%, 7/13/27

     115,000        108,285  

4.55%, 7/15/28

     157,000        149,323  

3.40%, 9/1/29

     259,000        224,973  

4.95%, 7/13/47

     25,000        20,559  

7.15%, 1/15/51

     235,000        247,669  

Oracle Corp.

     

2.95%, 11/15/24

     500,000        479,700  

2.50%, 4/1/25

     800,000        754,616  

2.65%, 7/15/26

     100,000        91,413  

2.80%, 4/1/27

     385,000        349,557  

2.30%, 3/25/28

     25,000        21,700  

2.95%, 4/1/30

     435,000        371,516  

2.88%, 3/25/31

     763,000        633,198  

4.30%, 7/8/34

     337,000        296,853  

3.80%, 11/15/37

     240,000        190,217  

6.50%, 4/15/38

     290,000        302,357  

3.60%, 4/1/40

     254,000        187,902  

5.38%, 7/15/40

     560,000        514,534  

4.13%, 5/15/45

     155,000        117,323  

4.00%, 7/15/46

     270,000        197,853  

4.00%, 11/15/47

     270,000        198,002  

3.60%, 4/1/50

     156,000        105,908  

3.95%, 3/25/51

     275,000        197,788  

4.38%, 5/15/55

     173,000        131,373  

3.85%, 4/1/60

     262,000        174,819  

4.10%, 3/25/61

     373,000        260,123  

Oshkosh Corp.
4.60%, 5/15/28

     46,000        44,489  

Otis Worldwide Corp.

     

2.57%, 2/15/30

     448,000        377,866  

3.11%, 2/15/40

     15,000        11,204  

Ovintiv, Inc.
7.20%, 11/1/31

     408,000        430,236  

Owens Corning

     

7.00%, 12/1/36

     32,000        35,023  

4.30%, 7/15/47

     74,000        59,152  

4.40%, 1/30/48

     175,000        141,941  

Owl Rock Capital Corp.
2.88%, 6/11/28

     300,000        240,699  

Owl Rock Core Income Corp.
3.13%, 9/23/26

     77,000        66,757  

Pacific Gas and Electric Co.

     

3.45%, 7/1/25

     250,000        237,147  

2.10%, 8/1/27

     50,000        42,583  

3.75%, 7/1/28

     178,000        160,390  

4.55%, 7/1/30

     525,000        474,432  

2.50%, 2/1/31

     785,000        612,167  

4.40%, 3/1/32

     45,000        39,270  

4.50%, 7/1/40

     257,000        201,555  

 

See Notes to Financial Statements.

 

128   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.20%, 6/1/41

   $ 60,000      $ 45,400  

3.75%, 8/15/42

     350,000        243,988  

4.60%, 6/15/43

     50,000        38,160  

4.75%, 2/15/44

     25,000        19,674  

4.00%, 12/1/46

     100,000        68,388  

4.95%, 7/1/50

     135,000        106,750  

3.50%, 8/1/50

     203,000        128,048  

Packaging Corp. of America

     

3.00%, 12/15/29

     372,000        320,753  

4.05%, 12/15/49

     26,000        20,594  

Paramount Global

     

2.90%, 1/15/27

     92,000        83,248  

3.70%, 6/1/28

     84,000        75,532  

7.88%, 7/30/30

     97,000        104,905  

4.95%, 1/15/31(c)

     248,000        222,084  

4.20%, 5/19/32

     35,000        28,858  

4.85%, 7/1/42

     50,000        37,657  

4.38%, 3/15/43

     273,000        189,910  

5.85%, 9/1/43

     102,000        85,891  

5.25%, 4/1/44

     30,000        23,177  

4.95%, 5/19/50

     190,000        140,912  

Parker-Hannifin Corp.

     

3.65%, 6/15/24

     500,000        489,210  

3.25%, 3/1/27

     145,000        135,107  

3.25%, 6/14/29

     222,000        197,857  

4.10%, 3/1/47(d)

     100,000        83,352  

4.00%, 6/14/49

     105,000        84,906  

PayPal Holdings, Inc.

     

3.90%, 6/1/27

     250,000        240,962  

2.30%, 6/1/30

     90,000        74,244  

Pentair Finance Sarl
4.50%, 7/1/29

     229,000        210,508  

PepsiCo, Inc.

     

2.25%, 3/19/25

     750,000        711,157  

3.00%, 10/15/27

     128,000        119,208  

PerkinElmer, Inc.
2.55%, 3/15/31

     200,000        160,828  

Pfizer, Inc.

     

3.60%, 9/15/28

     94,000        89,480  

3.45%, 3/15/29

     92,000        85,796  

2.63%, 4/1/30

     96,000        83,862  

1.70%, 5/28/30

     32,000        26,177  

1.75%, 8/18/31

     75,000        59,714  

PG&E Recovery Funding LLC

     

5.26%, 1/15/40, Series A-2

     1,000,000        1,016,310  

5.54%, 7/15/49, Series A-3

     1,000,000        1,027,820  

PG&E Wildfire Recovery Funding LLC
5.10%, 6/1/54, Series A-5

     650,000        663,013  

Philip Morris International, Inc.

     

4.88%, 2/13/26

     500,000        494,420  

1.75%, 11/1/30(c)

     410,000        318,066  

Phillips 66

     

3.75%, 3/1/28(d)

     220,000        203,361  

4.65%, 11/15/34

     322,000        301,170  

5.88%, 5/1/42

     155,000        161,158  

4.88%, 11/15/44

     23,000        21,012  

4.90%, 10/1/46(d)

     100,000        88,643  

3.30%, 3/15/52

   200,000      138,014  

Physicians Realty LP
3.95%, 1/15/28

     75,000        69,299  

Piedmont Operating Partnership LP
4.45%, 3/15/24

     45,000        44,488  

Pioneer Natural Resources Co.
1.90%, 8/15/30

     278,000        217,516  

Plains All American Pipeline LP / PAA Finance Corp.

     

4.50%, 12/15/26

     171,000        164,086  

3.55%, 12/15/29

     170,000        147,735  

6.65%, 1/15/37

     252,000        252,915  

4.70%, 6/15/44

     42,000        32,610  

PNC Financial Services Group, Inc.

     

5.67%, 10/28/25, (5.671% fixed rate until 10/28/24; Secured Overnight Financing Index + 1.09% thereafter)(b)

     500,000        502,255  

3.45%, 4/23/29

     58,000        53,391  

2.55%, 1/22/30

     392,000        333,862  

PPG Industries, Inc.
2.55%, 6/15/30

     25,000        20,991  

PPL Capital Funding, Inc.

     

3.10%, 5/15/26

     87,000        81,441  

4.13%, 4/15/30

     100,000        93,554  

President and Fellows of Harvard College
2.52%, 10/15/50

     125,000        84,994  

Principal Financial Group, Inc.
3.70%, 5/15/29

     156,000        145,209  

Progress Energy, Inc.
7.75%, 3/1/31

     19,000        21,446  

Progressive Corp.
6.63%, 3/1/29

     105,000        113,817  

Prologis LP

     

3.25%, 6/30/26

     41,000        38,838  

1.75%, 2/1/31

     160,000        126,496  

1.63%, 3/15/31

     50,000        39,127  

Prudential Financial, Inc.

     

3.88%, 3/27/28

     70,000        66,868  

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)(b)(e)

     861,000        798,216  

6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(b)

     150,000        146,019  

Public Service Co. of Colorado
3.70%, 6/15/28

     251,000        237,346  

Public Service Electric and Gas Co.
3.20%, 5/15/29

     300,000        270,693  

Public Service Enterprise Group, Inc.
1.60%, 8/15/30

     100,000        77,460  

Public Storage

     

3.09%, 9/15/27

     50,000        46,285  

2.25%, 11/9/31

     185,000        149,214  

Puget Energy, Inc.
2.38%, 6/15/28

     104,000        88,648  

 

See Notes to Financial Statements.

 

WisdomTree Trust      129  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

PulteGroup, Inc.
6.00%, 2/15/35

   $ 190,000      $ 186,715  

QUALCOMM, Inc.

     

1.30%, 5/20/28

     50,000        42,121  

2.15%, 5/20/30

     250,000        209,542  

Quanta Services, Inc.
3.05%, 10/1/41

     160,000        107,554  

Quest Diagnostics, Inc.

     

2.95%, 6/30/30

     485,000        418,317  

4.70%, 3/30/45

     25,000        21,705  

Raytheon Technologies Corp.

     

3.20%, 3/15/24

     200,000        195,938  

3.50%, 3/15/27

     190,000        180,048  

7.20%, 8/15/27

     21,000        23,101  

4.13%, 11/16/28

     338,000        321,955  

2.25%, 7/1/30

     175,000        145,087  

1.90%, 9/1/31

     35,000        27,370  

2.38%, 3/15/32

     500,000        403,365  

4.45%, 11/16/38

     152,000        137,659  

4.88%, 10/15/40

     18,000        16,867  

4.70%, 12/15/41

     50,000        46,066  

4.50%, 6/1/42

     196,000        176,400  

4.15%, 5/15/45

     119,000        99,529  

3.75%, 11/1/46

     31,000        24,448  

4.35%, 4/15/47

     102,000        88,710  

4.05%, 5/4/47

     130,000        108,095  

4.63%, 11/16/48

     30,000        27,281  

3.13%, 7/1/50

     85,000        60,041  

2.82%, 9/1/51

     50,000        32,892  

3.03%, 3/15/52

     84,000        58,094  

Realty Income Corp.

     

4.13%, 10/15/26

     55,000        53,042  

3.00%, 1/15/27

     46,000        42,522  

3.65%, 1/15/28

     236,000        221,184  

Regal Rexnord Corp.

     

6.05%, 2/15/26(d)

     250,000        247,942  

6.40%, 4/15/33(d)

     250,000        245,037  

Regency Centers LP

     

4.13%, 3/15/28

     25,000        23,252  

2.95%, 9/15/29

     122,000        103,016  

4.40%, 2/1/47

     38,000        30,652  

4.65%, 3/15/49

     90,000        74,676  

Regeneron Pharmaceuticals, Inc.

     

1.75%, 9/15/30

     224,000        174,592  

2.80%, 9/15/50

     150,000        94,266  

Regions Financial Corp.
7.38%, 12/10/37

     40,000        46,350  

Reinsurance Group of America, Inc.

     

3.90%, 5/15/29

     75,000        68,753  

3.15%, 6/15/30

     400,000        342,720  

Republic Services, Inc.

     

3.95%, 5/15/28

     34,000        32,209  

1.45%, 2/15/31

     280,000        214,816  

1.75%, 2/15/32

     303,000        232,734  

Rockwell Automation, Inc.
3.50%, 3/1/29

     168,000        156,040  

Roper Technologies, Inc.

     

3.80%, 12/15/26

   140,000      133,353  

1.40%, 9/15/27

     44,000        37,328  

2.00%, 6/30/30

     500,000        403,105  

Ross Stores, Inc.
1.88%, 4/15/31

     275,000        215,361  

Royalty Pharma PLC

     

2.20%, 9/2/30

     290,000        227,609  

3.30%, 9/2/40

     101,000        70,525  

3.55%, 9/2/50

     245,000        159,926  

RPM International, Inc.

     

3.75%, 3/15/27

     73,000        68,405  

4.55%, 3/1/29

     45,000        41,835  

2.95%, 1/15/32

     25,000        19,770  

4.25%, 1/15/48

     23,000        17,469  

S&P Global, Inc.

     

2.95%, 1/22/27

     5,000        4,680  

4.25%, 5/1/29

     210,000        199,478  

Sabine Pass Liquefaction LLC

     

5.00%, 3/15/27

     50,000        48,814  

4.20%, 3/15/28

     232,000        218,045  

4.50%, 5/15/30

     412,000        386,126  

Sabra Health Care LP

     

5.13%, 8/15/26

     163,000        154,400  

3.90%, 10/15/29

     100,000        83,384  

Salesforce, Inc.
0.63%, 7/15/24

     500,000        470,030  

Santander Holdings USA, Inc.

     

4.26%, 6/9/25, (4.26% fixed rate until 6/9/24; Secured Overnight Financing Rate + 1.38% thereafter)(b)

     400,000        389,596  

4.40%, 7/13/27

     202,000        192,080  

Sempra Energy

     

3.25%, 6/15/27

     40,000        36,845  

3.40%, 2/1/28

     156,000        142,954  

3.80%, 2/1/38

     213,000        175,540  

ServiceNow, Inc.
1.40%, 9/1/30

     284,000        216,698  

Sherwin-Williams Co.

     

2.95%, 8/15/29

     145,000        125,831  

2.30%, 5/15/30

     240,000        197,618  

4.50%, 6/1/47

     220,000        184,952  

Shire Acquisitions Investments Ireland DAC 3.20%, 9/23/26

     24,000        22,344  

Simon Property Group LP

     

3.38%, 6/15/27

     166,000        154,802  

3.38%, 12/1/27

     37,000        34,258  

1.75%, 2/1/28

     25,000        21,386  

2.45%, 9/13/29

     82,000        68,829  

SITE Centers Corp.
4.70%, 6/1/27

     115,000        107,917  

Skyworks Solutions, Inc.

     

1.80%, 6/1/26

     297,000        261,696  

3.00%, 6/1/31

     110,000        89,202  

Snap-on, Inc.
3.25%, 3/1/27

     150,000        140,817  

 

See Notes to Financial Statements.

 

130   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Sonoco Products Co.

     

2.25%, 2/1/27

   $ 50,000      $ 44,841  

3.13%, 5/1/30

     11,000        9,480  

2.85%, 2/1/32(c)

     150,000        123,111  

Southern California Edison Co.

     

3.65%, 3/1/28, Series B

     125,000        116,978  

4.20%, 3/1/29, Series A

     180,000        169,992  

6.65%, 4/1/29

     208,000        218,951  

Southern Co.

     

4.48%, 8/1/24(b)

     500,000        492,730  

3.70%, 4/30/30, Series A

     25,000        22,563  

4.25%, 7/1/36

     397,000        346,136  

4.40%, 7/1/46

     80,000        65,680  

Southern Co. Gas Capital Corp.

     

5.88%, 3/15/41

     150,000        151,962  

4.40%, 5/30/47

     3,000        2,438  

3.15%, 9/30/51, Series 21A

     150,000        101,598  

Southern Power Co.

     

5.15%, 9/15/41

     50,000        45,793  

5.25%, 7/15/43

     110,000        100,364  

4.95%, 12/15/46, Series F

     260,000        224,822  

Southwest Airlines Co.

     

5.13%, 6/15/27

     225,000        221,940  

3.45%, 11/16/27

     100,000        92,129  

Southwest Gas Corp.

     

3.80%, 9/29/46

     50,000        36,197  

4.15%, 6/1/49

     150,000        115,832  

Southwestern Electric Power Co.

     

1.65%, 3/15/26, Series N

     408,000        365,164  

4.10%, 9/15/28, Series M

     79,000        74,764  

3.85%, 2/1/48, Series L

     150,000        113,025  

3.25%, 11/1/51

     150,000        100,859  

Spectra Energy Partners LP
5.95%, 9/25/43

     100,000        99,055  

Spirit Realty LP

     

2.10%, 3/15/28

     500,000        415,330  

3.40%, 1/15/30

     45,000        38,111  

Stanley Black & Decker, Inc.

     

4.25%, 11/15/28

     159,000        150,164  

2.30%, 3/15/30

     25,000        20,333  

Starbucks Corp.

     

2.00%, 3/12/27

     100,000        88,997  

4.00%, 11/15/28

     158,000        149,902  

3.55%, 8/15/29

     289,000        264,400  

3.00%, 2/14/32

     33,000        28,079  

4.30%, 6/15/45

     50,000        42,286  

4.50%, 11/15/48

     60,000        51,701  

4.45%, 8/15/49

     247,000        210,876  

3.35%, 3/12/50

     10,000        7,138  

3.50%, 11/15/50

     35,000        25,492  

State Street Corp.

     

3.03%, 11/1/34, (3.031% fixed rate until 11/1/29; Secured Overnight Financing Rate + 1.49% thereafter)(b)

     540,000        462,164  

Steel Dynamics, Inc.

     

3.45%, 4/15/30

     26,000        23,120  

3.25%, 1/15/31

     270,000        233,995  

STERIS Irish FinCo Unlimited Co.
2.70%, 3/15/31

   239,000      196,919  

Stifel Financial Corp.
4.00%, 5/15/30

     175,000        155,332  

STORE Capital Corp.

     

4.50%, 3/15/28

     30,000        26,760  

4.63%, 3/15/29

     25,000        22,059  

Stryker Corp.

     

3.50%, 3/15/26

     100,000        95,643  

4.63%, 3/15/46

     218,000        193,771  

2.90%, 6/15/50

     28,000        18,968  

Summa Health
3.51%, 11/15/51

     30,000        21,433  

SVB Financial Group

     

3.13%, 6/5/30(f)

     170,000        143,509  

1.80%, 2/2/31(f)

     231,000        171,728  

Synchrony Financial

     

3.70%, 8/4/26

     119,000        110,469  

3.95%, 12/1/27

     232,000        211,758  

5.15%, 3/19/29

     80,000        75,342  

Sysco Corp.

     

3.25%, 7/15/27

     109,000        100,850  

5.95%, 4/1/30

     123,000        127,619  

5.38%, 9/21/35

     72,000        71,203  

4.50%, 4/1/46

     25,000        20,965  

6.60%, 4/1/50

     232,000        255,040  

T-Mobile USA, Inc.

     

3.50%, 4/15/25

     750,000        718,537  

2.25%, 2/15/26

     500,000        455,325  

3.75%, 4/15/27

     447,000        420,484  

3.88%, 4/15/30

     703,000        637,972  

2.55%, 2/15/31

     738,000        602,880  

2.25%, 11/15/31

     145,000        113,956  

2.70%, 3/15/32

     75,000        60,812  

4.38%, 4/15/40

     190,000        161,679  

3.00%, 2/15/41

     148,000        103,508  

4.50%, 4/15/50

     580,000        482,456  

3.30%, 2/15/51

     198,000        132,939  

3.40%, 10/15/52

     313,000        212,971  

3.60%, 11/15/60

     85,000        56,920  

Targa Resources Corp.
4.95%, 4/15/52

     20,000        16,045  

Targa Resources Partners LP / Targa Resources Partners Finance Corp.
4.88%, 2/1/31

     940,000        855,729  

Target Corp.

     

2.25%, 4/15/25

     500,000        472,570  

3.38%, 4/15/29

     130,000        120,006  

TC PipeLines LP
3.90%, 5/25/27

     117,000        110,639  

TD SYNNEX Corp.

     

1.75%, 8/9/26

     112,000        96,547  

2.65%, 8/9/31

     58,000        45,129  

Teledyne FLIR LLC
2.50%, 8/1/30

     235,000        191,631  

 

See Notes to Financial Statements.

 

WisdomTree Trust      131  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Teledyne Technologies, Inc.

     

2.25%, 4/1/28

   $ 78,000      $ 67,553  

2.75%, 4/1/31

     340,000        278,429  

Texas Instruments, Inc.
2.25%, 9/4/29

     105,000        90,095  

Textron, Inc.

     

3.65%, 3/15/27

     250,000        236,397  

3.38%, 3/1/28

     205,000        186,630  

Thermo Fisher Scientific, Inc.
2.00%, 10/15/31

     240,000        191,887  

Time Warner Cable Enterprises LLC
8.38%, 7/15/33

     75,000        84,347  

Time Warner Cable LLC

     

6.55%, 5/1/37

     201,000        192,074  

7.30%, 7/1/38

     155,000        155,439  

5.50%, 9/1/41

     375,000        316,875  

4.50%, 9/15/42

     125,000        93,253  

Timken Co.
4.50%, 12/15/28

     206,000        195,455  

TJX Cos., Inc.
1.60%, 5/15/31

     170,000        133,936  

Toll Brothers Finance Corp.

     

4.88%, 3/15/27

     145,000        139,645  

3.80%, 11/1/29(c)

     140,000        121,293  

Toyota Motor Credit Corp.

     

4.40%, 9/20/24

     750,000        741,825  

3.95%, 6/30/25

     500,000        488,060  

1.90%, 1/13/27

     178,000        159,233  

2.15%, 2/13/30

     110,000        93,729  

1.65%, 1/10/31

     155,000        123,270  

Trane Technologies Global Holding Co. Ltd.

     

3.75%, 8/21/28

     58,000        54,703  

5.75%, 6/15/43

     50,000        50,549  

Trane Technologies Luxembourg Finance SA

     

3.80%, 3/21/29

     180,000        166,097  

4.50%, 3/21/49

     150,000        126,257  

Transcontinental Gas Pipe Line Co. LLC

     

4.00%, 3/15/28

     420,000        396,077  

4.60%, 3/15/48

     200,000        171,698  

Trimble, Inc.
4.90%, 6/15/28

     225,000        216,182  

Truist Bank

     

2.15%, 12/6/24

     500,000        474,375  

3.30%, 5/15/26

     40,000        37,520  

Truist Financial Corp.

     

4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(b)

     490,000        478,034  

1.95%, 6/5/30

     150,000        121,409  

5.12%, 1/26/34, (5.122% fixed rate until 1/26/33; Secured Overnight Financing Rate + 1.85% thereafter)(b)

     200,000        194,758  

Tyson Foods, Inc.

     

4.35%, 3/1/29

     230,000        218,845  

4.88%, 8/15/34

     126,000        120,214  

4.55%, 6/2/47

     50,000        41,890  

5.10%, 9/28/48

     305,000        276,659  

U.S. Bancorp

     

5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(b)

   750,000      758,887  

2.49%, 11/3/36, (2.491% fixed rate until 11/3/31; 5-year Constant Maturity Treasury Rate + 0.95% thereafter)(b)

     327,000        251,705  

UDR, Inc.

     

2.95%, 9/1/26

     40,000        36,930  

3.50%, 1/15/28

     25,000        23,142  

4.40%, 1/26/29

     129,000        121,488  

3.20%, 1/15/30

     260,000        228,353  

3.00%, 8/15/31

     95,000        80,162  

Union Pacific Corp.

     

4.75%, 2/21/26

     500,000        497,860  

6.63%, 2/1/29

     122,000        132,757  

2.38%, 5/20/31

     110,000        91,273  

United Airlines Pass-Through Trust

     

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

     286,199        276,188  

4.00%, 10/11/27, Series 2014-1, Class A

     54,155        50,687  

3.75%, 3/3/28, Series 2014-2, Class A

     217,032        204,097  

3.45%, 1/7/30, Series 2016-1, Class A

     21,294        18,712  

4.15%, 2/25/33, Series 2019-1, Class AA

     45,913        42,073  

United Parcel Service, Inc.

     

3.05%, 11/15/27

     49,000        45,528  

3.40%, 3/15/29

     110,000        101,816  

UnitedHealth Group, Inc.

     

1.15%, 5/15/26

     100,000        88,687  

3.45%, 1/15/27

     93,000        88,261  

3.38%, 4/15/27

     95,000        89,657  

3.70%, 5/15/27

     10,000        9,553  

3.85%, 6/15/28

     70,000        66,473  

3.88%, 12/15/28

     40,000        37,844  

Universal Health Services, Inc.
2.65%, 1/15/32

     365,000        282,835  

University of Notre Dame du Lac
3.39%, 2/15/48, Series 2017

     12,000        9,716  

Unum Group

     

5.75%, 8/15/42

     122,000        112,691  

4.50%, 12/15/49

     75,000        56,785  

Utah Acquisition Sub, Inc.
5.25%, 6/15/46

     110,000        86,002  

Valero Energy Corp.

     

2.15%, 9/15/27

     154,000        135,458  

4.35%, 6/1/28

     257,000        246,496  

2.80%, 12/1/31

     250,000        203,570  

6.63%, 6/15/37

     18,000        19,157  

4.90%, 3/15/45

     93,000        83,833  

3.65%, 12/1/51

     77,000        54,872  

Valero Energy Partners LP
4.50%, 3/15/28

     50,000        48,382  

Valmont Industries, Inc.
5.00%, 10/1/44

     55,000        47,986  

Ventas Realty LP

     

3.50%, 2/1/25

     100,000        96,026  

4.00%, 3/1/28

     115,000        106,778  

 

See Notes to Financial Statements.

 

132   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.40%, 1/15/29

   $ 160,000      $ 149,152  

3.00%, 1/15/30

     140,000        119,245  

2.50%, 9/1/31

     370,000        292,485  

Verisk Analytics, Inc.

     

5.50%, 6/15/45

     125,000        117,299  

3.63%, 5/15/50

     45,000        31,495  

Verizon Communications, Inc.

     

3.38%, 2/15/25

     500,000        483,070  

0.85%, 11/20/25

     295,000        263,774  

4.13%, 3/16/27

     188,000        181,027  

4.33%, 9/21/28

     436,000        417,719  

3.88%, 2/8/29

     587,000        547,201  

4.02%, 12/3/29

     223,000        206,063  

3.15%, 3/22/30

     350,000        306,666  

1.68%, 10/30/30

     204,000        157,710  

1.75%, 1/20/31

     505,000        389,991  

2.55%, 3/21/31

     947,000        774,513  

2.36%, 3/15/32

     675,000        530,921  

4.40%, 11/1/34

     130,000        118,318  

5.25%, 3/16/37

     100,000        97,751  

2.65%, 11/20/40

     330,000        223,671  

3.40%, 3/22/41

     390,000        294,544  

2.85%, 9/3/41

     214,000        148,567  

4.13%, 8/15/46

     300,000        245,100  

4.00%, 3/22/50

     502,000        397,699  

2.88%, 11/20/50

     220,000        138,860  

3.55%, 3/22/51

     376,000        271,716  

5.01%, 8/21/54

     100,000        92,733  

2.99%, 10/30/56

     256,000        156,915  

3.00%, 11/20/60

     46,000        27,762  

3.70%, 3/22/61(c)

     383,000        269,774  

VF Corp.

     

2.80%, 4/23/27

     130,000        117,953  

2.95%, 4/23/30

     160,000        132,203  

Viatris, Inc.

     

2.70%, 6/22/30

     200,000        158,756  

3.85%, 6/22/40

     50,000        34,200  

4.00%, 6/22/50

     475,000        306,864  

VICI Properties LP
4.38%, 5/15/25

     500,000        481,920  

Virginia Electric and Power Co.
2.40%, 3/30/32

     167,000        135,046  

VMware, Inc.

     

4.50%, 5/15/25

     500,000        489,820  

4.65%, 5/15/27

     100,000        96,648  

3.90%, 8/21/27

     114,000        106,604  

2.20%, 8/15/31

     180,000        136,615  

Vontier Corp.
2.95%, 4/1/31

     175,000        133,823  

Voya Financial, Inc.

     

4.80%, 6/15/46

     52,000        43,606  

4.70%, 1/23/48, (4.70% fixed rate until 1/23/28; 3-month U.S. dollar London Interbank Offered Rate + 2.084% thereafter)(b)(e)

     40,000        34,138  

Vulcan Materials Co.

     

3.90%, 4/1/27

     20,000        19,106  

4.50%, 6/15/47

     80,000        68,742  

4.70%, 3/1/48

   30,000      26,455  

W.R. Berkley Corp.

     

4.75%, 8/1/44

     8,000        7,185  

4.00%, 5/12/50

     175,000        137,422  

3.15%, 9/30/61

     35,000        21,965  

Walgreens Boots Alliance, Inc.

     

3.45%, 6/1/26

     100,000        93,800  

3.20%, 4/15/30(c)

     150,000        127,184  

4.50%, 11/18/34

     50,000        43,734  

4.80%, 11/18/44

     52,000        43,101  

4.10%, 4/15/50

     125,000        90,868  

Walt Disney Co.

     

3.35%, 3/24/25(c)

     500,000        483,245  

2.00%, 9/1/29

     139,000        116,201  

3.80%, 3/22/30

     25,000        23,262  

Warnermedia Holdings, Inc.

     

3.64%, 3/15/25(d)

     500,000        476,960  

4.28%, 3/15/32(d)

     510,000        440,625  

5.05%, 3/15/42(d)

     525,000        425,491  

5.14%, 3/15/52(d)

     250,000        196,672  

5.39%, 3/15/62(d)

     425,000        331,576  

Waste Connections, Inc.

     

3.50%, 5/1/29

     161,000        146,053  

2.20%, 1/15/32

     531,000        420,563  

Waste Management, Inc.

     

3.15%, 11/15/27

     175,000        161,940  

1.15%, 3/15/28

     121,000        100,213  

1.50%, 3/15/31

     275,000        211,926  

4.15%, 7/15/49

     50,000        43,918  

2.50%, 11/15/50

     50,000        31,399  

WEC Energy Group, Inc.

     

5.00%, 9/27/25

     300,000        297,372  

1.38%, 10/15/27

     85,000        72,083  

Wells Fargo & Co.

     

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)(e)

     250,000        234,247  

3.00%, 4/22/26

     610,000        569,667  

3.91%, 4/25/26, (3.908% fixed rate until 4/25/25; Secured Overnight Financing Rate + 1.32% thereafter)(b)

     500,000        482,830  

4.30%, 7/22/27

     750,000        726,007  

2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(b)

     500,000        442,535  

4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; Secured Overnight Financing Rate + 4.032% thereafter)(b)

     283,000        266,362  

3.35%, 3/2/33, (3.35% fixed rate until 3/2/32; Secured Overnight Financing Rate + 1.50% thereafter)(b)

     424,000        358,958  

5.95%, 12/1/86

     100,000        104,760  

Welltower OP LLC

     

4.25%, 4/15/28

     50,000        47,307  

4.13%, 3/15/29

     175,000        161,863  

3.10%, 1/15/30

     409,000        350,182  

2.80%, 6/1/31

     225,000        182,738  

 

See Notes to Financial Statements.

 

WisdomTree Trust      133  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 500,000      $ 471,935  

Western Union Co.
1.35%, 3/15/26

     100,000        87,984  

Westinghouse Air Brake Technologies Corp.
4.95%, 9/15/28

     209,000        201,896  

Westlake Corp.

     

5.00%, 8/15/46

     85,000        71,821  

4.38%, 11/15/47

     85,000        66,841  

3.13%, 8/15/51

     150,000        92,912  

WestRock MWV LLC
8.20%, 1/15/30

     36,000        41,349  

Weyerhaeuser Co.

     

6.95%, 10/1/27

     75,000        80,017  

4.00%, 11/15/29

     120,000        109,456  

4.00%, 4/15/30

     50,000        45,460  

7.38%, 3/15/32

     61,000        67,961  

Whirlpool Corp.

     

2.40%, 5/15/31

     165,000        131,358  

4.60%, 5/15/50(c)

     185,000        150,744  

Williams Cos., Inc.

     

3.75%, 6/15/27

     149,000        140,206  

2.60%, 3/15/31

     560,000        454,826  

6.30%, 4/15/40

     55,000        56,490  

5.75%, 6/24/44

     47,000        44,912  

5.10%, 9/15/45

     195,000        171,701  

Willis North America, Inc.

     

4.65%, 6/15/27

     183,000        176,848  

4.50%, 9/15/28

     100,000        95,034  

2.95%, 9/15/29

     150,000        128,313  

Wisconsin Power and Light Co.
3.00%, 7/1/29

     110,000        96,781  

Workday, Inc.
3.50%, 4/1/27

     489,000        457,147  

WRKCo, Inc.

     

3.00%, 9/15/24

     123,000        118,368  

4.00%, 3/15/28

     74,000        69,226  

3.90%, 6/1/28

     98,000        91,074  

4.90%, 3/15/29

     162,000        155,450  

3.00%, 6/15/33(c)

     155,000        125,108  

Xcel Energy, Inc.

     

1.75%, 3/15/27

     150,000        131,862  

3.40%, 6/1/30

     80,000        70,939  

2.35%, 11/15/31

     85,000        67,787  

6.50%, 7/1/36

     100,000        108,435  

Xylem, Inc.
1.95%, 1/30/28

     95,000        81,630  

Zimmer Biomet Holdings, Inc.
5.75%, 11/30/39

     108,000        106,806  

Zoetis, Inc.

     

3.00%, 9/12/27

     231,000        213,292  

3.90%, 8/20/28

     131,000        124,185  

4.70%, 2/1/43

     50,000        45,225  

3.95%, 9/12/47

     100,000        81,609  

4.45%, 8/20/48

     75,000        65,168  
     

 

 

 
Total United States

 

     284,441,583  

TOTAL CORPORATE BONDS

(Cost: $382,201,081)

 

 

     341,502,448  
FOREIGN GOVERNMENT AGENCIES – 0.2%

 

Canada – 0.0%

 

Hydro-Quebec
9.38%, 4/15/30, Series HK

   10,000      12,911  
Germany – 0.0%

 

Kreditanstalt fuer Wiederaufbau
5.78%, 6/29/37(g)

     177,000        97,543  
Japan – 0.2%      

Japan Bank for International Cooperation

     

1.88%, 7/21/26

     250,000        226,093  

2.88%, 6/1/27

     320,000        296,246  

2.88%, 7/21/27

     250,000        231,800  

1.88%, 4/15/31

     910,000        742,141  

Japan International Cooperation Agency 2.13%, 10/20/26

     250,000        226,678  
     

 

 

 
Total Japan

 

     1,722,958  
Panama – 0.0%

 

Panama Government International Bond 4.50%, 1/19/63

     315,000        225,962  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $2,435,324)

 

 

     2,059,374  
FOREIGN GOVERNMENT OBLIGATIONS – 2.0%

 

Chile – 0.1%

 

Chile Government International Bond

     

3.24%, 2/6/28

     200,000        185,604  

2.45%, 1/31/31

     200,000        167,180  

2.55%, 1/27/32

     200,000        164,382  
     

 

 

 
Total Chile

 

     517,166  
Hungary – 0.0%

 

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

     138,000        155,534  
Indonesia – 0.3%

 

Indonesia Government International Bond

     

4.10%, 4/24/28

     460,000        445,238  

2.85%, 2/14/30

     540,000        478,710  

3.85%, 10/15/30

     300,000        280,986  

4.35%, 1/11/48

     625,000        551,119  

5.35%, 2/11/49

     200,000        200,608  

4.20%, 10/15/50

     220,000        185,874  

4.45%, 4/15/70

     322,000        271,439  
     

 

 

 
Total Indonesia

 

     2,413,974  
Israel – 0.0%

 

State of Israel
2.50%, 1/15/30

     200,000        174,296  
Italy – 0.1%

 

Republic of Italy Government International Bond

     

2.88%, 10/17/29

     550,000        467,577  

5.38%, 6/15/33

     153,000        151,680  

4.00%, 10/17/49

     350,000        258,657  
     

 

 

 
Total Italy

 

     877,914  

 

See Notes to Financial Statements.

 

134   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
Mexico – 0.5%

 

Mexico Government International Bond

     

3.25%, 4/16/30

   $ 450,000      $ 392,625  

2.66%, 5/24/31

     860,000        696,419  

4.75%, 4/27/32

     355,000        332,202  

7.50%, 4/8/33

     220,000        246,165  

6.75%, 9/27/34

     380,000        406,885  

6.05%, 1/11/40

     102,000        102,001  

4.28%, 8/14/41

     275,000        220,825  

4.75%, 3/8/44

     354,000        295,562  

5.55%, 1/21/45

     200,000        185,394  

4.60%, 1/23/46

     500,000        403,460  

4.35%, 1/15/47

     205,000        159,055  

4.60%, 2/10/48

     200,000        160,428  

4.50%, 1/31/50

     200,000        158,128  

4.40%, 2/12/52

     250,000        191,138  

3.77%, 5/24/61

     260,000        172,533  

5.75%, 10/12/2110

     310,000        275,922  
     

 

 

 
Total Mexico

 

     4,398,742  
Panama – 0.2%

 

Panama Government International Bond

     

8.88%, 9/30/27

     380,000        437,851  

9.38%, 4/1/29

     285,000        342,473  

3.30%, 1/19/33

     500,000        407,870  

6.70%, 1/26/36

     235,000        249,577  

4.50%, 5/15/47

     200,000        154,946  

4.30%, 4/29/53

     295,000        214,896  

4.50%, 4/1/56

     325,000        238,820  
     

 

 

 
Total Panama

 

     2,046,433  
Peru – 0.3%

 

Peruvian Government International Bond

     

4.13%, 8/25/27

     104,000        100,811  

2.84%, 6/20/30

     620,000        525,748  

2.78%, 1/23/31

     525,000        434,369  

8.75%, 11/21/33

     240,000        298,282  

3.00%, 1/15/34

     246,000        194,480  

6.55%, 3/14/37

     55,000        58,856  

5.63%, 11/18/50

     70,000        69,002  

2.78%, 12/1/60

     273,000        158,848  

3.60%, 1/15/72

     313,000        204,320  

3.23%, 7/28/2121

     160,000        93,909  
     

 

 

 
Total Peru

 

     2,138,625  
Philippines – 0.4%

 

Philippine Government International Bond

     

3.00%, 2/1/28

     750,000        692,925  

9.50%, 2/2/30

     282,000        353,560  

2.46%, 5/5/30

     200,000        169,712  

1.95%, 1/6/32

     376,000        297,055  

6.38%, 1/15/32

     285,000        309,174  

5.00%, 1/13/37

     500,000        493,160  

3.95%, 1/20/40

     480,000        405,590  

3.70%, 3/1/41

     200,000        162,702  

3.70%, 2/2/42

     325,000        262,886  
     

 

 

 
Total Philippines

 

     3,146,764  
Poland – 0.0%

 

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

   225,000      213,952  
Uruguay – 0.1%

 

Uruguay Government International Bond

     

4.38%, 1/23/31

     255,000        249,018  

7.63%, 3/21/36

     260,000        324,212  

4.13%, 11/20/45

     120,000        108,512  

5.10%, 6/18/50

     165,000        162,540  

4.98%, 4/20/55

     390,000        375,469  
     

 

 

 
Total Uruguay

 

     1,219,751  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $19,967,051)

 

 

     17,303,151  
SUPRANATIONAL BONDS – 0.0%

 

European Investment Bank
4.88%, 2/15/36

     150,000        159,894  

Inter-American Development Bank

     

3.88%, 10/28/41

     100,000        93,508  

4.38%, 1/24/44

     100,000        99,482  

TOTAL SUPRANATIONAL BONDS

(Cost: $481,880)

 

 

     352,884  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.5%

 

United States – 6.5%

 

Bank

     

2.00%, 11/15/53, Series 2020-BNK29, Class A4

     509,000        405,468  

2.04%, 2/15/54, Series 2021-BNK31, Class A4

     1,000,000        799,683  

2.93%, 2/15/55, Series 2022-BNK39, Class A4

     325,000        274,791  

3.25%, 7/15/60, Series 2017-BNK6, Class A4

     1,000,000        921,476  

2.76%, 9/15/62, Series 2019-BNK20, Class A2

     1,982,101        1,717,622  

Barclays Commercial Mortgage Trust

     

3.66%, 4/15/55, Series 2022-C15, Class A5^(b)

     1,000,000        898,133  

Benchmark Mortgage Trust

     

2.70%, 9/15/43, Series 2020-IG1, Class A1

     300,000        280,388  

3.94%, 7/15/51, Series 2018-B5, Class A3

     1,000,000        935,626  

2.58%, 11/15/54, Series 2021-B30, Class A5

     1,250,000        1,026,052  

3.46%, 3/15/55, Series 2022-B33, Class A5

     350,000        307,975  

3.79%, 4/15/55, Series 2022-B34, Class A5^(b)

     750,000        675,801  

3.72%, 3/15/62, Series 2019-B10, Class A4

     1,000,000        921,133  

Citigroup Commercial Mortgage Trust

     

3.15%, 11/15/49, Series 2016-C3, Class A4

     616,000        567,869  

3.30%, 11/10/52, Series 2019-GC43, Class AS

     500,000        427,029  

 

See Notes to Financial Statements.

 

WisdomTree Trust      135  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.69%, 8/10/56, Series 2019-GC41, Class A2

   $ 242,858      $ 231,463  

2.87%, 8/10/56, Series 2019-GC41, Class A5

     250,000        217,816  

Commercial Mortgage Trust

     

3.96%, 3/10/47, Series 2014-UBS2, Class A5

     1,000,000        983,541  

3.70%, 5/10/47, Series 2014-CR17, Class A4

     1,007,225        990,163  

3.18%, 2/10/48, Series 2015-LC19, Class A4

     1,000,000        954,588  

3.76%, 8/10/48, Series 2015-CR25, Class A4

     250,000        238,811  

CSAIL Commercial Mortgage Trust

     

3.49%, 11/15/48, Series 2016-C5, Class A4

     117,779        113,184  

4.22%, 8/15/51, Series 2018-CX12, Class A4^(b)

     779,577        735,695  

3.33%, 6/15/52, Series 2019-C16, Class A3

     1,000,000        895,699  

2.56%, 3/15/53, Series 2020-C19, Class A3

     500,000        418,339  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

2.81%, 1/25/25, Series K044, Class A2

     826,106        792,741  

3.31%, 9/25/25, Series K051, Class A2

     1,430,000        1,374,145  

2.57%, 7/25/26, Series K057, Class A2

     950,000        887,132  

3.41%, 12/25/26, Series K062, Class A2

     500,000        477,373  

3.12%, 6/25/27, Series K066, Class A2

     750,000        706,407  

3.19%, 7/25/27, Series K067, Class A2

     500,000        471,937  

3.19%, 9/25/27, Series K069, Class A2^(b)

     1,025,000        966,343  

3.35%, 1/25/28, Series K073, Class A2

     1,750,000        1,658,557  

3.93%, 7/25/28, Series K080, Class A2^(b)

     1,000,000        970,129  

2.12%, 3/25/29, Series K749, Class A2^(b)

     350,000        306,382  

2.79%, 6/25/29, Series K095, Class A2

     2,000,000        1,811,315  

2.07%, 1/25/30, Series K106, Class A2

     2,000,000        1,710,904  

1.38%, 7/25/30, Series K116, Class A2

     1,500,000        1,206,502  

1.66%, 12/25/30, Series K124, Class A2

     1,100,000        894,376  

3.90%, 12/25/30, Series K158, Class A2^(b)

     1,500,000        1,438,967  

2.11%, 1/25/31, Series K127, Class A2

     1,600,000        1,345,406  

2.40%, 3/25/32, Series K142, Class A2

     520,000        440,331  

2.58%, 5/25/32, Series K145, Class A2

     1,200,000        1,029,803  

2.92%, 6/25/32, Series K146, Class A2

     500,000        441,561  

Federal National Mortgage Association Alternative Credit Enhancement Securities

     

3.27%, 2/25/29, Series 2019 -M5, Class A2

     1,478,757        1,383,857  

2.44%, 10/25/29, Series 2020-M1, Class A2

     2,600,000        2,285,447  

1.27%, 7/25/30, Series 2020-M42, Class A2

     150,000        119,424  

1.47%, 11/25/30, Series 2021-M1G, Class A2^(b)

     1,000,000        801,406  

3.61%, 2/25/31, Series 2019-M4, Class A2

   1,963,318      1,850,422  

2.94%, 7/25/39, Series 2016-M11, Class AL

     169,673        160,338  

GS Mortgage Securities Trust

     

3.99%, 3/10/51, Series 2018-GS9, Class A4^(b)

     750,000        705,413  

2.90%, 2/13/53, Series 2020-GC45, Class A2

     630,000        589,868  

1.66%, 12/12/53, Series 2020-GSA2, Class AAB

     780,000        674,257  

JP Morgan Chase Commercial Mortgage Securities Trust

     

3.65%, 12/15/49, Series 2016-JP4, Class A4^(b)

     132,000        123,564  

JPMBB Commercial Mortgage Securities Trust

     

4.08%, 2/15/47, Series 2014-C18, Class A5

     1,000,000        982,036  

3.80%, 9/15/47, Series 2014-C22, Class A4

     310,000        301,211  

3.60%, 11/15/48, Series 2015-C32, Class A5

     1,000,000        940,387  

Morgan Stanley Bank of America Merrill Lynch Trust

     

3.08%, 3/15/48, Series 2015-C21, Class A3

     108,046        103,120  

3.31%, 4/15/48, Series 2015-C22, Class A4

     1,000,000        948,856  

3.21%, 10/15/48, Series 2015-C26, Class A3

     694,668        677,420  

3.28%, 10/15/48, Series 2015-C25, Class A3

     492,828        479,965  

3.54%, 1/15/49, Series 2016-C28, Class A4

     1,000,000        943,224  

Morgan Stanley Capital I Trust

     

3.53%, 6/15/50, Series 2017-H1, Class A5

     500,000        463,461  

4.18%, 7/15/51, Series 2018-H3, Class A5

     1,000,000        945,619  

2.57%, 10/15/54, Series 2021-L7, Class A5

     1,000,000        815,563  

UBS Commercial Mortgage Trust

     

3.49%, 8/15/50, Series 2017-C2, Class A4

     1,000,000        926,050  

Wells Fargo Commercial Mortgage Trust

     

2.93%, 7/15/48, Series 2016-C35, Class A4

     1,525,000        1,403,248  

3.72%, 12/15/48, Series 2015-NXS4, Class A4

     500,000        475,682  

3.37%, 10/15/49, Series 2016-LC24, Class AS

     860,000        771,360  

3.42%, 9/15/50, Series 2017-C39, Class A5

     500,000        460,627  

3.75%, 3/15/51, Series 2018-C43, Class A3

     461,138        432,681  

2.63%, 4/15/54, Series 2021-C59, Class A5

     800,000        663,646  

4.00%, 4/15/55, Series 2022-C62, Class A4^(b)

     100,000        91,799  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $59,238,889)

 

 

     56,388,607  

 

See Notes to Financial Statements.

 

136   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
MUNICIPAL BONDS – 0.2%

 

United States – 0.2%

 

Alameda County Joint Powers Authority 7.05%, 12/1/44, Series A

   $ 150,000      $ 184,508  

Los Angeles County Public Works Financing Authority

     

7.62%, 8/1/40

     100,000        127,108  

Los Angeles Department of Water & Power 6.57%, 7/1/45

     70,000        82,925  

Municipal Electric Authority of Georgia
6.64%, 4/1/57, Series A

     213,000        234,015  

Port Authority of New York & New Jersey
5.65%, 11/1/40

     130,000        138,888  

Sales Tax Securitization Corp.
4.64%, 1/1/40, Series A

     95,000        90,296  

San Jose Redevelopment Agency Successor Agency

     

3.38%, 8/1/34, Series A-T

     60,000        53,294  

State of Illinois

     

5.10%, 6/1/33

     595,000        585,347  

6.63%, 2/1/35, Series 1

     92,308        97,129  

University of California
4.86%, 5/15/2112, Series AD

     56,000        50,964  

University of Virginia
3.23%, 9/1/2119, Series A

     150,000        92,904  

TOTAL MUNICIPAL BONDS

(Cost: $1,999,746)

 

 

     1,737,378  
ASSET-BACKED SECURITIES – 3.9%

 

United States – 3.9%

 

American Express Credit Account Master Trust

     

0.90%, 11/15/26, Series 2021-1, Class A

     1,570,000        1,458,870  

3.39%, 5/15/27, Series 2022-2, Class A

     2,000,000        1,928,917  

3.75%, 8/15/27, Series 2022-3, Class A

     900,000        872,698  

AmeriCredit Automobile Receivables Trust

     

2.45%, 11/18/26, Series 2022-1, Class A3

     1,130,000        1,087,765  

BA Credit Card Trust

     

3.53%, 11/15/27, Series 2022-A1, Class A1

     1,150,000        1,111,068  

Barclays Dryrock Issuance Trust

     

3.07%, 2/15/28, Series 2022-1, Class A

     1,250,000        1,195,266  

Capital One Multi-Asset Execution Trust

     

0.55%, 7/15/26, Series 2021-A1, Class A1

     655,000        614,181  

3.49%, 5/15/27, Series 2022-A2, Class A

     1,850,000        1,787,151  

2.06%, 8/15/28, Series 2019-A3, Class A3

     1,000,000        909,100  

1.39%, 7/15/30, Series 2021-A2, Class A2

     1,250,000        1,054,652  

CarMax Auto Owner Trust

     

2.03%, 6/16/25, Series 2020-1, Class A4

     585,000        567,762  

3.97%, 4/15/27, Series 2022-3, Class A3

     1,095,000        1,070,328  

CNH Equipment Trust

     

0.70%, 5/17/27, Series 2021-B, Class A4

     1,000,000        904,042  

Discover Card Execution Note Trust

     

1.96%, 2/15/27, Series 2022-A1, Class A1

     350,000        327,952  

3.32%, 5/15/27, Series 2022-A2, Class A

     545,000        524,401  

Exeter Automobile Receivables Trust

     

5.70%, 8/17/26, Series 2022-6A, Class A3

   1,000,000      1,000,533  

Ford Credit Auto Owner Trust

     

3.93%, 8/15/27, Series 2022-B, Class A4

     750,000        728,915  

GM Financial Automobile Leasing Trust

     

3.42%, 6/20/25, Series 2022-2, Class A3

     500,000        489,441  

4.01%, 9/22/25, Series 2022-3, Class A3

     850,000        836,708  

GM Financial Consumer Automobile Receivables Trust

     

0.58%, 1/16/26, Series 2020-3, Class A4

     1,000,000        945,276  

3.71%, 12/16/27, Series 2022-3, Class A4

     1,250,000        1,205,829  

Honda Auto Receivables Owner Trust

     

3.73%, 7/20/26, Series 2022-2, Class A3

     345,000        336,085  

0.46%, 4/19/27, Series 2020-3, Class A4

     250,000        240,441  

Hyundai Auto Receivables Trust

     

0.60%, 2/16/27, Series 2021-B, Class A4

     1,000,000        908,588  

5.39%, 6/15/27, Series 2015-C, Class A3

     1,000,000        1,003,804  

Mercedes-Benz Auto Lease Trust

     

0.51%, 3/15/27, Series 2021-B, Class A4

     223,000        212,080  

Mercedes-Benz Auto Receivables Trust

     

4.51%, 11/15/27, Series 2023-1, Class A3

     500,000        494,210  

Synchrony Card Funding LLC

     

3.86%, 7/15/28, Series 2022-A2, Class A

     900,000        874,160  

Toyota Auto Receivables Owner Trust

     

0.53%, 10/15/26, Series 2021-B, Class A4

     1,500,000        1,368,372  

3.76%, 4/15/27, Series 2022-C, Class A3

     250,000        243,438  

3.77%, 2/15/28, Series 2022-C, Class A4

     774,000        746,953  

Verizon Master Trust

     

0.50%, 5/20/27, Series 2021-1, Class A

     1,200,000        1,132,580  

1.53%, 7/20/28, Series 2022-2, Class A

     500,000        466,833  

Volkswagen Auto Lease Trust

     

3.65%, 1/20/27, Series 2022-A, Class A4

     1,250,000        1,215,950  

World Omni Auto Receivables Trust

     

0.44%, 8/17/26, Series 2021-C, Class A3

     990,000        945,819  

0.61%, 10/15/26, Series 2020-C, Class A4

     400,000        373,187  

0.64%, 9/15/27, Series 2021-C, Class A4

     1,000,000        908,199  

1.90%, 3/15/28, Series 2022-A, Class A4

     350,000        324,191  

World Omni Automobile Lease Securitization Trust

     

3.21%, 2/18/25, Series 2022-A, Class A3

     1,000,000        978,440  

TOTAL ASSET-BACKED SECURITIES

(Cost: $34,170,229)

 

 

     33,394,185  
REPURCHASE AGREEMENT – 1.5%

 

United States – 1.5%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/28/23 (tri-party custodian: The Bank of New York Mellon Corp.), 4.55% due 3/1/23; Proceeds at maturity –$12,601,593 (fully collateralized by U.S. Treasury Note, 1.50% due 9/30/2024; Market value including accrued interest –$12,852,066)

     
(Cost: $12,600,000)      12,600,000        12,600,000  

 

See Notes to Financial Statements.

 

WisdomTree Trust      137  


Schedule of Investments (unaudited) (concluded)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 28, 2023

 

 

 

Investments in Long Securities    Shares     Value  
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4%

 

United States – 0.4%

 

State Street Navigator Securities Lending Government Money Market Portfolio, 4.60%(h)

    
(Cost: $3,610,920)      3,610,920     $ 3,610,920  

TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT – 102.1%

(Cost: $984,321,804)

 

 

    882,725,665  
Securities Sold Short    Principal
Amount
        
U.S. GOVERNMENT AGENCIES SOLD SHORT – (0.9)%

 

Uniform Mortgage-Backed Securities – (0.9)%

 

2.50%, 3/16/38(a)

   $ (3,100,000     (2,828,703

3.00%, 3/16/38(a)

     (3,225,000     (3,007,651

4.00%, 3/16/38(a)

     (350,000     (341,330

3.00%, 3/13/53(a)

     (1,675,000     (1,473,556

4.00%, 3/13/53(a)

     (275,000     (258,038
TOTAL INVESTMENTS IN SECURITIES SOLD SHORT

 

 

(Proceeds: $8,091,914)

 

    (7,909,278

Other Assets less Liabilities – (1.2)%

 

    (10,273,802
    

 

 

 
NET ASSETS – 100.0%

 

  $ 864,542,585  
^ 

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 February 28, 2023 on securities with variable or step rates.

 

(c) 

Security, or portion thereof, was on loan at February 28, 2023 (See Note 2). At February 28, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,886,984 and the total market value of the collateral held by the Fund was $5,037,207. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,426,287.

 

(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.

 

(e) 

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 Fund’s investments.

 

(f) 

Effective March 10, 2023, the issuer of this security has been placed under receivership and the Federal Deposit Insurance Corporation, appointed as receiver, has taken over the issuer’s operations.

 

(g) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of February 28, 2023.

 

(h) 

Rate shown represents annualized 7-day yield as of February 28, 2023.

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
    Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

    

Investments in Securities

 

    

U.S. Government Agencies

   $      $ 229,898,216     $      $ 229,898,216  

U.S. Government Obligations

            183,878,502              183,878,502  

Corporate Bonds

            341,502,448              341,502,448  

Foreign Government Agencies

            2,059,374              2,059,374  

Foreign Government Obligations

            17,303,151              17,303,151  

Supranational Bonds

            352,884              352,884  

Commercial Mortgage-Backed Securities

            56,388,607              56,388,607  

Municipal Bonds

            1,737,378              1,737,378  

Asset-Backed Securities

            33,394,185              33,394,185  

Repurchase Agreement

            12,600,000              12,600,000  

Investment of Cash Collateral for Securities Loaned

            3,610,920              3,610,920  

Total Investments in Securities

   $      $ 882,725,665     $      $ 882,725,665  

Liabilities:

 

    

Investments in Securities Sold Short

  

U.S. Government Agencies

   $      $ (7,909,278   $      $ (7,909,278

Total – Net

   $      $ 874,816,387     $      $ 874,816,387  

 

See Notes to Financial Statements.

 

138   WisdomTree Trust


Schedule of Investments (unaudited)

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

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT AGENCIES – 16.0%

 

Federal Farm Credit Bank – 1.6%

 

3.13%, 8/26/27

   $ 1,000,000      $ 951,970  
Federal Home Loan Bank – 0.3%

 

0.38%, 9/4/25

     200,000        180,364  
Federal Home Loan Mortgage Corporation – 3.9%

 

0.38%, 4/20/23

     1,146,000        1,139,147  

0.38%, 7/21/25

     40,000        36,116  

0.38%, 9/23/25

     1,293,000        1,162,834  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     2,338,097  
Federal National Mortgage Association – 3.2%

 

2.63%, 9/6/24

     1,850,000        1,786,027  

1.63%, 1/7/25

     175,000        164,974  
     

 

 

 
Total Federal National Mortgage Association

 

     1,951,001  
Tennessee Valley Authority – 0.1%

 

0.75%, 5/15/25

     86,000        78,559  
Uniform Mortgage-Backed Securities – 6.9%

 

2.50%, 3/16/38(a)

     1,016,000        927,085  

3.00%, 3/16/38(a)

     3,459,000        3,225,880  
     

 

 

 
Total Uniform Mortgage-Backed Securities

 

     4,152,965  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $9,980,884)

 

 

     9,652,956  
U.S. GOVERNMENT OBLIGATIONS – 41.0%

 

U.S. Treasury Bill – 8.0%

 

4.59%, 3/28/23*

     4,850,000        4,833,585  
U.S. Treasury Notes – 33.0%

 

0.50%, 3/31/25

     10,250,000        9,395,166  

0.75%, 4/30/26

     1,122,900        1,001,179  

0.63%, 7/31/26

     2,782,900        2,451,996  

2.50%, 3/31/27

     1,250,000        1,165,869  

2.75%, 4/30/27

     1,175,000        1,105,923  

3.25%, 6/30/27

     9,000        8,637  

2.75%, 7/31/27

     1,044,900        981,716  

3.50%, 1/31/28

     4,000,000        3,878,750  
     

 

 

 
Total U.S. Treasury Notes

 

     19,989,236  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $26,279,903)

 

 

     24,822,821  
CORPORATE BONDS – 42.5%

 

Belgium – 0.1%

 

Anheuser-Busch InBev Worldwide, Inc.
4.00%, 4/13/28

     50,000        47,772  
Canada – 2.3%

 

Bank of Montreal
1.85%, 5/1/25

     1,000        930  

1.25%, 9/15/26

     100,000        87,376  

Bank of Nova Scotia
2.20%, 2/3/25

     59,000        55,648  

4.50%, 12/16/25

     58,000        56,262  

1.05%, 3/2/26

     40,000        35,266  

Canadian Imperial Bank of Commerce
3.10%, 4/2/24

     78,000        76,103  

Canadian Natural Resources Ltd.
3.90%, 2/1/25

     30,000        29,101  

Canadian Pacific Railway Co.
1.75%, 12/2/26

   50,000      44,307  

Enbridge, Inc.
2.50%, 1/15/25

     42,000        39,760  

2.50%, 2/14/25

     50,000        47,263  

Nutrien Ltd.
4.00%, 12/15/26

     25,000        24,045  

Royal Bank of Canada
1.15%, 6/10/25

     457,000        417,447  

Toronto-Dominion Bank
1.15%, 6/12/25

     343,000        312,950  

1.95%, 1/12/27

     160,000        142,505  

TransCanada PipeLines Ltd.
4.88%, 1/15/26

     30,000        29,590  
     

 

 

 
Total Canada

 

     1,398,553  
China – 0.3%

 

Baidu, Inc.
4.13%, 6/30/25

     90,000        86,845  

Tencent Music Entertainment Group
1.38%, 9/3/25

     110,000        98,560  
     

 

 

 
Total China

 

     185,405  
France – 0.3%

 

BPCE SA
4.00%, 4/15/24

     170,000        167,348  
Germany – 0.2%

 

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        136,954  
Ireland – 0.5%

 

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.50%, 9/15/23

     130,000        129,158  

6.50%, 7/15/25

     150,000        150,613  
     

 

 

 
Total Ireland

 

     279,771  
Japan – 1.5%

 

Mitsubishi UFJ Financial Group, Inc.
2.19%, 2/25/25

     536,000        502,532  

1.41%, 7/17/25

     50,000        45,470  

Sumitomo Mitsui Financial Group, Inc.
2.70%, 7/16/24

     315,000        303,288  

Toyota Motor Corp.
1.34%, 3/25/26

     73,000        65,548  
     

 

 

 
Total Japan

 

     916,838  
Netherlands – 0.4%

 

Cooperatieve Rabobank UA
4.63%, 12/1/23

     100,000        99,357  

ING Groep NV
3.55%, 4/9/24

     140,000        136,994  
     

 

 

 
Total Netherlands

 

     236,351  
Spain – 0.3%

 

Banco Santander SA
2.71%, 6/27/24

     200,000        192,748  

 

See Notes to Financial Statements.

 

WisdomTree Trust      139  


Schedule of Investments (unaudited) (continued)

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

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
United Kingdom – 2.3%

 

AstraZeneca PLC
3.13%, 6/12/27

   $ 75,000      $ 70,262  

BAT Capital Corp.
3.22%, 8/15/24

     35,000        33,744  

BAT International Finance PLC
1.67%, 3/25/26

     100,000        88,919  

Diageo Capital PLC
1.38%, 9/29/25

     200,000        182,088  

GlaxoSmithKline Capital, Inc.
3.63%, 5/15/25

     25,000        24,266  

HSBC Holdings PLC
4.25%, 3/14/24

     213,000        209,856  

1.65%, 4/18/26, (1.645% fixed rate until 4/18/25; Secured Overnight Financing Rate + 1.538% thereafter)(b)

     50,000        45,860  

2.10%, 6/4/26, (2.099% fixed rate until 6/4/25; Secured Overnight Financing Rate + 1.929% thereafter)(b)

     500,000        460,985  

Lloyds Bank PLC
3.50%, 5/14/25

     200,000        192,128  

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

     50,000        49,166  

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        38,876  
     

 

 

 
Total United Kingdom

 

     1,396,150  
United States – 34.3%

 

3M Co.
2.65%, 4/15/25

     50,000        47,439  

Abbott Laboratories
3.75%, 11/30/26

     50,000        48,376  

AbbVie, Inc.
3.80%, 3/15/25

     100,000        97,028  

3.20%, 5/14/26

     125,000        117,542  

Aetna, Inc.
3.50%, 11/15/24

     7,000        6,788  

Air Lease Corp.
3.00%, 9/15/23

     50,000        49,342  

Air Products and Chemicals, Inc.
1.50%, 10/15/25

     104,000        94,950  

Ally Financial, Inc.
1.45%, 10/2/23

     17,000        16,575  

Amazon.com, Inc.
0.80%, 6/3/25

     50,000        45,630  

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

     76,000        73,294  

3.63%, 12/5/24

     143,000        138,973  

American Honda Finance Corp.
1.20%, 7/8/25

     80,000        72,976  

4.70%, 1/12/28

     50,000        49,326  

American International Group, Inc.
3.90%, 4/1/26

     75,000        72,013  

American Tower Corp.
3.65%, 3/15/27

     131,000        122,096  

Ameriprise Financial, Inc.
3.00%, 4/2/25

   50,000      47,857  

Amgen, Inc.
2.60%, 8/19/26

     20,000        18,369  

2.20%, 2/21/27

     25,000        22,413  

Applied Materials, Inc.
3.30%, 4/1/27

     40,000        37,831  

Ares Capital Corp.
3.88%, 1/15/26

     8,000        7,429  

AT&T, Inc.
2.30%, 6/1/27

     150,000        133,794  

AvalonBay Communities, Inc.
2.95%, 5/11/26

     25,000        23,380  

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

     50,000        46,194  

Bank of America Corp.
3.88%, 8/1/25

     323,000        313,895  

0.98%, 9/25/25, (0.981% fixed rate until 9/25/24; Secured Overnight Financing Rate + 0.91% thereafter)(b)

     50,000        46,404  

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        76,590  

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        718,449  

3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(b)

     100,000        95,714  

Bank of New York Mellon Corp.
1.60%, 4/24/25

     50,000        46,377  

3.35%, 4/25/25

     150,000        144,553  

Baxter International, Inc.
1.92%, 2/1/27

     25,000        21,783  

Becton Dickinson & Co.
3.70%, 6/6/27

     50,000        47,227  

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

     14,000        13,707  

Berry Global, Inc.
1.57%, 1/15/26

     80,000        71,387  

Bestfoods
7.25%, 12/15/26, Series E

     50,000        53,990  

BGC Partners, Inc.
5.38%, 7/24/23

     1,000        999  

Blackstone Secured Lending Fund
3.65%, 7/14/23

     9,000        8,939  

Boeing Co.
2.75%, 2/1/26

     357,000        331,050  

Boston Properties LP
3.65%, 2/1/26

     50,000        47,405  

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

     50,000        47,782  

3.12%, 5/4/26

     25,000        23,627  

3.54%, 4/6/27

     125,000        118,329  

 

See Notes to Financial Statements.

 

140   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

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

   $ 100,000      $ 94,720  

1.13%, 11/13/27

     75,000        63,756  

Broadcom, Inc.
3.15%, 11/15/25

     17,000        16,017  

3.46%, 9/15/26

     60,000        56,107  

Capital One Financial Corp.

     

2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(b)

     300,000        282,321  

Cardinal Health, Inc.
3.41%, 6/15/27

     50,000        46,635  

Carrier Global Corp.
2.24%, 2/15/25

     30,000        28,195  

Caterpillar Financial Services Corp.
1.15%, 9/14/26

     50,000        43,968  

1.70%, 1/8/27

     118,000        106,353  

CDW LLC / CDW Finance Corp.
4.13%, 5/1/25

     25,000        23,990  

Celanese U.S. Holdings LLC
6.05%, 3/15/25

     50,000        49,832  

Charles Schwab Corp.
3.00%, 3/10/25

     91,000        87,170  

4.20%, 3/24/25

     50,000        49,181  

Charter Communications Operating LLC / Charter Communications Operating Capital
4.91%, 7/23/25

     75,000        73,404  

Chubb INA Holdings, Inc.
3.35%, 5/3/26

     50,000        47,659  

Cigna Group
4.13%, 11/15/25

     55,000        53,527  

1.25%, 3/15/26

     37,000        32,882  

Cisco Systems, Inc.
3.50%, 6/15/25

     51,000        49,478  

Citigroup, Inc.

     

2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(b)

     300,000        280,113  

3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(b)

     200,000        190,848  

3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(b)

     78,000        74,079  

3.20%, 10/21/26

     75,000        69,801  

1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(b)

     251,000        222,803  

4.45%, 9/29/27

     105,000        100,398  

Coca-Cola Co.
2.90%, 5/25/27

     75,000        70,282  

Comcast Corp.
3.38%, 8/15/25

     138,000        132,577  

3.95%, 10/15/25

     42,000        40,837  

3.15%, 3/1/26

     255,000        241,095  

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

     25,000        20,819  

Constellation Brands, Inc.
3.70%, 12/6/26

   35,000      33,093  

Costco Wholesale Corp.
3.00%, 5/18/27

     75,000        70,623  

Crown Castle, Inc.
3.20%, 9/1/24

     48,000        46,394  

CSX Corp.
3.25%, 6/1/27

     50,000        46,639  

Cummins, Inc.
0.75%, 9/1/25

     140,000        126,475  

CVS Health Corp.
4.10%, 3/25/25

     80,000        78,428  

3.88%, 7/20/25

     30,000        29,073  

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

     55,000        55,662  

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

     90,000        87,099  

3.60%, 3/15/27, Series B

     50,000        47,196  

Duke Energy Corp.
0.90%, 9/15/25

     49,000        43,858  

Duke Energy Florida LLC
3.20%, 1/15/27

     50,000        47,007  

DuPont de Nemours, Inc.
4.49%, 11/15/25

     30,000        29,510  

Eastman Chemical Co.
3.80%, 3/15/25

     25,000        24,260  

Ecolab, Inc.
1.65%, 2/1/27

     30,000        26,547  

Edison International
4.70%, 8/15/25

     75,000        73,158  

Energy Transfer LP
2.90%, 5/15/25

     155,000        146,314  

Entergy Louisiana LLC
5.59%, 10/1/24

     36,000        36,222  

Enterprise Products Operating LLC
3.95%, 2/15/27

     50,000        47,787  

EOG Resources, Inc.
4.15%, 1/15/26

     25,000        24,441  

Equinix, Inc.
1.25%, 7/15/25

     44,000        39,824  

ERP Operating LP
3.38%, 6/1/25

     12,000        11,515  

Essex Portfolio LP
3.38%, 4/15/26

     20,000        18,725  

Eversource Energy
2.90%, 3/1/27

     60,000        54,991  

Exelon Corp.
3.40%, 4/15/26

     21,000        19,813  

Federal Realty Investment Trust
1.25%, 2/15/26

     20,000        17,786  

Fidelity National Information Services, Inc.
1.15%, 3/1/26

     23,000        20,186  

Fifth Third Bancorp
2.38%, 1/28/25

     100,000        94,482  

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

     140,000        133,101  

 

See Notes to Financial Statements.

 

WisdomTree Trust      141  


Schedule of Investments (unaudited) (continued)

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

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

FS KKR Capital Corp.
3.40%, 1/15/26

   $ 36,000      $ 32,636  

General Dynamics Corp.
3.50%, 5/15/25

     31,000        30,009  

General Mills, Inc.
3.20%, 2/10/27

     4,000        3,780  

General Motors Co.
6.13%, 10/1/25

     99,000        100,111  

General Motors Financial Co., Inc.
3.80%, 4/7/25

     108,000        103,939  

1.25%, 1/8/26

     125,000        110,581  

Georgia Power Co.
2.20%, 9/15/24, Series A

     78,000        74,465  

Gilead Sciences, Inc.
3.65%, 3/1/26

     130,000        124,201  

Global Payments, Inc.
4.80%, 4/1/26

     20,000        19,489  

Goldman Sachs Group, Inc.
3.50%, 4/1/25

     209,000        201,273  

3.75%, 5/22/25

     250,000        241,720  

1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(b)

     680,000        598,849  

HCA, Inc.
5.25%, 4/15/25

     133,000        131,736  

Home Depot, Inc.
2.88%, 4/15/27

     200,000        186,018  

Honeywell International, Inc.
2.50%, 11/1/26

     43,000        39,748  

1.10%, 3/1/27

     25,000        21,761  

HP, Inc.
2.20%, 6/17/25

     142,000        132,693  

Humana, Inc.
1.35%, 2/3/27

     25,000        21,536  

Illinois Tool Works, Inc.
2.65%, 11/15/26

     25,000        23,167  

Intel Corp.
3.70%, 7/29/25

     100,000        96,756  

3.75%, 8/5/27

     50,000        47,547  

Intercontinental Exchange, Inc.
3.75%, 12/1/25

     50,000        48,188  

International Business Machines Corp.
3.00%, 5/15/24

     235,000        228,549  

Intuit, Inc.
0.95%, 7/15/25

     181,000        164,410  

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

     87,000        84,323  

4.05%, 9/8/25

     75,000        73,605  

1.75%, 3/9/27

     75,000        66,963  

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        99,283  

3.88%, 9/10/24

     541,000        528,378  

3.13%, 1/23/25

     76,000        73,259  

2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(b)

   444,000      412,574  

Juniper Networks, Inc.
1.20%, 12/10/25

     45,000        40,077  

Keurig Dr. Pepper, Inc.
3.40%, 11/15/25

     25,000        23,814  

KeyBank NA
3.30%, 6/1/25

     250,000        239,675  

Kinder Morgan, Inc.
1.75%, 11/15/26

     50,000        43,866  

Kraft Heinz Foods Co.
3.88%, 5/15/27

     35,000        33,288  

Kroger Co.
3.70%, 8/1/27

     35,000        33,051  

L3Harris Technologies, Inc.
3.85%, 12/15/26

     50,000        47,721  

Laboratory Corp. of America Holdings
3.60%, 2/1/25

     25,000        24,130  

Lam Research Corp.
3.75%, 3/15/26

     7,000        6,748  

Lennox International, Inc.
1.35%, 8/1/25

     56,000        50,943  

Lockheed Martin Corp.
3.55%, 1/15/26

     25,000        24,167  

5.10%, 11/15/27

     25,000        25,341  

Lowe’s Cos., Inc.
3.35%, 4/1/27

     80,000        74,903  

Marathon Petroleum Corp.
5.13%, 12/15/26

     50,000        49,734  

Marriott International, Inc.
5.00%, 10/15/27

     50,000        49,456  

Martin Marietta Materials, Inc.
3.50%, 12/15/27

     25,000        23,456  

Mastercard, Inc.
2.00%, 3/3/25

     30,000        28,319  

McDonald’s Corp.
3.50%, 7/1/27

     75,000        70,772  

McKesson Corp.
1.30%, 8/15/26

     35,000        30,787  

Merck & Co., Inc.
1.70%, 6/10/27

     300,000        265,074  

Meta Platforms, Inc.
3.50%, 8/15/27

     50,000        47,034  

Mid-America Apartments LP
3.60%, 6/1/27

     25,000        23,657  

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

     25,000        23,069  

Morgan Stanley

     

3.62%, 4/17/25, (3.62% fixed rate until 4/17/24; Secured Overnight Financing Rate + 1.16% thereafter)(b)

     222,000        216,925  

4.00%, 7/23/25

     284,000        276,795  

3.88%, 1/27/26

     80,000        77,022  

2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(b)

     306,000        285,265  

 

See Notes to Financial Statements.

 

142   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

MPLX LP
1.75%, 3/1/26

   $ 100,000      $ 89,474  

National Rural Utilities Cooperative Finance Corp.
3.05%, 4/25/27

     50,000        46,820  

NetApp, Inc.
1.88%, 6/22/25

     80,000        73,747  

NextEra Energy Capital Holdings, Inc.
4.45%, 6/20/25

     75,000        73,453  

1.88%, 1/15/27

     50,000        44,088  

NiSource, Inc.
0.95%, 8/15/25

     170,000        153,384  

Northrop Grumman Corp.
2.93%, 1/15/25

     25,000        23,944  

NVIDIA Corp.
3.20%, 9/16/26

     50,000        47,482  

Oracle Corp.
2.50%, 4/1/25

     244,000        230,158  

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

     30,000        28,013  

Pacific Gas and Electric Co.
4.95%, 6/8/25

     100,000        98,141  

Parker-Hannifin Corp.
4.25%, 9/15/27

     50,000        47,891  

PayPal Holdings, Inc.
2.65%, 10/1/26

     40,000        36,950  

PECO Energy Co.
3.15%, 10/15/25

     35,000        33,408  

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

     75,000        69,415  

Pfizer, Inc.
3.00%, 12/15/26

     380,000        357,599  

Philip Morris International, Inc.
1.50%, 5/1/25

     30,000        27,779  

3.38%, 8/11/25

     10,000        9,593  

Plains All American Pipeline LP / PAA Finance Corp.
4.65%, 10/15/25

     30,000        29,320  

PNC Financial Services Group, Inc.
3.90%, 4/29/24

     100,000        98,409  

Prologis LP
2.13%, 4/15/27

     75,000        67,590  

Prudential Financial, Inc.
1.50%, 3/10/26

     75,000        67,666  

Public Service Electric and Gas Co.
0.95%, 3/15/26

     267,000        237,163  

Public Storage
1.50%, 11/9/26

     30,000        26,597  

QUALCOMM, Inc.
3.45%, 5/20/25

     29,000        28,023  

Ralph Lauren Corp.
3.75%, 9/15/25

     109,000        105,125  

Raytheon Technologies Corp.
3.50%, 3/15/27

     50,000        47,381  

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

     50,000        46,220  

Republic Services, Inc.
3.38%, 11/15/27

   25,000      23,168  

Ryder System, Inc.
1.75%, 9/1/26

     80,000        70,700  

Sabine Pass Liquefaction LLC
5.63%, 3/1/25

     75,000        74,925  

Santander Holdings USA, Inc.
3.45%, 6/2/25

     244,000        232,295  

Sherwin-Williams Co.
3.45%, 6/1/27

     25,000        23,450  

Simon Property Group LP
3.38%, 6/15/27

     100,000        93,254  

Southwest Airlines Co.
5.25%, 5/4/25

     34,000        33,866  

Southwestern Electric Power Co.
1.65%, 3/15/26, Series N

     80,000        71,601  

Stanley Black & Decker, Inc.
3.40%, 3/1/26

     25,000        23,678  

Starbucks Corp.
3.80%, 8/15/25

     8,000        7,760  

State Street Corp.
3.55%, 8/18/25

     168,000        162,150  

2.35%, 11/1/25, (2.354% fixed rate until 11/1/24; Secured Overnight Financing Rate + 0.94% thereafter)(b)

     211,000        200,773  

1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(b)

     50,000        46,697  

Stryker Corp.
3.50%, 3/15/26

     10,000        9,564  

T-Mobile USA, Inc.
2.25%, 2/15/26

     50,000        45,533  

Target Corp.
1.95%, 1/15/27

     280,000        252,434  

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

     35,000        32,408  

Thermo Fisher Scientific, Inc.
4.80%, 11/21/27

     25,000        25,023  

Toyota Motor Credit Corp.
0.80%, 10/16/25

     250,000        224,277  

3.05%, 3/22/27

     150,000        139,698  

Truist Bank
1.50%, 3/10/25

     250,000        232,287  

TWDC Enterprises 18 Corp.
3.15%, 9/17/25

     250,000        237,942  

U.S. Bancorp
1.45%, 5/12/25

     100,000        92,331  

5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(b)

     75,000        75,889  

Union Pacific Corp.
2.15%, 2/5/27

     100,000        90,573  

United Parcel Service, Inc.
3.05%, 11/15/27

     50,000        46,457  

UnitedHealth Group, Inc.
3.75%, 7/15/25

     80,000        77,665  

1.15%, 5/15/26

     50,000        44,344  

2.95%, 10/15/27

     50,000        45,940  

 

See Notes to Financial Statements.

 

WisdomTree Trust      143  


Schedule of Investments (unaudited) (continued)

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

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  

UPMC
3.60%, 4/3/25, Series D-1

   $ 50,000      $ 47,789  

Ventas Realty LP
4.13%, 1/15/26

     25,000        24,088  

Verizon Communications, Inc.
1.45%, 3/20/26

     75,000        67,187  

4.13%, 3/16/27

     70,000        67,404  

Viatris, Inc.
1.65%, 6/22/25

     10,000        9,108  

Walgreens Boots Alliance, Inc.
3.45%, 6/1/26

     50,000        46,900  

Walt Disney Co.
3.70%, 10/15/25

     209,000        201,946  

Wells Fargo & Co.
3.00%, 2/19/25

     400,000        383,000  

2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; Secured Overnight Financing Rate + 1.087% thereafter)(b)

     416,000        394,668  

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        301,711  

Welltower OP LLC
3.63%, 3/15/24

     50,000        49,000  

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

     75,000        70,573  

Zoetis, Inc.
4.50%, 11/13/25

     22,000        21,599  
     

 

 

 
Total United States

 

     20,720,002  

TOTAL CORPORATE BONDS

(Cost: $27,469,428)

 

 

     25,677,892  
FOREIGN GOVERNMENT AGENCIES – 0.5%

 

Japan – 0.5%

 

Japan Bank for International Cooperation
1.75%, 10/17/24, Series DTC

     200,000        189,098  

2.13%, 2/10/25, Series DTC

     140,000        132,209  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $347,846)

 

 

     321,307  
FOREIGN GOVERNMENT OBLIGATIONS – 0.5%

 

Chile – 0.2%

 

Chile Government International Bond
3.13%, 3/27/25

     110,000        106,576  
Colombia – 0.3%

 

Colombia Government International Bond
2.63%, 3/15/23

     100,000        99,782  

4.00%, 2/26/24

     78,000        76,792  
     

 

 

 
Total Colombia

 

     176,574  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $294,082)

 

 

     283,150  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 5.7%

 

United States – 5.7%

 

Benchmark Mortgage Trust

     

3.75%, 3/15/52, Series 2019-B9, Class A4

   200,000      184,733  

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

     1,900,000        1,569,597  

Commercial Mortgage Trust

     

3.42%, 8/10/47, Series 2014-UBS4, Class A4

     200,000        194,653  

GS Mortgage Securities Trust

     

5.31%, 11/10/46, Series 2013-GC16, Class C^(b)

     200,000        196,152  

Morgan Stanley Bank of America Merrill Lynch Trust

     

2.74%, 4/15/48, Series 2015-C22, Class A2

     244,355        234,070  

Morgan Stanley Capital I Trust

     

4.32%, 12/15/50, Series 2017-HR2, Class C^(b)

     160,000        140,660  

Wells Fargo Commercial Mortgage Trust

     

2.60%, 6/15/49, Series 2016-C34, Class A2

     14,599        14,268  

2.63%, 4/15/54, Series 2021-C59, Class A5

     376,000        311,914  

WFRBS Commercial Mortgage Trust

     

3.50%, 8/15/47, Series 2014-C21, Class D(d)

     627,000        521,674  

WMRK Commercial Mortgage Trust

     

7.35%, 11/15/27, Series 2022-WMRK, Class A^(b)(d)

     100,000        100,132  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $4,036,643)

 

 

     3,467,853  
ASSET-BACKED SECURITIES – 0.1%

 

United States – 0.1%

 

CarMax Auto Owner Trust
2.30%, 4/15/25, Series 2019-3, Class A4

     
(Cost: $61,977)      62,000        61,113  
TOTAL INVESTMENTS IN SECURITIES – 106.3% (Cost: $68,470,763)         64,287,092  

Other Assets less Liabilities – (6.3)%

 

     (3,811,666
     

 

 

 
NET ASSETS – 100.0%

 

   $ 60,475,426  
* 

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 February 28, 2023 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 Fund’s 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.

 

See Notes to Financial Statements.

 

144   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

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

February 28, 2023

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Agencies

   $      $ 9,652,956      $      $ 9,652,956  

U.S. Government Obligations

            24,822,821               24,822,821  

Corporate Bonds

            25,677,892               25,677,892  

Foreign Government Agencies

            321,307               321,307  

Foreign Government Obligations

            283,150               283,150  

Commercial Mortgage-Backed Securities

            3,467,853               3,467,853  

Asset-Backed Securities

            61,113               61,113  

Total Investments in Securities

   $      $ 64,287,092      $      $ 64,287,092  

 

See Notes to Financial Statements.

 

WisdomTree Trust      145  


Schedule of Investments (unaudited)

WisdomTree Alternative Income Fund (HYIN)

February 28, 2023

 

 

 

Investments    Shares      Value  
COMMON STOCKS – 71.4%

 

United States – 71.4%

 

Capital Markets – 24.1%

 

Ares Capital Corp.

     16,762      $ 324,512  

Blackstone Secured Lending Fund

     13,454        348,459  

FS KKR Capital Corp.(a)

     17,521        345,339  

Golub Capital BDC, Inc.(a)

     23,545        331,749  

Hercules Capital, Inc.(a)

     23,111        363,998  

Main Street Capital Corp.(a)

     8,395        356,704  

Owl Rock Capital Corp.(a)

     25,935        355,309  

Prospect Capital Corp.(a)

     41,916        310,598  
     

 

 

 
Total Capital Markets

 

     2,736,668  
Mortgage Real Estate Investment Trusts (REITs) – 47.3%

 

AGNC Investment Corp.

     29,604        321,795  

Angel Oak Mortgage, Inc.

     64,533        485,288  

Annaly Capital Management, Inc.

     14,096        291,505  

Apollo Commercial Real Estate Finance, Inc.

     27,175        312,241  

Arbor Realty Trust, Inc.(a)

     22,423        338,139  

Blackstone Mortgage Trust, Inc., Class A(a)

     13,538        286,599  

Chimera Investment Corp.

     48,687        315,979  

Claros Mortgage Trust, Inc.

     19,220        267,927  

Ellington Financial, Inc.

     22,918        294,955  

Ladder Capital Corp.

     29,575        334,198  

MFA Financial, Inc.

     28,061        300,533  

New York Mortgage Trust, Inc.

     106,117        283,332  

Ready Capital Corp.

     25,135        283,020  

Redwood Trust, Inc.(a)

     43,677        332,382  

Rithm Capital Corp.

     34,962        318,154  

Starwood Property Trust, Inc.

     15,929        305,200  

Two Harbors Investment Corp.

     18,824        311,914  
     

 

 

 
Total Mortgage Real Estate Investment Trusts (REITs)

 

     5,383,161  

TOTAL COMMON STOCKS

(Cost: $8,915,992)

 

 

     8,119,829  
CLOSED-END MUTUAL FUNDS – 28.2%

 

United States – 28.2%

 

BlackRock Corporate High Yield Fund, Inc.

     34,481      308,950  

Blackstone Strategic Credit Fund

     28,512        316,483  

Eaton Vance Limited Duration Income Fund

     31,231        318,244  

Guggenheim Strategic Opportunities Fund

     19,147        326,839  

Invesco Senior Income Trust

     81,452        321,735  

Nuveen Credit Strategies Income Fund

     60,274        321,260  

Nuveen Floating Rate Income Fund

     37,766        320,256  

Oxford Lane Capital Corp.

     60,395        340,024  

PIMCO Corporate & Income Opportunity Fund

     23,938        316,700  

PIMCO Dynamic Income Fund

     15,895        310,906  

TOTAL CLOSED-END MUTUAL FUNDS

(Cost: $3,546,410)

 

 

     3,201,397  
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 17.9%

 

United States – 17.9%

 

State Street Navigator Securities Lending
Government Money Market Portfolio, 4.60%(b)

 

  
(Cost: $2,035,829)      2,035,829        2,035,829  

TOTAL INVESTMENTS IN SECURITIES – 117.5%

(Cost: $14,498,231)

 

 

     13,357,055  

Other Assets less Liabilities – (17.5)%

 

     (1,986,591
     

 

 

 
NET ASSETS – 100.0%

 

   $ 11,370,464  
(a) 

Security, or portion thereof, was on loan at February 28, 2023 (See Note 2). At February 28, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,492,383 and the total market value of the collateral held by the Fund was $2,576,864. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $541,035.

 

(b) 

Rate shown represents annualized 7-day yield as of February 28, 2023.

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Common Stocks

   $ 8,119,829      $      $      $ 8,119,829  

Closed-End Mutual Funds

     3,201,397                      3,201,397  

Investment of Cash Collateral for Securities Loaned

            2,035,829               2,035,829  

Total Investments in Securities

   $ 11,321,226      $ 2,035,829      $      $ 13,357,055  

 

See Notes to Financial Statements.

 

146   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  
COMMON STOCKS – 89.9%      
Argentina – 0.1%      
Internet & Direct Marketing Retail – 0.1%      

MercadoLibre, Inc.*

     6      $ 7,320  
Brazil – 0.0%      
Banks – 0.0%      

NU Holdings Ltd., Class A*

     310        1,563  
China – 0.2%      
Hotels, Restaurants & Leisure – 0.1%      

Yum China Holdings, Inc.

     54        3,172  
Semiconductors & Semiconductor Equipment – 0.1%      

NXP Semiconductors NV

     34        6,068  
Total China               9,240  
Ireland – 0.0%      
Technology Hardware, Storage & Peripherals – 0.0%      

Seagate Technology Holdings PLC

     28        1,808  
Israel – 0.0%      
Software – 0.0%      

Check Point Software Technologies Ltd.*

     13        1,608  
South Korea – 0.1%      
Internet & Direct Marketing Retail – 0.1%      

Coupang, Inc.*

     153        2,373  
United Kingdom – 0.5%      
Chemicals – 0.5%      

Linde PLC

     74        25,779  
United States – 89.0%      
Aerospace & Defense – 1.6%      

Boeing Co.*

     88        17,736  

General Dynamics Corp.

     36        8,205  

Howmet Aerospace, Inc.

     54        2,278  

L3Harris Technologies, Inc.

     25        5,280  

Lockheed Martin Corp.

     35        16,599  

Northrop Grumman Corp.

     21        9,746  

Raytheon Technologies Corp.

     208        20,403  

Textron, Inc.

     26        1,886  

TransDigm Group, Inc.

     6        4,463  
     

 

 

 
Total Aerospace & Defense               86,596  
Air Freight & Logistics – 0.5%      

C.H. Robinson Worldwide, Inc.

     16        1,599  

Expeditors International of Washington, Inc.

     21        2,196  

FedEx Corp.

     34        6,910  

United Parcel Service, Inc., Class B

     104        18,979  
     

 

 

 
Total Air Freight & Logistics               29,684  
Airlines – 0.2%      

Delta Air Lines, Inc.*

     91        3,489  

Southwest Airlines Co.

     72        2,418  

United Airlines Holdings, Inc.*

     50        2,598  
     

 

 

 
Total Airlines               8,505  
Auto Components – 0.1%      

Aptiv PLC*

     41        4,767  
Automobiles – 1.8%      

Ford Motor Co.

     580      7,001  

General Motors Co.

     210        8,135  

Rivian Automotive, Inc., Class A*

     57        1,100  

Tesla, Inc.*

     389        80,021  
     

 

 

 
Total Automobiles               96,257  
Banks – 3.5%      

Bank of America Corp.

     1,037        35,569  

Citigroup, Inc.

     300        15,207  

Citizens Financial Group, Inc.

     63        2,631  

Fifth Third Bancorp

     70        2,541  

First Citizens BancShares, Inc., Class A

     2        1,467  

First Horizon Corp.

     56        1,387  

First Republic Bank

     26        3,198  

Huntington Bancshares, Inc.

     140        2,145  

JPMorgan Chase & Co.

     434        62,214  

KeyCorp

     116        2,122  

M&T Bank Corp.

     23        3,572  

PNC Financial Services Group, Inc.

     60        9,475  

Regions Financial Corp.

     104        2,425  

SVB Financial Group*

     8        2,305  

Truist Financial Corp.

     186        8,733  

U.S. Bancorp

     194        9,260  

Wells Fargo & Co.

     564        26,378  
     

 

 

 
Total Banks

 

     190,629  
Beverages – 1.6%

 

Brown-Forman Corp., Class B

     45        2,919  

Coca-Cola Co.

     581        34,575  

Constellation Brands, Inc., Class A

     24        5,369  

Keurig Dr. Pepper, Inc.

     123        4,250  

Monster Beverage Corp.*

     56        5,699  

PepsiCo, Inc.

     199        34,532  
     

 

 

 
Total Beverages

 

     87,344  
Biotechnology – 2.1%

 

AbbVie, Inc.

     259        39,860  

Alnylam Pharmaceuticals, Inc.*

     11        2,106  

Amgen, Inc.

     75        17,375  

Biogen, Inc.*

     18        4,857  

Biohaven Ltd.*

     4        61  

BioMarin Pharmaceutical, Inc.*

     22        2,191  

Gilead Sciences, Inc.

     168        13,529  

Horizon Therapeutics PLC*

     31        3,394  

Incyte Corp.*

     30        2,309  

Moderna, Inc.*

     50        6,941  

Regeneron Pharmaceuticals, Inc.*

     12        9,125  

Seagen, Inc.*

     25        4,492  

Vertex Pharmaceuticals, Inc.*

     33        9,580  
     

 

 

 
Total Biotechnology

 

     115,820  
Building Products – 0.4%

 

Carlisle Cos., Inc.

     7        1,808  

Carrier Global Corp.

     95        4,278  

Johnson Controls International PLC

     96        6,021  

 

See Notes to Financial Statements.

 

WisdomTree Trust      147  


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  

Masco Corp.

     31      $ 1,625  

Trane Technologies PLC

     30        5,549  
     

 

 

 
Total Building Products

 

     19,281  
Capital Markets – 3.1%

 

Ameriprise Financial, Inc.

     18        6,172  

Bank of New York Mellon Corp.

     111        5,648  

BlackRock, Inc.

     22        15,167  

Blackstone, Inc.

     102        9,261  

Charles Schwab Corp.

     224        17,454  

CME Group, Inc.

     47        8,712  

Coinbase Global, Inc., Class A*

     24        1,556  

FactSet Research Systems, Inc.

     5        2,073  

Goldman Sachs Group, Inc.

     52        18,286  

Intercontinental Exchange, Inc.

     81        8,246  

KKR & Co., Inc.

     89        5,015  

LPL Financial Holdings, Inc.

     11        2,745  

Moody’s Corp.

     25        7,254  

Morgan Stanley

     202        19,493  

MSCI, Inc.

     12        6,266  

Nasdaq, Inc.

     53        2,971  

Northern Trust Corp.

     29        2,763  

Raymond James Financial, Inc.

     26        2,820  

S&P Global, Inc.

     48        16,377  

State Street Corp.

     50        4,434  

T. Rowe Price Group, Inc.

     31        3,481  
     

 

 

 
Total Capital Markets

 

     166,194  
Chemicals – 1.1%

 

Air Products and Chemicals, Inc.

     31        8,865  

Albemarle Corp.

     17        4,323  

CF Industries Holdings, Inc.

     21        1,804  

Corteva, Inc.

     98        6,104  

Dow, Inc.

     100        5,720  

DuPont de Nemours, Inc.

     75        5,477  

Ecolab, Inc.

     37        5,897  

FMC Corp.

     17        2,196  

International Flavors & Fragrances, Inc.

     32        2,982  

LyondellBasell Industries NV, Class A

     32        3,072  

Mosaic Co.

     46        2,447  

PPG Industries, Inc.

     34        4,490  

Sherwin-Williams Co.

     36        7,969  
     

 

 

 
Total Chemicals

 

     61,346  
Commercial Services & Supplies – 0.5%

 

Cintas Corp.

     13        5,700  

Copart, Inc.*

     62        4,369  

Republic Services, Inc.

     29        3,739  

Waste Connections, Inc.

     37        4,955  

Waste Management, Inc.

     58        8,686  
     

 

 

 
Total Commercial Services & Supplies

 

     27,449  
Communications Equipment – 0.7%

 

Arista Networks, Inc.*

     37        5,132  

Cisco Systems, Inc.

     566        27,406  

Motorola Solutions, Inc.

     20        5,256  
     

 

 

 
Total Communications Equipment

 

     37,794  
Construction & Engineering – 0.1%

 

Quanta Services, Inc.

     20      3,228  
Construction Materials – 0.1%

 

Martin Marietta Materials, Inc.

     8        2,879  

Vulcan Materials Co.

     18        3,256  
     

 

 

 
Total Construction Materials

 

     6,135  
Consumer Finance – 0.5%

 

American Express Co.

     89        15,485  

Capital One Financial Corp.

     53        5,781  

Discover Financial Services

     38        4,256  

Synchrony Financial

     59        2,107  
     

 

 

 
Total Consumer Finance

 

     27,629  
Containers & Packaging – 0.2%

 

Amcor PLC

     158        1,760  

Avery Dennison Corp.

     11        2,004  

Ball Corp.

     37        2,080  

International Paper Co.

     51        1,856  

Packaging Corp. of America

     13        1,777  
     

 

 

 
Total Containers & Packaging

 

     9,477  
Distributors – 0.1%

 

Genuine Parts Co.

     17        3,007  

LKQ Corp.

     40        2,292  

Pool Corp.

     5        1,784  
     

 

 

 
Total Distributors

 

     7,083  
Diversified Financial Services – 1.5%

 

Apollo Global Management, Inc.

     50        3,545  

Berkshire Hathaway, Inc., Class B*

     255        77,821  
     

 

 

 
Total Diversified Financial Services

 

     81,366  
Diversified Telecommunication Services – 0.8%

 

AT&T, Inc.

     1,024        19,364  

Verizon Communications, Inc.

     604        23,441  
     

 

 

 
Total Diversified Telecommunication Services

 

     42,805  
Electric Utilities – 1.5%

 

Alliant Energy Corp.

     29        1,487  

American Electric Power Co., Inc.

     75        6,598  

Constellation Energy Corp.

     37        2,771  

Duke Energy Corp.

     113        10,651  

Edison International

     53        3,509  

Entergy Corp.

     28        2,880  

Evergy, Inc.

     21        1,235  

Eversource Energy

     49        3,693  

Exelon Corp.

     137        5,533  

FirstEnergy Corp.

     71        2,807  

NextEra Energy, Inc.

     291        20,670  

PG&E Corp.*

     240        3,749  

PPL Corp.

     93        2,518  

Southern Co.

     144        9,081  

Xcel Energy, Inc.

     74        4,778  
     

 

 

 
Total Electric Utilities

 

     81,960  

 

See Notes to Financial Statements.

 

148   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  
Electrical Equipment – 0.6%

 

AMETEK, Inc.

     35      $ 4,954  

Eaton Corp. PLC

     59        10,321  

Emerson Electric Co.

     87        7,196  

Generac Holdings, Inc.*

     7        840  

Hubbell, Inc.

     7        1,761  

Plug Power, Inc.*

     61        907  

Rockwell Automation, Inc.

     18        5,309  
     

 

 

 
Total Electrical Equipment

 

     31,288  
Electronic Equipment, Instruments & Components – 0.5%

 

Amphenol Corp., Class A

     72        5,581  

CDW Corp.

     21        4,251  

Corning, Inc.

     111        3,769  

Keysight Technologies, Inc.*

     25        3,999  

TE Connectivity Ltd.

     41        5,220  

Teledyne Technologies, Inc.*

     5        2,150  

Trimble, Inc.*

     28        1,458  

Zebra Technologies Corp., Class A*

     8        2,402  
     

 

 

 
Total Electronic Equipment, Instruments & Components

 

     28,830  
Energy Equipment & Services – 0.3%

 

Baker Hughes Co.

     108        3,305  

Halliburton Co.

     114        4,130  

Schlumberger Ltd.

     203        10,802  
     

 

 

 
Total Energy Equipment & Services

 

     18,237  
Entertainment – 1.3%

 

Activision Blizzard, Inc.

     108        8,235  

Electronic Arts, Inc.

     36        3,994  

Live Nation Entertainment, Inc.*

     20        1,441  

Netflix, Inc.*

     65        20,938  

ROBLOX Corp., Class A*

     67        2,455  

Take-Two Interactive Software, Inc.*

     21        2,301  

Walt Disney Co.*

     269        26,795  

Warner Bros Discovery, Inc.*

     336        5,248  
     

 

 

 
Total Entertainment

 

     71,407  
Equity Real Estate Investment Trusts (REITs) – 2.3%

 

Alexandria Real Estate Equities, Inc.

     19        2,846  

American Tower Corp.

     69        13,663  

AvalonBay Communities, Inc.

     20        3,450  

Boston Properties, Inc.

     16        1,048  

Camden Property Trust

     12        1,377  

Crown Castle, Inc.

     59        7,714  

Digital Realty Trust, Inc.

     39        4,065  

Equinix, Inc.

     13        8,948  

Equity LifeStyle Properties, Inc.

     24        1,644  

Equity Residential

     45        2,813  

Essex Property Trust, Inc.

     9        2,053  

Extra Space Storage, Inc.

     17        2,799  

Gaming and Leisure Properties, Inc.

     26        1,401  

Healthpeak Properties, Inc.

     81        1,949  

Host Hotels & Resorts, Inc.

     98        1,646  

Invitation Homes, Inc.

     78        2,438  

Iron Mountain, Inc.

     35        1,846  

Kimco Realty Corp.

     74      1,525  

Mid-America Apartment Communities, Inc.

     15        2,402  

Prologis, Inc.

     127        15,672  

Public Storage

     21        6,278  

Realty Income Corp.

     85        5,436  

SBA Communications Corp.

     15        3,890  

Simon Property Group, Inc.

     46        5,616  

Sun Communities, Inc.

     17        2,433  

UDR, Inc.

     35        1,499  

Ventas, Inc.

     53        2,579  

VICI Properties, Inc.

     108        3,621  

W.P. Carey, Inc.

     30        2,435  

Welltower, Inc.

     61        4,521  

Weyerhaeuser Co.

     104        3,250  
     

 

 

 
Total Equity Real Estate Investment Trusts (REITs)

 

     122,857  
Food & Staples Retailing – 1.4%

 

Costco Wholesale Corp.

     65        31,472  

Kroger Co.

     81        3,494  

Sysco Corp.

     76        5,667  

Walgreens Boots Alliance, Inc.

     98        3,482  

Walmart, Inc.

     215        30,558  
     

 

 

 
Total Food & Staples Retailing

 

     74,673  
Food Products – 0.9%

 

Archer-Daniels-Midland Co.

     71        5,652  

Bunge Ltd.

     20        1,910  

Conagra Brands, Inc.

     66        2,403  

Darling Ingredients, Inc.*

     19        1,202  

General Mills, Inc.

     75        5,963  

Hershey Co.

     20        4,766  

Hormel Foods Corp.

     33        1,464  

J.M. Smucker Co.

     13        1,923  

Kellogg Co.

     34        2,242  

Kraft Heinz Co.

     113        4,400  

McCormick & Co., Inc., Non-Voting Shares

     26        1,932  

Mondelez International, Inc., Class A

     210        13,688  

Tyson Foods, Inc., Class A

     36        2,133  
     

 

 

 
Total Food Products

 

     49,678  
Gas Utilities – 0.0%

 

Atmos Energy Corp.

     18        2,031  
Health Care Equipment & Supplies – 2.3%

 

Abbott Laboratories

     260        26,447  

Align Technology, Inc.*

     10        3,095  

Baxter International, Inc.

     59        2,357  

Becton Dickinson and Co.

     39        9,147  

Boston Scientific Corp.*

     213        9,951  

Cooper Cos., Inc.

     6        1,962  

Dexcom, Inc.*

     54        5,995  

Edwards Lifesciences Corp.*

     84        6,757  

Hologic, Inc.*

     34        2,708  

IDEXX Laboratories, Inc.*

     12        5,679  

Insulet Corp.*

     7        1,935  

Intuitive Surgical, Inc.*

     49        11,240  

 

See Notes to Financial Statements.

 

WisdomTree Trust      149  


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  

Medtronic PLC

     182      $ 15,070  

ResMed, Inc.

     20        4,260  

STERIS PLC

     13        2,444  

Stryker Corp.

     50        13,144  

Zimmer Biomet Holdings, Inc.

     30        3,716  
     

 

 

 
Total Health Care Equipment & Supplies

 

     125,907  
Health Care Providers & Services – 2.7%

 

AmerisourceBergen Corp.

     22        3,422  

Cardinal Health, Inc.

     33        2,498  

Centene Corp.*

     64        4,378  

Cigna Group

     41        11,976  

CVS Health Corp.

     187        15,622  

Elevance Health, Inc.

     35        16,439  

HCA Healthcare, Inc.

     31        7,547  

Humana, Inc.

     17        8,415  

Laboratory Corp. of America Holdings

     12        2,872  

McKesson Corp.

     21        7,346  

Molina Healthcare, Inc.*

     6        1,652  

Quest Diagnostics, Inc.

     13        1,799  

UnitedHealth Group, Inc.

     132        62,824  
     

 

 

 
Total Health Care Providers & Services

 

     146,790  
Health Care Technology – 0.1%

 

Veeva Systems, Inc., Class A*

     17        2,816  
Hotels, Restaurants & Leisure – 1.9%

 

Airbnb, Inc., Class A*

     58        7,150  

Booking Holdings, Inc.*

     6        15,144  

Chipotle Mexican Grill, Inc.*

     4        5,964  

Darden Restaurants, Inc.

     12        1,716  

Domino’s Pizza, Inc.

     5        1,470  

Expedia Group, Inc.*

     20        2,180  

Hilton Worldwide Holdings, Inc.

     40        5,781  

Las Vegas Sands Corp.*

     49        2,816  

Marriott International, Inc., Class A

     45        7,616  

McDonald’s Corp.

     110        29,030  

Starbucks Corp.

     171        17,457  

Yum! Brands, Inc.

     44        5,595  
     

 

 

 
Total Hotels, Restaurants & Leisure

 

     101,919  
Household Durables – 0.3%

 

D.R. Horton, Inc.

     38        3,514  

Garmin Ltd.

     24        2,355  

Lennar Corp., Class A

     34        3,289  

NVR, Inc.*

     1        5,174  
     

 

 

 
Total Household Durables

 

     14,332  
Household Products – 1.3%

 

Church & Dwight Co., Inc.

     31        2,597  

Clorox Co.

     18        2,798  

Colgate-Palmolive Co.

     129        9,456  

Kimberly-Clark Corp.

     49        6,127  

Procter & Gamble Co.

     355        48,834  
     

 

 

 
Total Household Products

 

     69,812  
Independent Power & Renewable Electricity Producers – 0.0%

 

AES Corp.

     84      2,073  
Industrial Conglomerates – 0.7%

 

3M Co.

     78        8,404  

General Electric Co.

     133        11,266  

Honeywell International, Inc.

     98        18,765  
     

 

 

 
Total Industrial Conglomerates

 

     38,435  
Insurance – 2.0%

 

Aflac, Inc.

     86        5,861  

Allstate Corp.

     37        4,765  

American International Group, Inc.

     113        6,905  

Aon PLC, Class A

     30        9,122  

Arch Capital Group Ltd.*

     44        3,080  

Arthur J Gallagher & Co.

     29        5,433  

Brown & Brown, Inc.

     34        1,906  

Chubb Ltd.

     59        12,450  

Cincinnati Financial Corp.

     21        2,535  

Hartford Financial Services Group, Inc.

     40        3,131  

Markel Corp.*

     2        2,660  

Marsh & McLennan Cos., Inc.

     71        11,512  

MetLife, Inc.

     98        7,030  

Principal Financial Group, Inc.

     30        2,687  

Progressive Corp.

     87        12,486  

Prudential Financial, Inc.

     48        4,800  

Travelers Cos., Inc.

     33        6,109  

W.R. Berkley Corp.

     31        2,052  

Willis Towers Watson PLC

     15        3,515  
     

 

 

 
Total Insurance

 

     108,039  
Interactive Media & Services – 4.0%

 

Alphabet, Inc., Class A*

     837        75,380  

Alphabet, Inc., Class C*

     840        75,852  

Match Group, Inc.*

     36        1,491  

Meta Platforms, Inc., Class A*

     334        58,430  

Pinterest, Inc., Class A*

     79        1,984  

Snap, Inc., Class A*

     145        1,472  

ZoomInfo Technologies, Inc.*

     41        991  
     

 

 

 
Total Interactive Media & Services

 

     215,600  
Internet & Direct Marketing Retail – 2.5%

 

Amazon.com, Inc.*

     1,343        126,551  

DoorDash, Inc., Class A*

     35        1,913  

eBay, Inc.

     85        3,902  

Etsy, Inc.*

     18        2,185  
     

 

 

 
Total Internet & Direct Marketing Retail

 

     134,551  
IT Services – 4.3%

 

Accenture PLC, Class A

     93        24,696  

Akamai Technologies, Inc.*

     20        1,452  

Automatic Data Processing, Inc.

     61        13,409  

Block, Inc.*

     77        5,908  

Broadridge Financial Solutions, Inc.

     22        3,097  

Cloudflare, Inc., Class A*

     30        1,800  

Cognizant Technology Solutions Corp., Class A

     76        4,760  

EPAM Systems, Inc.*

     7        2,154  

 

See Notes to Financial Statements.

 

150   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  

Fidelity National Information Services, Inc.

     81      $ 5,133  

Fiserv, Inc.*

     88        10,128  

FleetCor Technologies, Inc.*

     10        2,148  

Gartner, Inc.*

     11        3,606  

Global Payments, Inc.

     38        4,264  

GoDaddy, Inc., Class A*

     21        1,590  

International Business Machines Corp.

     126        16,292  

Jack Henry & Associates, Inc.

     8        1,314  

MasterCard, Inc., Class A

     126        44,767  

MongoDB, Inc.*

     8        1,676  

Paychex, Inc.

     40        4,416  

PayPal Holdings, Inc.*

     171        12,586  

Snowflake, Inc., Class A*

     46        7,101  

SS&C Technologies Holdings, Inc.

     29        1,702  

Twilio, Inc., Class A*

     25        1,680  

VeriSign, Inc.*

     14        2,756  

Visa, Inc., Class A

     241        53,005  
     

 

 

 
Total IT Services

 

     231,440  
Life Sciences Tools & Services – 1.6%

 

Agilent Technologies, Inc.

     40        5,679  

Avantor, Inc.*

     84        2,047  

Bio-Techne Corp.

     18        1,308  

Danaher Corp.

     102        25,248  

Illumina, Inc.*

     18        3,586  

IQVIA Holdings, Inc.*

     26        5,420  

Mettler-Toledo International, Inc.*

     3        4,301  

PerkinElmer, Inc.

     16        1,993  

Thermo Fisher Scientific, Inc.

     58        31,422  

Waters Corp.*

     8        2,487  

West Pharmaceutical Services, Inc.

     9        2,853  
     

 

 

 
Total Life Sciences Tools & Services

 

     86,344  
Machinery – 1.6%

 

Caterpillar, Inc.

     74        17,727  

Cummins, Inc.

     20        4,862  

Deere & Co.

     41        17,189  

Dover Corp.

     18        2,698  

Fortive Corp.

     45        3,000  

IDEX Corp.

     9        2,025  

Illinois Tool Works, Inc.

     40        9,326  

Ingersoll Rand, Inc.

     41        2,381  

Nordson Corp.

     7        1,538  

Otis Worldwide Corp.

     65        5,500  

PACCAR, Inc.

     65        4,693  

Parker-Hannifin Corp.

     19        6,685  

Snap-on, Inc.

     6        1,492  

Stanley Black & Decker, Inc.

     20        1,712  

Westinghouse Air Brake Technologies Corp.

     25        2,608  

Xylem, Inc.

     25        2,566  
     

 

 

 
Total Machinery

 

     86,002  
Media – 0.7%

 

Charter Communications, Inc., Class A*

     15        5,514  

Comcast Corp., Class A

     651        24,198  

Omnicom Group, Inc.

     29      2,626  

Trade Desk, Inc., Class A*

     56        3,134  
     

 

 

 
Total Media

 

     35,472  
Metals & Mining – 0.4%

 

Freeport-McMoRan, Inc.

     203        8,317  

Newmont Corp.

     108        4,710  

Nucor Corp.

     34        5,693  

Steel Dynamics, Inc.

     23        2,900  
     

 

 

 
Total Metals & Mining

 

     21,620  
Multi-Utilities – 0.6%

 

Ameren Corp.

     33        2,729  

CenterPoint Energy, Inc.

     75        2,087  

CMS Energy Corp.

     32        1,887  

Consolidated Edison, Inc.

     50        4,468  

Dominion Energy, Inc.

     118        6,563  

DTE Energy Co.

     23        2,523  

Public Service Enterprise Group, Inc.

     62        3,747  

Sempra Energy

     39        5,848  

WEC Energy Group, Inc.

     45        3,990  
     

 

 

 
Total Multi-Utilities

 

     33,842  
Multiline Retail – 0.4%

 

Dollar General Corp.

     28        6,056  

Dollar Tree, Inc.*

     32        4,649  

Target Corp.

     63        10,616  
     

 

 

 
Total Multiline Retail

 

     21,321  
Oil, Gas & Consumable Fuels – 4.0%

 

APA Corp.

     43        1,650  

Cheniere Energy, Inc.

     37        5,822  

Chevron Corp.

     266        42,765  

ConocoPhillips

     185        19,120  

Coterra Energy, Inc.

     87        2,172  

Devon Energy Corp.

     87        4,691  

Diamondback Energy, Inc.

     25        3,515  

EOG Resources, Inc.

     73        8,250  

EQT Corp.

     41        1,360  

Exxon Mobil Corp.

     620        68,144  

Hess Corp.

     35        4,715  

Kinder Morgan, Inc.

     314        5,357  

Marathon Oil Corp.

     86        2,163  

Marathon Petroleum Corp.

     71        8,776  

Occidental Petroleum Corp.

     111        6,500  

ONEOK, Inc.

     61        3,992  

Phillips 66

     71        7,282  

Pioneer Natural Resources Co.

     29        5,812  

Targa Resources Corp.

     31        2,297  

Texas Pacific Land Corp.

     1        1,780  

Valero Energy Corp.

     56        7,377  

Williams Cos., Inc.

     165        4,966  
     

 

 

 
Total Oil, Gas & Consumable Fuels

 

     218,506  
Personal Products – 0.2%

 

Estee Lauder Cos., Inc., Class A

     35        8,507  

 

See Notes to Financial Statements.

 

WisdomTree Trust      151  


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  
Pharmaceuticals – 3.7%

 

Bristol-Myers Squibb Co.

     297      $ 20,481  

Catalent, Inc.*

     25        1,706  

Eli Lilly & Co.

     116        36,102  

Johnson & Johnson

     386        59,158  

Merck & Co., Inc.

     352        37,396  

Pfizer, Inc.

     779        31,604  

Royalty Pharma PLC, Class A

     31        1,111  

Zoetis, Inc.

     69        11,523  
     

 

 

 
Total Pharmaceuticals

 

     199,081  
Professional Services – 0.3%

 

Booz Allen Hamilton Holding Corp.

     15        1,421  

CoStar Group, Inc.*

     60        4,240  

Equifax, Inc.

     18        3,646  

Jacobs Solutions, Inc.

     15        1,792  

Leidos Holdings, Inc.

     17        1,650  

Verisk Analytics, Inc.

     22        3,764  
     

 

 

 
Total Professional Services

 

     16,513  
Real Estate Management & Development – 0.1%

 

CBRE Group, Inc., Class A*

     46        3,916  
Road & Rail – 1.0%

 

CSX Corp.

     315        9,604  

JB Hunt Transport Services, Inc.

     11        1,989  

Norfolk Southern Corp.

     36        8,094  

Old Dominion Freight Line, Inc.

     12        4,071  

Uber Technologies, Inc.*

     289        9,612  

Union Pacific Corp.

     93        19,277  
     

 

 

 
Total Road & Rail

 

     52,647  
Semiconductors & Semiconductor Equipment – 5.0%

 

Advanced Micro Devices, Inc.*

     236        18,545  

Analog Devices, Inc.

     75        13,760  

Applied Materials, Inc.

     123        14,287  

Broadcom, Inc.

     48        28,526  

Enphase Energy, Inc.*

     18        3,790  

Entegris, Inc.

     21        1,790  

First Solar, Inc.*

     14        2,368  

Intel Corp.

     554        13,811  

KLA Corp.

     19        7,208  

Lam Research Corp.

     19        9,234  

Marvell Technology, Inc.

     103        4,650  

Microchip Technology, Inc.

     76        6,158  

Micron Technology, Inc.

     155        8,962  

Monolithic Power Systems, Inc.

     6        2,906  

NVIDIA Corp.

     343        79,631  

ON Semiconductor Corp.*

     52        4,025  

QUALCOMM, Inc.

     166        20,506  

Skyworks Solutions, Inc.

     24        2,678  

SolarEdge Technologies, Inc.*

     8        2,543  

Teradyne, Inc.

     21        2,124  

Texas Instruments, Inc.

     127        21,774  
     

 

 

 
Total Semiconductors & Semiconductor Equipment

 

     269,276  
Software – 8.3%

 

Adobe, Inc.*

     68      22,029  

ANSYS, Inc.*

     12        3,643  

Atlassian Corp. Ltd., Class A*

     18        2,958  

Autodesk, Inc.*

     32        6,358  

Bills Holdings, Inc.*

     10        846  

Cadence Design Systems, Inc.*

     37        7,139  

Crowdstrike Holdings, Inc., Class A*

     29        3,500  

Datadog, Inc., Class A*

     35        2,678  

DocuSign, Inc.*

     30        1,841  

Fortinet, Inc.*

     86        5,112  

Gen Digital, Inc.

     89        1,736  

HubSpot, Inc.*

     6        2,321  

Intuit, Inc.

     39        15,880  

Microsoft Corp.

     1,094        272,866  

Oracle Corp.

     231        20,189  

Palantir Technologies, Inc., Class A*

     275        2,156  

Palo Alto Networks, Inc.*

     44        8,288  

Paycom Software, Inc.*

     8        2,312  

PTC, Inc.*

     15        1,880  

Roper Technologies, Inc.

     14        6,023  

Salesforce, Inc.*

     147        24,051  

ServiceNow, Inc.*

     28        12,101  

Splunk, Inc.*

     21        2,153  

Synopsys, Inc.*

     20        7,275  

Tyler Technologies, Inc.*

     5        1,606  

VMware, Inc., Class A*

     32        3,524  

Workday, Inc., Class A*

     30        5,564  

Zoom Video Communications, Inc., Class A*

     34        2,536  

Zscaler, Inc.*

     14        1,836  
     

 

 

 
Total Software

 

     450,401  
Specialty Retail – 1.9%

 

AutoZone, Inc.*

     2        4,973  

Best Buy Co., Inc.

     26        2,161  

CarMax, Inc.*

     19        1,312  

Home Depot, Inc.

     152        45,074  

Lowe’s Cos., Inc.

     92        18,929  

O’Reilly Automotive, Inc.*

     9        7,471  

Ross Stores, Inc.

     43        4,753  

TJX Cos., Inc.

     169        12,945  

Tractor Supply Co.

     15        3,499  

Ulta Beauty, Inc.*

     7        3,632  
     

 

 

 
Total Specialty Retail

 

     104,749  
Technology Hardware, Storage & Peripherals – 6.2%

 

Apple, Inc.

     2,214        326,366  

Hewlett Packard Enterprise Co.

     158        2,466  

HP, Inc.

     114        3,365  

NetApp, Inc.

     22        1,420  
     

 

 

 
Total Technology Hardware, Storage & Peripherals

 

     333,617  

 

See Notes to Financial Statements.

 

152   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  
Textiles, Apparel & Luxury Goods – 0.5%

 

Lululemon Athletica, Inc.*

     14      $ 4,329  

NIKE, Inc., Class B

     188        22,332  
     

 

 

 
Total Textiles, Apparel & Luxury Goods

 

     26,661  
Tobacco – 0.6%

 

Altria Group, Inc.

     245        11,376  

Philip Morris International, Inc.

     204        19,849  
     

 

 

 
Total Tobacco

 

     31,225  
Trading Companies & Distributors – 0.2%

 

Fastenal Co.

     81        4,177  

United Rentals, Inc.

     10        4,685  

W.W. Grainger, Inc.

     7        4,679  
     

 

 

 
Total Trading Companies & Distributors

 

     13,541  
Water Utilities – 0.1%

 

American Water Works Co., Inc.

     26      3,650  
Wireless Telecommunication Services – 0.2%

 

T-Mobile US, Inc.*

     96        13,649  
Total United States

 

     4,812,604  

TOTAL INVESTMENTS IN SECURITIES – 89.9%

(Cost: $4,948,440)

 

 

     4,862,295  

Other Assets less Liabilities – 10.1%

 

     546,227  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 5,408,522  
* 

Non-income producing security.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Long Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Depreciation
 

Gold 100 Ounce

    27       4/26/23     $ 4,959,090     $ (273,575

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Common Stocks

   $ 4,862,295      $      $      $ 4,862,295  

Total Investments in Securities

   $ 4,862,295      $      $      $ 4,862,295  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (273,575    $      $      $ (273,575

Total – Net

   $ 4,588,720      $      $      $ 4,588,720  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      153  


Schedule of Investments (unaudited)

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)

February 28, 2023

 

 

 

Investments    Shares      Value  
COMMON STOCKS – 89.8%

 

Australia – 14.2%

 

De Grey Mining Ltd.*

     32,655      $ 30,719  

Evolution Mining Ltd.(a)

     54,189        99,395  

Gold Road Resources Ltd.

     25,617        25,394  

Newcrest Mining Ltd.

     12,992        197,477  

Northern Star Resources Ltd.

     34,725        242,832  

OceanaGold Corp.*

     19,078        38,956  

Perseus Mining Ltd.

     37,085        49,141  

Ramelius Resources Ltd.

     24,690        14,902  

Regis Resources Ltd.

     23,016        27,006  

Silver Lake Resources Ltd.*

     25,917        17,565  

St. Barbara Ltd.*(a)

     22,222        8,167  

West African Resources Ltd.*

     26,011        16,225  

Westgold Resources Ltd.*

     13,052        8,362  
     

 

 

 
Total Australia

 

     776,141  
Brazil – 4.0%

 

Wheaton Precious Metals Corp.

     5,288        220,245  
Canada – 40.9%

 

Agnico Eagle Mines Ltd.

     6,022        277,193  

Alamos Gold, Inc., Class A

     11,351        115,553  

B2Gold Corp.

     31,024        105,171  

Barrick Gold Corp.

     31,487        507,571  

Centerra Gold, Inc.

     6,198        39,243  

Dundee Precious Metals, Inc.

     5,700        36,676  

Equinox Gold Corp.*

     8,172        29,746  

Franco-Nevada Corp.

     3,188        407,840  

GoGold Resources, Inc.*

     8,748        13,494  

IAMGOLD Corp.*

     14,057        31,909  

K92 Mining, Inc.*

     6,628        36,220  

Kinross Gold Corp.

     36,849        134,867  

Lundin Gold, Inc.

     2,323        24,058  

New Gold, Inc.*

     20,234        18,508  

Osisko Gold Royalties Ltd.

     4,509        59,113  

Pan American Silver Corp.(a)

     6,228        92,548  

Sandstorm Gold Ltd.

     5,564        27,375  

SSR Mining, Inc.

     6,198        84,603  

Torex Gold Resources, Inc.*

     2,531        31,232  

Wesdome Gold Mines Ltd.*

     4,048        19,356  

Yamana Gold, Inc.

     28,054        143,075  
     

 

 

 
Total Canada

 

     2,235,351  
China – 2.6%

 

Shandong Gold Mining Co. Ltd., Class A

     8,100        22,115  

Zhaojin Mining Industry Co. Ltd., Class H*

     39,000        40,891  

Zijin Mining Group Co. Ltd., Class A

     48,100        78,948  
     

 

 

 
Total China

 

     141,954  
Peru – 1.0%

 

Cia de Minas Buenaventura SAA, ADR

     6,950        52,681  
Russia – 0.3%

 

Petropavlovsk PLC*

     40,769        0  

Polymetal International PLC*

     4,821        14,241  
     

 

 

 
Total Russia

 

     14,241  
South Africa – 7.9%

 

AngloGold Ashanti Ltd., ADR

     12,208      203,385  

Gold Fields Ltd., ADR

     19,664        178,746  

Harmony Gold Mining Co. Ltd., ADR(a)

     15,820        48,884  
     

 

 

 
Total South Africa

 

     431,015  
Turkey – 0.9%

 

Eldorado Gold Corp.*

     5,376        50,104  
United Kingdom – 3.8%

 

Centamin PLC

     33,277        41,113  

Endeavour Mining PLC

     5,365        111,914  

Fresnillo PLC

     5,616        51,904  
     

 

 

 
Total United Kingdom

 

     204,931  
United States – 14.2%

 

Argonaut Gold, Inc.*

     8,947        3,056  

Coeur Mining, Inc.*

     7,779        24,270  

Newmont Corp.

     12,959        565,142  

Royal Gold, Inc.

     1,553        184,481  
     

 

 

 
Total United States

 

     776,949  

TOTAL COMMON STOCKS

(Cost: $6,415,196)

 

 

     4,903,612  
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 4.4%

 

United States – 4.4%

 

State Street Navigator Securities Lending
Government Money Market Portfolio, 4.60%(b)

     
(Cost: $242,114)      242,114        242,114  

TOTAL INVESTMENTS IN SECURITIES – 94.2%

(Cost: $6,657,310)

        5,145,726  

Other Assets less Liabilities – 5.8%

 

     314,926  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 5,460,652  
*

Non-income producing security.

 

 

This security is being fair valued using significant unobservable inputs (i.e., Level 3 on the fair value hierarchy) by a valuation committee of WisdomTree Asset Management, Inc. in accordance with valuation procedures approved by the Board of Trustees of WisdomTree Trust. The aggregate value of Level 3 fair valued securities is $0, which represents 0.0% of net assets.

 

(a) 

Security, or portion thereof, was on loan at February 28, 2023 (See Note 2). At February 28, 2023, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $230,906 and the total market value of the collateral held by the Fund was $242,114.

 

(b) 

Rate shown represents annualized 7-day yield as of February 28, 2023.

 

See Notes to Financial Statements.

 

154   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)

February 28, 2023

 

FINANCIAL DERIVATIVE INSTRUMENTS                                
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Long Exposure    Contracts      Expiration
Date
     Notional
Value
     Unrealized
Depreciation
 

Gold 100 Ounce

     27        4/26/23      $ 4,959,090      $ (310,125

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Common Stocks

           

Russia

   $ 14,241      $      $ 0 *     $ 14,241  

Other

     4,889,371                      4,889,371  

Investment of Cash Collateral for Securities Loaned

            242,114               242,114  

Total Investments in Securities

   $ 4,903,612      $ 242,114      $ 0      $ 5,145,726  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (310,125    $      $      $ (310,125

Total – Net

   $ 4,593,487      $ 242,114      $ 0      $ 4,835,601  
* 

Fair valuations using significant unobservable inputs were determined by a valuation committee of WisdomTree Asset Management, Inc. in accordance with valuation procedures approved by the Board of Trustees of WisdomTree Trust.

 

1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      155  


Schedule of Investments (unaudited)

WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 80.4%

 

U.S. Treasury Bills – 80.4%

 

4.39%, 3/16/23*(a)

   $ 19,306,000      $ 19,269,943  

4.63%, 5/18/23*

     135,000,000        133,637,680  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $152,964,553)

 

 

     152,907,623  
Investments   
Shares
     Value  
EXCHANGE-TRADED FUND – 4.6%

 

United States – 4.6%

 

WisdomTree Floating Rate Treasury Fund(b)

     
(Cost: $8,797,379)      175,148      8,808,193  

TOTAL INVESTMENTS IN SECURITIES – 85.0%

(Cost: $161,761,932)

 

 

     161,715,816  

Other Assets less Liabilities – 15.0%

 

     28,478,648  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 190,194,464  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a) 

All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $19,269,943 as of February 28, 2023.

 

(b) 

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

INVESTMENT IN AFFILIATES

Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the six-month fiscal period ended February 28, 2023 were as follows:

 

Affiliate   Value at
8/31/2022
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/28/2023
    Dividend
Income
    Capital Gain
Distributions
 

WisdomTree Floating Rate Treasury Fund

  $ 13,018,670     $     $ 4,217,958     $ (1,567   $ 9,048     $ 8,808,193     $ 188,258     $ 450  

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Aluminum

    23       12/18/23     $ (1,416,789   $ 77,312  

Copper

    70       9/18/23       (15,680,000     (200,750

Copper

    5       12/18/23       (1,118,750     31,156  

Nickel

    52       4/17/23       (7,706,088     782,286  

Zinc

    7       12/18/23       (519,006     57,850  
      $ (26,440,633   $ 747,854  
Long Exposure  

Aluminum

    194       12/18/23     $ 11,950,303     $ (434,028

Bitcoin

    34       3/31/23       3,979,700       (286,038

Brent Crude

    232       11/30/23       18,441,680       311,710  

Cattle Feeder

    9       5/25/23       898,313       21,750  

Cocoa

    104       9/14/23       2,889,120       165,840  

Coffee “C”

    63       9/19/23       4,318,650       152,663  

Copper

    70       9/18/23       15,680,000       907,625  

Copper

    72       12/18/23       16,110,000       123,333  

Corn

    428       12/14/23       12,192,650       (1,491,800

Cotton No. 2

    41       12/6/23       1,718,515       (43,080

Gasoline RBOB

    68       11/30/23       6,359,170       488,855  

Gold 100 Ounce

    92       8/29/23       17,216,880       (530,030

HRW Wheat

    74       7/14/23       2,984,050       (466,250

Lean Hogs

    89       4/17/23       3,032,230       (190,080

Live Cattle

    63       6/30/23       4,066,020       167,800  

Low Sulphur Gasoil

    100       12/12/23       7,660,000       (698,000

Natural Gas

    192       3/26/24       6,401,280       (558,440

Nickel

    52       4/17/23       7,706,088       (881,064

Nickel

    48       7/17/23       7,183,296       (718,272

NY Harbor ULSD

    67       5/31/23       7,633,256       (983,401

 

See Notes to Financial Statements.

 

156   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)

February 28, 2023

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Long Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Platinum

    61       4/26/23     $ 2,914,275     $ (181,410

Silver

    79       5/26/23       8,323,045       (103,955

Soybeans

    144       11/14/23       9,700,200       (81,050

Sugar No. 11

    207       4/28/23       4,653,029       278,454  

Wheat

    209       7/14/23       7,458,687       (1,124,688

WTI Crude Oil

    242       2/20/24       17,719,240       (135,670

Zinc

    96       12/18/23       7,117,800       (478,194
      $ 216,307,477     $ (6,767,420

Total – Net

 

  $ 189,866,844     $ (6,019,566

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices
in Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Obligations

   $      $ 152,907,623      $      $ 152,907,623  

Exchange-Traded Fund

     8,808,193                      8,808,193  

Total Investments in Securities

   $ 8,808,193      $ 152,907,623      $      $ 161,715,816  

Financial Derivative Instruments

           

Futures Contracts1

   $ 3,566,634      $      $      $ 3,566,634  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (9,586,200    $      $      $ (9,586,200

Total – Net

   $ 2,788,627      $ 152,907,623      $      $ 155,696,250  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      157  


Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 90.8%

 

U.S. Treasury Bills – 90.8%

 

4.41%, 3/16/23*(a)

   $ 13,320,000      $ 13,295,122  

4.63%, 5/18/23*

     105,500,000        104,435,373  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $117,774,383)

 

 

     117,730,495  
EXCHANGE-TRADED FUND – 4.4%

 

United States – 4.4%

 

WisdomTree Floating Rate Treasury Fund(b)

     
(Cost: $5,717,941)      114,030      5,734,569  

TOTAL INVESTMENTS IN SECURITIES – 95.2%

(Cost: $123,492,324)

 

 

     123,465,064  

Other Assets less Liabilities – 4.8%

 

     6,283,957  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 129,749,021  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a)

All or a portion of this security is held by the broker as collateral for open futures contracts. The securities collateral posted was comprised entirely of U.S. Treasury securities having a market value of $13,295,122 as of February 28, 2023.

 

(b)

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

INVESTMENT IN AFFILIATES

Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Investments in affiliates during the six-month fiscal period ended February 28, 2023 were as follows:

 

Affiliate   Value at
8/31/2022
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/28/2023
    Dividend
Income
    Capital Gain
Distributions
 

WisdomTree Floating Rate Treasury Fund

  $ 6,059,547     $     $ 329,500     $ 91     $ 4,431     $ 5,734,569     $ 112,852     $ 293  

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

10 Year U.S. Treasury Note

    37       6/21/23     $ (4,131,281   $ 122,617  

Aluminum

    2       4/17/23       (117,681     1,439  

Cattle Feeder

    30       3/30/23       (2,847,000     (55,437

Copper

    1       4/17/23       (224,000     1,425  

HRW Wheat

    65       5/12/23       (2,641,438     172,325  

Lead

    3       4/17/23       (157,575     (5,812

Lean Hogs

    83       4/17/23       (2,827,810     42,480  

Natural Gas

    110       3/29/23       (3,021,700     (292,970

Nickel

    1       4/17/23       (148,194     10,296  

Tin

    1       4/17/23       (124,440     10,385  

U.S. Treasury Long Bond

    32       6/21/23       (4,007,000     203,375  

Wheat

    73       5/12/23       (2,575,075     226,700  

Zinc

    2       4/17/23       (150,388     (50
      $ (22,973,582   $ 436,773  
Long Exposure  

Aluminum

    46       4/17/23     $ 2,706,675     $ (234,088

Bitcoin

    32       3/31/23       3,745,600       (269,212

Brazilian Real Currency

    132       3/31/23       2,509,320       (35,560

Copper

    13       4/17/23       2,912,000       (4,956

E-Mini Russell 2000 Index

    104       3/17/23       9,875,320       (29,400

Euro Stoxx 50 Index

    226       3/17/23       10,178,917     659,483  

Gasoline RBOB

    26       3/31/23       2,885,064       142,069  

Indian Rupee/U.S. Dollar

    108       3/28/23       2,611,872       (18,570

Korean Won Currency

    26       3/13/23       2,460,250       (117,000

Lead

    56       4/17/23       2,941,400       4,931  

Live Cattle

    44       4/28/23       2,912,360       69,700  

Low Sulphur Gasoil

    34       4/12/23       2,805,000       81,600  

 

See Notes to Financial Statements.

 

158   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

February 28, 2023

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Long Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Mexican Peso Currency

    100       3/13/23     $ 2,723,000     $ 228,685  

Nickel

    17       4/17/23       2,519,298       (395,658

Nikkei 225 Index

    50       6/8/23       9,987,887     (12,260

NY Harbor ULSD

    24       3/31/23       2,828,045       82,051  

S&P 500 E-Mini Index

    50       3/17/23       9,938,750       (361,568

S&P/TSX 60 Index

    56       3/16/23       10,008,388     (134,783

Silver

    24       5/26/23       2,528,520       (184,405

South African Rand Currency

    90       3/13/23       2,448,000       (107,038

Sugar No. 11

    125       4/28/23       2,809,800       11,917  

Tin

    20       4/17/23       2,488,800       (351,200

Zinc

    35       4/17/23       2,631,781       (207,813
      $ 99,456,047     $ (1,183,075

Total – Net

 

  $ 76,482,465     $ (746,302
^

Notional value has been converted to U.S. dollars using the relevant foreign exchange rate as of February 28, 2023.

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used as of February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices
in Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

           

Investments in Securities

           

U.S. Government Obligations

   $      $ 117,730,495      $      $ 117,730,495  

Exchange-Traded Fund

     5,734,569                      5,734,569  

Total Investments in Securities

   $ 5,734,569      $ 117,730,495      $      $ 123,465,064  

Financial Derivative Instruments

           

Futures Contracts1

   $ 2,071,478      $      $      $ 2,071,478  

Liabilities:

        

Financial Derivative Instruments

  

Futures Contracts1

   $ (2,817,780    $      $      $ (2,817,780

Total – Net

   $ 4,988,267      $ 117,730,495      $      $ 122,718,762  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      159  


Schedule of Investments (unaudited)

WisdomTree PutWrite Strategy Fund (PUTW)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 95.8%

 

U.S. Treasury Bills – 95.8%

 

4.76%, 5/18/23*

   $ 52,760,000      $ 52,227,586  

4.92%, 8/10/23*

     36,000,000        35,221,792  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $87,462,172)

 

 

     87,449,378  
EXCHANGE-TRADED FUND – 4.4%

 

United States – 4.4%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $4,009,824)    79,965      $ 4,021,440  

TOTAL INVESTMENTS IN SECURITIES – 100.2%

(Cost: $91,471,996)

 

 

     91,470,818  

Other Assets less Liabilities – (0.2)%

 

     (148,757
     

 

 

 
NET ASSETS – 100.0%

 

   $ 91,322,061  
* 

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 six-month fiscal period ended February 28, 2023 were as follows:

 

Affiliate   Value at
8/31/2022
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/28/2023
    Dividend
Income
    Capital Gain
Distributions
 

WisdomTree Floating Rate Treasury Fund

  $ 4,652,949     $ 524,394     $ 1,159,491     $ (707   $ 4,295     $ 4,021,440     $ 84,752     $ 206  

 

FINANCIAL DERIVATIVE INSTRUMENTS  
WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED)  
Description   Number of
Contracts
    Notional
Amount1
    Strike
Price
    Expiration
Date
    Premiums
Received
   

Unrealized
Appreciation/

(Depreciation)

    Value  

SPDR S&P 500 ETF Trust

    (1,160   $ (47,328,000   $ 408       3/17/2023     $ (1,099,680   $ (532,440   $ (1,632,120

SPDR S&P 500 ETF Trust

    (1,176     (47,157,600     401       4/6/2023       (1,434,802     80,050       (1,354,752
      $ (2,534,482   $ (452,390   $ (2,986,872
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 February 28, 2023 in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

           

Investments in Securities

           

U.S. Government Obligations

   $      $ 87,449,378      $      $ 87,449,378  

Exchange-Traded Fund

     4,021,440                      4,021,440  

Total Investments in Securities

   $ 4,021,440      $ 87,449,378      $      $ 91,470,818  

Liabilities:

           

Financial Derivative Instruments

           

Written Options1

   $      $ (2,986,872    $      $ (2,986,872

Total – Net

   $ 4,021,440      $ 84,462,506      $      $ 88,483,946  
1 

Amount shown represents the market value of the financial instrument.

 

See Notes to Financial Statements.

 

160   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Target Range Fund (GTR)

February 28, 2023

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 74.2%

 

U.S. Treasury Bill – 74.2%

 

4.62%, 5/18/23*

     
(Cost: $44,168,599)    $ 44,600,000      $ 44,149,930  
PURCHASED OPTIONS (EXCHANGE-TRADED) – 18.5%  
Call Options   Number of
Contracts
    Notional
Amount(a)
    Strike
Price
    Expiration
Date
    Premiums
Paid
   

Unrealized
Appreciation/

(Depreciation)

    Value  

iShares MSCI
EAFE ETF

    1,699     $ 10,363,900     $ 61       1/19/24     $ 2,251,324     $ (293,226     1,958,098  

iShares MSCI Emerging Markets ETF

    1,464       5,124,000       35       1/19/24       1,207,237       (369,097     838,140  

iShares Russell 2000 ETF

    643       10,288,000       160       1/19/24       2,362,414       107,349       2,469,763  

SPDR S&P 500 ETF Trust

    757       25,738,000       340       1/19/24       5,778,921       (17,773     5,761,148  

TOTAL PURCHASED OPTIONS (EXCHANGE-TRADED)

(Cost: $11,599,896)

 

 

    11,027,149  

TOTAL INVESTMENTS IN SECURITIES – 92.7%

(Cost: $55,768,495)

 

 

    55,177,079  

Other Assets less Liabilities – 7.3%

 

    4,321,389  
 

 

 

 
NET ASSETS – 100.0%

 

  $ 59,498,468  
* 

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

    (1,699   $ (13,931,800   $ 82       1/19/2024     $ (246,045   $ 118,620     $ (127,425

iShares MSCI Emerging Markets ETF

    (1,464     (7,027,200     48       1/19/2024       (147,881     103,961       (43,920

iShares Russell 2000 ETF

    (643     (13,824,500     215       1/19/2024       (409,635     1,651       (407,984

SPDR S&P 500 ETF Trust

    (757     (34,822,000     460       1/19/2024       (623,891     132,598       (491,293
      $ (1,427,452   $ 356,830     $ (1,070,622
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 February 28, 2023 in valuing the Fund’s investments:

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

           

Investments in Securities

           

U.S. Government Obligations

   $      $ 44,149,930      $      $ 44,149,930  

Purchased Options

            11,027,149               11,027,149  

Total Investments in Securities

   $      $ 55,177,079      $      $ 55,177,079  

Liabilities:

 

     

Financial Derivative Instruments

  

Written Options1

   $      $ (1,070,622    $      $ (1,070,622

Total – Net

   $      $ 54,106,457      $      $ 54,106,457  
1 

Amount shown represents the market value of the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      161  


Statements of Assets and Liabilities (unaudited)

WisdomTree Trust

February 28, 2023

 

 

 

      WisdomTree
Bloomberg
U.S. Dollar
Bullish Fund
     WisdomTree
Chinese Yuan
Strategy Fund
     WisdomTree
Emerging
Currency
Strategy Fund
     WisdomTree
Emerging
Markets
Corporate
Bond Fund
     WisdomTree
Emerging
Markets Local
Debt Fund
 

ASSETS:

              

Investments, at cost

   $ 281,113,828      $ 16,637,168      $ 5,406,064      $ 47,050,084      $ 104,842,238  

Investment in affiliates, at cost (Note 3)

     12,892,368        1,119,572        341,394                

Repurchase agreements, at cost

            7,340,000        2,720,000               6,660,000  

Foreign currency, at cost

            105                      1,320,843  

Foreign currency (restricted), at cost (Note 2)

                                 276,462  

Investments in securities, at value1,2 (Note 2)

     281,047,479        16,634,879        5,405,324        42,449,984        87,327,150  

Investment in affiliates, at value (Note 3)

     12,899,385        1,121,467        341,972                

Repurchase agreements, at value (Note 2)

            7,340,000        2,720,000               6,660,000  

Cash

     1,443,770        93,685        292,450        2,274,973        234,647  

Deposits at broker for futures contracts

                          112,238         

Foreign currency, at value

            102                      1,495,718  

Foreign currency (restricted), at value (Note 2)

                                 0 ^ 

Unrealized appreciation on foreign currency contracts

     9,403,836        181,684        30,634               18,471  

Receivables:

              

Investment securities sold

                          594,285         

Capital shares sold

     28,361                              

Dividends

                                 522  

Securities lending income

                          693        79  

Interest

            2,817        344        533,944        1,589,890  

Foreign tax reclaims

                                 142,588  

Total Assets

     304,822,831        25,374,634        8,790,724        45,966,117        97,469,065  

LIABILITIES:

              

Foreign currency due to custodian, at value

                          592         

Unrealized depreciation on foreign currency contracts

     1,429,528        304,253        274,586               48,046  

Payables:

              

Cash collateral received for securities loaned (Note 2)

                          1,951,805        3,798,540  

Investment securities purchased

                          625,000         

Cash collateral received for foreign currency contracts

     530,000        20,000                       

Advisory fees (Note 3)

     114,826        8,651        3,593        20,257        39,758  

Service fees (Note 2)

     1,024        86        29        149        318  

Net variation margin on futures contracts

                          5,508         

Foreign capital gains tax

                                 30,476  

Total Liabilities

     2,075,378        332,990        278,208        2,603,311        3,917,138  

NET ASSETS

   $ 302,747,453      $ 25,041,644      $ 8,512,516      $ 43,362,806      $ 93,551,927  

NET ASSETS:

              

Paid-in capital

   $ 324,632,783      $ 26,694,353      $ 56,824,677      $ 62,022,617      $ 143,206,392  

Total distributable earnings (loss)

     (21,885,330      (1,652,709      (48,312,161      (18,659,811      (49,654,465

NET ASSETS

   $ 302,747,453      $ 25,041,644      $ 8,512,516      $ 43,362,806      $ 93,551,927  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     11,450,000        1,000,000        500,000        700,000        3,600,000  

Net asset value per share

   $ 26.44      $ 25.04      $ 17.03      $ 61.95      $ 25.99  

1 Includes market value of securities out on loan of:

                        $ 2,527,792      $ 3,655,566  

2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).

 

^   Foreign currency (restricted), at value, has been fair valued using significant unobservable inputs by a valuation committee of WisdomTree Asset Management, Inc.

  

    

 

See Notes to Financial Statements.

 

162   WisdomTree Trust


Statements of Assets and Liabilities (unaudited) (continued)

WisdomTree Trust

February 28, 2023

 

 

 

      WisdomTree
Floating Rate
Treasury Fund
     WisdomTree
Interest Rate
Hedged High
Yield Bond Fund
     WisdomTree
Interest Rate
Hedged U.S.
Aggregate
Bond Fund
     WisdomTree
Mortgage Plus
Bond Fund
     WisdomTree
Voya Yield
Enhanced USD
Universal
Bond Fund
 

ASSETS:

              

Investments, at cost

   $ 13,767,230,701      $ 213,461,385      $ 256,052,322      $ 23,826,382      $ 1,091,758,723  

Repurchase agreements, at cost

                   2,950,000                

Foreign currency, at cost

                   74                

Investments in securities, at value1,2 (Note 2)

     13,771,480,665        194,686,165        237,456,179        21,286,569        1,066,032,677  

Repurchase agreements, at value (Note 2)

                   2,950,000                

Cash

     554,689        3,906,850        622,572        763,842        4,333,943  

Deposits at broker for futures contracts

            1,625,951        5,943,559        65,013        1,037,163  

Foreign currency, at value

                   79                

Receivables:

              

Investment securities sold

     1,083,705,005               3,825,933                

Due from broker for securities sold short (Note 2)

                   662,530                

Capital shares sold

     58,905,969               10,212               3,881,622  

Securities lending income

     187        16,151        429                

Interest

     53,724,058        2,750,688        1,371,976        146,076        7,251,473  

Foreign tax reclaims

                   506               8,146  

Net variation margin on futures contracts

            351,072                       

Total Assets

     14,968,370,573        203,336,877        252,843,975        22,261,500        1,082,545,024  

LIABILITIES:

              

Securities sold short, at value3

                   644,268                

Payables:

              

Cash collateral received for securities loaned (Note 2)

            24,646,150        1,366,795                

Investment securities purchased

     1,142,430,835               13,738,355        542,830        3,018,415  

Advisory fees (Note 3)

     1,552,756        59,918        45,044        7,594        96,889  

Service fees (Note 2)

     45,548        613        862        74        2,842  

Net variation margin on futures contracts

                   32,688        1,539        26,437  

Interest on securities sold short

                   779                

Total Liabilities

     1,144,029,139        24,706,681        15,828,791        552,037        3,144,583  

NET ASSETS

   $ 13,824,341,434      $ 178,630,196      $ 237,015,184      $ 21,709,463      $ 1,079,400,441  

NET ASSETS:

              

Paid-in capital

   $ 13,829,315,357      $ 214,560,940      $ 264,710,218      $ 27,190,849      $ 1,111,193,803  

Total distributable earnings (loss)

     (4,973,923      (35,930,744      (27,695,034      (5,481,386      (31,793,362

NET ASSETS

   $ 13,824,341,434      $ 178,630,196      $ 237,015,184      $ 21,709,463      $ 1,079,400,441  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     274,977,500        8,500,000        5,400,000        500,000        22,240,000  

Net asset value per share

   $ 50.27      $ 21.02      $ 43.89      $ 43.42      $ 48.53  

1 Includes market value of securities out on loan of:

          $ 24,507,237      $ 1,988,071                

2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).

  

3 Securities sold short, proceeds:

                 $ 661,751                

 

See Notes to Financial Statements.

 

WisdomTree Trust      163  


Statements of Assets and Liabilities (unaudited) (continued)

WisdomTree Trust

February 28, 2023

 

 

 

      WisdomTree
Yield Enhanced
U.S. Aggregate
Bond Fund
     WisdomTree
Yield Enhanced
U.S. Short-Term
Aggregate
Bond Fund
     WisdomTree
Alternative
Income Fund
     WisdomTree
Efficient Gold
Plus Equity
Strategy Fund

(consolidated)
     WisdomTree
Efficient Gold
Plus Gold Miners
Strategy Fund

(consolidated)
 

ASSETS:

              

Investments, at cost

   $ 971,721,804      $ 68,470,763      $ 14,498,231      $ 4,948,440      $ 6,657,310  

Repurchase agreements, at cost

     12,600,000                              

Foreign currency, at cost

     148                             645  

Investments in securities, at value1,2 (Note 2)

     870,125,665        64,287,092        13,357,055        4,862,295        5,145,726  

Repurchase agreements, at value (Note 2)

     12,600,000                              

Cash

     3,248,028        89,080        31,540        286,476        232,013  

Deposits at broker for futures contracts

                          220,984        281,986  

Foreign currency, at value

     160                             233  

Receivables:

              

Investment securities sold

     24,658,861        998,611                       

Due from broker for securities sold short (Note 2)

     8,101,800                              

Capital shares sold

     1,272                              

Dividends

                   20,071        7,730        12,505  

Securities lending income

     901               1,715               23  

Interest

     6,550,947        319,235                       

Foreign tax reclaims

                                 476  

Net variation margin on futures contracts

                          31,860        31,860  

Total Assets

     925,287,634        65,694,018        13,410,381        5,409,345        5,704,822  

LIABILITIES:

              

Foreign currency due to custodian, at value

            16                       

Securities sold short, at value3

     7,909,278                              

Payables:

              

Cash collateral received for securities loaned (Note 2)

     3,610,920               2,035,829               242,114  

Investment securities purchased

     49,131,588        5,212,760                       

Advisory fees (Note 3)

     80,429        5,610        4,052        805        2,036  

Service fees (Note 2)

     2,949        206        36        18        20  

Interest on securities sold short

     9,885                              

Total Liabilities

     60,745,049        5,218,592        2,039,917        823        244,170  

NET ASSETS

   $ 864,542,585      $ 60,475,426      $ 11,370,464      $ 5,408,522      $ 5,460,652  

NET ASSETS:

              

Paid-in capital

   $ 1,044,598,245      $ 70,205,558      $ 13,730,578      $ 5,485,348      $ 7,313,913  

Total distributable earnings (loss)

     (180,055,660      (9,730,132      (2,360,114      (76,826      (1,853,261

NET ASSETS

   $ 864,542,585      $ 60,475,426      $ 11,370,464      $ 5,408,522      $ 5,460,652  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     20,200,000        1,300,000        600,000        250,000        250,000  

Net asset value per share

   $ 42.80      $ 46.52      $ 18.95      $ 21.63      $ 21.84  

1 Includes market value of securities out on loan of:

   $ 4,886,984             $ 2,492,383             $ 230,906  

2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).

  

3 Securities sold short, proceeds:

   $ 8,091,914                              

 

See Notes to Financial Statements.

 

164   WisdomTree Trust


Statements of Assets and Liabilities (unaudited) (concluded)

WisdomTree Trust

February 28, 2023

 

 

 

      WisdomTree
Enhanced
Commodity
Strategy Fund

(consolidated)
     WisdomTree
Managed
Futures
Strategy Fund

(consolidated)
     WisdomTree
PutWrite
Strategy Fund
     WisdomTree
Target Range
Fund
 

ASSETS:

           

Investments, at cost

   $ 152,964,553      $ 117,774,383      $ 87,462,172      $ 55,768,495  

Investment in affiliates, at cost (Note 3)

     8,797,379        5,717,941        4,009,824         

Investments in securities, at value

     152,907,623        117,730,495        87,449,378        55,177,079  

Investment in affiliates, at value (Note 3)

     8,808,193        5,734,569        4,021,440         

Cash

     28,678,033        7,482,194        2,871,292        1,689,554  

Foreign currency, at value

            9,527                

Cash collateral segregated for written options

                          3,731,095  

Receivables:

           

Capital shares sold

     1,139        216               3,131  

Dividends

     890                       

Net variation margin on futures contracts

     717,361                       

Total Assets

     191,113,239        130,957,001        94,342,110        60,600,859  

LIABILITIES:

           

Written options, at value1

                   2,986,872        1,070,622  

Payables:

           

Due to broker

     838,433        1,113,468                

Advisory fees (Note 3)

     79,692        65,739        32,843        31,571  

Service fees (Note 2)

     650        449        334        198  

Net variation margin on futures contracts

            28,324                

Total Liabilities

     918,775        1,207,980        3,020,049        1,102,391  

NET ASSETS

   $ 190,194,464      $ 129,749,021      $ 91,322,061      $ 59,498,468  

NET ASSETS:

           

Paid-in capital

   $ 297,104,656      $ 185,084,901      $ 110,898,636      $ 65,985,600  

Total distributable earnings (loss)

     (106,910,192      (55,335,880      (19,576,575      (6,487,132

NET ASSETS

   $ 190,194,464      $ 129,749,021      $ 91,322,061      $ 59,498,468  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     10,750,000        4,000,000        3,000,000        2,800,000  

Net asset value per share

   $ 17.69      $ 32.44      $ 30.44      $ 21.25  

1 Premiums received on written options:

                 $ 2,534,482      $ 1,427,452  

 

See Notes to Financial Statements.

 

WisdomTree Trust      165  


Statements of Operations (unaudited)

WisdomTree Trust

For the Six Months Ended February 28, 2023

 

 

 

      WisdomTree
Bloomberg
U.S. Dollar
Bullish Fund
     WisdomTree
Chinese Yuan
Strategy Fund
     WisdomTree
Emerging
Currency
Strategy Fund
     WisdomTree
Emerging
Markets
Corporate
Bond Fund
     WisdomTree
Emerging
Markets Local
Debt Fund
 

INVESTMENT INCOME:

              

Dividends from affiliates (Note 3)

   $ 309,160      $ 21,743      $ 6,630      $      $  

Interest

     6,158,355        432,088        136,172        1,157,083        3,146,552  

Securities lending income, net (Note 2)

                          3,506        1,789  

Less: Foreign withholding taxes on interest

                                 (65,974

Total investment income

     6,467,515        453,831        142,802        1,160,589        3,082,367  

EXPENSES:

              

Advisory fees (Note 3)

     942,535        59,631        22,690        142,560        247,618  

Service fees (Note 2)

     8,294        583        182        1,045        1,981  

Total expenses

     950,829        60,214        22,872        143,605        249,599  

Expense waivers (Note 3)

     (12,226      (835      (255              

Net expenses

     938,603        59,379        22,617        143,605        249,599  

Net investment income

     5,528,912        394,452        120,185        1,016,984        2,832,768  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

              

Net realized gain (loss) from:

              

Investment transactions

     (122,231      (3,248      (842      (2,805,638      (2,734,668

Investment transactions in affiliates (Note 3)

     (4,943                            

In-kind redemptions

                          (615,958      (92,452

Capital gain distributions from affiliates (Note 3)

     909        57        17                

Futures contracts

                          114,864         

Foreign currency contracts

     (12,311,473      (673,965      572,566               (224,803

Foreign currency related transactions

     69                      (7      (46,371

Net realized gain (loss)

     (12,437,669      (677,156      571,741        (3,306,739      (3,098,294

Net increase (decrease) in unrealized appreciation/depreciation:

              

Investment transactions1

     161,592        11,879        1,033        3,346,716        3,675,858  

Investment transactions in affiliates (Note 3)

     19,143        892        272                

Futures contracts

                          (26,746       

Foreign currency contracts

     389,101        452,868        (348,321             35,429  

Translation of assets and liabilities denominated in foreign currencies

     (60      (1             (31      (149,262

Net increase (decrease) in unrealized appreciation/depreciation

     569,776        465,638        (347,016      3,319,939        3,562,025  

Net realized and unrealized gain (loss) on investments

     (11,867,893      (211,518      224,725        13,200        463,731  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

   $ (6,338,981    $ 182,934      $ 344,910      $ 1,030,184      $ 3,296,499  

1 Includes net increase (decrease) in accrued foreign capital gain taxes of:

                               $ 7,172  

 

See Notes to Financial Statements.

 

166   WisdomTree Trust


Statements of Operations (unaudited) (continued)

WisdomTree Trust

For the Six Months or Period Ended February 28, 2023

 

 

 

      WisdomTree
Floating Rate
Treasury Fund
     WisdomTree
Interest Rate
Hedged High
Yield Bond Fund
     WisdomTree
Interest Rate
Hedged U.S.
Aggregate
Bond Fund
     WisdomTree
Mortgage Plus
Bond Fund
     WisdomTree
Voya Yield
Enhanced USD
Universal Bond
Fund1
 

INVESTMENT INCOME:

              

Dividends

   $      $      $ 74      $      $  

Interest

     247,748,647        5,236,582        5,499,460        175,721        2,993,331  

Payment-in-kind interest

                          175,365         

Securities lending income, net (Note 2)

     2,297        78,647        5,163                

Less: Foreign withholding taxes on interest

                                 (528

Total investment income

     247,750,944        5,315,229        5,504,697        351,086        2,992,803  

EXPENSES:

              

Advisory fees (Note 3)

     8,770,521        373,647        363,907        51,470        96,889  

Service fees (Note 2)

     257,269        3,823        6,962        503        2,842  

Total expenses

     9,027,790        377,470        370,869        51,973        99,731  

Net investment income

     238,723,154        4,937,759        5,133,828        299,113        2,893,072  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

              

Net realized gain (loss) from:

              

Investment transactions

     (7,915,548      (4,753,777      (14,696,862      (1,090,831      (4,687,610

In-kind redemptions

     405,314        (4,476,548      (4,195,297              

Futures contracts

            7,307,940        16,727,286        (224,800      (1,388,139

Net realized loss

     (7,510,234      (1,922,385      (2,164,873      (1,315,631      (6,075,749

Net increase (decrease) in unrealized appreciation/depreciation:

              

Investment transactions

     11,224,342        6,194,783        7,269,065        59,868        (25,726,046

Futures contracts

            (297,706      (54,345      7,595        (225,439

Securities sold short

                   17,483                

Translation of assets and liabilities denominated in foreign currencies

                   5                

Net increase (decrease) in unrealized appreciation/depreciation

     11,224,342        5,897,077        7,232,208        67,463        (25,951,485

Net realized and unrealized gain (loss) on investments

     3,714,108        3,974,692        5,067,335        (1,248,168      (32,027,234

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

   $ 242,437,262      $ 8,912,451      $ 10,201,163      $ (949,055    $ (29,134,162

1 For the period February 7, 2023 (commencement of operations) through February 28, 2023.

  

 

See Notes to Financial Statements.

 

WisdomTree Trust      167  


Statements of Operations (unaudited) (continued)

WisdomTree Trust

For the Six Months Ended February 28, 2023

 

 

 

      WisdomTree Yield
Enhanced U.S.
Aggregate
Bond Fund
     WisdomTree
Yield Enhanced
U.S. Short-Term
Aggregate
Bond Fund
     WisdomTree
Alternative
Income Fund
     WisdomTree
Efficient Gold
Plus Equity
Strategy Fund

(consolidated)
     WisdomTree
Efficient Gold
Plus Gold Miners
Strategy Fund

(consolidated)
 

INVESTMENT INCOME:

              

Dividends

   $ 148      $      $ 569,735      $ 30,804      $ 71,568  

Interest

     14,820,431        683,102               2,221        4,235  

Securities lending income, net (Note 2)

     7,404        14        11,709               60  

Less: Foreign withholding taxes on dividends

                          (8      (5,220

Total investment income

     14,827,983        683,116        581,444        33,017        70,643  

EXPENSES:

              

Advisory fees (Note 3)

     523,422        44,782        23,975        3,907        15,060  

Service fees (Note 2)

     19,192        1,642        211        86        147  

Total expenses

     542,614        46,424        24,186        3,993        15,207  

Net investment income

     14,285,369        636,692        557,258        29,024        55,436  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

              

Net realized gain (loss) from:

              

Investment transactions

     (27,661,282      (1,573,805      (921,608      (90,712      (384,541

In-kind redemptions

     (15,372,049      (2,104,129      111,527               217,197  

Futures contracts

                          393,135        555,122  

Foreign currency contracts

                                 (3,793

Foreign currency related transactions

            (1             (5      2,056  

Net realized gain (loss)

     (43,033,331      (3,677,935      (810,081      302,418        386,041  

Net increase (decrease) in unrealized appreciation/depreciation:

              

Investment transactions

     6,850,046        2,134,757        196,272        97,886        1,241,545  

Futures contracts

                          (238,435      (237,325

Securities sold short

     (230,648                            

Foreign currency contracts

                                 (41

Translation of assets and liabilities denominated in foreign currencies

     12        (1                    38  

Net increase (decrease) in unrealized appreciation/depreciation

     6,619,410        2,134,756        196,272        (140,549      1,004,217  

Net realized and unrealized gain (loss) on investments

     (36,413,921      (1,543,179      (613,809      161,869        1,390,258  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

   $ (22,128,552    $ (906,487    $ (56,551    $ 190,893      $ 1,445,694  

 

See Notes to Financial Statements.

 

168   WisdomTree Trust


Statements of Operations (unaudited) (concluded)

WisdomTree Trust

For the Six Months Ended February 28, 2023

 

 

 

      WisdomTree
Enhanced
Commodity
Strategy Fund

(consolidated)
     WisdomTree
Managed
Futures
Strategy Fund

(consolidated)
     WisdomTree
PutWrite
Strategy Fund
     WisdomTree
Target Range
Fund
 

INVESTMENT INCOME:

           

Dividends from affiliates (Note 3)

   $ 188,258      $ 112,852      $ 84,752      $  

Interest

     2,620,732        1,779,193        1,582,697        723,082  

Total investment income

     2,808,990        1,892,045        1,667,449        723,082  

EXPENSES:

           

Advisory fees (Note 3)

     604,684        434,654        216,250        190,739  

Service fees (Note 2)

     4,837        2,942        2,162        1,199  

Total expenses

     609,521        437,596        218,412        191,938  

Expense waivers (Note 3)

     (7,427      (4,345      (3,283       

Net expenses

     602,094        433,251        215,129        191,938  

Net investment income

     2,206,896        1,458,794        1,452,320        531,144  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

           

Net realized gain (loss) from:

           

Investment transactions

     (174,992      (35      (526,859      (6,512,864

Investment transactions in affiliates (Note 3)

     (1,567      91        (707       

Capital gain distributions from affiliates (Note 3)

     450        293        206         

Futures contracts

     (22,186,434      (3,523,935              

Written options

                   (4,237,391      560,487  

Foreign currency related transactions

            393,381                

Net realized loss

     (22,362,543      (3,130,205      (4,764,751      (5,952,377

Net increase (decrease) in unrealized appreciation/depreciation:

           

Investment transactions

     746,900        362,718        20,589        4,017,554  

Investment transactions in affiliates (Note 3)

     9,048        4,431        4,295         

Futures contracts

     7,941,861        (605,377              

Written options

                   4,618,085        (187,085

Translation of assets and liabilities denominated in foreign currencies

            (289,133              

Net increase (decrease) in unrealized appreciation/depreciation

     8,697,809        (527,361      4,642,969        3,830,469  

Net realized and unrealized loss on investments

     (13,664,734      (3,657,566      (121,782      (2,121,908

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

   $ (11,457,838    $ (2,198,772    $ 1,330,538      $ (1,590,764

 

 

See Notes to Financial Statements.

 

WisdomTree Trust      169  


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
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

       

Net investment income (loss)

  $ 5,528,912     $ 488,465     $ 394,452     $ (18,243   $ 120,185     $ (25,194

Net realized gain (loss) on investments, foreign currency contracts and foreign currency related transactions

    (12,437,669     22,252,692       (677,156     (333,837     571,741       (1,196,994

Net increase (decrease) in unrealized appreciation/depreciation on investments, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies

    569,776       6,630,908       465,638       (656,130     (347,016     (64

Net increase from payment by affiliate

          5,967                          

Net increase (decrease) in net assets resulting from operations

    (6,338,981     29,378,032       182,934       (1,008,210     344,910       (1,222,252

DISTRIBUTIONS TO SHAREHOLDERS:

           

Distributable earnings

    (30,189,364           (230,769     (2,437,806     (67,060      

CAPITAL SHARE TRANSACTIONS:

           

Net proceeds from sale of shares

    290,387,218       655,640,869             1,353,373             5,316,708  

Cost of shares redeemed

    (348,693,731     (430,604,669     (2,558,983     (13,424,593           (8,591,822

Net increase (decrease) in net assets resulting from capital share transactions

    (58,306,513     225,036,200       (2,558,983     (12,071,220           (3,275,114

Net Increase (Decrease) in Net Assets

    (94,834,858     254,414,232       (2,606,818     (15,517,236     277,850       (4,497,366

NET ASSETS:

           

Beginning of period

  $ 397,582,311     $ 143,168,079     $ 27,648,462     $ 43,165,698     $ 8,234,666     $ 12,732,032  

End of period

  $ 302,747,453     $ 397,582,311     $ 25,041,644     $ 27,648,462     $ 8,512,516     $ 8,234,666  

SHARES CREATED AND REDEEMED:

           

Shares outstanding, beginning of period

    13,800,000       5,600,000       1,100,000       1,550,000       500,000       700,000  

Shares created

    10,050,000       24,050,000             50,000             300,000  

Shares redeemed

    (12,400,000     (15,850,000     (100,000     (500,000           (500,000

Shares outstanding, end of period

    11,450,000       13,800,000       1,000,000       1,100,000       500,000       500,000  

 

See Notes to Financial Statements.

 

170   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
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 1,016,984     $ 2,096,985     $ 2,832,768     $ 5,972,020     $ 238,723,154     $ 39,544,240  

Net realized loss on investments, futures contracts, foreign currency contracts and foreign currency related transactions

    (3,306,739     (3,341,239     (3,098,294     (16,401,615     (7,510,234     (269,352

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies

    3,319,939       (9,048,954     3,562,025       (10,845,404     11,224,342       (7,264,999

Net increase (decrease) in net assets resulting from operations

    1,030,184       (10,293,208     3,296,499       (21,274,999     242,437,262       32,009,889  

DISTRIBUTIONS TO SHAREHOLDERS:

           

Distributable earnings

    (1,008,750     (2,111,000     (2,359,500     (1,932,000     (239,726,529     (39,230,685

Tax return of capital

                      (3,377,500            

Total distributions to shareholders

    (1,008,750     (2,111,000     (2,359,500     (5,309,500     (239,726,529     (39,230,685

CAPITAL SHARE TRANSACTIONS:

           

Net proceeds from sale of shares

          18,064,242       8,988,986             6,756,763,743       8,323,042,148  

Cost of shares redeemed

    (9,313,674     (6,283,915     (3,917,712     (20,655,386     (987,376,095     (1,350,033,412

Net increase (decrease) in net assets resulting from capital share transactions

    (9,313,674     11,780,327       5,071,274       (20,655,386     5,769,387,648       6,973,008,736  

Net Increase (Decrease) in Net Assets

    (9,292,240     (623,881     6,008,273       (47,239,885     5,772,098,381       6,965,787,940  

NET ASSETS:

           

Beginning of period

  $ 52,655,046     $ 53,278,927     $ 87,543,654     $ 134,783,539     $ 8,052,243,053     $ 1,086,455,113  

End of period

  $ 43,362,806     $ 52,655,046     $ 93,551,927     $ 87,543,654     $ 13,824,341,434     $ 8,052,243,053  

SHARES CREATED AND REDEEMED:

           

Shares outstanding, beginning of period

    850,000       700,000       3,400,000       4,150,000       160,267,500       21,637,500 1 

Shares created

          250,000       350,000             134,340,000       165,475,000 1 

Shares redeemed

    (150,000     (100,000     (150,000     (750,000     (19,630,000     (26,845,000 )1 

Shares outstanding, end of period

    700,000       850,000       3,600,000       3,400,000       274,977,500       160,267,500 1 

1 Shares were adjusted to reflect a 1:2 reverse stock split effective March 24, 2022.

  

 

See Notes to Financial Statements.

 

WisdomTree Trust      171  


Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

    

WisdomTree Interest Rate Hedged

High Yield Bond Fund

    WisdomTree Interest Rate Hedged
U.S. Aggregate Bond Fund
    WisdomTree Mortgage
Plus Bond Fund
 
     For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 4,937,759     $ 9,238,906     $ 5,133,828     $ 5,403,325     $ 299,113     $ 396,539  

Net realized gain (loss) on investments, futures contracts and foreign currency related transactions

    (1,922,385     11,693,307       (2,164,873     23,627,891       (1,315,631     (1,264,533

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, securities sold short and translation of assets and liabilities denominated in foreign currencies

    5,897,077       (28,601,245     7,232,208       (30,747,073     67,463       (2,883,171

Net increase (decrease) in net assets resulting from operations

    8,912,451       (7,669,032     10,201,163       (1,715,857     (949,055     (3,751,165

DISTRIBUTIONS TO SHAREHOLDERS:

           

Distributable earnings

    (5,163,000     (8,977,500     (25,487,148     (5,628,375     (402,500     (544,800

CAPITAL SHARE TRANSACTIONS:

           

Net proceeds from sale of shares

    31,229,115       114,007,335       20,559,055       206,436,694              

Cost of shares redeemed

    (39,390,342     (80,765,992     (134,625,882     (48,054,059     (13,396,567      

Net increase (decrease) in net assets resulting from capital share transactions

    (8,161,227     33,241,343       (114,066,827     158,382,635       (13,396,567      

Net Increase (Decrease) in Net Assets

    (4,411,776     16,594,811       (129,352,812     151,038,403       (14,748,122     (4,295,965

NET ASSETS:

           

Beginning of period

  $ 183,041,972     $ 166,447,161     $ 366,367,996     $ 215,329,593     $ 36,457,585     $ 40,753,550  

End of period

  $ 178,630,196     $ 183,041,972     $ 237,015,184     $ 366,367,996     $ 21,709,463     $ 36,457,585  

SHARES CREATED AND REDEEMED:

           

Shares outstanding, beginning of period

    8,900,000       7,500,000       8,000,000       4,600,000       800,000       800,000  

Shares created

    1,500,000       5,200,000       450,000       4,450,000              

Shares redeemed

    (1,900,000     (3,800,000     (3,050,000     (1,050,000     (300,000      

Shares outstanding, end of period

    8,500,000       8,900,000       5,400,000       8,000,000       500,000       800,000  

 

See Notes to Financial Statements.

 

172   WisdomTree Trust


Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

     WisdomTree Voya
Yield Enhanced
USD Universal
Bond Fund
    WisdomTree Yield Enhanced U.S.
Aggregate Bond Fund
    WisdomTree Yield Enhanced U.S. Short-
Term Aggregate Bond Fund
 
     For the Period
February 7, 2023*
through
February 28, 2023
(unaudited)
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 2,893,072     $ 14,285,369     $ 20,553,179     $ 636,692     $ 1,393,491  

Net realized loss on investments, futures contracts and foreign currency related transactions

    (6,075,749     (43,033,331     (45,722,496     (3,677,935     (3,629,511

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, securities sold short and translation of assets and liabilities denominated in foreign currencies

    (25,951,485     6,619,410       (126,975,089     2,134,756       (7,287,920

Net decrease in net assets resulting from operations

    (29,134,162     (22,128,552     (152,144,406     (906,487     (9,523,940

DISTRIBUTIONS TO SHAREHOLDERS:

         

Distributable earnings

    (2,659,200     (14,855,000     (22,805,004     (626,000     (1,584,566

CAPITAL SHARE TRANSACTIONS:

         

Net proceeds from sale of shares

    1,111,193,802       162,994,560       329,303,699              

Cost of shares redeemed

    (99     (212,874,184     (292,023,597     (32,636,609     (94,048,957

Net increase (decrease) in net assets resulting from capital share transactions

    1,111,193,703       (49,879,624     37,280,102       (32,636,609     (94,048,957

Net Increase (Decrease) in Net Assets

    1,079,400,341       (86,863,176     (137,669,308     (34,169,096     (105,157,463

NET ASSETS:

         

Beginning of period

  $ 100     $ 951,405,761     $ 1,089,075,069     $ 94,644,522     $ 199,801,985  

End of period

  $ 1,079,400,441     $ 864,542,585     $ 951,405,761     $ 60,475,426     $ 94,644,522  

SHARES CREATED AND REDEEMED:

         

Shares outstanding, beginning of period

    2       21,400,000       20,700,000       2,000,000       3,900,000  

Shares created

    22,240,000       3,800,000       7,000,000              

Shares redeemed

    (2     (5,000,000     (6,300,000     (700,000     (1,900,000

Shares outstanding, end of period

    22,240,000       20,200,000       21,400,000       1,300,000       2,000,000  
*

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

See Notes to Financial Statements.

 

WisdomTree Trust      173  


Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

    

WisdomTree Alternative

Income Fund

   

WisdomTree Efficient Gold Plus
Equity Strategy Fund

(consolidated)

   

WisdomTree Efficient Gold Plus Gold Miners
Strategy Fund

(consolidated)

 
     For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the Period
March 17, 2022*
through
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the Period
December 16, 2021*
through
August 31, 2022
 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 557,258     $ 585,019     $ 29,024     $ 13,866     $ 55,436     $ 64,276  

Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions

    (810,081     (473,608     302,418       (307,822     386,041       (1,365,280

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies

    196,272       (1,389,017     (140,549     (219,171     1,004,217       (2,826,339

Net increase (decrease) in net assets resulting from operations

    (56,551     (1,277,606     190,893       (513,127     1,445,694       (4,127,343

DISTRIBUTIONS TO SHAREHOLDERS:

           

Distributable earnings

    (663,200     (651,729     (29,464           (108,732      

Tax return of capital

          (119,461                        

Total distributions to shareholders

    (663,200     (771,190     (29,464           (108,732      

CAPITAL SHARE TRANSACTIONS:

           

Net proceeds from sale of shares

    3,030,303       7,716,935       2,114,328       4,884,608             10,743,460  

Cost of shares redeemed

    (1,133,421     (5,789,854           (1,238,816     (2,492,429     (98

Net increase (decrease) in net assets resulting from capital share transactions

    1,896,882       1,927,081       2,114,328       3,645,792       (2,492,429     10,743,362  

Net Increase (Decrease) in Net Assets

    1,177,131       (121,715     2,275,757       3,132,665       (1,155,467     6,616,019  

NET ASSETS:

           

Beginning of period

  $ 10,193,333     $ 10,315,048     $ 3,132,765     $ 100     $ 6,616,119     $ 100  

End of period

  $ 11,370,464     $ 10,193,333     $ 5,408,522     $ 3,132,765     $ 5,460,652     $ 6,616,119  

SHARES CREATED AND REDEEMED:

           

Shares outstanding, beginning of period

    500,000       400,000       150,000       4       350,000       4  

Shares created

    160,000       340,000       100,000       200,000             350,000  

Shares redeemed

    (60,000     (240,000           (50,004     (100,000     (4

Shares outstanding, end of period

    600,000       500,000       250,000       150,000       250,000       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.

 

174   WisdomTree Trust


Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

    

WisdomTree Enhanced Commodity
Strategy Fund

(consolidated)

   

WisdomTree Managed Futures Strategy
Fund

(consolidated)

   

WisdomTree PutWrite

Strategy Fund

 
     For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

   

Net investment income (loss)

  $ 2,206,896     $ (168,010   $ 1,458,794     $ (351,745   $ 1,452,320     $ 13,014  

Net realized gain (loss) on investments, futures contracts, written options and foreign currency related transactions

    (22,362,543     45,843,429       (3,130,205     (4,444,734     (4,764,751     735,644  

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, written options and translation of assets and liabilities denominated in foreign currencies

    8,697,809       (25,008,506     (527,361     (1,807,823     4,642,969       (5,807,868

Net increase (decrease) in net assets resulting from operations

    (11,457,838     20,666,913       (2,198,772     (6,604,302     1,330,538       (5,059,210

DISTRIBUTIONS TO SHAREHOLDERS:

 

   

Distributable earnings

    (47,895,505     (18,086,292     (6,642,066     (18,766,008     (5,132,818      

CAPITAL SHARE TRANSACTIONS:

 

   

Net proceeds from sale of shares

    35,531,218       177,602,284       11,260,244       64,523,255       9,312,504       53,761,022  

Cost of shares redeemed

    (82,707,023     (77,010,956     (13,269,002     (45,554,835     (18,509,712     (8,320,344

Net increase (decrease) in net assets resulting from capital share transactions

    (47,175,805     100,591,328       (2,008,758     18,968,420       (9,197,208     45,440,678  

Net Increase (Decrease) in Net Assets

    (106,529,148     103,171,949       (10,849,596     (6,401,890     (12,999,488     40,381,468  

NET ASSETS:

 

   

Beginning of period

  $ 296,723,612     $ 193,551,663     $ 140,598,617     $ 147,000,507     $ 104,321,549     $ 63,940,081  

End of period

  $ 190,194,464     $ 296,723,612     $ 129,749,021     $ 140,598,617     $ 91,322,061     $ 104,321,549  

SHARES CREATED AND REDEEMED:

 

   

Shares outstanding, beginning of period

    13,050,000       8,750,000       4,050,000       3,550,000       3,300,000       1,950,000  

Shares created

    1,950,000       7,700,000       350,000       1,800,000       300,000       1,600,000  

Shares redeemed

    (4,250,000     (3,400,000     (400,000     (1,300,000     (600,000     (250,000

Shares outstanding, end of period

    10,750,000       13,050,000       4,000,000       4,050,000       3,000,000       3,300,000  

 

See Notes to Financial Statements.

 

WisdomTree Trust      175  


Statements of Changes in Net Assets (concluded)

WisdomTree Trust

 

 

 

 

      WisdomTree Target Range Fund  
      For the
Six Months Ended
February 28, 2023
(unaudited)
     For the Period
October 7, 2021*
through
August 31, 2022
 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income (loss)

   $ 531,144      $ (13,638

Net realized loss on investments and written options

     (5,952,377      (566,816

Net increase (decrease) in unrealized appreciation/depreciation on investments and written options

     3,830,469        (4,065,055

Net decrease in net assets resulting from operations

     (1,590,764      (4,645,509

DISTRIBUTIONS TO SHAREHOLDERS:

 

Distributable earnings

     (255,407       

CAPITAL SHARE TRANSACTIONS:

 

Net proceeds from sale of shares

     11,816,126        56,320,960  

Cost of shares redeemed

     (2,146,938      (100

Net increase in net assets resulting from capital share transactions

     9,669,188        56,320,860  

Net Increase in Net Assets

     7,823,017        51,675,351  

NET ASSETS:

 

Beginning of period

   $ 51,675,451      $ 100  

End of period

   $ 59,498,468      $ 51,675,451  

SHARES CREATED AND REDEEMED:

 

Shares outstanding, beginning of period

     2,350,000        4  

Shares created

     550,000        2,350,000  

Shares redeemed

     (100,000      (4

Shares outstanding, end of period

     2,800,000        2,350,000  
*

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

See Notes to Financial Statements.

 

176   WisdomTree Trust


Financial Highlights

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Bloomberg
U.S. Dollar Bullish Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 28.81     $ 25.57     $ 26.23     $ 28.11     $ 26.73     $ 25.64  

Investment operations:

           

Net investment income (loss)1

    0.41       0.06       (0.12     0.05       0.47       0.21  

Net realized and unrealized gain (loss)

    (0.74     3.18       (0.37     (1.11     1.15       0.88  

Net increase from payment by affiliate

          0.00 2                        0.00 2 

Total from investment operations

    (0.33     3.24       (0.49     (1.06     1.62       1.09  

Dividends and distributions to shareholders:

           

Net investment income

    (0.28           (0.17     (0.82     (0.24      

Capital gains

    (1.76                              

Total dividends and distributions to shareholders

    (2.04           (0.17     (0.82     (0.24      

Net asset value, end of period

  $ 26.44     $ 28.81     $ 25.57     $ 26.23     $ 28.11     $ 26.73  

TOTAL RETURN3

    (1.12 )%      12.67 %4      (1.85 )%      (3.87 )%      6.09     4.25 %4 

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 302,747     $ 397,582     $ 143,168     $ 83,951     $ 44,974     $ 90,884  

Ratios to average net assets of:

           

Expenses5,6

    0.50 %7      0.50     0.50     0.50     0.50     0.50

Net investment income (loss)6

    2.93 %7      0.21     (0.45 )%      0.19     1.71     0.83

Portfolio turnover rate8

    31 %9      156 %9      55 %9      266 %9      23 %9      0
           
             
WisdomTree Chinese Yuan
Strategy Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 25.13     $ 27.85     $ 25.80     $ 24.80     $ 25.49     $ 25.54  

Investment operations:

           

Net investment income (loss)1

    0.37       (0.01     (0.11     0.15       0.47       0.24  

Net realized and unrealized gain (loss)

    (0.25     (0.97     2.27       1.36       (0.87     (0.29

Total from investment operations

    0.12       (0.98     2.16       1.51       (0.40     (0.05

Dividends and distributions to shareholders:

           

Net investment income

    (0.21           (0.11     (0.51     (0.29      

Capital gains

          (1.74                        

Total dividends and distributions to shareholders

    (0.21     (1.74     (0.11     (0.51     (0.29      

Net asset value, end of period

  $ 25.04     $ 25.13     $ 27.85     $ 25.80     $ 24.80     $ 25.49  

TOTAL RETURN3

    0.48     (3.88 )%      8.39     6.16     (1.59 )%      (0.20 )% 

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 25,042     $ 27,648     $ 43,166     $ 24,507     $ 26,044     $ 31,861  

Ratios to average net assets of:

           

Expenses5,6

    0.45 %7      0.45     0.45     0.45     0.45     0.45

Net investment income (loss)6

    2.98 %7      (0.05 )%      (0.41 )%      0.60     1.82     0.92

Portfolio turnover rate8

    0     0     25 %9      0     0     0
1 

Based on average shares outstanding.

 

2 

Amount represents less than $0.005.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

4 

Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been unchanged.

 

5 

The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged.

 

6 

The ratios to average net assets do not include net investment income (loss) or expenses of other funds in which the Fund invests.

 

7 

Annualized.

 

8 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

9 

During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period).

 

See Notes to Financial Statements.

 

WisdomTree Trust      177  


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
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 16.47     $ 18.19     $ 17.55     $ 18.19     $ 17.97     $ 19.14  

Investment operations:

           

Net investment income (loss)1

    0.24       (0.04     (0.09     0.12       0.31       0.16  

Net realized and unrealized gain (loss)

    0.45       (1.68     0.85       (0.41     0.25       (1.33

Total from investment operations

    0.69       (1.72     0.76       (0.29     0.56       (1.17

Dividends to shareholders:

           

Net investment income

    (0.13           (0.12     (0.35     (0.34      

Net asset value, end of period

  $ 17.03     $ 16.47     $ 18.19     $ 17.55     $ 18.19     $ 17.97  

TOTAL RETURN2

    4.22     (9.46 )%      4.31     (1.68 )%      3.12     (6.11 )% 

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 8,513     $ 8,235     $ 12,732     $ 10,532     $ 20,009     $ 28,746  

Ratios to average net assets of:

           

Expenses3,4

    0.55 %5      0.55     0.55     0.55     0.55     0.55

Net investment income (loss)4

    2.91 %5      (0.21 )%      (0.51 )%      0.65     1.68     0.82

Portfolio turnover rate6

    0     36 %7      26 %7      0     0     0
           
             
WisdomTree Emerging Markets
Corporate Bond Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 61.95     $ 76.11     $ 74.14     $ 72.72     $ 68.58     $ 72.91  

Investment operations:

           

Net investment income1

    1.30       2.53       2.63       2.99       3.00       2.84  

Net realized and unrealized gain (loss)

    0.01       (14.16     1.94       1.47 8      4.17       (4.30

Total from investment operations

    1.31       (11.63     4.57       4.46       7.17       (1.46

Dividends to shareholders:

           

Net investment income

    (1.31     (2.53     (2.60     (3.04     (3.03     (2.87

Net asset value, end of period

  $ 61.95     $ 61.95     $ 76.11     $ 74.14     $ 72.72     $ 68.58  

TOTAL RETURN2

    2.18     (15.52 )%      6.26     6.37     10.69     (2.08 )% 

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 43,363     $ 52,655     $ 53,279     $ 29,655     $ 36,362     $ 41,150  

Ratios to average net assets of:

           

Expenses

    0.60 %5      0.60     0.60     0.60     0.60     0.60

Net investment income

    4.28 %5      3.70     3.48     4.13     4.26     3.96

Portfolio turnover rate6

    61     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. 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 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 

Annualized.

 

6 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

7 

During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period).

 

8 

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.

 

178   WisdomTree Trust


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Emerging Markets
Local Debt Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 25.75     $ 32.48     $ 32.70     $ 34.35     $ 32.47     $ 38.92  

Investment operations:

           

Net investment income1

    0.80       1.57       1.64       1.83       1.96       2.15  

Net realized and unrealized gain (loss)

    0.10       (6.89     (0.33     (1.76 )2      1.72       (6.48

Total from investment operations

    0.90       (5.32     1.31       0.07       3.68       (4.33

Dividends and distributions to shareholders:

           

Net investment income

    (0.66     (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

    (0.66     (1.41     (1.53     (1.72     (1.80     (2.12

Net asset value, end of period

  $ 25.99     $ 25.75     $ 32.48     $ 32.70     $ 34.35     $ 32.47  

TOTAL RETURN3

    3.58     (16.69 )%      4.06     0.20     11.54     (11.66 )% 

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 93,552     $ 87,544     $ 134,784     $ 127,519     $ 195,783     $ 172,083  

Ratios to average net assets of:

           

Expenses

    0.55 %4      0.55     0.55     0.55     0.55     0.55

Net investment income

    6.29 %4      5.47     4.97     5.42     5.77     5.71

Portfolio turnover rate5

    6     31     31     29     27     44
           
             
WisdomTree Floating Rate
Treasury Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 50.24     $ 50.21     $ 50.23     $ 50.11     $ 50.15     $ 50.14  

Investment operations:

           

Net investment income (loss)1

    1.02       0.56       (0.01     0.48       1.12       0.91  

Net realized and unrealized gain (loss)

    (0.01 )2      (0.24     0.01       0.13       (0.10     (0.14

Total from investment operations

    1.01       0.32       0.00 6      0.61       1.02       0.77  

Dividends and distributions to shareholders:

           

Net investment income

    (0.98     (0.29     (0.01     (0.49     (1.06     (0.70

Capital gains

    (0.00 )6      (0.00 )6      (0.01                 (0.06

Total dividends and distributions to shareholders

    (0.98     (0.29     (0.02     (0.49     (1.06     (0.76

Net asset value, end of period

  $ 50.27     $ 50.24     $ 50.21     $ 50.23     $ 50.11     $ 50.15  

TOTAL RETURN3

    2.02     0.63     0.00 %7      1.26     2.06     1.53

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 13,824,341     $ 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 %4      0.15     0.15     0.15     0.15     0.15

Expenses, prior to expense waivers

    0.15 %4      0.15     0.15     0.15     0.15     0.17

Net investment income (loss)

    4.08 %4      1.12     (0.02 )%      0.95     2.22     1.83

Portfolio turnover rate5

    86     170     147     163     170     170
*

Per share amounts were adjusted to reflect a 1:2 reverse stock split effective March 24, 2022.

 

1 

Based on average shares outstanding.

 

2 

The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. 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 Floating Rate Treasury Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

4 

Annualized.

 

5 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

6 

Amount represents less than $0.005.

 

7 

Amount represents less than 0.005%.

 

See Notes to Financial Statements.

 

WisdomTree Trust      179  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Interest Rate Hedged
High Yield Bond Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 20.57     $ 22.19     $ 21.40     $ 23.13     $ 24.07     $ 23.91  

Investment operations:

           

Net investment income1

    0.59       0.98       0.96       1.20       1.30       1.23  

Net realized and unrealized gain (loss)

    0.47       (1.65 )2      0.78       (1.73     (0.91     0.10  

Net increase from payment by affiliate

                0.01                    

Total from investment operations

    1.06       (0.67     1.75       (0.53     0.39       1.33  

Dividends and distributions to shareholders:

           

Net investment income

    (0.61     (0.95     (0.96     (1.20     (1.30     (1.17

Capital gains

                            (0.03      

Total dividends and distributions to shareholders

    (0.61     (0.95     (0.96     (1.20     (1.33     (1.17

Net asset value, end of period

  $ 21.02     $ 20.57     $ 22.19     $ 21.40     $ 23.13     $ 24.07  

TOTAL RETURN3

    5.21     (3.11 )%      8.33 %4      (2.26 )%      1.68     5.68

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 178,630     $ 183,042     $ 166,447     $ 128,377     $ 247,466     $ 262,332  

Ratios to average net assets of:

           

Expenses

    0.43 %5      0.43     0.43     0.43     0.43     0.43

Net investment income

    5.68 %5      4.53     4.40     5.43     5.52     5.14

Portfolio turnover rate6

    10     23     40     101 %7,8      61     60
           
             
WisdomTree Interest Rate Hedged
U.S. Aggregate Bond Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 45.80     $ 46.81     $ 47.04     $ 47.71     $ 47.82     $ 47.89  

Investment operations:

           

Net investment income1

    0.72       0.83       0.69       1.11       1.36       1.18  

Net realized and unrealized gain (loss)

    0.78       (1.01 )2      (0.06     (0.60     (0.10     (0.07

Total from investment operations

    1.50       (0.18     0.63       0.51       1.26       1.11  

Dividends and distributions to shareholders:

           

Net investment income

    (0.80     (0.83     (0.86     (1.18     (1.37     (1.18

Capital gains

    (2.61                              

Total dividends and distributions to shareholders

    (3.41     (0.83     (0.86     (1.18     (1.37     (1.18

Net asset value, end of period

  $ 43.89     $ 45.80     $ 46.81     $ 47.04     $ 47.71     $ 47.82  

TOTAL RETURN3

    3.40     (0.39 )%      1.34     1.08     2.69     2.35

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 237,015     $ 366,368     $ 215,330     $ 94,088     $ 76,337     $ 52,606  

Ratios to average net assets of:

           

Expenses

    0.23 %5      0.23     0.23     0.23     0.23     0.23

Net investment income

    3.24 %5      1.79     1.47     2.36     2.86     2.46

Portfolio turnover rate6

    115     131     81     70     39     81

Portfolio turnover rate excluding TBA roll transactions6

    96     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. Total return calculated for a period of less than one year is not annualized.

 

4 

Includes a voluntary reimbursement from the sub-advisor for an operational error that resulted in investment transaction losses. Excluding the voluntary reimbursement, total return would have been 0.05% lower.

 

5 

Annualized.

 

6 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

7 

The increase in the portfolio turnover rate was primarily a result of the change in investment objective and strategy on June 1, 2020.

 

8 

On June 4, 2020, Voya Investment Management Co., LLC replaced Mellon Investments Corporation as sub-advisor to the Fund.

 

See Notes to Financial Statements.

 

180   WisdomTree Trust


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Mortgage Plus Bond Fund   For the
Six Months Ended
February 28, 2023
(unaudited)
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the Period
November 14, 2019*
through
August 31, 2020
 

Net asset value, beginning of period

  $ 45.57     $ 50.94     $ 51.64     $ 50.26  

Investment operations:

       

Net investment income1

    0.57       0.50       0.45       0.66  

Net realized and unrealized gain (loss)

    (1.91     (5.19     0.06       1.55  

Total from investment operations

    (1.34     (4.69     0.51       2.21  

Dividends and distributions to shareholders:

       

Net investment income

    (0.81     (0.68     (0.88     (0.83

Capital gains

                (0.32      

Tax return of capital

                (0.01      

Total dividends and distributions to shareholders

    (0.81     (0.68     (1.21     (0.83

Net asset value, end of period

  $ 43.42     $ 45.57     $ 50.94     $ 51.64  

TOTAL RETURN2

    (2.94 )%      (9.27 )%      0.99     4.45

RATIOS/SUPPLEMENTAL DATA:

       

Net assets, end of period (000’s omitted)

  $ 21,709     $ 36,458     $ 40,754     $ 30,986  

Ratios to average net assets of:

       

Expenses

    0.45 %3      0.45     0.45     0.45 %3 

Net investment income

    2.62 %3      1.02     0.88     1.64 %3 

Portfolio turnover rate4

    56     373     430     278

Portfolio turnover rate excluding TBA roll transactions4

    14     19     47     70
       
         
WisdomTree Voya Yield Enhanced USD Universal Bond Fund                        For the Period
February 7, 2023*
through
February 28, 2023
(unaudited)
 

Net asset value, beginning of period

                          $ 49.64  

Investment operations:

       

Net investment income1

          0.13  

Net realized and unrealized loss

                            (1.12

Total from investment operations

                            (0.99

Dividends to shareholders:

       

Net investment income

                            (0.12

Net asset value, end of period

                          $ 48.53  

TOTAL RETURN2

                            (1.99 )% 

RATIOS/SUPPLEMENTAL DATA:

       

Net assets, end of period (000’s omitted)

        $ 1,079,400  

Ratios to average net assets of:

       

Expenses

          0.15 %3 

Net investment income

                            4.48 %3 

Portfolio turnover rate4

                            35
*

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

3 

Annualized.

 

4 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

WisdomTree Trust      181  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Yield Enhanced U.S.
Aggregate Bond Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 44.46     $ 52.61     $ 53.93     $ 52.71     $ 48.68     $ 50.94  

Investment operations:

 

Net investment income1

    0.70       0.96       0.85       1.28       1.61       1.53  

Net realized and unrealized gain (loss)

    (1.63     (8.05     (0.76 )2      1.38       4.05       (2.26

Total from investment operations

    (0.93     (7.09     0.09       2.66       5.66       (0.73

Dividends and distributions to shareholders:

 

Net investment income

    (0.73     (1.04     (1.14     (1.44     (1.63     (1.53

Capital gains

          (0.02     (0.27                  

Total dividends and distributions to shareholders

    (0.73     (1.06     (1.41     (1.44     (1.63     (1.53

Net asset value, end of period

  $ 42.80     $ 44.46     $ 52.61     $ 53.93     $ 52.71     $ 48.68  

TOTAL RETURN3

    (2.08 )%      (13.62 )%      0.18     5.14     11.92     (1.44 )% 

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 864,543     $ 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 %4      0.12     0.12 %5      0.12     0.12     0.12

Expenses, prior to expense waivers

    0.12 %4      0.12     0.15     0.20     0.20     0.20

Net investment income

    3.28 %4      1.97     1.61     2.43     3.25     3.10

Portfolio turnover rate6

    64     293     148     88     54     82

Portfolio turnover rate excluding TBA roll transactions6

    25     40     41     65     44     38
           
             
WisdomTree Yield Enhanced U.S.
Short-Term Aggregate Bond Fund
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 47.32     $ 51.23     $ 51.60     $ 50.58     $ 48.88     $ 50.25  

Investment operations:

           

Net investment income1

    0.40       0.49       0.50       1.19       1.40       1.17  

Net realized and unrealized gain (loss)

    (0.79     (3.81     (0.14     1.05       1.69       (1.41

Total from investment operations

    (0.39     (3.32     0.36       2.24       3.09       (0.24

Dividends and distributions to shareholders:

           

Net investment income

    (0.41     (0.53     (0.51     (1.22     (1.39     (1.07

Capital gains

          (0.06     (0.22                 (0.06

Total dividends and distributions to shareholders

    (0.41     (0.59     (0.73     (1.22     (1.39     (1.13

Net asset value, end of period

  $ 46.52     $ 47.32     $ 51.23     $ 51.60     $ 50.58     $ 48.88  

TOTAL RETURN3

    (0.83 )%      (6.52 )%      0.69     4.51     6.43     (0.47 )% 

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 60,475     $ 94,645     $ 199,802     $ 113,529     $ 91,052     $ 39,104  

Ratios to average net assets of:

           

Expenses, net of expense waivers

    0.12 %4      0.12     0.12 %5      0.12     0.12     0.12

Expenses, prior to expense waivers

    0.12 %4      0.12     0.15     0.20     0.20     0.20

Net investment income

    1.71 %4      1.00     0.97     2.34     2.83     2.40

Portfolio turnover rate6

    70     193     224     106     49     177

Portfolio turnover rate excluding TBA roll transactions6

    16     21     49     46     24     120
1 

Based on average shares outstanding.

 

2 

The total amount of net realized and unrealized loss per share does not correspond with the amount reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

4 

Annualized.

 

5 

The investment advisor had contractually agreed to limit the advisory fee to 0.12% through December 31, 2020. On December 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.12%.

 

6 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

182   WisdomTree Trust


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Alternative Income Fund  

For the
Six Months Ended
February 28, 2023

(unaudited)

    For the
Year Ended
August 31, 2022
    For the Period
May 6, 2021*
through
August 31, 2021
 

Net asset value, beginning of period

  $ 20.39     $ 25.79     $ 24.96  

Investment operations:

     

Net investment income1

    1.07       1.49       0.43  

Net realized and unrealized gain (loss)

    (1.25     (4.82     0.40  

Total from investment operations

    (0.18     (3.33     0.83  

Dividends and distributions to shareholders:

     

Net investment income

    (1.26     (1.66      

Capital gains

          (0.01      

Tax return of capital

          (0.40      

Total dividends and distributions to shareholders

    (1.26     (2.07      

Net asset value, end of period

  $ 18.95     $ 20.39     $ 25.79  

TOTAL RETURN2

    (0.31 )%      (13.50 )%      3.33

RATIOS/SUPPLEMENTAL DATA:

     

Net assets, end of period (000’s omitted)

  $ 11,370     $ 10,193     $ 10,315  

Ratios to average net assets of:

     

Expenses

    0.50 %3      0.50     0.50 %3 

Net investment income

    11.62 %3      6.35     5.39 %3 

Portfolio turnover rate4

    22     52     2
     
       
WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated)          For the
Six Months Ended
February 28, 2023
(unaudited)
    For the Period
March 17, 2022*
through
August 31, 2022
 

Net asset value, beginning of period

          $ 20.89     $ 25.31  

Investment operations:

     

Net investment income1

      0.16       0.13  

Net realized and unrealized gain (loss)

            0.75       (4.55

Total from investment operations

            0.91       (4.42

Dividends to shareholders:

     

Net investment income

            (0.17      

Net asset value, end of period

          $ 21.63     $ 20.89  

TOTAL RETURN2

            4.42     (17.46 )% 

RATIOS/SUPPLEMENTAL DATA:

     

Net assets, end of period (000’s omitted)

    $ 5,409     $ 3,133  

Ratios to average net assets of:

     

Expenses

      0.20 %3      0.20 %3 

Net investment income

            1.49 %3      1.26 %3 

Portfolio turnover rate4

            12     12
*

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

3 

Annualized.

 

4 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

WisdomTree Trust      183  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated)    For the
Six Months Ended
February 28, 2023
(unaudited)
     For the Period
December 16, 2021*
through
August 31, 2022
 

Net asset value, beginning of period

   $ 18.90      $ 24.49  

Investment operations:

     

Net investment income1

     0.18        0.26  

Net realized and unrealized gain (loss)

     3.09        (5.85

Total from investment operations

     3.27        (5.59

Dividends to shareholders:

     

Net investment income

     (0.33       

Net asset value, end of period

   $ 21.84      $ 18.90  

TOTAL RETURN2

     17.48      (22.83 )% 

RATIOS/SUPPLEMENTAL DATA:

     

Net assets, end of period (000’s omitted)

   $ 5,461      $ 6,616  

Ratios to average net assets of:

     

Expenses

     0.45 %3       0.45 %3 

Net investment income

     1.66 %3       1.40 %3 

Portfolio turnover rate4

     11      27
*

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

3 

Annualized.

 

4 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

184   WisdomTree Trust


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

    Post-Reorganization           Pre-Reorganization  
WisdomTree Enhanced
Commodity Strategy
Fund 
(consolidated)^
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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

  $ 22.74     $ 22.12     $ 18.74             $ 18.80     $ 17.50     $ 19.25     $ 17.50  

Investment operations:

               

Net investment income (loss)1

    0.19       (0.01     (0.08       (0.03     0.23       0.18       0.00 2 

Net realized and unrealized gain (loss)

    (1.14     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

    (0.95     2.65       3.38               (0.06     1.30       (1.75     (0.10

Dividends and distributions to shareholders:

               

Net investment income

    (4.10     (2.03                                

Capital gains

          (0.00 )2                                       

Total dividends and distributions to shareholders

    (4.10     (2.03                                      

Net asset value, end of period

  $ 17.69     $ 22.74     $ 22.12             $ 18.74     $ 18.80     $ 17.50     $ 19.25  

TOTAL RETURN3

    (4.40 )%      12.81     18.04 %4              (0.32 )%4      7.43     (9.09 )%      (0.52 )% 

RATIOS/SUPPLEMENTAL DATA:

               

Net assets, end of period (000’s omitted)

  $ 190,194     $ 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 %5,6      0.55 %5      0.55 %5,6        0.75 %6      0.75     0.75     0.75

Expenses, prior to expense waivers

    0.55 %5,6      0.55 %5      0.55 %5,6        0.85 %6      0.85     0.85     0.85

Net investment income (loss)

    2.01 %5,6      (0.06 )%5      (0.52 )%5,6              (0.18 )%6      1.30     0.94     0.01

Portfolio turnover rate7

    0     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 Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

8 

During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period).

 

See Notes to Financial Statements.

 

WisdomTree Trust      185  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Managed Futures Strategy
Fund 
(consolidated)
  For the
Six Months Ended
February 28, 2023
(unaudited)
    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 period

  $ 34.72     $ 41.41     $ 35.31     $ 39.08     $ 40.57     $ 38.84  

Investment operations:

           

Net investment income (loss)1

    0.36       (0.09     (0.23     0.17       0.55       0.26  

Net realized and unrealized gain (loss)

    (0.97     (1.39     6.50       (3.34     (0.65     1.47  

Net increase from payment by affiliate

                0.00 2                   

Total from investment operations

    (0.61     (1.48     6.27       (3.17     (0.10     1.73  

Dividends to shareholders:

           

Net investment income

    (1.67     (5.21     (0.17     (0.60     (1.39      

Net asset value, end of period

  $ 32.44     $ 34.72     $ 41.41     $ 35.31     $ 39.08     $ 40.57  

TOTAL RETURN3

    (1.83 )%      (3.91 )%      17.83 %4      (8.17 )%      (0.22 )%4      4.45

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 129,749     $ 140,599     $ 147,001     $ 112,993     $ 216,875     $ 160,250  

Ratios to average net assets of:

           

Expenses, net of expense waivers

    0.65 %5,6      0.65 %5      0.65 %5,7      0.65 %5      0.65     0.65

Expenses, prior to expense waivers

    0.65 %5,6      0.65 %5      0.68 %5      0.75 %5      0.75     0.75

Net investment income (loss)

    2.18 %5,6      (0.24 )%5      (0.60 )%5      0.46 %5      1.40     0.66

Portfolio turnover rate8

    0     7 %9      25 %9      97 %9      0     0
   
             
WisdomTree PutWrite Strategy Fund   For the
Six Months Ended
February 28, 2023
(unaudited)10
    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 period

  $ 31.61     $ 32.79     $ 26.64     $ 27.45     $ 30.57     $ 29.23  

Investment operations:

           

Net investment income (loss)1

    0.45       0.01       (0.11     0.24       0.49       0.22  

Net realized and unrealized gain (loss)

    (0.01     (1.19 )11      6.67       (0.63 )11      (1.96     2.15  

Total from investment operations

    0.44       (1.18     6.56       (0.39     (1.47     2.37  

Dividends and distributions to shareholders:

           

Net investment income

    (1.61           (0.41     (0.42     (0.25     (0.06

Capital gains

                            (1.40     (0.97

Total dividends and distributions to shareholders

    (1.61           (0.41     (0.42     (1.65     (1.03

Net asset value, end of period

  $ 30.44     $ 31.61     $ 32.79     $ 26.64     $ 27.45     $ 30.57  

TOTAL RETURN3

    1.48     (3.60 )%      24.87     (1.52 )%      (4.72 )%      8.28

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 91,322     $ 104,322     $ 63,940     $ 117,225     $ 211,350     $ 238,434  

Ratios to average net assets of:

           

Expenses, net of expense waivers

    0.44 %5,6      0.44 %5      0.44 %5      0.41 %5      0.38     0.38

Expenses, prior to expense waivers

    0.44 %5,6      0.44 %5      0.44 %5      0.44 %5      0.44     0.44

Net investment income (loss)

    2.96 %5,6      0.02 %5      (0.38 )%5      0.90 %5      1.78     0.76

Portfolio turnover rate8

    12 %9,10      8 %9      18 %9      72 %9      0     0
1 

Based on average shares outstanding.

 

2 

Amount represents less than $0.005.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

 

4 

Includes a voluntary reimbursement from the sub-advisor for investment losses on certain 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 

Annualized.

 

7 

The investment advisor had contractually agreed to limit the advisory fee to 0.65% through December 31, 2020. On December 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.65%.

 

8 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

9

During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period).

 

10 

The information reflects the investment objective and strategy of the WisdomTree CBOE S&P 500 PutWrite Strategy Fund through October 24th, 2022 and the investment objective and strategy of the WisdomTree PutWrite Strategy Fund thereafter. The increase in the portfolio turnover rate was primarily a result of the aforementioned investment objective and strategy change.

 

11 

The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

See Notes to Financial Statements.

 

186   WisdomTree Trust


Financial Highlights (concluded)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Target Range Fund    For the
Six Months Ended
February 28, 2023
(unaudited)
     For the Period
October 7, 2021*
through
August 31, 2022
 

Net asset value, beginning of period

   $ 21.99      $ 24.99  

Investment operations:

     

Net investment income (loss)1

     0.21        (0.01

Net realized and unrealized loss

     (0.85      (2.99

Total from investment operations

     (0.64      (3.00

Dividends to shareholders:

     

Net investment income

     (0.10       

Net asset value, end of period

   $ 21.25      $ 21.99  

TOTAL RETURN2

     (2.92 )%       (12.00 )% 

RATIOS/SUPPLEMENTAL DATA:

     

Net assets, end of period (000’s omitted)

   $ 59,498      $ 51,675  

Ratios to average net assets of:

     

Expenses

     0.70 %3       0.70 %3 

Net investment income (loss)

     1.95 %3       (0.06 )%3 

Portfolio turnover rate4

     9      0
*

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

3 

Annualized.

 

4 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

WisdomTree Trust      187  


Notes to Financial Statements (unaudited)

 

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 and is authorized to have multiple series of portfolios (each a “Fund”, collectively, the “Funds”). These notes relate only to the Funds listed below. In accordance with Accounting Standards Codification Topic 946, Financial Services-Investment Companies, each Fund listed below qualifies as an investment company and is applying the accounting and reporting guidance for investment companies.

 

   
Fund    Commencement
of Operations
 

WisdomTree Bloomberg U.S. Dollar Bullish Fund (“U.S. Dollar Bullish Fund” and also referred to herein as “Currency Strategy Funds”)

     December 18, 2013  

WisdomTree Chinese Yuan Strategy Fund (“Chinese Yuan Strategy Fund” and also referred to herein as “Currency Strategy Funds”)

     May 14, 2008  

WisdomTree Emerging Currency Strategy Fund (“Emerging Currency Strategy Fund” and also referred to herein as “Currency Strategy Funds”)

     May 6, 2009  

WisdomTree Emerging Markets Corporate Bond Fund (“Emerging Markets Corporate Bond Fund”)

     March 8, 2012  

WisdomTree Emerging Markets Local Debt Fund (“Emerging Markets Local Debt Fund”)

     August 9, 2010  

WisdomTree Floating Rate Treasury Fund (“Floating Rate Treasury Fund”)

     February 4, 2014  

WisdomTree Interest Rate Hedged High Yield Bond Fund (“Interest Rate Hedged High Yield Bond Fund” and also referred to herein as “Duration Funds”)

     December 18, 2013  

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (“Interest Rate Hedged U.S. Aggregate Bond Fund” and also referred to herein as “Duration Funds”)

     December 18, 2013  

WisdomTree Mortgage Plus Bond Fund (“Mortgage Plus Bond Fund”)

     November 14, 2019  

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (“Voya Yield Enhanced USD Universal Bond Fund”)

     February 7, 2023  

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (“Yield Enhanced U.S. Aggregate Bond Fund”)

     July 9, 2015  

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (“Yield Enhanced U.S. Short-Term Aggregate Bond Fund”)

     May 18, 2017  

WisdomTree Alternative Income Fund (“Alternative Income Fund”)

     May 6, 2021  

WisdomTree Efficient Gold Plus Equity Strategy Fund (“Efficient Gold Plus Equity Strategy Fund”) (consolidated)

     March 17, 2022  

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (“Efficient Gold Plus Gold Miners Strategy Fund”) (consolidated)

     December 16, 2021  

WisdomTree Enhanced Commodity Strategy Fund (“Enhanced Commodity Strategy Fund”) (consolidated)

     January 23, 2008

WisdomTree Managed Futures Strategy Fund (“Managed Futures Strategy Fund”) (consolidated)

     January 5, 2011  

WisdomTree PutWrite Strategy Fund (“PutWrite Strategy Fund”) (formerly, WisdomTree CBOE S&P 500 PutWrite Strategy Fund)

     February 24, 2016  

WisdomTree Target Range Fund (“Target Range Fund”)

     October 7, 2021  
  *

Commencement of operations date shown is that of the predecessor fund. After the close of business December 18, 2020, the predecessor fund was reorganized into the Enhanced Commodity Strategy Fund.

Each Fund is actively managed except for the Floating Rate Treasury Fund, Interest Rate Hedged High Yield Bond Fund, Interest Rate Hedged U.S. Aggregate Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund, Yield Enhanced U.S. Short-Term Aggregate Bond Fund, Alternative Income Fund, and PutWrite Strategy Fund, which seek to track the price and yield performance, before fees and expenses, of a particular index (“Index”) developed by WisdomTree, Inc. (“WisdomTree”) or an Index developed by a third party. WisdomTree is the parent company of WisdomTree Asset Management, Inc. (“WTAM”), the investment adviser to each Fund and the Trust. “WisdomTree” is a registered trademark of WisdomTree and has been licensed for use by the Trust. Each Fund described herein is considered to be non-diversified as defined under the 1940 Act.

In the normal course of business, the Funds may enter into contracts that contain a variety of representations or that provide indemnification for certain liabilities. The Funds’ maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these contracts and believe such exposure to be remote.

2. SIGNIFICANT ACCOUNTING POLICIES

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (the “Codification”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants.

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

Basis of Consolidation The financial statements of the Efficient Gold Plus Equity Strategy Fund, Efficient Gold Plus Gold Miners Strategy Fund, Enhanced Commodity Strategy Fund and Managed Futures Strategy Fund (each a “Parent Fund”), include the accounts of WisdomTree Efficient Gold Plus Equity Strategy Portfolio I, WisdomTree Efficient Gold Plus Gold Miners Strategy

 

188   WisdomTree Trust


Notes to Financial Statements (unaudited) (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 Fund’s investment in its Subsidiary may not exceed 25% of the respective Parent Fund’s total assets at the end of each fiscal quarter in order to meet the requirements for qualification as a regulated investment company under the Internal Revenue Code of 1986, as amended (the “Code”).

Use of Estimates — The preparation of financial statements in conformity with GAAP, requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in the net assets from operations during the reporting period. Actual results could differ from those estimates.

Investment Valuation — The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions (e.g., broker-dealers) may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees of the Trust (the “Board of Trustees”). Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less and to-be-announced (“TBA”) securities) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities, may consider such factors as recent transactions, indications from yields and quoted prices from broker-dealers on similar securities, and market sentiment for the type of security. U.S. fixed income securities may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Repurchase agreements are valued at par which represents their fair value. For all Funds, except for U.S. Dollar Bullish Fund, foreign currency contracts that settle within two business days after the trade date (“Spot Contracts”) and foreign currency contracts having a settlement period greater than two business days after the trade date (“Forward Contracts”) are valued daily using WM/Reuters closing spot and forward rates, respectively, as of 4:00 p.m. London time except for Forward Contracts in certain Asian currencies (Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, New Taiwan dollar, and the Thai baht) which are valued daily using WM/Reuters closing forward rates as of 2:00 pm Singapore time. U.S. Dollar Bullish Fund uses WM/Reuters closing spot and forward rates as of 4:00 p.m. Eastern time to value foreign currency contracts daily. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Option contracts generally are valued at the mean of the closing bid/ask price on the primary exchange on which they trade. Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and exchange-traded funds (“ETFs” or “ETF”), or exchange-traded notes (“ETNs” or “ETN”) or closed-end mutual funds (“CEF” or “CEFs”) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the ETF, ETN or CEF has not traded on its principal exchange.

In certain instances, such as when reliable market valuations are not readily available, a Fund’s investments, which include derivatives, will be fair valued in accordance with the Fund’s valuation policy. The Board of Trustees has established a valuation committee (the “Valuation 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 Valuation Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events.” An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.

 

WisdomTree Trust      189  


Notes to Financial Statements (unaudited) (continued)

 

Fair Value Measurement In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Valuation 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 entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

Level 1 – quoted prices in active markets for identical securities

Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.)

Level 3 – significant unobservable inputs (including each Fund’s assumptions in determining the fair value of investments)

The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.

Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended (either due to events affecting the issuer of the security specifically or events affecting the primary trading exchange more broadly) or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets in which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).

The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:

Financial instruments, such as fixed income securities, are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details (e.g., credit rating, debt ranking, coupon date, maturity date, etc.), interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.

Determination of a fair value by the Valuation Committee may include significant unobservable inputs and therefore such financial instruments would be reflected as a Level 3 of the fair value hierarchy. The Valuation 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 Valuation 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 Fund’s assets as of the measurement date is included in a “Fair Valuation Summary” supplementary table in each applicable Fund’s Schedule of Investments.

During the six months or period ended February 28, 2023, there were no significant transfers into or out of Level 3 of the fair value hierarchy.

 

190   WisdomTree Trust


Notes to Financial Statements (unaudited) (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 period ended February 28, 2023 and open positions in such derivatives as of February 28, 2023 are detailed in each Fund’s 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 February 28, 2023 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 February 28, 2023, if any, is reflected as a footnote within each Fund’s Schedule of Investments.

As of February 28, 2023, the effects of such derivative instruments on each Fund’s financial position as reflected in the Statements of Assets and Liabilities are presented in the summary below:

 

     
     Asset Derivatives      Liability Derivatives  
Fund    Balance Sheet Location    Value      Balance Sheet Location    Value  
U.S. Dollar Bullish Fund            

Foreign currency risk

   Unrealized appreciation on
foreign currency contracts
   $ 9,403,836      Unrealized depreciation on
foreign currency contracts
   $ 1,429,528  
Chinese Yuan Strategy Fund            

Foreign currency risk

   Unrealized appreciation on
foreign currency contracts
     181,684      Unrealized depreciation on
foreign currency contracts
     304,253  
Emerging Currency Strategy Fund            

Foreign currency risk

   Unrealized appreciation on
foreign currency contracts
     30,634      Unrealized depreciation on
foreign currency contracts
     274,586  
Emerging Markets Corporate Bond Fund            

Interest rate risk

   Unrealized appreciation on
futures contracts*
     18,144      Unrealized depreciation on
futures contracts*
     20,145  
Emerging Markets Local Debt Fund            

Foreign currency risk

   Unrealized appreciation on
foreign currency contracts
     18,471      Unrealized depreciation on
foreign currency contracts
     48,046  
Interest Rate Hedged High Yield Bond Fund            

Interest rate risk

   Unrealized appreciation on
futures contracts*
     370,588      Unrealized depreciation on
futures contracts*
     19,516  
Interest Rate Hedged U.S. Aggregate Bond Fund            

Interest rate risk

   Unrealized appreciation on
futures contracts*
     601,029      Unrealized depreciation on
futures contracts*
     44,688  
Mortgage Plus Bond Fund            

Interest rate risk

   Unrealized appreciation on
futures contracts*
     1,845      Unrealized depreciation on
futures contracts*
     17,632  
Voya Yield Enhanced USD Universal Bond Fund            

Interest rate risk

   Unrealized appreciation on
futures contracts*
     63,328      Unrealized depreciation on
futures contracts*
     288,767  
Efficient Gold Plus Equity Strategy Fund (consolidated)         

Commodity risk

   Unrealized appreciation on
futures contracts*
          Unrealized depreciation on
futures contracts*
     273,575  
Efficient Gold Plus Gold Miners Strategy Fund (consolidated)         

Commodity risk

   Unrealized appreciation on
futures contracts*
          Unrealized depreciation on
futures contracts*
     310,125  

 

WisdomTree Trust      191  


Notes to Financial Statements (unaudited) (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*
   $ 3,566,634      Unrealized depreciation on
futures contracts*
   $ 9,300,162  

Digital assets risk

   Unrealized appreciation on
futures contracts*
          Unrealized depreciation on
futures contracts*
     286,038  
Managed Futures Strategy Fund (consolidated)            

Commodity risk

   Unrealized appreciation on
futures contracts*
     857,318      Unrealized depreciation on
futures contracts*
     1,732,389  

Digital assets risk

   Unrealized appreciation on
futures contracts*
          Unrealized depreciation on
futures contracts*
     269,212  

Equity risk

   Unrealized appreciation on
futures contracts*
     659,483      Unrealized depreciation on
futures contracts*
     538,011  

Foreign currency risk

   Unrealized appreciation on
futures contracts*
     228,685      Unrealized depreciation on
futures contracts*
     278,168  

Interest rate risk

   Unrealized appreciation on
futures contracts*
     325,992      Unrealized depreciation on
futures contracts*
      
PutWrite Strategy Fund            

Equity risk

                 Written options, at value      2,986,872  
Target Range Fund            

Equity risk

   Purchased options, at
value**
     11,027,149      Written options, at value      1,070,622  
  *

Includes cumulative appreciation (depreciation) of futures contracts as reported in each Fund’s Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on page 196 for additional information regarding balance sheet location of balances associated with futures contracts.

  **

Purchased options, at value are reported in the Fund’s Investment in securities, at value within the Statements of Assets and Liabilities.

For the six months or period ended February 28, 2023, the effects of derivative instruments on each applicable Fund’s financial performance as reflected in the Statements of Operations are presented in the summary below:

 

     
Fund    Amount of Realized Gain
or (Loss) on Derivatives
Recognized1
     Change in Unrealized
Appreciation or
(Depreciation) on
Derivatives Recognized2
 

U.S. Dollar Bullish Fund

 

Foreign currency risk

   $ (12,311,473    $ 389,101  

Chinese Yuan Strategy Fund

 

Foreign currency risk

     (673,965      452,868  

Emerging Currency Strategy Fund

 

Foreign currency risk

     572,566        (348,321

Emerging Markets Corporate Bond Fund

 

Interest rate risk

     114,864        (26,746

Emerging Markets Local Debt Fund

 

Foreign currency risk

     (224,803      35,429  

Interest Rate Hedged High Yield Bond Fund

 

Interest rate risk

     7,307,940        (297,706

Interest Rate Hedged U.S. Aggregate Bond Fund

 

Interest rate risk

     16,727,286        (54,345

Mortgage Plus Bond Fund

 

Interest rate risk

     (224,800      7,595  

Voya Yield Enhanced USD Universal Bond Fund3

 

Interest rate risk

     (1,388,139      (225,439

Efficient Gold Plus Equity Strategy Fund (consolidated)

 

Commodity risk

     393,135        (238,435

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

 

Commodity risk

     555,122        (237,325

Foreign currency risk

     (3,793      (41

 

192   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

     
Fund    Amount of Realized Gain
or (Loss) on Derivatives
Recognized1
     Change in Unrealized
Appreciation or
(Depreciation) on
Derivatives Recognized2
 

Enhanced Commodity Strategy Fund (consolidated)

 

Commodity risk

   $ (22,802,940    $ 7,949,339  

Digital assets risk

     616,506        (7,478

Managed Futures Strategy Fund (consolidated)

 

Commodity risk

     (2,657,943      (1,585,713

Digital assets risk

     642,196        (162,529

Equity risk

     (2,577,124      1,604,380  

Foreign currency risk

     109,882        (286,686

Interest rate risk

     959,054        (174,829

PutWrite Strategy Fund

 

Equity risk

     (4,237,391      4,618,085  

Target Range Fund

 

Equity risk

     (5,950,100      3,729,101  
  1 

Realized gains (losses) on derivatives are located on the Statements of Operations as follows:

 

Commodity risk

   Net realized gain (loss) from futures contracts

Digital assets risk

   Net realized gain (loss) from futures contracts

Equity risk

  

Net realized gain (loss) from purchased options are included in net realized gain (loss) from investment transactions

Net realized gain (loss) from written options

Net realized gain (loss) from futures contracts

Foreign currency risk

  

Net realized gain (loss) from foreign currency contracts

Net realized gain (loss) from futures contracts

Interest rate risk

   Net realized gain (loss) from futures contracts
  2 

Change in unrealized appreciation (depreciation) is located on the Statements of Operations as follows:

 

Commodity risk

   Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Digital assets risk

   Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Equity risk

  

Net realized gain (loss) from purchased options are included in net increase (decrease) in unrealized appreciation/depreciation from investment transactions

Net increase (decrease) in unrealized appreciation/depreciation from written options

Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Foreign currency risk

  

Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts

Interest rate risk

   Net increase (decrease) in unrealized appreciation/depreciation from futures contracts
  3

For the period February 7, 2023 (commencement of operations) through February 28, 2023.

During the six months or period ended February 28, 2023, the volume of derivative activity (based on the average of month-end balances, except where footnoted) for each Fund was as follows:

 

   
     Average Notional  
Fund   

Foreign currency
contracts
(to deliver

USD)

    

Foreign currency
contracts
(to receive

USD)

     Futures
contracts
(long)
     Futures
contracts
(short)
     Purchased
options
     Written
options
 

U.S. Dollar Bullish Fund

 

Foreign currency risk

   $ 426,511,296      $ 800,496,094      $      $      $      $  

Chinese Yuan Strategy Fund

 

Foreign currency risk

     35,653,002        8,985,281                              

Emerging Currency Strategy Fund

 

Foreign currency risk

     10,627,936        2,398,227                              

Emerging Markets Corporate Bond Fund

 

Interest rate risk

                   10,079,037        9,168,741                

Emerging Markets Local Debt Fund

 

Foreign currency risk

     4,472,428        418,960                              

 

WisdomTree Trust      193  


Notes to Financial Statements (unaudited) (continued)

 

   
     Average Notional  
Fund   

Foreign currency
contracts
(to deliver

USD)

    

Foreign currency
contracts
(to receive

USD)

     Futures
contracts
(long)
     Futures
contracts
(short)
     Purchased
options
     Written
options
 

Interest Rate Hedged High Yield Bond Fund

 

Interest rate risk

   $      $      $ 3,364,602      $ 157,852,653      $      $  

Interest Rate Hedged U.S. Aggregate Bond Fund

 

Interest rate risk

                          358,636,583                

Mortgage Plus Bond Fund

 

Interest rate risk

                   2,895,863        674,625                

Voya Yield Enhanced USD Universal Bond Fund1

 

Interest rate risk

                   57,401,641        22,617,188                

Efficient Gold Plus Equity Strategy Fund (consolidated)

 

Commodity risk

                   3,542,011                       

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

 

Commodity risk

                   5,879,346                       

Foreign currency risk2

     3,769        851                              

Enhanced Commodity Strategy Fund (consolidated)

 

Commodity risk

                   294,099,037        76,136,760                

Digital assets risk

                   3,755,950                       

Managed Futures Strategy Fund (consolidated)

 

Commodity risk

                   17,689,377        25,857,244                

Digital assets risk

                   1,479,561                       

Equity risk

                   36,425,612                       

Foreign currency risk

                   13,771,342                       

Interest rate risk

                   3,084,727        12,640,045                

PutWrite Strategy Fund

                                                     

Equity risk

                                        101,796,043  

Target Range Fund

 

Equity risk

                                 52,978,771        68,192,657  
  1

For the period February 7, 2023 (commencement of operations) through February 28, 2023.

  2

The volume of derivative activity for the period is based on intra-month balances.

Investment Transactions and Investment Income — Investment transactions are recorded as of the date that the securities are purchased or sold (trade date). Realized gains and losses on sales of portfolio securities are calculated using the identified-cost method. Interest income (including amortization of premiums and accretion of discounts), less any foreign taxes withheld, is accrued daily. Generally, amortization of premiums and accretion of discounts are recognized daily using the effective interest method (also known as scientific amortization method). Payment-in-kind (“PIK”) interest income is accrued daily and the increase in a security’s principal amount related to such PIK interest income is recorded on the coupon payment date. Dividend income net of foreign withholding taxes, if any, is recognized on the ex-dividend date. 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”

 

194   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

in the Statements of Operations. Certain foreign exchange gains and losses included in realized and unrealized gains or losses are included in, or are a reduction of, ordinary income in accordance with U.S. Federal income tax regulations.

Expenses — Under the investment advisory agreement for each Fund, except for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of trustees who are not interested persons of the Funds (“Independent Trustees”); (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s Chief Compliance Officer (“CCO”); (vi) extraordinary expenses; (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; and (viii) the advisory fee payable to WTAM.

Under the investment advisory agreement for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other fees, charges, taxes, levies or expenses (such as stamp taxes) incurred in connection with the execution of portfolio transactions or in connection with creation and redemption transactions (including without limitation any fees, charges, taxes, levies or expenses related to the purchase or sale of an amount of any currency, or the patriation or repatriation of any security or other asset, related to the execution of portfolio transactions or any creation or redemption transactions); (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of each Independent Trustee; (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s CCO; (vi) extraordinary expenses (in each case as determined by a majority of the Independent Trustees); (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (viii) interest and taxes of any kind or nature (including, but not limited to, income, excise, transfer and withholding taxes); (ix) fees and expenses related to the provision of securities lending services; and (x) the advisory fee payable to WTAM.

Acquired fund fees and expenses (“AFFEs”) (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) are not operating expenses of the Funds and are not paid by WTAM.

Pursuant to a separate contractual arrangement, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees. WTAM receives a fee, as shown on the Statements of Operations under “Service fees”, of up to 0.0044% per annum of each Fund’s average daily net assets for providing such services and paying such expenses. WTAM provides CCO services to the Trust.

Repurchase Agreements — Each Fund may enter into repurchase agreements with counterparties that are deemed to present acceptable credit risks. A repurchase agreement is a transaction in which a Fund acquires securities or other obligations as collateral from a commercial bank or securities broker-dealer and simultaneously commits to resell them to the counterparty at an agreed upon date or upon demand and at a price reflecting a market rate of interest unrelated to the coupon rate or maturity of the acquired obligations. This is designed to result in a fixed rate of return for the Fund insulated from market fluctuations during the holding period. Each Fund maintains custody of the acquired collateral prior to their repurchase, either through its regular custodian or through a special “tri-party” custodian or sub-custodian that maintains separate accounts for both the Fund and the counterparty. Because repurchase agreements are collateralized by securities, they are subject to market and credit risk on the acquired collateral in addition to counterparty credit risk. The acquired collateral is valued on a daily basis at fair value to ensure that the value, including accrued interest, is at least equal to the repurchase price. If the acquired collateral declines in value and becomes less than the repurchase price, plus any agreed-upon additional amount, the counterparty must provide additional collateral so that at all times the collateral value is at least equal to the repurchase price plus any agreed-upon additional amount. In the event of default of the obligation to repurchase, a Fund has the right to liquidate the collateral and apply the proceeds in satisfaction of the obligations. Under certain circumstances, in the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings.

Foreign Currency Contracts — The Currency Strategy Funds, except the U.S. Dollar Bullish Fund, utilized foreign currency contracts to obtain net long exposure to foreign currencies consistent with each Currency Strategy Fund’s investment strategy. The U.S. Dollar Bullish Fund utilized foreign currency contracts to obtain net short exposure to foreign currencies consistent with its investment strategy. The Emerging Markets Local Debt Fund utilized foreign currency contracts to obtain long and short exposures to foreign currencies consistent with its investment objective. The Efficient Gold Plus Gold Miners Strategy Fund utilized foreign currency contracts primarily to facilitate foreign security settlements. A foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A foreign currency contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades.

 

WisdomTree Trust      195  


Notes to Financial Statements (unaudited) (continued)

 

Risks may arise upon entering into foreign currency contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.

Fluctuations in the value of open foreign currency contracts are recorded for book purposes as unrealized gains or losses on foreign currency contracts by the Funds and are included in “net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts” on the Statements of Operations. Realized gains and losses on foreign currency contracts include net gains or losses recognized by the Funds on contracts which have settled are included in “net realized gain (loss) from foreign currency contracts on the Statements of Operations.

Futures Contracts — The Duration Funds 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, Mortgage Plus Bond Fund and Voya Yield Enhanced USD Universal Bond Fund each utilized futures contracts on U.S. Treasury bonds to manage interest rate risk. The Efficient Gold Plus Equity Strategy Fund and Efficient Gold Plus Gold Miners Strategy Fund utilized futures contracts to obtain long exposure to commodities consistent with its investment objective. The Enhanced Commodity Strategy Fund utilized futures contracts to obtain long and short exposures to commodities and digital assets consistent with its investment objective. The Managed Futures Strategy Fund utilized futures contracts to obtain long and short exposures to currencies, commodities, digital assets, interest rates and equity indexes consistent with its investment objective. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., commodity, currency, equity, digital asset or U.S. Treasury security, collectively herein, “Reference Asset”) at a specified future date. When a Fund sells a listed futures contract, it agrees to sell a specified Reference asset at a future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. A Fund may also cash settle upon the expiration date of a futures contract in which no physical delivery (or receipt) of the specified Reference Asset comprising the futures contract is made. Instead, settlement in cash would occur upon the expiration of the contract, with the cash settlement being the difference between the contract price and the actual price of the specified Reference Asset at the expiration date. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange clearing corporation.

Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or U.S. government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Cash deposited as initial margin, if any, is shown as “Deposits at broker for futures contracts” in the Statement of Assets and Liabilities, and U.S. government securities deposited, if any, are designated in the Schedule of Investments. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts, variation margin payments may be made or received when the futures contract expires. Variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the unrealized net gain or loss is reclassified to realized gain or loss on futures. The current one-day variation margin on open futures contracts is shown on the Statements of Assets and Liabilities as either a receivable or a payable for “Net variation margin on futures contracts”. The variation margin received or paid by the Funds, that is on deposit with the broker, on both open and closed futures contracts and certain futures contracts where variation margin is received or paid by the Funds on the expiration date, are shown in the Statements of Assets and Liabilities, in whole or in part, as a component of, or an offset to, “Deposits at broker for futures contracts” or “Deposits due to broker for future contracts”. Deposits at broker utilized for futures contract margin requirements generally are restricted from withdrawal. The Funds have adopted a derivatives risk management program that is reasonably designed to manage the Funds’ derivatives risk.

Options Contracts — The PutWrite Strategy Fund utilized option contracts by writing put options on the SPDR® S&P 500 ETF Trust. The Target Range Fund utilized option contracts by purchasing long call options and writing short call options on a portfolio of four exchanged traded funds (“ETFs”) that track the performance of large- and mid-capitalization companies in the United States, developed market countries and emerging market countries, respectively, consisting of the SPDR® S&P 500 ETF Trust, iShares Russell 2000 ETF, iShares MSCI EAFE ETF, and iShares MSCI Emerging Markets ETF consistent with its investment objective. A put option gives the purchaser of the option the right to sell, and the writer of the option the obligation to buy, the underlying security or financial instrument. A call option gives the purchaser of the option the right to buy, and the writer of the option the obligation to sell, the underlying security or financial instrument. A premium is paid to the writer of an option as consideration for undertaking the obligation in the contract. The PutWrite Strategy Fund and Target Range Fund may purchase and write options on an exchange or over the counter (“OTC”). OTC options differ from exchange-traded options in several respects. They are transacted directly with dealers and not with a clearing corporation, and therefore entail the risk of nonperformance by the dealer. OTC options are available for a greater variety of securities and for a wider range of expiration dates and exercise prices than are available for exchange-traded options. Because OTC options are not traded on an exchange, pricing is done normally by reference to information from a market maker.

When an option is purchased, an amount equal to the premium paid is recorded as an asset, the value of which is marked-to-market to reflect the current market value of the option purchased. If the purchased option expires, a loss equal to the amount of premium

 

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Notes to Financial Statements (unaudited) (continued)

 

paid is realized. When a security or financial instrument is purchased or sold through the exercise of an option, the related premium paid is added to the basis of the security or financial instrument acquired or deducted from the proceeds of the security or financial instrument sold.

When an option is written, an amount equal to the premium received is recorded as a liability, the value of which is marked-to-market daily to reflect the current market value of the option written. If the option expires, the premium received is recorded as a realized gain. When a written call option is exercised, the difference between the premium received plus the option exercise price and the basis in the underlying security (in the case of a covered written call option), or the cost to purchase the underlying security (in the case of an uncovered written call option), including brokerage commission, is recognized as a realized gain or loss. When a written put option is exercised, the amount of the premium received is subtracted from the cost of the security purchased from the exercise of the written put option to form the basis in the underlying security purchased.

The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss. With respect to a purchased option, the original premium paid is deducted from the proceeds received from a closing transaction resulting in a realized gain or loss.

The maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At February 28, 2023, the maximum payout for written put options for the PutWrite Strategy Fund was $94,485,600. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered.

The risk associated with purchasing put and call options is limited to the premiums paid. The risk in writing a covered call option is that the writer of the option may forego the opportunity of profit if the market price of the underlying security increases and the option is exercised. The risk in writing an uncovered call option is that the writer of the option is exposed to the risk of loss if the market price of the underlying security increases. The risk in writing a put option is that the writer of the option may incur a loss if the market price of the underlying security decreases and the option is exercised. In addition, there is the risk that the purchaser or writer of an option may not be able to enter into a closing transaction because of an illiquid secondary market.

Other significant risks associated with the use of options contracts may include the following: (1) the success of a strategy may depend on the investment adviser’s ability to predict movements in the prices of individual commodities, currencies or securities, fluctuations in markets and movements in interest rates; (2) there may be an imperfect or no correlation between the changes in market value of the commodities, currencies or securities and the price of options; (3) although the PutWrite Strategy Fund and Target Range Fund intend to enter into options contracts only if there is an active market for such contracts, there is no assurance that an active market will exist for the contracts at any particular time; (4) trading restrictions or limitations may be imposed by an exchange; and (5) government regulations may restrict trading in options contracts.

Securities Lending — Each Fund may lend portfolio securities to certain creditworthy borrowers, including the Funds’ securities lending agent. It is the Funds’ policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral in the form of cash and/or securities issued or guaranteed by the U.S. government or its agencies, equivalent to at least 100% of the market value of securities, is maintained at all times. The cash collateral can be invested in certain money market mutual funds which also have exposure to the fluctuations of the market. The values of the investments of cash collateral for securities on loan along with the obligations to return such collateral are included on the Statements of Assets and Liabilities. The total value of securities received as collateral for securities on loan is included in a footnote following each Schedule of Investments, but is not included within the Statements of Assets and Liabilities because the receiving Fund does not have the right to sell or repledge the securities received as collateral. As compensation for lending its securities, each Fund retains all or a portion of the interest received on investment of cash collateral or receives a fee from the borrower (net of any fee rebates paid to the borrower). The lending agent receives a portion of the income earned by the Funds in connection with the lending program. The net securities lending income earned by the Funds is disclosed on the Statements of Operations. The dividend and interest income earned on the securities loaned is accounted for in the same manner as other dividend and interest income. The borrower pays to the Funds an amount equal to any dividends or interest received on loaned securities. Dividends received while a security is out on loan are not considered Qualified Dividend Income (“QDI”) under the specific criteria issued by the Internal Revenue Service and are subject to taxation at the shareholder’s ordinary income tax rate instead of the lower long-term capital gains tax rate. Lending portfolio securities could result in a loss or delay in recovering each Fund’s securities if the borrower defaults. In the event of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower if the value of the collateral received is insufficient to cover the market value of the securities loaned.

Master Netting Arrangements — Codification Topic 210 (“ASC 210”), Balance Sheet, requires disclosures generally intended to (i) help investors and other financial statement users to better assess the effect or potential effect of offsetting arrangements on a company’s financial position, (ii) improve transparency in the reporting of how companies mitigate credit risk, and (iii) facilitate comparisons between those entities that prepare their financial statements on the basis of GAAP and those entities that prepare their

 

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Notes to Financial Statements (unaudited) (continued)

 

financial statements on the basis of international financial reporting standards. ASC 210 requires entities to disclose (i) gross and net information about both instruments and transactions eligible for offset in the financial statements, and (ii) instruments and transactions subject to an agreement similar to a master netting agreement. ASC 210 is limited in scope to the following financial instruments, to the extent they are offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement: (i) recognized derivative instruments accounted for under ASC 815 (Derivatives and Hedging); (ii) repurchase agreements and reverse repurchase agreements; and (iii) securities borrowing and securities lending transactions.

In order to better define its contractual rights and to secure rights that will help a Fund mitigate its counterparty risk, a Fund enters into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) with its counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs over-the-counter derivatives (“OTC”), such as foreign currency contracts, and typically contains, among other things, collateral posting terms, netting and rights of set-off provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and receivables to create a single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out netting) or similar event, including the bankruptcy or insolvency of the counterparty.

Collateral requirements generally differ by type of derivative. Collateral terms are contract-specific for OTC derivatives (e.g., foreign currency contracts, options and certain swaps). To the extent amounts due to a Fund from its derivatives counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from a counterparty’s non-performance.

Repurchase agreements are subject to the terms and conditions of a Master Repurchase Agreement (“Master Repurchase Agreement”) between a Fund and a counterparty. In the event of a default or failure by a party to perform an obligation with respect to a repurchase transaction, the Master Repurchase Agreement gives the non-defaulting party the right to set-off claims and to apply collateral held by it in connection with a repurchase transaction against obligations owed to the non-defaulting party.

The Funds’ securities lending activities are governed by a Securities Lending Authorization Agreement (“Lending Agreement”) between the Funds and the lending agent. The Lending Agreement authorizes the lending agent to lend qualifying U.S. and foreign securities held by a Fund to approved borrowers (each a “Borrower”). To mitigate borrower risk, a Fund typically receives from a Borrower collateral in the form of U.S. dollar cash and/or securities issued or guaranteed by the U.S. government or its agencies in excess of the market value of the securities loaned. Under the provisions of the Lending Agreement, a Fund shall have, as to the collateral, all of the rights and remedies of a secured party under applicable law. A Fund is exposed to risk of loss if a Borrower defaults on its obligation to return borrowed securities and the value of the collateral a Fund received is insufficient to cover the market value of the securities loaned. Also, the lending agent is permitted to invest the cash collateral it receives from a Borrower into a money market fund which is subject to market fluctuation. Therefore, a Fund is exposed to risk of loss if the value of invested cash collateral is insufficient to satisfy the Fund’s obligation to return the full amount owed to such Borrower. However, in the event of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower if the value of the collateral received is insufficient to cover the market value of the securities loaned.

The Funds’ futures contracts and option contracts are all exchange traded and are not subject to master netting arrangements. Therefore, all futures contracts and option contracts are excluded from the netting table.

For financial reporting purposes, the Funds elect to not offset assets and liabilities subject to an ISDA Master Agreement, Master Repurchase Agreement or Lending Agreement, if any, in the Statements of Assets and Liabilities. Therefore, all qualifying transactions are presented on a gross basis in the Statements of Assets and Liabilities. As of February 28, 2023, the impact of netting of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement, Master Repurchase Agreement and the Lending Agreement are detailed in the following table:

 

     
    Assets     Liabilities  
   

Gross Amounts
in the
Statements of

Assets and
Liabilities

    Gross Amounts Not Offset
in the Statements of
Assets and Liabilities
         

Gross Amounts
in the
Statements of

Assets and
Liabilities

    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

  $ 9,403,836     $ (877,002   $     $ 8,526,834     $ 1,429,528     $ (877,002   $     $ 552,526  

Chinese Yuan Strategy Fund

 

Repurchase Agreements

    7,340,000             (7,340,000 )1                               

Foreign Currency Contracts

    181,684       (142,205           39,479       304,253       (142,205           162,048  

 

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Notes to Financial Statements (unaudited) (continued)

 

     
    Assets     Liabilities  
   

Gross Amounts
in the
Statements of

Assets and
Liabilities

    Gross Amounts Not Offset
in the Statements of
Assets and Liabilities
         

Gross Amounts
in the
Statements of

Assets and
Liabilities

    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 Currency Strategy Fund

 

Repurchase Agreements

  $ 2,720,000     $     $ (2,720,000 )1    $     $     $     $     $  

Foreign Currency Contracts

    30,634       (30,634                 274,586       (30,634           243,952  

Emerging Markets Corporate Bond Fund

 

Securities Lending

    2,527,792             (2,527,792 )1                               

Emerging Markets Local Debt Fund

 

Securities Lending

    3,655,566             (3,655,566 )1                               

Repurchase Agreements

    6,660,000             (6,660,000 )1                               

Foreign Currency Contracts

    18,471       (10,897           7,574       48,046       (10,897           37,149  

Interest Rate Hedged High Yield Bond Fund

 

           

Securities Lending

    24,507,237             (24,507,237 )1                               

Interest Rate Hedged U.S. Aggregate Bond Fund

 

           

Securities Lending

    1,988,071             (1,988,071 )1                               

Repurchase Agreements

    2,950,000             (2,950,000 )1                               

Yield Enhanced U.S. Aggregate Bond Fund

 

Securities Lending

    4,886,984             (4,886,984 )1                               

Repurchase Agreements

    12,600,000             (12,600,000 )1                               

Alternative Income Fund

 

Securities Lending

    2,492,383             (2,492,383 )1                               

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

 

Securities Lending

    230,906             (230,906 )1                               

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

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

 

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Notes to Financial Statements (unaudited) (continued)

 

prior to the settlement date; however, it is not anticipated that 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 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 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.

Foreign currency (restricted) — Restricted foreign currency is subject to legal or contractual restriction by third parties as well as a restriction to withdrawal or use. Under sanctions imposed by the United States (“U.S.”) and the European Union (“E.U.”) against Russia and certain Russian issuers pertaining to Russia’s invasion of Ukraine, payments (such as dividend payments or interest payments) made by sanctioned issuers to entities domiciled in the U.S., such as the Funds, or E.U. are restricted from withdrawal or use by the Funds.

During the period ended February 28, 2023, the Emerging Markets Local Debt Fund received interest payments from sanctioned Russian issuers having a U.S.-dollar equivalent as shown in the Statements of Assets and Liabilities under “Foreign currency (restricted), at cost”, which are held in a foreign cash account held by the Fund’s custodian and is restricted from withdrawal or use. These amounts have been fair valued using significant unobservable inputs by WTAM’s Valuation Committee and is shown in the Statements of Assets and Liabilities under “Foreign currency (restricted), at value”.

Tax Information and Dividends and Distributions to Shareholders — It is each Fund’s policy to comply with all requirements of the Internal Revenue Code of 1986, as amended (the “Code”). A portion of the Code, known as subchapter M (“Subchapter M”), addresses the ways by which investment companies and investment trusts may pass income through to shareholders in order to avoid double taxation. Each Fund intends to qualify for and to elect treatment as a separate Regulated Investment Company (“RIC”) under Subchapter M of the Code so that it will not be subject to federal income tax on income and gains that are timely distributed to Fund shareholders. Accordingly, no provision for U.S. federal income taxes is required. In order to qualify for the special tax treatment accorded to RICs and their shareholders, each Fund must, among other things, distribute with respect to each taxable year an amount equal to or greater than the sum of 90% of its investment company taxable income and 90% of its net tax-exempt interest income. There can be no guarantee that a Fund will pay dividends. Taxable net realized gains from investment transactions, reduced by capital loss carryforwards, if any, are declared and distributed to shareholders at least annually. The capital loss carryforward amount, if any, is available to offset future net capital gains. The Funds may occasionally be required to make supplemental distributions at some other time during the year. The Trust reserves the right to declare special distributions if, in its reasonable discretion, such action is necessary or advisable to preserve the status of each Fund as a RIC or to avoid imposition of income or excise taxes on undistributed income. Dividends and distributions to shareholders are recorded on the ex-dividend date. The amount of dividends and distributions from net investment income and net realized capital gains is determined in accordance with the requirements of the Code and the U.S. Treasury regulations (i.e., tax basis) which may differ to amounts determined under GAAP (i.e, book basis). These book/tax differences are either considered temporary or permanent in nature. To the extent these differences are permanent in nature, such amounts are reclassified within the components of net assets based on their Federal tax basis treatment; temporary differences do not require reclassification. Dividends and distributions that exceed earnings and profit for tax purposes are reported for tax purposes as a return of capital.

 

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Notes to Financial Statements (unaudited) (continued)

 

3. ADVISORY FEES AND OTHER TRANSACTIONS WITH AFFILIATES

WTAM has overall responsibility for the general management and administration of the Trust. WTAM provides an investment program for each Fund. WTAM has arranged for Mellon Investments Corporation (“Mellon”) to provide sub-advisory services to the Funds, except for Emerging Markets Corporate Bond Fund, Interest Rate Hedged High Yield Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund and Yield Enhanced U.S. Short-Term Aggregate Bond Fund which are sub-advised by Voya Investment Management Co., LLC (“Voya IM”) and Enhanced Commodity Strategy Fund, Managed Futures Strategy Fund, PutWrite Strategy Fund and Target Range Fund which are sub-advised by Newton Investment Management North America, LLC (“Newton”). Mellon, Voya 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.

Pursuant to a separate contractual arrangement, as also described in Note 2, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees in exchange for a fee, accrued daily and paid monthly in arrears, of up to 0.0044% per annum of each Fund’s average daily net assets.

WTAM expects to receive annual advisory fees from each Fund, based on a percentage of the Fund’s average daily net assets, as shown in the following table:

 

   
Fund   

Advisory

Fee Rate

 

U.S. Dollar Bullish Fund

     0.50

Emerging Markets Corporate Bond Fund

     0.60

Emerging Markets Local Debt Fund

     0.55

Floating Rate Treasury Fund

     0.15

Interest Rate Hedged High Yield Bond Fund

     0.43

Interest Rate Hedged U.S. Aggregate Bond Fund

     0.23

Mortgage Plus Bond Fund

     0.45

Voya Yield Enhanced USD Universal Bond Fund1

     0.15

Yield Enhanced U.S. Aggregate Bond Fund

     0.12

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

     0.12

Alternative Income Fund

     0.50

Efficient Gold Plus Equity Strategy Fund (consolidated)

     0.20

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

     0.45

Enhanced Commodity Strategy Fund (consolidated)

     0.55

Managed Futures Strategy Fund (consolidated)

     0.65

PutWrite Strategy Fund

     0.44

Target Range Fund

     0.70
  1 

Since the commencement of operations on February 7, 2023.

Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Transactions in shares of affiliated ETFs for the fiscal period ended February 28, 2023, as applicable, are included in an “Investment in Affiliates” supplementary table in each applicable Fund’s Schedule of Investments. For these transactions, WTAM voluntarily waives 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 Fund’s 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”.

WTAM and Voya IM collaborated on the creation of the Voya Yield Enhanced USD Universal Bond Fund (the “Fund”), which is designed, in part, to meet certain of the investment needs of the Voya Index Solution Portfolios (the “Voya Portfolios”). As such, the Fund expects the Voya Portfolios to be significant investors in the Fund, including, in particular, at the outset of the Fund’s operations. The Fund, Voya Portfolios, and their respective service providers will collectively coordinate the provision of investor services with respect to the shareholders of the Voya Portfolios. Voya Investments, LLC, an affiliate of Voya IM, and Voya IM serve as adviser and sub-adviser, respectively, to the Voya Portfolios. Due to the investment and servicing relationship between the Fund and the Voya Portfolios and their common sub-adviser, Voya IM, the Fund and Voya Portfolios are considered to be part of the “same

 

WisdomTree Trust      201  


Notes to Financial Statements (unaudited) (continued)

 

group of investment companies” or “related funds” for purposes of the Investment Company Act of 1940 (the investment Company Act) and the rules thereunder.

Initial purchase transactions between the Fund and Voya Portfolios were effected in accordance with Rule 17a-7 under the 1940 Act. For the fiscal period ended February 28, 2023, the cost of those purchases are shown in the following table:

 

   
Fund    Purchases  

Voya Yield Enhanced USD Universal Bond Fund

   $ 1,015,341,736  

WTAM and/or WisdomTree (collectively herein, “WT”) may from time to time own shares of a Fund. As of and for the six months ended February 28, 2023, WT held shares of and received distributions from the following Funds, which were purchased through an unaffiliated broker in ordinary brokerage transactions in the secondary market in which the Funds’ shares trade:

 

       
     At February 28, 2023            For the Period Ended
February 28, 2023
 
Fund    Fund Shares held by WT      Market Value of
Fund Shares
held by WT
           

Dividends and
Distributions paid to
WT on

Fund Shares

held by WT

 

Emerging Markets Local Debt Fund

     130      $ 2,473              $ 55  

Floating Rate Treasury Fund

     605,529        30,428,568                346,596  

Interest Rate Hedged High Yield Bond Fund

     84        7,023                163  

Interest Rate Hedged U.S. Aggregate Bond Fund

     88        3,375                2,573  

Mortgage Plus Bond Fund

     29,411        1,266,085                23,420  

Yield Enhanced U.S. Aggregate Bond Fund

     770        72,538                8,003  

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

     93        4,463                3,511  

PutWrite Strategy Fund

     91        5,698                242  

Enhanced Commodity Strategy Fund (consolidated)

     88        3,819                700  

Managed Futures Strategy Fund (consolidated)

     195        8,686                398  

Target Range Fund

     43        1,170                5  

During the fiscal period ended February 28, 2023, in connection with the organization of the Voya Yield Enhanced USD Universal Bond Fund, a newly launched Fund, WTAM contributed $100 to the Fund in exchange for 2 shares of the Fund. Prior to February 28, 2023, WTAM redeemed the aforementioned 2 shares of the Fund for proceeds of $99.

4. CAPITAL SHARE TRANSACTIONS

As of February 28, 2023, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof. 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 six months or period ended February 28, 2023 are shown in the following table. Realized gains and losses on sales resulting from in-kind capital share redemptions, as shown on the Statements of Operations, are not recognized by the Funds for tax purposes.

 

       
    Non-U.S. Government Securities     U.S. Government Securities     In-kind Capital Share Transactions  
Fund   Purchases     Sales     Purchases     Sales     Purchases     Sales  

U.S. Dollar Bullish Fund

  $ 5,033,200     $ 8,906,389     $     $     $     $  

Chinese Yuan Strategy Fund

                                   

Emerging Currency Strategy Fund

                                   

 

202   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

       
    Non-U.S. Government Securities     U.S. Government Securities     In-kind Capital Share Transactions  
Fund   Purchases     Sales     Purchases     Sales     Purchases     Sales  

Emerging Markets Corporate Bond Fund

  $ 29,106,182     $ 27,228,663     $     $     $     $ 8,794,907  

Emerging Markets Local Debt Fund

    5,619,501       5,035,720                   5,027,631       2,372,892  

Floating Rate Treasury Fund

                13,058,330,641       10,063,708,493       3,714,061,825       975,591,818  

Interest Rate Hedged High Yield Bond Fund

    23,171,169       17,390,255                   30,584,137       37,304,681  

Interest Rate Hedged U.S. Aggregate Bond Fund

    9,563,109       10,329,347       347,271,451       385,781,929       12,295,374       89,055,430  

Mortgage Plus Bond Fund

    159,903       3,063,304       12,928,297       23,611,982              

Voya Yield Enhanced USD Universal Bond Fund1

    168,288,090       4,257,698       180,117,646       348,387,149       1,062,026,449        

Yield Enhanced U.S. Aggregate Bond Fund

    107,515,530       26,705,845       450,943,906       541,982,541       106,654,792       141,995,669  

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

    6,032,896       5,130,017       45,931,788       51,281,938             28,001,403  

Alternative Income Fund

    2,143,279       2,263,409                   3,057,029       1,147,881  

Efficient Gold Plus Equity Strategy Fund (consolidated)

    527,360       435,319                   1,930,959        

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

    663,138       650,830                         2,152,334  

Enhanced Commodity Strategy Fund (consolidated)

          4,217,958                          

Managed Futures Strategy Fund (consolidated)

          329,500                          

PutWrite Strategy Fund

    524,394       1,159,491                          

Target Range Fund

    10,717,179       305,672                          
  1

For the period February 7, 2023 (commencement of operations) through February 28, 2023.

6. FEDERAL INCOME TAXES

At February 28, 2023, 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
Appreciation

   

Gross

Unrealized
Depreciation

    Net Unrealized
Appreciation/
(Depreciation)
          

Gross

Unrealized
Appreciation

   

Gross

Unrealized
Depreciation

   

Net Unrealized
Appreciation/

(Depreciation)

   

Total Net
Unrealized
Appreciation/

(Depreciation)

 

U.S. Dollar Bullish Fund

  $ 294,008,762     $ 7,017     $ (68,915   $ (61,898           $ 170,616     $ (66,511   $ 104,105     $ 42,207  

Chinese Yuan Strategy Fund

    25,096,740       1,896       (2,290     (394                               (394

Emerging Currency Strategy Fund

    8,467,458       578       (740     (162                   (98,007     (98,007     (98,169

Emerging Markets Corporate Bond Fund

    47,050,084       199,787       (4,799,887     (4,600,100                               (4,600,100

Emerging Markets Local Debt Fund

    111,519,852       579,600       (18,112,302     (17,532,702             6,851       (29,955     (23,104     (17,555,806

Floating Rate Treasury Fund

    13,769,046,110       6,098,997       (3,664,442     2,434,555                                 2,434,555  

Interest Rate Hedged High Yield Bond Fund

    213,507,026       304,095       (19,124,956     (18,820,861                               (18,820,861

Interest Rate Hedged U.S. Aggregate Bond Fund

    259,192,751       270,343       (19,056,915     (18,786,572             17,483             17,483       (18,769,089

Mortgage Plus Bond Fund

    23,826,382       3,001       (2,542,814     (2,539,813                               (2,539,813

Voya Yield Enhanced USD Universal Bond Fund

    1,091,758,723       217,784       (25,943,830     (25,726,046                               (25,726,046

Yield Enhanced U.S. Aggregate Bond Fund

    984,650,099       726,849       (102,651,283     (101,924,434             182,636             182,636       (101,741,798

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

    68,470,763       7,675       (4,191,346     (4,183,671                               (4,183,671

Alternative Income Fund

    14,524,843       143,711       (1,311,499     (1,167,788                               (1,167,788

Efficient Gold Plus Equity Strategy Fund (consolidated)2

    4,996,440       142,395       (276,540     (134,145                               (134,145

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2

    5,995,196       42,847       (1,134,431     (1,091,584                               (1,091,584

 

WisdomTree Trust      203  


Notes to Financial Statements (unaudited) (continued)

 

         
    Investments in Long Securities          

Investments in Securities Sold Short and

Financial Derivatives1

       
Fund   Tax Cost    

Gross

Unrealized
Appreciation

   

Gross

Unrealized
Depreciation

    Net Unrealized
Appreciation/
(Depreciation)
          

Gross

Unrealized
Appreciation

   

Gross

Unrealized
Depreciation

   

Net Unrealized
Appreciation/

(Depreciation)

   

Total Net
Unrealized
Appreciation/

(Depreciation)

 

Enhanced Commodity Strategy Fund (consolidated)2

  $ 195,574,744     $ 10,814     $ (30,135,637   $ (30,124,823           $     $     $     $ (30,124,823

Managed Futures Strategy Fund (consolidated)2

    182,119,027       16,627       (58,625,486     (58,608,859                               (58,608,859

PutWrite Strategy Fund

    91,471,996       11,616       (12,794     (1,178                               (1,178

Target Range Fund

    54,341,043       107,446       (698,862     (591,416             356,830             356,830       (234,586
  1 

Certain financial derivatives may be considered section 1256 contracts under the Code. Each section 1256 contract held at the close of a taxable year shall be treated as sold for its fair market value on the last business day of such taxable year (and any realized gain and loss shall be taken into account for the taxable year). As such, the unrealized appreciation/(depreciation) for financial derivatives on a tax basis may not correspond to the unrealized appreciation/ (depreciation) on a GAAP basis. The unrealized appreciation/(depreciation) for financial derivatives on a GAAP basis is located in the respective financial derivatives tables in each Fund’s Schedule of Investments.

 

  2 

“Tax Cost” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the Parent Fund’s investment in the Subsidiary. “Gross Unrealized Depreciation” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the tax-basis unrealized depreciation associated with the Parent Fund’s investment in the Subsidiary.

GAAP provides guidance on tax provisions that prescribe a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Foreign withholding taxes, as applicable, are accrued based on each Fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Foreign withholding taxes are accrued and applied to foreign income, net realized capital gains and net unrealized appreciation, as applicable, as the foreign income is earned or capital gains and unrealized appreciation are recorded. The dollar amount of applicable foreign withholding taxes on foreign income is included in the Statements of Operations in “Less: Foreign withholding taxes”, the foreign capital gains tax applicable on the disposal of securities is included in the Statements of Operations in “Net realized gain (loss) from investment transactions” and the dollar amount of deferred foreign capital gains tax applicable on the unrealized appreciation on securities held is included in the Statements of Operations in “Net increase (decrease) in unrealized appreciation/depreciation from investment transactions”. The Funds record a foreign tax reclaim receivable on the ex-dividend date if the tax reclaim is “more likely than not” to be sustained assuming examination by tax authorities. This determination is based on, among other things, a jurisdiction’s legal obligation to pay reclaims as well as payment history and market convention. Foreign tax reclaims that have been recorded but not yet received are shown on the Statements of Assets and Liabilities in “Receivables: Foreign tax reclaims”.

7. RECENT REGULATORY UPDATE

The fair valuation Rule 2a-5 went into effect on September 8, 2022. The Rule sets forth requirements for determining the fair value of portfolio securities and establishes a framework focused on process, testing and oversight. The Rule allows fund boards to designate a valuation designee responsible for performing fair value determinations in good faith. WTAM has been designated as the Valuation Designee for the Funds and is responsible for assessing material risks, establishing fair value methodologies, testing the appropriateness and accuracy of the methodologies and overseeing third-party pricing vendors. Under the new fair valuation policies, WTAM is responsible for regular quarterly reporting of any material fair valuation matter, annual reporting on the adequacy of the Valuation Designee’s processes, and the prompt notification to the board of any material impact of the fair value process on portfolio investments.

8. RECENT ACCOUNTING PRONOUNCEMENT

In June 2022, the FASB issued Accounting Standards Update No. 2022-03 (“ASU 2022-03”), Fair Value Measurement (Topic 820) — Fair Value Measurement of Equity Securities Subject to Contractual Sales Restrictions. The amendments in ASU 2022-03 clarify that a contractual restriction on a sale of an equity security is not considered a part of the unit of account of the equity security and, therefore, is not considered in measuring fair value. The amendments also clarify that an entity cannot, as a separate unit of account, recognize and measure a contractual sale restriction. The amendments in ASU 2022-03 also require the following disclosures for equity securities subject to contractual sale restrictions: (i) the fair value of equity securities subject to contractual sale restrictions reflected in the balance sheet, (ii) the nature and remaining duration of the restriction(s), and (iii) the circumstances that could cause a lapse in the restriction(s). The amendments in ASU 2022-03 are effective for fiscal years beginning after December 15, 2023, and interim periods within those fiscal years for public business entities (early adoption is also permitted). WTAM has evaluated ASU 2022-03 and determined that the adoption of ASU 2202-03 will not have a significant impact on the Trust’s financial statements and related disclosures.

9. ADDITIONAL INFORMATION

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,

 

204   WisdomTree Trust


Notes to Financial Statements (unaudited) (concluded)

 

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 Fund’s 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.

* * * * *

Russia’s military invasion of Ukraine initiated in February 2022 and the economic and diplomatic responses by the United States and other countries have led to increased volatility and uncertainty in the financial markets and could continue to adversely affect regional and global economies for the foreseeable future. In response to Russia’s actions, the governments of the United States, the European Union, the United Kingdom, and many other countries collectively imposed heavy and broad-ranging economic sanctions on certain Russian individuals, corporate and banking entities, and other industries and businesses. The sanctions restrict companies from doing business with Russia and Russian companies, prohibit transactions with the Russian central bank and other key Russian financial institutions and entities, ban Russian airlines and ships from using many other countries’ airspace and ports, respectively, and place a freeze on certain Russian assets. The sanctions also removed some Russian banks from the Society for Worldwide Interbank Financial Telecommunications (SWIFT), the electronic network that connects banks globally to facilitate cross-border payments. In addition, the United States has banned oil and other energy imports from Russia, 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 Fund’s ability to price, buy, sell, receive or deliver, or receive dividends and interest payments on such investments may be impaired. In certain circumstances, such as when there is no market for a security or other means of valuing or disposing of a security, a Fund may determine to value the affected security at zero. In addition, any exposure a Fund may have to counterparties in Russia or in countries affected by the invasion could negatively affect the Fund’s portfolio. The extent and duration of Russia’s military actions and the repercussions of such actions are impossible to predict, but could result in continued significant market disruptions, including in the oil and natural gas markets, and may negatively affect global supply chains, inflation and global growth. Further, an escalation of the military conflict beyond Ukraine’s borders could result in significant, long-lasting damage to the economies of Eastern and Western Europe as well as the global economy. These and any related events could significantly and adversely affect a Fund’s performance and the value of an investment in the Fund, even in the absence of direct exposure to Russian issuers or issuers in other countries affected by the invasion.

 

WisdomTree Trust      205  


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)

 

Consideration of the Approval and Renewal of Investment Advisory and Sub-Advisory Agreements

At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 19-20, 2022 (the “Meeting”), the Trustees, including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the renewal of (i) the Investment Advisory Agreements between WisdomTree Asset Management, Inc. (“WTAM”) and the Trust, on behalf of its applicable series (each, a “Fund,” and, collectively, the “Funds”), pursuant to which WTAM provides the Funds with investment advisory services (the “Advisory Agreements”), (ii) the Sub-Advisory Agreement, pursuant to which Mellon Investments Corporation (“Mellon”) coordinates the investment and reinvestment of the assets of the applicable Funds, (iii) the Sub-Advisory Agreement, pursuant to which Voya Investment Management Co. LLC (“Voya”) coordinates the investment and reinvestment of the assets of the applicable Funds, and (iv) the Sub-Advisory Agreement, pursuant to which Newton Investment Management North America, LLC (“Newton” and, together with Mellon and Voya, the “Sub-Advisers”) coordinates the investment and reinvestment of the assets of the applicable Funds.

The Trustees requested, and WTAM provided, such information as the Trustees, with advice from counsel to the Trust and independent legal counsel, deemed reasonably necessary to evaluate the Agreements. At a meeting of a committee of Independent Trustees (the “Contracts Review Committee”) held on August 11, 2022, representatives from WTAM presented detailed information to the Trustees relating to the continuance of the Agreements, and the Trustees, including the Independent Trustees, reviewed and discussed such information. Further information was presented at the Board’s request at the Meeting.

The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Advisers. In considering the approval and renewal of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered. Each Fund was considered separately.

Analysis of Nature, Extent, and Quality of Services Provided to the Funds. The Board considered information provided to them at the Meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the Funds, recognizing WTAM’s and the Sub-Advisers’ operational capabilities and resources. The Board also discussed the role of WisdomTree, Inc. (“WTI”), the parent of WTAM, as index provider to certain Funds, which comprise the substantial majority of assets in the WisdomTree fund complex. The Board noted that the strategies represented by those Funds tracking affiliated WTI indexes are unique, based on WTI’s intellectual property and are only available for use by applicable Funds through WTAM. The Board noted WTAM’s belief that shareholders have invested in such Funds on the strength of WTI’s intellectual property and WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Funds based on the WTI indexes. The Board also noted the extensive responsibilities that WTAM has as investment adviser to the Funds, including: the selection of, and supervisory responsibilities and activities over, the Sub-Advisers, including oversight of the Sub-Advisers’ adherence to each Fund’s investment strategy and restrictions, monitoring of the Sub-Advisers’ buying and selling of securities and derivatives transactions, review of Sub-Adviser performance, review of proxies voted by the Sub-Advisers and oversight of, and the provision of consultation to, the Sub-Advisers with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Funds’ portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Funds. The Board also considered research support available to, and management capabilities of, the Funds’ management personnel and that WTAM provides oversight of day-to-day Fund operations, including fund accounting, tax matters, administration and legal assistance in meeting disclosure and regulatory requirements. Based on management’s representations, the Board expected that there would be no reduction in the scope of services required by or provided by WTAM and the Sub-Advisers under the relevant Agreements. The Board noted that WTAM has continued to commit significant resources toward the fund complex and has made substantial investments to improve the services offered by WTAM, which benefit Fund shareholders.

Based on review of this information and the other factors considered at the Meeting, the Board concluded that the nature, extent and quality of services provided by WTAM and the Sub-Advisers under the Advisory Agreements and Sub-Advisory Agreements, respectively, are adequate and appropriate and supported the Board’s approval of the approval and renewal of the Agreements.

Comparative Analysis of the Funds’ Performance and Management Fee and Expense Ratio. The Board reviewed reports prepared by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, which included information (1) measuring each index Fund’s performance by how well it tracked the relevant benchmark index, (2) comparing, with respect to the actively-managed Funds, each Fund’s performance with the performance of a group of comparable funds (the “Performance Group”) for various periods ended May 31, 2022, and (3) comparing each Fund’s actual management fees and total expenses with those of a group of comparable funds (the “Expense Group”) and, with respect to total expenses, with a broader group of funds (the “Expense Universe”), the information for which was derived in part from fund financial statements available to Broadridge as of the date of its analysis. The Contracts Review Committee and the Independent Trustees previously had reviewed and discussed the methodology Broadridge used to select the Performance Groups, Expense Groups and Expense Universes. The

 

206   WisdomTree Trust


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)

 

Board noted that the Performance Groups, Expense Groups and Expense Universes included only pure-index and index-based exchange traded funds (“ETFs”) as comparison funds, except that the Performance Groups, Expense Groups and Expense Universes for the actively-managed Funds included only actively-managed ETFs as comparison funds. The Board also noted that due to the special characteristics of certain Funds, there are limitations in providing comparable funds in the Performance Groups, Expense Groups and Expense Universes, and the information in the Broadridge reports may or may not provide meaningful direct comparisons to the Funds.

The Board discussed the Funds’ performance. During the prior year, the Board received periodic reports on the Funds’ performance in comparison to their relevant benchmark indexes. The Board also discussed the performance of the actively-managed Funds and noted that total return performance of the Funds was variously above, at and below the relevant Performance Group medians for the time periods measured. In response to questions from the Independent Trustees, WTAM representatives discussed the relative performance of the Funds and the factors affecting such performance. On that basis, the Board determined to continue to monitor carefully disparities in performance — both positive and negative — but did not believe that the disparities in the past reflected any characteristics requiring immediate action by WTAM or a Sub-Adviser.

The Board also reviewed the range of actual management fees and total expenses of the Expense Group funds and, with respect to total expenses, Expense Universe funds, and discussed the results of the comparisons. With respect to comparisons of actual management fees, the Board noted the Funds’ unitary fee structure and that the Expense Groups and Expense Universes generally included both ETFs with and without a unitary fee structure. The Board also noted that certain comparison funds in certain Expense Groups and Expense Universes benefited from waivers of all or a portion of their management fees and reimbursement of certain operating expenses. The Board noted that the total expenses of many of the Funds were within five basis points of the median or average total expenses of the funds in the Funds’ respective Expense Groups. In those specific instances where a Fund’s total expenses departed more significantly from comparative funds, the Independent Trustees sought explanations from WTAM, which generally attributed the disparities to the limitations within peer data and/or the unique attributes of a Fund.

The Board considered the fees to the Sub-Advisers in relation to the fees paid to WTAM by the Funds and the respective services provided by the Sub-Advisers and WTAM. The Board also noted that the Sub-Advisers’ fees are paid by WTAM (out of its fee paid by the relevant Funds) and not the Funds. The Board considered the meaningful differences in the services that WTAM provides to the Funds as compared to the Sub-Advisers, including that the role of a Sub-Adviser in making investment recommendations with respect to a Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the role of a Sub-Adviser in making investment recommendations with respect to a Fund that is model-based, with oversight by WTAM in seeking to ensure consistency with such quantitative models. The Board also considered the entrepreneurial and expense risk borne by WTAM that is associated with Funds’ unitary fee structure, which frequently includes minimum fees (such as those to a Sub-Adviser), regardless of whether the asset size of a Fund has grown to a sufficient size.

Based on this review and the other factors considered at the Meeting, the Board concluded that, with respect to each Fund, the Fund’s performance, the fees paid to WTAM and the relevant Sub-Adviser and the Fund’s total expenses supported the Board’s approval and renewal of the relevant Agreements.

Analysis of Profitability and Economies of Scale. WTAM representatives reviewed the expenses allocated and profit received by WTAM and the resulting profitability percentage for managing each Fund and the aggregate profitability percentage to WTAM for managing the WisdomTree fund complex, and the method used to determine the expenses and profit.

The Board considered the profitability analysis (1) as part of its evaluation of whether the fees under the Agreements bear a reasonable relationship to the mix of services provided by WTAM and the Sub-Advisers, including the nature, extent and quality of such services, and (2) in light of the relevant circumstances for each Fund and the extent to which economies of scale would be realized if the Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders. WTAM representatives noted that a discussion of economies of scale is predicated on a Fund having achieved a substantial size and that, if a Fund’s assets had been decreasing, the possibility that WTAM may have realized material economies of scale would be less. WTAM representatives also noted that, as a result of shared and allocated costs among the WisdomTree funds, the extent of economies of scale could depend substantially on the level of assets in the fund complex as a whole and the relative size and asset size changes among the Funds. The Board noted that, in the past, certain Funds had grown rapidly over a relatively short period of time after longer periods of slow or no growth, during which there were years of losses for WTAM in managing such Funds that had only recently turned profitable and years of substantial cumulative losses to WTAM in managing the fund complex as a whole. WTAM representatives stated that there has been significant volatility in the assets of individual Funds and in the fund complex as a whole over time (including volatility in profitability) and that it was not clear that current asset levels will be maintained. WTAM representatives noted that assets in certain Funds have diminished at times at a rapid rate (including during the last year) and could continue to do so. WTAM representatives also noted that economies of scale currently are shared with the Funds by way of the unitary fee structure of the Trust, as well as through additional investment in the WisdomTree business. The Board noted that the Contracts Review Committee had focused on the issue of economies of scale during its meetings. The Board also noted that it would

 

WisdomTree Trust      207  


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)

 

continue to monitor the sharing of economies of scale, focusing in particular on Funds that have experienced significant asset growth, to determine the appropriateness of adding breakpoints in the future. The Board also considered potential benefits to WTAM and the Sub-Advisers from acting as investment adviser and sub-advisers, respectively, and noted that there were no soft dollar arrangements in effect for trading the Funds’ investments. Based on this review, the Board concluded that the profitability results were consistent with the services rendered and service levels provided by WTAM and the entrepreneurial risk WTAM has undertaken over time.

* * * * * *

At the conclusion of these discussions, the Board agreed that it had been furnished with sufficient information to make an informed business decision with respect to the approval to renew the Agreements. In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its previous knowledge, gained through meetings and other interactions with WTAM and the Sub-Advisers, of the Funds and the services provided to the Funds by WTAM and the Sub-Advisers. The Board also relied on information received on a routine and regular basis throughout the year relating to the operations of the Funds and the investment advisory and other services provided under the Agreements. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the renewal of the Agreements.

Consideration of the Approval of Investment Advisory and Sub-Advisory Agreements

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (the “Fund”)

At a meeting of the Board of Trustees (the “Board”) of the WisdomTree Trust (the “Trust”) held on December 5-6, 2022, 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 Voya Investment Management Co., LLC will coordinate the investment and reinvestment of the assets of the WisdomTree Voya Yield Enhanced USD Universal Bond Fund.

In considering whether to approve the Agreements, the Trustees considered and discussed information and analysis provided by WTAM and Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data. The Trustees noted that representatives from WTAM presented preliminary information to the Trustees regarding the Fund’s proposed investment objective and principal investment strategies and risks at a meeting of the Trust’s Investment Committee, a committee of Independent Trustees, on November 30, 2022. The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Adviser. In considering the approval of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered.

Analysis of Nature, Extent, and Quality of Services to be Provided to the Fund. The Board considered information provided to them at the meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the WisdomTree funds, recognizing WTAM’s and the Sub-Adviser’s operational capabilities and resources. It was noted that the Fund would be passively managed. The Board noted WTAM’s belief that shareholders will invest in the Funds on the strength of WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Fund. The Board also noted the extensive responsibilities that WTAM will have as investment adviser to the Fund, including: the selection of, and supervisory responsibilities and activities over, the Sub Adviser, including oversight of the Sub-Adviser’s adherence to the Fund’s investment strategy and restrictions, monitoring of the Sub- Adviser’s buying and selling of securities and derivatives transactions, review of 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 Fund’s portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Fund. The Board also considered research support available to, and management capabilities of, the Fund’s management personnel and that WTAM will provide oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements.

Based on review of this information and the other factors considered at the meeting, the Board concluded that the nature, extent and quality of services to be provided by WTAM and the Sub-Adviser under the Advisory Agreement and Sub-Advisory Agreement, respectively, are adequate and appropriate and supported the Board’s approval of the Agreements.

Comparative Analysis of the Fund’s Performance, Advisory Fees and Fund Expenses. As the Fund has not yet commenced operations, the Board was not able to review the Fund’s performance. The Board discussed with WTAM representatives the portfolio

 

208   WisdomTree Trust


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (concluded)

 

management team and the investment strategies to be employed in the management of the Fund’s assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.

The Board considered the fees to be paid to WTAM by the Fund. The Board examined the fee to be paid by each Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Fund’s fee. The Board also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Fund and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fees will be paid by WTAM (out of its fee paid by the Fund) and not by the Fund. The Board considered the meaningful differences in the services that WTAM will provide to the Fund as compared to the Sub-Adviser, including that the role of the Sub-Adviser in making investment recommendations with respect to the Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the entrepreneurial and expense risk to be borne by WTAM that is associated with the Fund’s unitary fee structure, which includes minimum fees (such as those to the Sub-Adviser), regardless of whether the asset size of the Fund grows to a sufficient size. Based on this review, the Board concluded that the fees to be paid to WTAM and the Sub-Adviser supported the Board’s approval of the Agreements.

Analysis of Profitability and Economies of Scale. As the Fund has not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub-Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fees annually after the initial term of the Agreements. The Board determined that because the Fund had not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Fund, the Board would seek to have those economies of scale shared with the Fund in connection with future renewals.

* * * * * *

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      209  


General Information (unaudited)

 

Proxy Voting Policies, Procedures and Record

A complete copy of the Proxy Voting Policy may be obtained upon request, at no charge, by calling 1-866-909-WISE (9473) or writing to: WisdomTree Trust, c/o Foreside Fund Services, LLC, Three Canal Plaza Suite 100, Portland, ME, 04101.

The Trust is required to disclose annually the Funds’ complete proxy voting record on Form N-PX covering the most recent 12-month period ended June 30 and to file Form N-PX with the SEC no later than August 31 of each year. The current Form N-PX for the Funds is available at no charge upon request by calling 1-866-909-WISE (9473) or through the SEC’s website at www.sec.gov.

Shareholder Reports and Quarterly Portfolio Disclosure

The Funds file their complete schedule of portfolio holdings with the SEC for their first and third fiscal quarters as an exhibit to their reports on Form N-PORT. Copies of the filings are available, without charge, on the SEC’s website at www.sec.gov and are also available by calling the Trust at 1-866-909-WISE (9473). Copies of the filings may also be obtained, after paying a duplicating fee, by electronic request at the following E-mail address: publicinfo@sec.gov.

Information about each Fund’s portfolio holdings is available daily, without charge, at www.wisdomtree.com/investments.

The Statement of Additional Information (“SAI”) has additional information about the Funds’ Trustees and Officers and is available without charge upon request. Contact your financial representative for a free prospectus or SAI.

Frequency Distribution of Discounts & Premiums

Information about differences between the per share net asset value of each Fund and the market trading price of shares of each Fund are available, without charge, at www.wisdomtree.com/investments.

 

210   WisdomTree Trust


The WisdomTree Funds are exchange traded funds (“ETFs”) registered with the United States Securities and Exchange Commission as separate series (“Funds”) of WisdomTree Trust (“Trust”). WisdomTree Asset Management, Inc., a wholly owned subsidiary of WisdomTree, Inc., serves as the investment adviser to the Trust. None of the WisdomTree entities are affiliated with Foreside Fund Services, LLC, the Funds’ distributor. WisdomTree, Inc., its affiliates and their independent providers are not liable for any informational errors, incompleteness, delays, or for any actions taken in reliance on information contained herein.

There are risks associated with investing including possible loss of principal. Foreign investing involves special risks, such as risk of loss from currency fluctuation or political or economic uncertainty. Investments in real estate involve additional special risks, such as credit risk, interest rate fluctuations and the effect of varied economic conditions. Funds that focus their investments in one country or region may be significantly impacted by events and developments associated with the region which can adversely affect performance. Funds focusing on a single sector and/or smaller companies generally experience greater price volatility. Investments in emerging, offshore or frontier markets are generally less liquid and less efficient than investments in developed markets and are subject to additional risks, such as risks of adverse governmental regulation and intervention or political developments. Investments in currency involve additional special risks, such as credit risk and interest rate fluctuations. Derivative investments can be volatile and these investments may be less liquid than other securities, and more sensitive to the effect of varied economic conditions. As these Funds can have a high concentration in some issuers the Funds can be adversely impacted by changes affecting such issuers.

Fixed income investments are subject to interest rate risk; their value will normally decline as interest rates rise. In addition, when interest rates fall, income may decline. Fixed income investments are also subject to credit risk, the risk that the issuer of a bond will fail to pay interest and principal in a timely manner, or that negative perceptions of the issuer’s ability to make such payments will cause the price of that bond to decline. High-yield or “junk” bonds have lower credit ratings and involve a greater risk to principal. One of the risks associated with the Efficient Gold Plus Equity Strategy Fund (GDE), the Efficient Gold Plus Gold Miners Strategy Fund (GDMN), the Enhanced Commodity Strategy Fund (GCC) and the Managed Futures Strategy Fund (WTMF) is the complexity of the different factors which contribute to the Funds’ performance, as well as their correlation (or non-correlation) to other asset classes. These factors include use of long and short positions in commodity futures contracts, foreign currency contracts, swaps and other derivatives. An investment in GDE, GDMN, GCC and WTMF is speculative and involves a substantial degree of risk. GDE, GDMN, GCC and WTMF should not be used as a proxy for taking long only (or short only) positions in commodities or currencies. In markets without sustained price trends or markets that quickly reverse or “whipsaw” GDE, GDMN, GCC and WTMF may suffer significant losses. Unlike typical exchange-traded funds, there are no indexes that the actively managed Currency Strategy Funds, actively managed Fixed Income Funds or GDE, GDMN, GCC and WTMF attempt to track or replicate. Thus, the ability of these Funds to achieve their objectives will depend on the effectiveness of the portfolio manager. Due to the investment strategy of certain Funds they may make higher capital gain distributions than other ETFs. Please read the Fund’s prospectus for specific details regarding the Fund’s risk profile.

Commodities and futures are generally volatile and are not suitable for all investors. Investments in commodities may be affected by overall market movements, changes in interest rates and other factors such as weather, disease, embargoes and international economic and political developments.

Indexes are unmanaged and you cannot invest directly in an index.

Transactions in Fund shares will result in brokerage commissions and will generate tax consequences. Shares may be sold through brokerage accounts, but may be redeemed from the Funds by Authorized Participants in large creation unit sizes of shares.

This report is intended for the Funds’ shareholders. It may not be distributed to prospective investors unless it is preceded or accompanied by the current prospectus.


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WisdomTree Fund shares are distributed by Foreside Fund Services, LLC, in the U.S.

WTGM-7555


Item 2. Code of Ethics.

Not applicable.

Item 3. Audit Committee Financial Expert.

Not applicable.

Item 4. Principal Accountant Fees and Services.

Not applicable.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

 

(a)

Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the report to shareholders filed under Item 1 of this form.

 

(b)

Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.


Item 11. Controls and Procedures.

 

(a)

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

 

(b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

 

(a)(1)   Not applicable.
(a)(2)   Certifications pursuant to Rule 30a-2(a) under the 1940 Act and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
(a)(3)   Not applicable.
(a)(4)   Not applicable.
(b)   Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

 


SIGNATURES

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

 

(Registrant)  

WisdomTree Trust

By (Signature and Title)  

/s/ Jonathan L. Steinberg

  Jonathan L. Steinberg, President
  (principal executive officer)

Date: October 12, 2023

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By (Signature and Title)  

/s/ Jonathan L. Steinberg

  Jonathan L. Steinberg, President
  (principal executive officer)

Date: October 12, 2023

 

By (Signature and Title)  

/s/ David Castano

  David Castano, Treasurer
  (principal financial officer)   

Date: October 12, 2023