N-CSRS 1 d806481dncsrs.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

New York, NY 10119

(Address of principal executive offices) (Zip code)

 

 

The Corporation Trust Company

1209 Orange Street

Wilmington, DE 19801

(Name and address of agent for service)

 

 

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

Date of fiscal year end: August 31

Date of reporting period: February 29, 2024

 

 

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


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


Item 1. Reports to Stockholders.

 

(a)

The Reports to Shareholders are attached herewith.

 

(b)

Not applicable.


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WisdomTree Trust

Semi-Annual Report

February 29, 2024

 

Currency Strategy Funds:

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

WisdomTree Emerging Currency Strategy Fund (CEW)

Fixed Income Funds:

WisdomTree Bianco Total Return Fund (WTBN)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

WisdomTree Emerging Markets Local Debt Fund (ELD)

WisdomTree Floating Rate Treasury Fund (USFR)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

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

WisdomTree Mortgage Plus Bond Fund (MTGP)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

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

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

Alternative Funds:

WisdomTree Alternative Income Fund (HYIN)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE)

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN)

WisdomTree Enhanced Commodity Strategy Fund (GCC)

WisdomTree Managed Futures Strategy Fund (WTMF)

WisdomTree PutWrite Strategy Fund (PUTW)

WisdomTree Target Range Fund (GTR)


Table of Contents

 

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 Emerging Currency Strategy Fund

       30  

WisdomTree Bianco Total Return Fund

       32  

WisdomTree Emerging Markets Corporate Bond Fund

       33  

WisdomTree Emerging Markets Local Debt Fund

       38  

WisdomTree Floating Rate Treasury Fund

       42  

WisdomTree Interest Rate Hedged High Yield Bond Fund

       43  

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

       51  

WisdomTree Mortgage Plus Bond Fund

       77  

WisdomTree Voya Yield Enhanced USD Universal Bond Fund

       81  

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

       110  

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

       145  

WisdomTree Alternative Income Fund

       152  

WisdomTree Efficient Gold Plus Equity Strategy Fund (consolidated)

       153  

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

       160  

WisdomTree Enhanced Commodity Strategy Fund (consolidated)

       162  

WisdomTree Managed Futures Strategy Fund (consolidated)

       164  

WisdomTree PutWrite Strategy Fund

       166  

WisdomTree Target Range Fund

       167  

Statements of Assets and Liabilities (unaudited)

       168  

Statements of Operations (unaudited)

       172  

Statements of Changes in Net Assets (unaudited)

       176  

Financial Highlights (unaudited)

       183  

Notes to Financial Statements (unaudited)

       194  

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

       212  

General Information (unaudited)

       216  

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


Information about Performance and Shareholder Expense Examples (unaudited)

Performance

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

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

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

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

Shareholder Expense Examples

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

The examples are based on an investment of $1,000 invested at the beginning of the period and held for the entire period from September 1, 2023 to February 29, 2024. Except where noted, expenses are calculated using each Fund’s annualized expense ratio (after the effect of contractual or voluntary fee waivers, if any), multiplied by the average account value for the period, multiplied by 182/366 (to reflect the one-half year period). The annualized expense ratio does not include acquired fund fees and expenses (“AFFEs”), which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies.

Actual expenses

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

Hypothetical example for comparison purposes

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

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

 

WisdomTree Trust      1  


Performance Summary

as of February 29, 2024 (unaudited)

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

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    94.8%  

Exchange-Traded Funds

    4.2%  

Other Assets less Liabilities‡

    1.0%  

Total

    100.0%  

 

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

 

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

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Bills,
5.44%, 3/7/24

    24.5%  

U.S. Treasury Bills,
5.35%, 4/11/24

    23.7%  

U.S. Treasury Bills,
5.35%, 5/7/24

    23.4%  

U.S. Treasury Bills,
5.38%, 6/11/24

    23.2%  

WisdomTree Floating Rate Treasury Fund (USFR)^

    4.2%  
*

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

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 42 of this report.

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,033.40        0.50 %1    $ 2.53  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.38        0.50 %1    $ 2.51  
1 

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

Performance

 

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

Fund NAV Returns

       3.34      5.26      5.67      2.82      3.12

Fund Market Price Returns

       3.45      5.29      5.69      2.84      3.13

Bloomberg Dollar Total Return Index

       3.56      5.54      5.91      2.93      3.26

Bloomberg Dollar Spot Index

       0.29      -0.87      3.09      0.89      2.04
*

Returns of less than one year are cumulative.

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

 

2   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    60.1%  

Exchange-Traded Funds

    4.8%  

Repurchase Agreement

    31.7%  

Other Assets less Liabilities‡

    3.4%  

Total

    100.0%  

 

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

 

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

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Bills,
5.38%, 3/14/24

    35.6%  

Citigroup, Inc., tri-party repurchase agreement, 5.30%, 3/1/24††

    31.7%  

U.S. Treasury Bills,
5.37%, 4/18/24

    24.5%  

WisdomTree Floating Rate Treasury Fund (USFR)^

    4.8%  
*

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

 

††

Fully collateralized by U.S. Government agency securities.

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 42 of this report.

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,021.30        0.55 %1    $ 2.76  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.13        0.55 %1    $ 2.77  
1 

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

Performance

 

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

Fund NAV Returns

    2.13     6.03     0.09     0.06     -0.42

Fund Market Price Returns

    2.29     6.02     0.16     0.07     -0.44

JP Morgan Emerging Local Markets Index Plus (ELMI+)

    2.76     6.12     -0.79     0.21     -0.02

Equal-Weighted Emerging Currency Composite

    2.45     6.98     -1.19     -0.34     -0.20
*

Returns of less than one year are cumulative.

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

 

WisdomTree Trust      3  


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Bianco Total Return Fund (WTBN)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Exchange-Traded Funds

    100.0%  

Other Assets less Liabilities‡

    0.0%

Total

    100.0%  

 

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

 

^

Represents less than 0.1%.

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

iShares MBS ETF

    23.3%  

iShares 0-5 Year TIPS Bond ETF

    20.0%  

Vanguard Long-Term Corporate Bond ETF

    8.1%  

WisdomTree Floating Rate Treasury Fund (USFR)^

    8.0%  

Vanguard Short-Term Corporate Bond ETF

    7.2%  

Schwab Long-Term U.S. Treasury ETF

    7.1%  

Vanguard Intermediate-Term Corporate Bond ETF

    6.4%  

Schwab Short-Term U.S. Treasury ETF

    5.9%  

iShares 7-10 Year Treasury Bond ETF, Class B

    5.5%  

iShares BBB Rated Corporate Bond ETF

    5.0%  
*

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

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 42 of this report.

The WisdomTree Bianco Total Return Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bianco Research Fixed Income Total Return Index (the “Index”). In seeking to track the Index, the Fund invests in fixed income exchange-traded funds (each, an “Underlying Fund”) that are specifically selected and weighted using a modified market-capitalization weighting scheme to achieve specified factor exposures. The Fund generally uses a replication strategy to achieve its investment objective, meaning it generally invests in all of the securities of the Index in approximately the same proportion as the Index. However, the Fund also may use a representative sampling strategy to invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

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

Shareholder Expense Example (for the period1 ended February 29, 2024)

 

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

Actual1

   $ 1,000.00      $ 991.60        0.47 %2,3    $ 0.92  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.53        0.47 %2,3    $ 2.36  
1 

Fund commenced operations on December 20, 2023. Actual expenses are calculated using the Fund’s annualized expense ratio, multiplied by the average account value for the period, multiplied by 72/366 (to reflect the period since commencement of operations).

 

2 

WisdomTree Asset Management, Inc. has contractually agreed to limit the management fee to 0.47% through December 31, 2024, unless earlier terminated by the Board of Trustees of the WisdomTree Trust for any reason.

 

3 

The “Annualized Net Expense Ratio” does not include the impact of acquired fund fees and expenses (“AFFEs”) attributable to the Fund’s investments in Underlying Funds. Had AFFEs of 0.07% been included (as shown in the Fund’s prospectus), the “Annualized Net Expense Ratio” would have been 0.54% and the “Expenses Paid During the Period” shown in the above table would have been higher.

 

4   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

 

Country Breakdown

 

Country   % of Net Assets  

Mexico

    9.1%  

South Korea

    7.0%  

India

    6.1%  

Brazil

    5.8%  

Colombia

    5.5%  

Chile

    5.0%  

Turkey

    4.8%  

China

    4.4%  

United Arab Emirates

    4.2%  

Thailand

    3.1%  

Mongolia

    2.7%  

Israel

    2.5%  

South Africa

    2.4%  

United Kingdom

    2.1%  

Saudi Arabia

    2.1%  

Malaysia

    2.0%  

Panama

    2.0%  

Luxembourg

    1.9%  

Peru

    1.7%  

Kuwait

    1.7%  

Hong Kong

    1.6%  

United States

    1.5%  

Guatemala

    1.5%  

Qatar

    1.4%  

Indonesia

    1.4%  

Poland

    1.2%  

Morocco

    1.2%  

Kazakhstan

    1.2%  

Australia

    1.1%  

Zambia

    1.0%  

Others^

    4.9%  

Other Assets less Liabilities‡

    5.9%  

Total

    100.0%  

 

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

 

^

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

POSCO,
4.88%, 1/23/27

    1.7%  

Sands China Ltd.,
5.40%, 8/8/28

    1.6%  

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

    1.6%  

Bidvest Group U.K. PLC,
3.63%, 9/23/26

    1.6%  

Akbank TAS,
6.80%, 2/6/26

    1.5%  

CSN Resources SA,
8.88%, 12/5/30

    1.4%  

Tencent Holdings Ltd.,
3.98%, 4/11/29

    1.4%  

Ecopetrol SA,
8.38%, 1/19/36

    1.3%  

Bangkok Bank PCL,
3.73%, 9/25/34,

    1.3%  

Reliance Industries Ltd.,
2.88%, 1/12/32

    1.3%  

 

*

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

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,060.80        0.60   $ 3.07  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,021.88        0.60   $ 3.02  

Performance

 

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

Fund NAV Returns

       6.08      9.14      -1.39      2.34      2.68

Fund Market Price Returns

       5.98      9.23      -1.45      2.36      2.78

JP Morgan CEMBI Diversified Index

       5.95      8.63      -1.18      2.42      3.54
*

Returns of less than one year are cumulative.

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

 

WisdomTree Trust      5  


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

 

Country Breakdown

 

Country   % of Net Assets  

Brazil

    11.8%  

Indonesia

    11.6%  

Colombia

    8.8%  

Malaysia

    8.3%  

Supranational Bonds

    7.7%  

South Africa

    6.6%  

United States

    5.4%  

China

    4.9%  

Poland

    4.8%  

India

    4.6%  

Thailand

    4.4%  

Peru

    4.2%  

Mexico

    3.9%  

Chile

    2.7%  

Czech Republic

    2.4%  

Hungary

    2.0%  

Romania

    1.9%  

Turkey

    0.6%  

Egypt

    0.0%

Other Assets less Liabilities‡

    3.4%  

Total

    100.0%  

 

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

 

^

Represents less than 0.1%.

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

Citigroup, Inc., tri-party repurchase agreement,
5.30%, 3/1/24††

    5.4%  

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

    2.3%  

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

    1.9%  

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

    1.8%  

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

    1.8%  

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

    1.7%  

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

    1.7%  

Republic of Poland Government Bonds,
2.50%, 7/25/26, Series 0726

    1.6%  

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

    1.6%  

Colombia TES,
7.50%, 8/26/26, Series B

    1.5%  
*

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

 

††

Fully collateralized by U.S. Government agency securities.

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,027.30        0.55   $ 2.77  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.13        0.55   $ 2.77  

Performance

 

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

Fund NAV Returns

     2.73      10.91      -1.30      0.33      -0.06

Fund Market Price Returns

     2.32      10.96      -1.17      0.33      -0.01

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

     2.25      9.26      -2.61      -0.13      -0.04

 

*

Returns of less than one year are cumulative.

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

 

6   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Floating Rate Treasury Fund (USFR)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    99.6%  

Other Assets less Liabilities‡

    0.4%  

Total

    100.0%  

 

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

 

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

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Floating Rate Notes,
5.50%, 10/31/25,

    28.4%  

U.S. Treasury Floating Rate Notes,
5.45%, 7/31/25,

    26.1%  

U.S. Treasury Floating Rate Notes,
5.50%, 4/30/25,

    24.7%  

U.S. Treasury Floating Rate Notes,
5.57%, 1/31/26,

    20.4%  
*

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

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,026.90        0.15   $ 0.76  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.12        0.15   $ 0.75  

Performance

 

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

Fund NAV Returns

       2.69      5.41      2.67      2.05      1.40

Fund Market Price Returns

       2.67      5.43      2.67      2.05      1.39

Bloomberg U.S. Treasury Floating Rate Bond Index

       2.79      5.61      2.86      2.24      1.57
*

Returns of less than one year are cumulative.

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

 

WisdomTree Trust      7  


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Corporate Bonds

    96.4%  

Other Assets less Liabilities‡

    3.6%  

Total

    100.0%  

 

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

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

    1.0%  

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

    0.9%  

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

    0.8%  

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

    0.8%  

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

    0.8%  

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

    0.7%  

CCO Holdings LLC/CCO Holdings Capital Corp.,
4.75%, 3/1/30

    0.7%  

Sirius XM Radio, Inc.,
4.13%, 7/1/30

    0.7%  

Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC,
10.50%, 2/15/28

    0.7%  

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

    0.7%  
*

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

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,057.30        0.43   $ 2.20  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.73        0.43   $ 2.16  

Performance

 

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

Fund NAV Returns

     5.73      10.28      5.00      3.73      3.64

Fund Market Price Returns

     5.73      10.32      4.52      3.80      3.68

ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index/WisdomTree U.S. High Yield Corporate Bond, Zero Duration Spliced Index1

     6.03      11.20      5.89      4.65      4.35

ICE BofA Merrill Lynch U.S. High Yield Index

     6.15      10.97      1.86      3.99      4.26
*

Returns of less than one year are cumulative.

 

1 

ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Zero Duration Index through May 31, 2020; WisdomTree U.S. High Yield Corporate Bond, Zero Duration Index thereafter.

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

 

8   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

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

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    42.1%  

U.S. Government Agencies

    28.6%  

Corporate Bonds

    24.7%  

Commercial Mortgage-Backed Securities

    1.6%  

Supranational Bonds

    1.3%  

Foreign Government Obligations

    0.8%  

Foreign Government Agencies

    0.8%  

Municipal Bonds

    0.7%  

Asset-Backed Securities

    0.5%  

U.S. Government Agencies TBA Sale Commitments

    -1.3%  

Repurchase Agreement

    2.7%  

Other Assets less Liabilities‡

    -2.5%  

Total

    100.0%  

 

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

Citigroup, Inc., tri-party repurchase agreement,
5.30%, 3/1/24††

    2.7%  

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

    0.6%  

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

    0.6%  

Federal National Mortgage Association,
2.00%, 9/1/50

    0.6%  

U.S. Treasury Notes,
0.63%, 12/31/27

    0.5%  

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

    0.5%  

U.S. Treasury Notes,
0.50%, 10/31/27

    0.5%  

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

    0.5%  

U.S. Treasury Notes,
4.63%, 2/28/26

    0.5%  

U.S. Treasury Notes,
0.75%, 3/31/26

    0.5%  

 

*

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

 

††

Fully collateralized by U.S. Government agency securities.

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,037.40        0.23   $ 1.17  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,023.72        0.23   $ 1.16  

Performance

 

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

Fund NAV Returns

       3.74      6.70      3.11      2.74      1.89

Fund Market Price Returns

       3.69      6.64      3.12      2.69      1.89

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

       3.74      6.76      3.24      2.71      2.10
*

Returns of less than one year are cumulative.

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

 

WisdomTree Trust      9  


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Mortgage Plus Bond Fund (MTGP)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Agencies

    56.4%  

Collateralized Mortgage Obligations

    34.1%  

Commercial Mortgage-Backed Securities

    5.0%  

Collateralized Loan Obligations

    2.7%  

Other Assets less Liabilities‡

    1.8%  

Total

    100.0%  

 

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

Federal National Mortgage Association,
2.00%, 3/1/52

    5.6%  

Government National Mortgage Association,
2.00%, 10/20/51

    4.3%  

Federal National Mortgage Association,
3.00%, 5/1/52

    3.6%  

Government National Mortgage Association,
2.50%, 9/20/51

    3.3%  

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

    2.4%  

Federal National Mortgage Association,
3.50%, 9/1/52

    2.3%  

Federal National Mortgage Association,
4.00%, 1/1/53

    2.2%  

Federal National Mortgage Association,
5.00%, 9/1/52

    2.2%  

Federal National Mortgage Association,
3.00%, 10/1/52

    2.2%  

Federal National Mortgage Association,
3.50%, 4/1/53

    2.2%  
*

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

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,024.80        0.45   $ 2.27  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.63        0.45   $ 2.26  

Performance

 

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

Fund NAV Returns

       2.48      2.56      -3.10      -1.12

Fund Market Price Returns

       2.52      2.81      -3.04      -1.10

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

       2.03      2.46      -3.22      -1.39
*

Returns of less than one year are cumulative.

 

1 

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

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

 

10   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Corporate Bonds

    37.8%  

U.S. Government Obligations

    28.7%  

U.S. Government Agencies

    18.7%  

Foreign Government Obligations

    3.7%  

Commercial Mortgage-Backed Securities

    3.3%  

Asset-Backed Securities

    1.4%  

Foreign Government Agencies

    0.8%  

Municipal Bonds

    0.8%  

Supranational Bonds

    0.4%  

Other Assets less Liabilities‡

    4.4%  

Total

    100.0%  

 

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

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

    2.3%  

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

    1.8%  

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

    1.7%  

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

    1.6%  

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

    1.6%  

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

    1.6%  

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

    1.2%  

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

    1.2%  

U.S. Treasury Notes,
3.75%, 4/15/26

    1.1%  

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

    1.1%  
*

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

The WisdomTree Voya Yield Enhanced USD Universal Bond Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Universal Enhanced Yield Index (the “Index”). In seeking to track the Index, the Fund invests mainly in the U.S. dollar denominated bond market while enhancing yield within desired risk parameters and constraints. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,029.80        0.15   $ 0.76  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.12        0.15   $ 0.75  

Performance

 

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

Fund NAV Returns

       2.98      4.42      2.20

Fund Market Price Returns

       2.95      4.40      2.19

Bloomberg U.S. Universal Enhanced Yield Index

       3.26      4.78      2.63
*

Returns of less than one year are cumulative.

 

1 

Total returns are calculated based on the commencement of Fund trading on the NASDAQ on February 7, 2023.

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

 

WisdomTree Trust      11  


Performance Summary

as of February 29, 2024 (unaudited)

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

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Corporate Bonds

    46.3%  

U.S. Government Obligations

    21.4%  

U.S. Government Agencies

    16.8%  

Commercial Mortgage-Backed Securities

    6.7%  

Asset-Backed Securities

    5.1%  

Foreign Government Obligations

    2.4%  

Foreign Government Agencies

    0.3%  

Municipal Bonds

    0.1%  

U.S. Government Agencies TBA Sale Commitments

    -0.1%  

Repurchase Agreement

    0.5%  

Other Assets less Liabilities‡

    0.5%  

Total

    100.0%  

 

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

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

    1.2%  

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

    1.2%  

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

    1.0%  

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

    0.6%  

Citigroup, Inc., tri-party repurchase agreement,
5.30%, 3/1/24††

    0.5%  

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

    0.5%  

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

    0.5%  

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

    0.4%  

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

    0.4%  

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

    0.4%  
*

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

 

††

Fully collateralized by U.S. Government agency securities.

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,033.30        0.12   $ 0.61  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.27        0.12   $ 0.60  

Performance

 

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

Fund NAV Returns

       3.33      4.81      -3.35      0.50      1.34

Fund Market Price Returns

       3.28      4.87      -3.23      0.48      1.34

Bloomberg U.S. Aggregate Enhanced Yield Index

       3.44      5.02      -3.17      0.65      1.52

Bloomberg U.S. Aggregate Index

       2.35      3.33      -3.16      0.56      1.20
*

Returns of less than one year are cumulative.

 

1 

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

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

 

12   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

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

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Corporate Bonds

    48.5%  

U.S. Government Obligations

    36.7%  

Commercial Mortgage-Backed Securities

    6.8%  

U.S. Government Agencies

    6.1%  

Foreign Government Agencies

    0.7%  

Foreign Government Obligations

    0.6%  

Other Assets less Liabilities‡

    0.6%  

Total

    100.0%  

 

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

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

    7.1%  

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

    6.7%  

U.S. Treasury Notes,
4.88%, 11/30/25

    4.2%  

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

    4.0%  

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

    3.8%  

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

    3.3%  

Federal National Mortgage Association,
2.00%, 1/1/37

    3.3%  

Federal National Mortgage Association,
2.50%, 3/1/37

    2.4%  

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

    2.0%  

U.S. Treasury Notes,
2.75%, 4/30/27

    2.0%  
*

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

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,026.40        0.12   $ 0.60  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,024.27        0.12   $ 0.60  

Performance

 

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

Fund NAV Returns

       2.64      4.50      -0.86      1.22      1.27

Fund Market Price Returns

       2.75      4.63      -0.83      1.20      1.28

Bloomberg U.S. Short Aggregate Enhanced Yield Index

       3.10      5.09      -0.81      1.19      1.30

Bloomberg U.S. Short Aggregate Composite Index

       2.71      4.52      -0.71      1.28      1.27
*

Returns of less than one year are cumulative.

 

1 

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

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

 

WisdomTree Trust      13  


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Alternative Income Fund (HYIN)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

Common Stocks

    65.5%  

Closed-End Mutual Funds

    33.9%  

Other Assets less Liabilities‡

    0.6%  

Total

    100.0%  

 

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

Guggenheim Strategic Opportunities Fund

    3.2%  

Eagle Point Credit Co., Inc.

    3.1%  

PIMCO Dynamic Income Fund

    3.1%  

Nuveen Floating Rate Income Fund

    3.1%  

PIMCO Corporate & Income Opportunity Fund

    3.1%  

Main Street Capital Corp.

    3.1%  

Nuveen Credit Strategies Income Fund

    3.1%  

Blackstone Secured Lending Fund

    3.1%  

BlackRock Corporate High Yield Fund, Inc.

    3.1%  

Oxford Lane Capital Corp.

    3.1%  
*

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

The WisdomTree Alternative Income Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Gapstow Liquid Alternative Credit Index (the “Index”), which is designed to provide diversified exposure to alternative credit sectors. Alternative credit is an asset class that includes debt and debt-based investments that have a higher expected risk, return, and yield than traditional investment grade fixed income instruments. In seeking to track the Index, the Fund invests mainly in registered closed-end investment companies (“CEFs”), including CEFs that have elected to be regulated as “business development companies” under the Investment Company Act of 1940, as amended, and real estate investment trusts that are listed and publicly traded on a major U.S. stock exchange. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,035.40        0.50   $ 2.53  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.38        0.50   $ 2.51  

Performance

 

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

Fund NAV Returns

       3.54      9.35      -0.92

Fund Market Price Returns

       3.59      9.13      -0.92

Gapstow Liquid Alternative Credit Index

       3.64      9.63      -0.47

ICE BofA Merrill Lynch U.S. High Yield Index

       6.15      10.97      1.47

S&P 500® Index

       13.93      30.45      9.11
*

Returns of less than one year are cumulative.

 

1 

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

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

 

14   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

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

 

Country Breakdown

 

Country   % of Net Assets  

United States

    89.5%  

Other^

    0.4%  

Other Assets less Liabilities‡

    10.1%  

Total

    100.0%  

 

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

 

^

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

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

Microsoft Corp.

    6.4%  

Apple, Inc.

    5.5%  

NVIDIA Corp.

    3.8%  

Amazon.com, Inc.

    3.5%  

Alphabet, Inc., Class C

    3.2%  

Meta Platforms, Inc., Class A

    2.1%  

Berkshire Hathaway, Inc., Class B

    1.4%  

Eli Lilly & Co.

    1.3%  

Tesla, Inc.

    1.2%  

JPMorgan Chase & Co.

    1.2%  
*

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

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,153.40        0.20   $ 1.07  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,023.87        0.20   $ 1.01  

Performance

 

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

Fund NAV Returns

       15.34      34.87      7.99

Fund Market Price Returns

       15.19      34.59      8.00

S&P 500® Index

       13.93      30.45      10.11
*

Returns of less than one year are cumulative.

 

1 

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

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

 

WisdomTree Trust      15  


Performance Summary

as of February 29, 2024 (unaudited)

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

 

Country Breakdown

 

Country   % of Net Assets  

Canada

    38.9%  

United States

    14.1%  

Australia

    12.0%  

United Kingdom

    7.3%  

South Africa

    6.6%  

Brazil

    4.2%  

China

    2.9%  

Peru

    1.9%  

Turkey

    1.0%  

Russia

    0.0%

Other Assets less Liabilities‡

    11.1%  

Total

    100.0%  

 

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

 

^

Represents less than 0.1%.

 

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

Top Ten Holdings*

 

Description   % of Net Assets  

Newmont Corp., CDI

    10.7%  

Barrick Gold Corp.

    8.8%  

Agnico Eagle Mines Ltd.

    6.5%  

Franco-Nevada Corp.

    6.4%  

Northern Star Resources Ltd.

    5.6%  

Gold Fields Ltd., ADR

    4.9%  

Anglogold Ashanti PLC

    4.3%  

Wheaton Precious Metals Corp.

    4.2%  

Kinross Gold Corp.

    3.4%  

Royal Gold, Inc.

    3.1%  
*

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

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 936.10        0.45   $ 2.17  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.63        0.45   $ 2.26  

Performance

 

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

Fund NAV Returns

       -6.39      1.15      -3.85

Fund Market Price Returns

       -6.13      0.77      -3.88

NYSE ARCA Gold Miners Index

       -8.57      -1.42      -2.29
*

Returns of less than one year are cumulative.

 

1 

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

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

 

16   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    76.6%  

Exchange-Traded Funds

    4.6%  

Other Assets less Liabilities‡

    18.8%  

Total

    100.0%  

 

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

 

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

Top Holdings*

 

Description    % of Net Assets  

U.S. Treasury Bills,
5.33%, 8/8/24

     76.6

WisdomTree Floating Rate Treasury Fund (USFR)^

     4.6
*

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

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 42 of this report.

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

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 999.20        0.55 %1    $ 2.73  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.13        0.55 %1    $ 2.77  
1 

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

Performance

 

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

Fund NAV Returns

       -0.08      1.84      6.00      8.47

Fund Market Price Returns

       -0.23      1.97      5.84      8.39

S&P GSCI Index

       -2.06      4.99      15.41      19.96

Bloomberg Commodity Index Total Return

       -6.31      -3.94      7.15      10.01
*

Returns of less than one year are cumulative.

 

1 

For the period December 19, 2020 (post-reorganization) through February 29, 2024.

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

 

WisdomTree Trust      17  


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    82.7%  

Exchange-Traded Funds

    4.1%  

Other Assets less Liabilities‡

    13.2%  

Total

    100.0%  

 

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

 

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

Top Holdings*

 

Description    % of Net Assets  

U.S. Treasury Bills,
5.33%, 8/8/24

     82.7

WisdomTree Floating Rate Treasury Fund (USFR)^

     4.1
*

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

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 42 of this report.

The WisdomTree Managed Futures Strategy Fund (the “Fund”) seeks to provide investors with positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns over economic market cycles. The Fund is managed using a quantitative, rules-based strategy and invests in a combination of diversified futures contracts for equities, commodities, currencies and interest rates.

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,091.90        0.65 %1    $ 3.38  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,021.63        0.65 %1    $ 3.27  
1 

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

Performance

 

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

Fund NAV Returns

       9.19      17.91      5.31      3.90      1.81

Fund Market Price Returns

       9.08      17.95      5.25      3.88      1.78

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

       2.69      5.22      2.43      1.97      1.33

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

       9.26      19.11      5.58      8.94      8.13

S&P GSCI Index

       -2.06      4.99      15.41      7.18      -3.36
*

Returns of less than one year are cumulative.

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

 

18   WisdomTree Trust


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree PutWrite Strategy Fund (PUTW)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    95.2%  

Exchange-Traded Funds

    4.3%  

Other Assets less Liabilities‡

    0.5%  

Total

    100%  

 

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

 

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

Top Holdings*

 

Description   % of Net Assets  

U.S. Treasury Bills,
5.34%, 4/18/24

    53.7%  

U.S. Treasury Bills,
5.52%, 3/21/24

    41.5%  

WisdomTree Floating Rate Treasury Fund (USFR)^

    4.3%  
*

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

 

^

For a full list of holdings information for the underlying WisdomTree fund, please see page 42 of this report.

The WisdomTree PutWrite Strategy Fund (the “Fund”) seeks to track the price and yield performance, before fees and expenses, of the Volos U.S. Large Cap Target 2.5% PutWrite Index (the “Index”). In seeking to track the price and yield performance, before fees and expenses, of the Index, the Fund sells SPDR S&P 500® ETF Trust (“SPY”) Puts and primarily holds U.S. Treasury bills. By selling a SPY Put, the Fund receives a premium from the option buyer. At any given time, the Fund holds two SPY Puts with different expiration dates two weeks apart on either the first or third Friday of the month. Each new SPY Put will have a strike price that is the higher of (i) the “at the money” strike price (i.e., a strike price that is closest to but greater than the current market price of SPY), or (ii) the strike price for a SPY Put that has a premium closest to 2.5%. The Fund generally uses a representative sampling strategy to achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return and other characteristics resemble the risk, return and other characteristics of the Index as a whole.

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,076.10        0.44 %1    $ 2.27  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,022.68        0.44 %1    $ 2.21  
1 

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

Performance

 

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

Fund NAV Returns

       7.61      17.76      9.23      7.87      7.16

Fund Market Price Returns

       7.41      17.68      9.26      7.89      7.14

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

       8.07      18.61      10.26      8.68      7.89

S&P 500® Index

       13.93      30.45      11.91      14.76      14.94
*

Returns of less than one year are cumulative.

 

1 

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

 

2 

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

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

 

WisdomTree Trust      19  


Performance Summary

as of February 29, 2024 (unaudited)

WisdomTree Target Range Fund (GTR)

 

Investment Breakdown

 

Investment Type   % of Net Assets  

U.S. Government Obligations

    70.8%  

Purchased Options (Exchange-Traded)

    24.0%  

Other Assets less Liabilities‡

    5.2%  

Total

    100.0%  

 

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

 

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

Top Holdings*

 

Description    % of Net Assets  

U.S. Treasury Bills,
5.31%, 8/8/24

     70.8

SPDR S&P 500 ETF Trust,
Purchased Call Option @
$405 strike expiring
1/17/25

     12.4

iShares Russell 2000 ETF,
Purchased Call Option @
$163 strike expiring
1/17/25

     5.0

iShares MSCI EAFE ETF,
Purchased Call Option @
$63 strike expiring
1/17/25

     4.3

iShares MSCI Emerging Markets ETF,
Purchased Call Option @
$33 strike expiring
1/17/25

     2.3
*

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

The WisdomTree Target Range Fund (the “Fund”) is actively managed seeking capital appreciation, with a secondary objective of hedging risk. In general, the Fund is expected to provide similar exposures to the TOPS® Global Equity Target Range Index (the “Index”), a long call spread option strategy that buys call options that are 15% in-the-money and sells call options that are 15% out-the-money, but will not match the Index’s returns due to the amount and timing of assets that flow in and out of the Fund.

Shareholder Expense Example (for the six-month period ended February 29, 2024)

 

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

Actual

   $ 1,000.00      $ 1,064.50        0.70   $ 3.59  

Hypothetical (5% return before expenses)

   $ 1,000.00      $ 1,021.38        0.70   $ 3.52  

Performance

 

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

Fund NAV Returns

       6.45      12.57      -1.62

Fund Market Price Returns

       6.58      12.64      -1.54

TOPS® Global Equity Target Range Index

       6.75      13.60      -0.72

MSCI AC World Index

       11.66      23.15      4.68
*

Returns of less than one year are cumulative.

 

1 

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

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

 

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-grade

bond market.

Bianco Research Fixed Income Total Return Index:

The Bianco Research Fixed Income Total Return Index is developed by Bianco Research Advisors LLC to provide exposure to factors that can provide the potential for outperformance relative to a market cap weighted universe exposure of U.S. dollar-denominated investment grade debt.

Bloomberg Commodity Index Total Return:

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

Bloomberg Dollar Spot Index:

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

Bloomberg Dollar Total Return Index:

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

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

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

Bloomberg U.S. Aggregate Bond Index:

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

Bloomberg U.S. Aggregate Enhanced Yield Index:

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

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

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

 

WisdomTree Trust      21  


Description of Terms and Indexes (unaudited) (continued)

 

 

Bloomberg U.S. Short Aggregate Composite Index:

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

Bloomberg U.S. Short Aggregate Enhanced Yield Index:

The Bloomberg U.S. Short Aggregate Enhanced Yield Index uses a rules-based approach to reallocate across subcomponents in the Bloomberg U.S. Aggregate Bond Index that generally have effective maturities shorter than 5 years and seeks to enhance yield while maintaining a similar risk profile.

Bloomberg U.S. Treasury Floating Rate Bond Index:

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

Bloomberg U.S. Universal Enhanced Yield Index:

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

CBOE® S&P 500 PutWrite Index:

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

Collateralized loan obligation (CLO):

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

Commercial mortgage backed securities (CMBS):

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

Duration:

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

Equal-Weighted Emerging Currency Composite:

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

two-month and three-month currency forwards (deliverable or non-deliverable) collateralized with U.S. money market rates to proxy the total returns of an investment in local-currency money market instruments. Currency exposures are rebalanced back to equal-weighting at the end of the month in which the Emerging Currency Strategy Fund intends to rebalance, and currency changes are reflected in the composite at the end of the month they are reflected in the Fund.

 

22   WisdomTree Trust


Description of Terms and Indexes (unaudited) (continued)

 

Gapstow Liquid Alternative Credit Index:

The Gapstow Liquid Alternative Credit Index (GLACI) is an equal-weighted index that tracks the performance of 35 Publicly Traded Alternative Credit Vehicles (“PACs”) using an objective, rules-based methodology. PACs are a subset of business development companies, real estate investment trusts, and closed-end funds, and selected because of their exposure to a range of U.S. alternative credit sectors (tradeable high yield, structured, and private credit) and borrower segments (households, corporations, and commercial real estate sponsors). GLACI is the first index constructed to provide diversified exposure to these alternative credit sectors and segments.

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

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

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

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

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

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

JP Morgan CEMBI Diversified Index:

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

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

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

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

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

Long Call Spread:

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

 

WisdomTree Trust      23  


Description of Terms and Indexes (unaudited) (continued)

 

Mortgage-backed security (MBS):

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

MSCI AC World Index:

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

NYSE ARCA Gold Miners Index:

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

S&P 500® Index:

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

S&P GSCI Index:

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

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

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

TOPS® Global Equity Target Range Index:

The TOPS® Global Equity Target Range Index tracks the performance of a systematic collateralized conditional call / call spread strategy.

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

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

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

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

* * * * * *

Neither Bianco Research Advisors LLC (“Bianco”) nor any other party affiliated with Bianco (“Bianco Affiliate”) guarantees the accuracy and/or the completeness of the index or any index data included herein. Neither Bianco nor any other Bianco Affiliate makes any warranty, express or implied, as to results to be obtained from the use of the index or any index data included herein. Bianco expressly disclaims any liability for any errors or omissions in the index or index data and no third party may rely on the index or index data referenced or contained herein. Neither Bianco nor any Bianco Affiliate promotes, sponsors or endorses the content of this communication.

 

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.

Index returns do not reflect expenses paid by the Funds. Index returns assume reinvestment of distributions. It is not possible to invest directly in an index.

* * * * * *

 

WisdomTree Trust      25  


Description of Terms and Indexes (unaudited) (concluded)

 

 

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

 

CURRENCY ABBREVIATIONS:                
AUD   Australian dollar    EUR   Euro    PHP   Philippine peso
BRL   Brazilian real    GBP   British pound    PLN   Polish zloty
CAD   Canadian dollar    HUF   Hungary forint    RON   Romanian leu
CHF   Swiss franc    IDR   Indonesian rupiah    SGD   Singapore dollar
CLP   Chilean peso    INR   Indian rupee    THB   Thai baht
CNH   Offshore Chinese renminbi    JPY   Japanese yen    TRY   Turkish new lira
CNY   Chinese yuan    KRW   South Korean won    TWD   New Taiwan dollar
COP   Colombian peso    MXN   Mexican peso    USD   U.S. dollar
CZK   Czech koruna    MYR   Malaysian ringgit    ZAR   South African rand
EGP   Egyptian pound    PEN   Peruvian nuevo sol     
OTHER ABBREVIATIONS:                
ADR   American Depositary Receipt
CDI   Chess Depositary Interest
HRW   Hard Red Winter
PIK   Payment In Kind
RBOB   Reformulated Blendstock for Oxygenate Blending
REMICs   Real Estate Mortgage Investment Conduits
ULSD   Ultra-Low-Sulfur Diesel
WTI   West Texas Intermediate

 

26   WisdomTree Trust


Schedule of Investments (unaudited)

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

February 29, 2024

 

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 94.8%

 

U.S. Treasury Bills – 94.8%

 

5.44%, 3/7/24*

   $ 43,190,000      $ 43,152,146  

5.35%, 4/11/24*

     41,885,000        41,633,370  

5.35%, 5/7/24*

     41,455,000        41,049,333  

5.38%, 6/11/24*

     41,335,000        40,721,547  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $166,571,569)

              166,556,396  
Investments   
Shares
     Value  
EXCHANGE-TRADED FUND – 4.2%

 

United States – 4.2%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $7,359,256)      146,500      7,368,950  

TOTAL INVESTMENTS IN SECURITIES – 99.0%

(Cost: $173,930,825)

 

 

     173,925,346  

Other Assets less Liabilities – 1.0%

 

     1,704,008  
  

 

 

 
NET ASSETS – 100.0%

 

   $ 175,629,354  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a) 

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

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 29, 2024 were as follows:

 

Affiliate   Value at
8/31/2023
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/29/2024
    Dividend
Income
 

WisdomTree Floating Rate Treasury Fund

  $ 8,885,010     $ 2,772,666     $ 4,276,861     $ (7,692   $ (4,173   $ 7,368,950     $ 245,417  

 

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

Bank of America NA

    3/6/2024       3,268,896,000       JPY       21,811,573       USD     $     $ (590

Bank of America NA

    3/6/2024       55,605       USD       85,000       AUD       351        

Bank of America NA

    3/6/2024       148,085       USD       200,000       CAD       707        

Bank of America NA

    3/6/2024       62,535       USD       55,000       CHF       329        

Bank of America NA

    3/6/2024       89,496       USD       645,000       CNH             (19

Bank of America NA

    3/6/2024       374,466       USD       345,000       EUR       1,562        

Bank of America NA

    3/6/2024       133,195       USD       105,000       GBP       653        

Bank of America NA

    3/6/2024       244,883       USD       20,340,000       INR             (411

Bank of America NA

    3/6/2024       160,574       USD       24,170,000       JPY             (695

Bank of America NA

    3/6/2024       121,241       USD       2,075,000       MXN             (461

Bank of America NA

    3/6/2024       11,159       USD       15,000       SGD       10        

Bank of America NA

    3/7/2024       292,719       USD       391,000,000       KRW             (943

Bank of America NA

    4/4/2024       22,601,431       USD       3,371,860,000       JPY       591        

Bank of Montreal

    3/6/2024       87,265,000       CNH       12,111,000       USD             (41

Bank of Montreal

    3/6/2024       279,386,000       MXN       16,384,684       USD       1,790        

Bank of Montreal

    3/6/2024       11,242,135       USD       80,650,000       CNH       49,229        

Bank of Montreal

    3/6/2024       14,926,946       USD       258,355,000       MXN             (226,024

Bank of Montreal

    4/4/2024       16,459,844       USD       281,970,000       MXN             (2,001

Bank of Montreal

    4/9/2024       12,368,404       USD       88,925,000       CNH       1,975        

Barclays Bank PLC

    3/6/2024       46,656,341       USD       43,115,000       EUR       54,050        

Barclays Bank PLC

    3/6/2024       175,626       USD       14,585,000       INR             (265

Barclays Bank PLC

    3/6/2024       70,390       USD       5,840,000       INR             (39

Barclays Bank PLC

    3/6/2024       162,711       USD       5,100,000       TWD       1,329        

Barclays Bank PLC

    3/7/2024       478,084,000       KRW       360,006       USD             (939

Barclays Bank PLC

    3/7/2024       188,113       USD       250,000,000       KRW       349        

Barclays Bank PLC

    3/7/2024       210,216       USD       280,000,000       KRW             (78

Barclays Bank PLC

    3/7/2024       42,044       USD       56,000,000       KRW             (15

Canadian Imperial Bank of Commerce

    3/6/2024       11,512,000       AUD       7,482,663       USD       582        

Canadian Imperial Bank of Commerce

    3/6/2024       7,189,000       CHF       8,131,485       USD             (658

Canadian Imperial Bank of Commerce

    4/4/2024       7,667,122       USD       11,785,000       AUD             (609

 

See Notes to Financial Statements.

 

WisdomTree Trust      27  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

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

Canadian Imperial Bank of Commerce

    4/4/2024       8,458,849       USD       7,455,000       CHF     $ 724     $  

Citibank NA

    3/6/2024       16,321,451       USD       12,875,000       GBP       69,179        

Citibank NA

    3/6/2024       20,675,094       USD       3,027,355,000       JPY       475,741        

Citibank NA

    3/6/2024       3,576,676       USD       111,500,000       TWD       48,439        

Citibank NA

    3/6/2024       242,675       USD       7,600,000       TWD       2,185        

Goldman Sachs

    3/6/2024       228,380       USD       350,000       AUD       867        

Goldman Sachs

    3/6/2024       605,247       USD       815,000       CAD       4,680        

Goldman Sachs

    3/6/2024       233,326       USD       205,000       CHF       1,469        

Goldman Sachs

    3/6/2024       332,071       USD       2,395,000       CNH             (316

Goldman Sachs

    3/6/2024       1,578,866       USD       1,465,000       EUR             (4,629

Goldman Sachs

    3/6/2024       497,594       USD       395,000       GBP             (1,019

Goldman Sachs

    3/6/2024       569,661       USD       85,430,000       JPY             (352

Goldman Sachs

    3/6/2024       533,944       USD       9,125,000       MXN             (1,253

Goldman Sachs

    3/6/2024       185,918       USD       250,000       SGD       104        

Goldman Sachs

    3/7/2024       83,970       USD       112,000,000       KRW             (148

HSBC Holdings PLC

    3/6/2024       6,067,000       SGD       4,509,326       USD              

HSBC Holdings PLC

    4/4/2024       4,576,874       USD       6,150,000       SGD             (17

JP Morgan Chase Bank NA

    3/6/2024       728,000       AUD       475,805       USD             (2,577

JP Morgan Chase Bank NA

    3/6/2024       1,708,000       CAD       1,270,267       USD             (11,655

JP Morgan Chase Bank NA

    3/6/2024       456,000       CHF       521,879       USD             (6,139

JP Morgan Chase Bank NA

    3/6/2024       5,535,000       CNH       767,801       USD       367        

JP Morgan Chase Bank NA

    3/6/2024       2,959,000       EUR       3,190,867       USD       7,467        

JP Morgan Chase Bank NA

    3/6/2024       883,000       GBP       1,115,293       USD             (671

JP Morgan Chase Bank NA

    3/6/2024       207,669,000       JPY       1,395,246       USD             (9,620

JP Morgan Chase Bank NA

    3/6/2024       17,634,000       MXN       1,029,550       USD       4,715        

JP Morgan Chase Bank NA

    3/6/2024       383,000       SGD       285,117       USD             (450

JP Morgan Chase Bank NA

    3/6/2024       123,510,000       TWD       3,901,014       USD       7,260        

JP Morgan Chase Bank NA

    3/6/2024       277,792       USD       425,000       AUD       1,525        

JP Morgan Chase Bank NA

    3/6/2024       778,669       USD       1,050,000       CAD       4,932        

JP Morgan Chase Bank NA

    3/6/2024       7,727,513       USD       6,645,000       CHF       211,956        

JP Morgan Chase Bank NA

    3/6/2024       301,212       USD       265,000       CHF       1,495        

JP Morgan Chase Bank NA

    3/6/2024       457,891       USD       3,300,000       CNH             (95

JP Morgan Chase Bank NA

    3/6/2024       1,897,777       USD       1,760,000       EUR             (4,578

JP Morgan Chase Bank NA

    3/6/2024       648,975       USD       515,000       GBP             (1,116

JP Morgan Chase Bank NA

    3/6/2024       820,656       USD       123,000,000       JPY             (34

JP Morgan Chase Bank NA

    3/6/2024       604,564       USD       10,335,000       MXN             (1,601

JP Morgan Chase Bank NA

    3/6/2024       148,694       USD       200,000       SGD       43        

JP Morgan Chase Bank NA

    4/8/2024       3,935,141       USD       124,500,000       TWD             (19,688

Morgan Stanley & Co. International

    3/6/2024       394,187,000       INR       4,754,310       USD             (539

Morgan Stanley & Co. International

    3/6/2024       35,287       USD       2,925,000       INR       12        

Morgan Stanley & Co. International

    3/7/2024       7,576,946,000       KRW       5,673,490       USD       17,203        

Morgan Stanley & Co. International

    4/4/2024       4,820,260       USD       400,125,000       INR             (595

Morgan Stanley & Co. International

    4/4/2024       5,756,252       USD       7,676,825,000       KRW             (17,883

Royal Bank of Canada

    3/6/2024       111,364       USD       170,000       AUD       857        

Royal Bank of Canada

    3/6/2024       18,523,825       USD       24,890,000       CAD       182,579        

Royal Bank of Canada

    3/6/2024       296,200       USD       400,000       CAD       1,443        

Royal Bank of Canada

    3/6/2024       119,515       USD       105,000       CHF       759        

Royal Bank of Canada

    3/6/2024       179,308       USD       1,290,000       CNH       277        

Royal Bank of Canada

    3/6/2024       746,758       USD       690,000       EUR       948        

Royal Bank of Canada

    3/6/2024       259,012       USD       205,000       GBP       238        

Royal Bank of Canada

    3/6/2024       321,626       USD       48,240,000       JPY             (245

Royal Bank of Canada

    3/6/2024       241,776       USD       4,130,000       MXN             (455

Royal Bank of Canada

    3/6/2024       4,164,919       USD       5,580,000       SGD       17,558        

Royal Bank of Canada

    3/6/2024       66,993       USD       90,000       SGD       100        

 

See Notes to Financial Statements.

 

28   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

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

February 29, 2024

 

 

 

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

Standard Chartered Bank

    3/6/2024       27,037,000       CAD       19,924,802       USD     $     $ (1,449

Standard Chartered Bank

    3/6/2024       46,831,000       EUR       50,620,274       USD             (1,420

Standard Chartered Bank

    3/6/2024       25,023,000       INR       301,429       USD       341        

Standard Chartered Bank

    3/6/2024       7,740,000       TWD       247,185       USD             (2,265

Standard Chartered Bank

    3/6/2024       6,961,014       USD       10,600,000       AUD       70,604        

Standard Chartered Bank

    3/6/2024       397,816       USD       610,000       AUD       1,292        

Standard Chartered Bank

    3/6/2024       1,033,261       USD       1,390,000       CAD       8,981        

Standard Chartered Bank

    3/6/2024       428,310       USD       370,000       CHF       9,837        

Standard Chartered Bank

    3/6/2024       627,429       USD       4,520,000       CNH       127        

Standard Chartered Bank

    3/6/2024       2,609,811       USD       2,415,000       EUR             (523

Standard Chartered Bank

    3/6/2024       910,111       USD       720,000       GBP       1,246        

Standard Chartered Bank

    3/6/2024       130,008       USD       10,795,000       INR             (176

Standard Chartered Bank

    3/6/2024       1,140,377       USD       168,370,000       JPY       16,965        

Standard Chartered Bank

    3/6/2024       755,748       USD       13,000,000       MXN             (6,725

Standard Chartered Bank

    3/6/2024       234,895       USD       315,000       SGD       770        

Standard Chartered Bank

    3/6/2024       122,117       USD       3,825,000       TWD       1,082        

Standard Chartered Bank

    3/6/2024       57,877       USD       1,825,000       TWD       128        

Standard Chartered Bank

    3/6/2024       44,292       USD       1,400,000       TWD             (9

Standard Chartered Bank

    4/4/2024       20,274,692       USD       27,500,000       CAD       1,493        

Standard Chartered Bank

    4/4/2024       51,133,747       USD       47,250,000       EUR       1,522        

UBS AG

    3/6/2024       13,932,000       GBP       17,587,743       USD             (1,207

UBS AG

    3/6/2024       4,385,638       USD       364,725,000       INR             (12,831

UBS AG

    3/7/2024       5,231,913       USD       6,966,030,000       KRW       51        

UBS AG

    4/4/2024       17,803,041       USD       14,100,000       GBP       1,276        
                                            $ 1,294,344     $ (346,068

 

FAIR VALUATION SUMMARY

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

 

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

Assets:

 

     

Investments in Securities

  

U.S. Government Obligations

   $      $ 166,556,396      $      $ 166,556,396  

Exchange-Traded Fund

     7,368,950                      7,368,950  

Total Investments in Securities

   $ 7,368,950      $ 166,556,396      $      $ 173,925,346  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ 1,294,344      $      $ 1,294,344  

Liabilities:

  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ (346,068    $      $ (346,068

Total – Net

   $ 7,368,950      $ 167,504,672      $      $ 174,873,622  
1 

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

 

See Notes to Financial Statements.

 

WisdomTree Trust      29  


Schedule of Investments (unaudited)

WisdomTree Emerging Currency Strategy Fund (CEW)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 60.1%

 

U.S. Treasury Bills – 60.1%

 

5.38%, 3/14/24*

   $ 2,525,000      $ 2,520,196  

5.37%, 4/18/24*

     1,750,000        1,737,715  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $4,258,032)

 

 

     4,257,911  
      Shares          
EXCHANGE-TRADED FUND – 4.8%

 

United States – 4.8%

 

WisdomTree Floating Rate Treasury Fund(a)
(Cost: $341,394)
     6,800        342,040  
Investments    Principal
Amount
     Value  
REPURCHASE AGREEMENT – 31.7%

 

United States – 31.7%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $2,240,330 (fully collateralized by Federal Home Loan Bank, 5.59% due 9/27/24; Market value including accrued interest – $2,355,400)

     
(Cost: $2,240,000)    $ 2,240,000      $ 2,240,000  

TOTAL INVESTMENTS IN SECURITIES – 96.6%

(Cost: $6,839,426)

 

 

     6,839,951  

Other Assets less Liabilities – 3.4%

 

     241,628  
  

 

 

 
NET ASSETS – 100.0%

 

   $ 7,081,579  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a) 

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

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 29, 2024 were as follows:

 

Affiliate   Value at
8/31/2023
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/29/2024
    Dividend
Income
 

WisdomTree Floating Rate Treasury Fund

  $ 342,312     $ 503,770     $ 503,466     $ (304   $ (272   $ 342,040     $ 11,590  

 

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

Citibank NA

    5/7/2024       682,580,000       KRW       516,414       USD     $     $ (2,664

Goldman Sachs

    5/7/2024       3,670,000       CNH       513,919       USD             (2,828

HSBC Holdings PLC

    5/7/2024       2,570,000       BRL       511,942       USD       2,088        

HSBC Holdings PLC

    5/7/2024       480,915,000       CLP       511,993       USD             (15,866

HSBC Holdings PLC

    5/7/2024       42,905,000       INR       513,971       USD       2,205        

HSBC Holdings PLC

    5/7/2024       18,135,000       THB       517,101       USD             (8,691

JP Morgan Chase Bank NA

    5/7/2024       9,005,000       MXN       515,564       USD       6,774        

JP Morgan Chase Bank NA

    5/7/2024       2,080,000       PLN       516,482       USD       4,709        

JP Morgan Chase Bank NA

    5/7/2024       17,250,000       TRY       515,546       USD             (884

JP Morgan Chase Bank NA

    5/7/2024       9,755,000       ZAR       513,121       USD             (7,338

Morgan Stanley & Co. International

    5/7/2024       44,863       USD       1,500,000       TRY       110        

Royal Bank of Canada

    5/7/2024       8,142,505,000       IDR       514,990       USD       1,981        

Royal Bank of Canada

    5/7/2024       2,415,000       MYR       513,684       USD             (4,803

Royal Bank of Canada

    5/7/2024       28,990,000       PHP       513,497       USD       2,334        

Standard Chartered Bank

    5/7/2024       2,057,140,000       COP       514,195       USD       4,295        
                                            $ 24,496     $ (43,074

 

See Notes to Financial Statements.

 

30   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Currency Strategy Fund (CEW)

February 29, 2024

 

 

 

FAIR VALUATION SUMMARY

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

 

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

Assets:

 

     

Investments in Securities

  

U.S. Government Obligations

   $      $ 4,257,911      $      $ 4,257,911  

Exchange-Traded Fund

     342,040                      342,040  

Repurchase Agreement

            2,240,000               2,240,000  

Total Investments in Securities

   $ 342,040      $ 6,497,911      $      $ 6,839,951  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ 24,496      $      $ 24,496  

Liabilities:

 

     

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ (43,074    $      $ (43,074

Total – Net

   $ 342,040      $ 6,479,333      $      $ 6,821,373  
1 

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

 

See Notes to Financial Statements.

 

WisdomTree Trust      31  


Schedule of Investments (unaudited)

WisdomTree Bianco Total Return Fund (WTBN)

February 29, 2024

 

 

 

Investments    Shares      Value  
EXCHANGE-TRADED FUNDS – 100.0%

 

  
United States – 100.0%      

iShares 0-5 Year TIPS Bond ETF

     7,969      $ 787,895  

iShares 3-7 Year Treasury Bond ETF

     1,193        137,899  

iShares 7-10 Year Treasury Bond ETF, Class B

     2,306        217,271  

iShares BBB Rated Corporate Bond ETF

     2,315        196,681  

iShares MBS ETF

     10,008        919,835  

Schwab Long-Term U.S. Treasury ETF

     8,306        278,417  

Schwab Short-Term U.S. Treasury ETF

     4,823        232,662  

Vanguard Intermediate-Term Corporate Bond ETF

     3,162        252,296  

Vanguard Long-Term Corporate Bond ETF

     4,159      320,326  

Vanguard Short-Term Corporate Bond ETF

     3,696        284,703  
WisdomTree Floating Rate Treasury Fund(a)      6,252        314,476  

TOTAL INVESTMENTS IN SECURITIES – 100.0%

(Cost: $3,970,013)

        3,942,461  

Other Assets less Liabilities – (0.0)%

        (246
     

 

 

 
NET ASSETS – 100.0%             $ 3,942,215  
(a) 

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

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 period ended February 29, 2024 were as follows:

 

Affiliate   Value at
12/20/2023
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
    Change in
Unrealized
Appreciation/
Depreciation
    Value at
2/29/2024
    Dividend
Income
 

WisdomTree Floating Rate Treasury Fund

  $     $ 320,639     $ 6,135     $ (20   $ (8   $ 314,476     $ 2,283  

 

FAIR VALUATION SUMMARY

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

 

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

Assets:

           

Investments in Securities

           

Exchange-Traded Funds

   $ 3,942,461      $      $      $ 3,942,461  

Total Investments in Securities

   $ 3,942,461      $      $      $ 3,942,461  

 

See Notes to Financial Statements.

 

32   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
CORPORATE BONDS – 91.3%

 

Argentina – 0.7%

 

YPF SA
9.50%, 1/17/31(a)

   $ 350,000      $ 352,975  
Australia – 1.1%

 

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

     600,000        522,219  
Austria – 0.5%

 

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

     226,000        234,724  
Brazil – 5.8%

 

Ambipar Lux SARL
9.88%, 2/6/31(a)

     275,000        272,781  

Braskem Netherlands Finance BV
7.25%, 2/13/33(b)

     200,000        182,640  

Cosan Luxembourg SA
7.25%, 6/27/31(a)

     525,000        533,505  

CSN Resources SA
8.88%, 12/5/30(a)

     650,000        667,550  

Embraer Netherlands Finance BV
7.00%, 7/28/30(a)

     400,000        419,860  

Raizen Fuels Finance SA
6.45%, 3/5/34(a)

     450,000        452,340  

Suzano International Finance BV
5.50%, 1/17/27

     250,000        250,156  
     

 

 

 
Total Brazil

 

     2,778,832  
Chile – 5.0%

 

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

     200,000        199,625  

Banco de Credito & Inversiones SA

     

8.75%, 2/8/29, (8.75% fixed rate until 2/8/29; 5-year Constant Maturity Treasury Rate + 4.944% thereafter)(a)(c)(d)

     225,000        232,088  

2.88%, 10/14/31(b)

     200,000        169,180  

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

     200,000        198,539  

Chile Electricity Lux MPC SARL
6.01%, 1/20/33(a)

     300,000        305,968  

Corp. Nacional del Cobre de Chile
6.44%, 1/26/36(a)

     400,000        408,125  

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

     270,000        236,672  

Inversiones CMPC SA
6.13%, 2/26/34(a)

     450,000        454,500  

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

     300,000        223,140  
     

 

 

 
Total Chile

 

     2,427,837  
China – 4.4%

 

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

     350,000        345,072  

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

     300,000        283,376  

Lenovo Group Ltd.
6.54%, 7/27/32(a)

     330,000        346,294  

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

   525,000      496,289  

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

     700,000        663,652  
     

 

 

 
Total China

 

     2,134,683  
Colombia – 5.5%

 

Bancolombia SA

     

4.63%, 12/18/29, (4.625% fixed rate until 12/18/24; 5-year Constant Maturity Treasury Rate + 2.944% thereafter)(d)

     385,000        362,839  

Ecopetrol SA
8.88%, 1/13/33

     550,000        579,425  

8.38%, 1/19/36

     640,000        642,880  

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

     375,000        340,313  

Grupo Energia Bogota SA ESP
7.85%, 11/9/33(a)

     475,000        520,125  

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

     227,000        211,412  
     

 

 

 
Total Colombia

 

     2,656,994  
Ghana – 0.4%

 

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

     188,000        169,098  
Guatemala – 1.5%

 

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

     260,000        245,050  

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

     225,000        203,625  

5.13%, 2/3/32(a)

     300,000        271,500  
     

 

 

 
Total Guatemala

 

     720,175  
Hong Kong – 1.6%

 

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

     525,000        493,539  

5.75%, 7/21/28(a)

     275,000        258,521  
     

 

 

 
Total Hong Kong

 

     752,060  
India – 5.4%

 

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

     250,000        224,531  

Irb Infrastructure Developers
7.11%, 3/11/32

     475,000        474,606  

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

     600,000        530,062  

Network i2i Ltd.

     

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

     500,000        474,340  

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

     735,000        621,148  

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

     350,000        289,223  
     

 

 

 
Total India

 

     2,613,910  

 

See Notes to Financial Statements.

 

WisdomTree Trust      33  


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
Indonesia – 1.4%

 

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

   $ 400,000      $ 389,832  

Medco Maple Tree Pte. Ltd.
8.96%, 4/27/29(a)

     250,000        261,125  
     

 

 

 
Total Indonesia

 

     650,957  
Ireland – 0.4%

 

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

     200,000        189,250  
Israel – 2.5%

 

Energian Israel Finance Ltd.
8.50%, 9/30/33(b)

     150,000        144,825  

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

     375,000        366,562  

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

     300,000        277,233  

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

     400,000        433,320  
     

 

 

 
Total Israel

 

     1,221,940  
Kazakhstan – 1.2%

 

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

     425,000        347,013  

6.38%, 10/24/48(b)

     225,000        206,299  
     

 

 

 
Total Kazakhstan

 

     553,312  
Kuwait – 1.7%

 

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

     200,000        192,913  

2.63%, 4/28/28(a)

     350,000        312,922  

NBK Tier 1 Financing 2 Ltd.

     

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

     300,000        288,828  
     

 

 

 
Total Kuwait

 

     794,663  
Luxembourg – 1.9%

 

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

     325,000        281,125  

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

     725,000        619,317  
     

 

 

 
Total Luxembourg

 

     900,442  
Malaysia – 2.0%

 

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

     225,000        203,906  

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

     375,000        325,430  

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

     450,000        428,915  
     

 

 

 
Total Malaysia

 

     958,251  
Mexico – 9.1%

 

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

     400,000        367,484  

Banco Mercantil del Norte SA

     

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

   400,000      393,960  

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

     200,000        196,980  

BBVA Bancomer SA

     

8.13%, 1/8/39, (8.125% fixed rate until 1/8/34; 5-year Constant Maturity Treasury Rate + 4.214% thereafter)(a)(d)

     400,000        414,644  

Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy
7.88%, 2/15/39(a)

     200,000        212,032  

Cemex SAB de CV

     

5.13%, 6/8/26, (5.125% fixed rate until 6/8/26; 5-year Constant Maturity Treasury Rate + 4.534% thereafter)(b)(c)(d)

     425,000        406,406  

9.13%, 3/14/28, (9.125% fixed rate until 3/14/28; 5-year Constant Maturity Treasury Rate + 5.157% thereafter)(a)(c)(d)

     200,000        214,100  

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

     200,000        169,900  

Industrias Penoles SAB de CV
4.15%, 9/12/29(b)

     200,000        185,267  

Petroleos Mexicanos
6.88%, 8/4/26

     525,000        507,098  

6.70%, 2/16/32

     50,000        40,460  

10.00%, 2/7/33(e)

     340,000        330,276  

Southern Copper Corp.
3.88%, 4/23/25

     500,000        490,510  

Trust Fibra Uno
7.38%, 2/13/34(a)

     450,000        452,250  
     

 

 

 
Total Mexico

 

     4,381,367  
Mongolia – 2.7%

 

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

     625,000        519,700  

Sands China Ltd.
5.40%, 8/8/28

     775,000        755,237  
     

 

 

 
Total Mongolia

 

     1,274,937  
Morocco – 1.2%

 

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

     600,000        564,000  
Netherlands – 0.8%

 

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

     385,000        375,614  
Nigeria – 0.4%

 

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

     225,000        202,590  
Oman – 0.5%

 

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

     250,000        248,696  

 

See Notes to Financial Statements.

 

34   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
Panama – 1.1%

 

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

   $ 417,390      $ 349,982  

4.38%, 5/31/30(a)

     196,419        164,697  
     

 

 

 
Total Panama

 

     514,679  
Peru – 1.7%

 

Banco de Credito del Peru SA
5.85%, 1/11/29(a)

     400,000        405,268  

Hunt Oil Co. of Peru LLC Sucursal Del Peru
8.55%, 9/18/33(a)

     400,000        424,750  
     

 

 

 
Total Peru

 

     830,018  
Poland – 0.8%

 

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

     384,000        368,365  
Qatar – 1.4%

 

Commercial Bank PSQC

     

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

     400,000        369,716  

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

     375,000        322,539  
     

 

 

 
Total Qatar

 

     692,255  
Russia – 0.1%

 

Alfa Bank AO Via Alfa Bond Issuance PLC

     

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

     350,000        21,000  

Sovcombank Via SovCom Capital DAC

     

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

     300,000        26,063  
     

 

 

 
Total Russia

 

     47,063  
Saudi Arabia – 2.1%

 

EIG Pearl Holdings SARL
4.39%, 11/30/46(b)

     550,000        426,938  

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

     700,000        588,945  
     

 

 

 
Total Saudi Arabia

 

     1,015,883  
Singapore – 0.4%

 

Oversea-Chinese Banking Corp. Ltd.

     

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

     225,000        212,276  
South Africa – 2.4%

 

Bidvest Group U.K. PLC
3.63%, 9/23/26(b)

     600,000        562,578  

3.63%, 9/23/26(a)

     200,000        187,526  

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

     425,000        424,248  
     

 

 

 
Total South Africa

 

     1,174,352  
South Korea – 6.6%

 

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

   300,000      299,554  

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

     250,000        248,906  

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

     675,000        559,072  

LG Energy Solution Ltd.
5.75%, 9/25/28(a)

     200,000        202,347  

POSCO
4.88%, 1/23/27(a)

     850,000        839,222  

Shinhan Financial Group Co. Ltd.

     

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

     300,000        281,072  

5.00%, 7/24/28(a)

     325,000        321,599  

SK Hynix, Inc.
2.38%, 1/19/31(a)

     500,000        410,950  
     

 

 

 
Total South Korea

 

     3,162,722  
Taiwan – 0.7%

 

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

     350,000        345,516  
Thailand – 3.1%

 

Bangkok Bank PCL

     

3.73%, 9/25/34, (3.733% fixed rate until 9/25/29; 5-year Constant Maturity Treasury Rate + 1.90% thereafter)(b)(d)

     700,000        623,219  

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

     640,000        581,917  

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

     300,000        291,577  
     

 

 

 
Total Thailand

 

     1,496,713  
Turkey – 4.4%

 

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

     700,000        707,154  

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

     300,000        301,500  

WE Soda Investments Holding PLC
9.50%, 10/6/28(a)

     400,000        416,800  

Yapi ve Kredi Bankasi AS
9.25%, 10/16/28(a)

     450,000        479,331  

9.25%, 1/17/34, (9.25% fixed rate until 1/17/29; 5-year Constant Maturity Treasury Rate + 5.278% thereafter)(a)(d)

     215,000        222,630  
     

 

 

 
Total Turkey

 

     2,127,415  
United Arab Emirates – 4.2%

 

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

     270,000        292,536  

Emirates NBD Bank PJSC

     

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

     550,000        548,586  

Galaxy Pipeline Assets Bidco Ltd.
1.75%, 9/30/27(b)

     581,941        546,442  

 

See Notes to Financial Statements.

 

WisdomTree Trust      35  


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

2.16%, 3/31/34(a)

   $ 472,289      $ 406,877  

2.94%, 9/30/40(a)

     3,651        2,927  

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

     308,480        244,793  
     

 

 

 
Total United Arab Emirates

 

     2,042,161  
United Kingdom – 2.1%

 

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

     275,000        271,884  

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

     350,000        297,610  

HSBC Holdings PLC

     

6.55%, 6/20/34, (6.547% fixed rate until 6/20/33; Secured Overnight Financing Rate + 2.98% thereafter)(d)

     200,000        204,020  

Standard Chartered PLC

     

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

     250,000        255,525  
     

 

 

 
Total United Kingdom

 

     1,029,039  
United States – 1.5%

 

Hyundai Capital America
5.40%, 1/8/31(a)

     200,000        200,412  

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

     525,000        528,205  
     

 

 

 
Total United States

 

     728,617  
Zambia – 1.0%

 

First Quantum Minerals Ltd.
6.88%, 10/15/27(b)

     200,000        191,030  

9.38%, 3/1/29(a)

     300,000        312,375  
     

 

 

 
Total Zambia

 

     503,405  

TOTAL CORPORATE BONDS

(Cost: $45,482,307)

 

 

     43,970,005  
FOREIGN GOVERNMENT AGENCIES – 1.9%

 

India – 0.7%

 

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

     325,000        328,152  
Poland – 0.4%

 

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

     200,000        198,188  
South Korea – 0.4%

 

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

     200,000        195,889  
Turkey – 0.4%

 

Turkiye Ihracat Kredi Bankasi AS
9.00%, 1/28/27(a)

     200,000        209,125  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $923,229)

 

 

     931,354  
FOREIGN GOVERNMENT OBLIGATIONS – 0.9%

 

Panama – 0.9%

 

Panama Government International Bonds
7.50%, 3/1/31

   200,000      206,005  

8.00%, 3/1/38

     200,000        205,312  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $399,996)

 

 

     411,317  
      Shares          
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 1.2%

 

United States – 1.2%

 

State Street Navigator Securities Lending
Government Money Market Portfolio, 5.33%(g)

     
(Cost: $566,353)      566,353        566,353  

TOTAL INVESTMENTS IN SECURITIES – 95.3%

(Cost: $47,371,885)

 

 

     45,879,029  

Other Assets less Liabilities – 4.7%

 

     2,258,461  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 48,137,490  
* 

Non-income producing security.

 

(a) 

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

 

(b) 

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

 

(c) 

The security has a perpetual maturity; the date displayed is the next call date.

 

(d) 

Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates.

 

(e) 

Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $781,596 and the total market value of the collateral held by the Fund was $803,199. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $236,846.

 

(f) 

Security is in default on interest payments.

 

(g) 

Rate shown represents annualized 7-day yield as of February 29, 2024.

 

See Notes to Financial Statements.

 

36   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Corporate Bond Fund (EMCB)

February 29, 2024

 

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

Unrealized
Appreciation/

(Depreciation)

 

10 Year U.S. Treasury Note

    27       6/18/24     $ (2,981,812   $ (8,934

U.S. Treasury Long Bond

    1       6/18/24       (119,250     (656

Ultra 10 Year U.S. Treasury Note

    51       6/18/24       (5,822,766     (12,922
      $ (8,923,828   $ (22,512
Long Exposure                            

2 Year U.S. Treasury Note

    18       6/28/24     $ 3,685,500     $ 3,509  

5 Year U.S. Treasury Note

    31       6/28/24       3,314,094       6,782  

U.S. Treasury Ultra Long Term Bond

    16       6/18/24       2,046,000       17,705  
                    $ 9,045,594     $ 27,996  

Total – Net

                  $ 121,766     $ 5,484  

 

FAIR VALUATION SUMMARY

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

 

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

Assets:

 

     

Investments in Securities

  

Corporate Bonds

   $      $ 43,970,005      $      $ 43,970,005  

Foreign Government Agencies

            931,354               931,354  

Foreign Government Obligations

            411,317               411,317  

Investment of Cash Collateral for Securities Loaned

            566,353               566,353  

Total Investments in Securities

   $      $ 45,879,029      $      $ 45,879,029  

Financial Derivative Instruments

  

Futures Contracts1

   $ 27,996      $      $      $ 27,996  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (22,512    $      $      $ (22,512

Total – Net

   $ 5,484      $ 45,879,029      $      $ 45,884,513  
1 

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

 

See Notes to Financial Statements.

 

WisdomTree Trust      37  


Schedule of Investments (unaudited)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  
FOREIGN GOVERNMENT OBLIGATIONS – 83.5%

 

Brazil – 11.8%

 

Brazil Letras do Tesouro Nacional

 

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

     7,220,000       BRL      $ 1,405,929  

12.68%, 7/1/25, Series LTN(a)

     8,000,000       BRL        1,422,302  

12.88%, 1/1/26, Series LTN(a)

     4,000,000       BRL        677,237  

11.16%, 7/1/26, Series LTN(a)

     6,150,000       BRL        992,335  

9.98%, 7/1/27, Series LTN(a)

     4,000,000       BRL        582,917  

Brazil Notas do Tesouro Nacional

 

10.00%, 1/1/25, Series F

     3,579,000       BRL        719,697  

10.00%, 1/1/27, Series F

     6,780,000       BRL        1,360,960  

10.00%, 1/1/29, Series F

     10,060,000       BRL        1,989,857  

10.00%, 1/1/31, Series F

     2,320,000       BRL        452,130  

10.00%, 1/1/33, Series F

     2,000,000       BRL        386,116  
       

 

 

 
Total Brazil

 

             9,989,480  
Chile – 2.7%

 

Bonos de la Tesoreria de la Republica en pesos

 

2.50%, 3/1/25

     450,000,000       CLP        452,691  

4.50%, 3/1/26

     225,000,000       CLP        229,396  

5.00%, 10/1/28(b)

     480,000,000       CLP        486,583  

4.70%, 9/1/30(b)

     175,000,000       CLP        172,958  

7.00%, 5/1/34(b)

     50,000,000       CLP        56,705  

5.00%, 3/1/35

     650,000,000       CLP        641,088  

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

     210,000,000       CLP        231,115  
       

 

 

 
Total Chile

 

             2,270,536  
China – 4.9%

 

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

     2,000,000       CNY        293,740  

China Government Bonds

 

2.85%, 6/4/27

     1,700,000       CNY        241,118  

3.13%, 11/21/29, Series 1915

     5,200,000       CNY        753,580  

2.68%, 5/21/30

     11,270,000       CNY        1,593,137  

2.80%, 11/15/32

     4,000,000       CNY        571,678  

3.81%, 9/14/50

     4,000,000       CNY        682,614  
       

 

 

 
Total China

 

             4,135,867  
Colombia – 8.8%

 

Colombia TES

 

6.25%, 11/26/25, Series B

     602,400,000       COP        148,327  

7.50%, 8/26/26, Series B

     5,104,300,000       COP        1,257,255  

5.75%, 11/3/27, Series B

     1,779,700,000       COP        407,879  

6.00%, 4/28/28, Series B

     4,422,600,000       COP        1,010,897  

7.75%, 9/18/30, Series B

     1,862,200,000       COP        438,986  

7.00%, 3/26/31, Series B

     6,800,000,000       COP        1,512,595  

7.00%, 6/30/32, Series B

     3,041,800,000       COP        655,097  

13.25%, 2/9/33, Series B

     500,000,000       COP        151,327  

7.25%, 10/18/34, Series B

     2,210,400,000       COP        464,613  

6.25%, 7/9/36, Series B

     97,700,000       COP        18,232  

9.25%, 5/28/42, Series B

     5,000,000,000       COP        1,139,011  

7.25%, 10/26/50, Series B

     1,750,000,000       COP        316,554  
       

 

 

 
Total Colombia

 

             7,520,773  
Czech Republic – 2.4%

 

Czech Republic Government Bonds

 

4.34%, 12/12/24, Series 135(a)

     3,750,000       CZK        154,945  

1.25%, 2/14/25, Series 120

     6,150,000       CZK        255,987  

0.25%, 2/10/27, Series 100

     5,490,000       CZK        212,956  

5.75%, 3/29/29, Series 153

     4,800,000       CZK      225,234  

0.05%, 11/29/29, Series 130

     8,550,000       CZK        299,488  

1.20%, 3/13/31, Series 121

     25,700,000       CZK        933,767  
       

 

 

 
Total Czech Republic

 

             2,082,377  
Egypt – 0.0%

 

Egypt Government Bonds
14.48%, 4/6/26

     200,000       EGP        5,076  
Hungary – 2.0%

 

Hungary Government Bonds

 

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

     52,840,000       HUF        143,643  

2.50%, 10/24/24, Series 24/C

     76,130,000       HUF        203,818  

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

     77,300,000       HUF        195,988  

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

     240,260,000       HUF        596,980  

3.00%, 8/21/30, Series 30/A

     51,380,000       HUF        118,654  

3.25%, 10/22/31, Series 31/A

     97,870,000       HUF        222,929  

2.25%, 4/20/33, Series 33/A

     95,360,000       HUF        191,410  
       

 

 

 
Total Hungary

 

             1,673,422  
India – 4.6%

 

India Government Bonds

 

5.15%, 11/9/25

     50,000,000       INR        585,109  

5.63%, 4/12/26

     50,000,000       INR        588,063  

7.26%, 1/14/29

     50,000,000       INR        607,541  

5.79%, 5/11/30

     50,000,000       INR        564,415  

6.10%, 7/12/31

     50,000,000       INR        569,022  

7.26%, 8/22/32

     30,000,000       INR        365,290  

7.16%, 9/20/50

     50,000,000       INR        604,068  
       

 

 

 
Total India

 

             3,883,508  
Indonesia – 11.6%

 

Indonesia Treasury Bonds

 

6.50%, 6/15/25, Series FR81

     7,700,000,000       IDR        490,688  

5.50%, 4/15/26, Series FR86

     17,097,000,000       IDR        1,073,113  

8.38%, 9/15/26, Series FR56

     9,931,000,000       IDR        662,132  

5.13%, 4/15/27, Series FR90

     2,600,000,000       IDR        160,044  

6.13%, 5/15/28, Series FR64

     6,800,000,000       IDR        427,943  

9.00%, 3/15/29, Series FR71

     9,875,000,000       IDR        695,850  

8.25%, 5/15/29, Series FR78

     5,381,000,000       IDR        369,229  

7.00%, 9/15/30, Series FR82

     13,000,000,000       IDR        847,676  

8.75%, 5/15/31, Series FR73

     8,601,000,000       IDR        615,725  

8.25%, 6/15/32, Series FR58

     4,489,000,000       IDR        314,753  

8.38%, 3/15/34, Series FR68

     1,300,000,000       IDR        93,508  

7.50%, 6/15/35, Series FR80

     11,063,000,000       IDR        749,982  

8.25%, 5/15/36, Series FR72

     11,563,000,000       IDR        829,505  

7.50%, 5/15/38, Series FR75

     3,300,000,000       IDR        223,277  

8.38%, 4/15/39, Series FR79

     2,800,000,000       IDR        204,178  

7.50%, 4/15/40, Series FR83

     16,000,000,000       IDR        1,083,042  

8.75%, 2/15/44, Series FR67

     1,390,000,000       IDR        105,406  

Perusahaan Penerbit SBSN Indonesia

 

4.88%, 7/15/26, Series PBS

     3,500,000,000       IDR        215,004  

6.38%, 3/15/34, Series PBS

     4,800,000,000       IDR        296,676  

6.88%, 3/15/36, Series PBS

     5,800,000,000       IDR        372,137  
       

 

 

 
Total Indonesia

 

             9,829,868  
Malaysia – 8.3%

 

Malaysia Government Bonds

 

3.96%, 9/15/25, Series 0115

     1,340,000       MYR        284,401  

3.91%, 7/15/26, Series 0119

     865,000       MYR        183,977  

 

See Notes to Financial Statements.

 

38   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  

3.90%, 11/30/26, Series 0316

     1,400,000       MYR      $ 298,113  

3.90%, 11/16/27, Series 0417

     4,410,000       MYR        940,122  

4.50%, 4/30/29, Series 0322

     2,400,000       MYR        525,609  

3.89%, 8/15/29, Series 0219

     1,400,000       MYR        298,150  

2.63%, 4/15/31, Series 0220

     2,000,000       MYR        391,226  

3.83%, 7/5/34, Series 0419

     485,000       MYR        101,746  

4.25%, 5/31/35, Series 0415

     1,880,000       MYR        407,824  

4.76%, 4/7/37, Series 0317

     1,832,000       MYR        416,781  

3.76%, 5/22/40, Series 0519

     3,000,000       MYR        612,023  

4.92%, 7/6/48, Series 0518

     1,100,000       MYR        256,868  

4.07%, 6/15/50, Series 0120

     1,315,000       MYR        271,456  

4.46%, 3/31/53, Series 0123

     650,000       MYR        142,612  

Malaysia Government Investment Issue

 

4.13%, 8/15/25, Series 0118

     175,000       MYR        37,267  

3.73%, 3/31/26, Series 0319

     2,900,000       MYR        613,683  

3.42%, 9/30/27, Series 0120

     500,000       MYR        104,822  

3.47%, 10/15/30, Series 0220

     1,980,000       MYR        408,255  

3.45%, 7/15/36, Series 0121

     1,125,000       MYR        224,627  

4.42%, 9/30/41, Series 0221

     2,400,000       MYR        525,463  
       

 

 

 
Total Malaysia

 

             7,045,025  
Mexico – 3.9%

 

Mexico Bonos

 

7.75%, 11/23/34, Series M

     11,239,000       MXN        596,941  

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

     4,237,000       MXN        264,717  

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

     11,809,000       MXN        653,012  

7.75%, 11/13/42, Series M

     15,527,000       MXN        786,817  

8.00%, 11/7/47, Series M

     12,400,000       MXN        636,751  

8.00%, 7/31/53, Series M

     7,200,000       MXN        365,238  
       

 

 

 
Total Mexico

 

             3,303,476  
Peru – 4.2%

 

Peru Government Bonds

 

5.94%, 2/12/29

     3,950,000       PEN        1,056,403  

6.95%, 8/12/31

     1,000,000       PEN        271,908  

6.15%, 8/12/32

     3,451,000       PEN        882,937  

7.30%, 8/12/33(b)

     1,286,000       PEN        352,706  

5.40%, 8/12/34

     965,000       PEN        228,184  

6.90%, 8/12/37

     1,500,000       PEN        393,165  

5.35%, 8/12/40

     1,780,000       PEN        396,540  
       

 

 

 
Total Peru

 

             3,581,843  
Poland – 4.8%

 

Republic of Poland Government Bonds

 

0.75%, 4/25/25, Series 0425

     2,135,000       PLN        510,548  

2.50%, 7/25/26, Series 0726

     5,785,000       PLN        1,368,763  

2.50%, 7/25/27, Series 0727

     3,505,000       PLN        810,085  

2.75%, 10/25/29, Series 1029

     3,585,000       PLN        796,187  

1.25%, 10/25/30, Series 1030

     1,505,000       PLN        296,178  

6.00%, 10/25/33, Series 1033

     1,000,000       PLN        263,377  
       

 

 

 
Total Poland

 

             4,045,138  
Romania – 1.9%

 

Romania Government Bonds

 

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

     545,000       RON        117,252  

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

     600,000       RON        127,646  

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

     1,470,000       RON        316,399  

2.50%, 10/25/27, Series 7Y

     800,000       RON        154,043  

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

     940,000       RON        190,777  

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

     1,590,000       RON      327,559  

3.65%, 9/24/31, Series 15Y

     755,000       RON        138,689  

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

     560,000       RON        105,542  

4.25%, 4/28/36, Series 5Y

     800,000       RON        141,040  
       

 

 

 
Total Romania

 

             1,618,947  
South Africa – 6.6%

 

Republic of South Africa Government Bonds

 

8.00%, 1/31/30, Series 2030

     10,455,000       ZAR        494,962  

7.00%, 2/28/31, Series R213

     10,267,000       ZAR        441,614  

8.25%, 3/31/32, Series 2032

     10,095,000       ZAR        450,871  

8.88%, 2/28/35, Series 2035

     18,810,000       ZAR        813,437  

6.25%, 3/31/36, Series R209

     7,021,600       ZAR        237,180  

8.50%, 1/31/37, Series 2037

     22,450,000       ZAR        899,346  

9.00%, 1/31/40, Series 2040

     22,300,000       ZAR        892,523  

6.50%, 2/28/41, Series R214

     4,005,000       ZAR        124,114  

8.75%, 1/31/44, Series 2044

     18,965,000       ZAR        719,946  

8.75%, 2/28/48, Series 2048

     15,120,000       ZAR        569,569  
       

 

 

 
Total South Africa

 

             5,643,562  
Thailand – 4.4%

 

Thailand Government Bonds

 

0.75%, 6/17/24

     3,025,000       THB        83,961  

1.45%, 12/17/24

     25,770,000       THB        713,766  

3.85%, 12/12/25

     5,480,000       THB        157,197  

2.88%, 12/17/28

     6,752,000       THB        193,606  

4.88%, 6/22/29

     10,067,000       THB        317,097  

1.60%, 12/17/29

     15,245,000       THB        409,079  

3.65%, 6/20/31

     9,000,000       THB        272,030  

2.00%, 12/17/31

     14,250,000       THB        385,550  

1.60%, 6/17/35

     6,130,000       THB        154,620  

3.40%, 6/17/36

     13,952,000       THB        416,041  

3.30%, 6/17/38

     12,522,000       THB        369,402  

2.88%, 6/17/46

     9,985,000       THB        270,109  
       

 

 

 
Total Thailand

 

             3,742,458  
Turkey – 0.6%

 

Turkiye Government Bonds

 

9.00%, 7/24/24

     733,000       TRY        21,213  

8.00%, 3/12/25

     4,657,000       TRY        111,802  

12.60%, 10/1/25

     3,815,000       TRY        84,744  

10.60%, 2/11/26

     2,290,000       TRY        47,751  

11.00%, 2/24/27

     7,106,000       TRY        141,575  

10.50%, 8/11/27

     5,410,000       TRY        106,399  

11.70%, 11/13/30

     2,305,000       TRY        45,923  
       

 

 

 
Total Turkey

 

             559,407  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $79,879,993)

 

 

     70,930,763  
SUPRANATIONAL BONDS – 7.7%

 

European Investment Bank

 

7.75%, 1/30/25

     9,850,000       MXN        559,134  

8.00%, 5/5/27(b)

     15,815,000       ZAR        815,078  

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

     890,000       MXN        51,096  

International Bank for Reconstruction & Development

 

8.25%, 12/21/26

     11,175,000       ZAR        579,516  

6.88%, 2/9/29

     10,000,000       MXN        539,595  

7.07%, 6/26/29

     16,000,000       MXN        864,122  

 

See Notes to Financial Statements.

 

WisdomTree Trust      39  


Schedule of Investments (unaudited) (continued)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  

International Finance Corp.

 

7.00%, 7/20/27

     27,980,000       MXN      $ 1,531,264  

7.50%, 1/18/28

     19,700,000       MXN        1,095,323  

7.75%, 1/18/30

     10,000,000       MXN        556,910  

TOTAL SUPRANATIONAL BONDS

(Cost: $6,407,450)

 

 

     6,592,038  
REPURCHASE AGREEMENT – 5.4%

 

United States – 5.4%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $4,570,673 (fully collateralized by Fannie Mae, 6.50% due 7/1/53, Freddie Mac, 5.50% – 6.00% due 7/1/53; Market value including accrued interest – $4,798,949)

       
(Cost: $4,570,000)      4,570,000                4,570,000  

TOTAL INVESTMENTS IN SECURITIES – 96.6%

(Cost: $90,857,443)

 

 

     82,092,801  

Other Assets less Liabilities – 3.4%

 

     2,847,091  
       

 

 

 
NET ASSETS – 100.0%

 

   $ 84,939,892  
 

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

 

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of February 29, 2024.

 

(b) 

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

 

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

Amount and
Description of
Currency to

be Purchased

   

Amount and
Description of
Currency to

be Sold

    Unrealized
Appreciation
    Unrealized
Depreciation
 

Bank of America NA

    3/1/2024       332,714       USD       2,400,000       CNH     $     $ (377

Bank of America NA

    3/15/2024       13,000,000       MXN       752,096       USD       8,281        

Bank of America NA

    3/15/2024       20,000,000       TRY       631,868       USD       880        

Barclays Bank PLC

    3/15/2024       8,000,000       CNY       1,123,990       USD       2,453        

Barclays Bank PLC

    3/15/2024       2,798,000       MYR       599,593       USD             (11,067

Citibank NA

    3/15/2024       240,246       USD       20,000,000       INR             (859

Goldman Sachs

    3/15/2024       18,150,000       MXN       1,028,519       USD       33,085        

HSBC Holdings PLC

    3/15/2024       566,000,000       CLP       640,851       USD             (55,911

HSBC Holdings PLC

    3/15/2024       16,100,000       CNY       2,269,843       USD             (2,876

HSBC Holdings PLC

    3/15/2024       1,700,000       CNY       239,605       USD             (236

HSBC Holdings PLC

    3/15/2024       4,750,000       INR       57,061       USD       201        

HSBC Holdings PLC

    3/15/2024       4,000,000       TRY       126,734       USD             (184

HSBC Holdings PLC

    3/15/2024       564,653       USD       4,000,000       CNY       1,431        

HSBC Holdings PLC

    3/15/2024       655,890       USD       11,400,000       MXN             (10,903

Morgan Stanley & Co. International

    3/15/2024       20,000,000       MXN       1,168,273       USD       1,539        

Royal Bank of Canada

    3/15/2024       2,400,000       CNY       337,767       USD       166        

Royal Bank of Canada

    3/15/2024       465,608       USD       2,200,000       MYR       2,865        

State Street Bank and Trust

    3/1/2024       43,443       USD       834,694       ZAR             (67
                                            $ 50,901     $ (82,480

 

See Notes to Financial Statements.

 

40   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Emerging Markets Local Debt Fund (ELD)

February 29, 2024

 

FAIR VALUATION SUMMARY

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

 

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

Assets:

 

     

Investments in Securities

  

Foreign Government Obligations

   $      $ 70,930,763      $      $ 70,930,763  

Supranational Bonds

            6,592,038               6,592,038  

Repurchase Agreement

            4,570,000               4,570,000  

Total Investments in Securities

   $      $ 82,092,801      $      $ 82,092,801  
Financial Derivative Instruments   

Foreign Currency Contracts1

   $      $ 50,901      $      $ 50,901  

Liabilities:

  

Financial Derivative Instruments

  

Foreign Currency Contracts1

   $      $ (82,480    $      $ (82,480

Total – Net

   $      $ 82,061,222      $      $ 82,061,222  
1 

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

 

See Notes to Financial Statements.

 

WisdomTree Trust      41  


Schedule of Investments (unaudited)

WisdomTree Floating Rate Treasury Fund (USFR)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  
U.S. GOVERNMENT OBLIGATIONS – 99.6%

 

U.S. Treasury Notes – 99.6%

 

U.S. Treasury Floating Rate Notes

     

5.50%, 4/30/25, (3-month U.S. Treasury Bill Money Market Yield + 0.17%)*

   $ 4,302,578,000      $ 4,303,988,729  

5.45%, 7/31/25, (3-month U.S. Treasury Bill Money Market Yield + 0.13%)*

     4,550,939,000        4,549,167,593  

5.50%, 10/31/25, (3-month U.S. Treasury Bill Money Market Yield + 0.17%)*

     4,938,710,000        4,939,359,144  

5.57%, 1/31/26, (3-month U.S. Treasury Bill Money Market Yield + 0.25%)*

     3,545,462,000        3,549,434,371  

TOTAL INVESTMENTS IN SECURITIES – 99.6%

(Cost: $17,338,256,386)

 

 

     17,341,949,837  

Other Assets less Liabilities – 0.4%

 

     77,415,036  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 17,419,364,873  
* 

Floating rate note. Coupon shown is in effect at February 29, 2024. Date represents the ultimate maturity date.

 

FAIR VALUATION SUMMARY

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

 

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

 

     
Investments in Securities   

U.S. Government Obligations

   $      $ 17,341,949,837      $      $ 17,341,949,837  

Total Investments in Securities

   $      $ 17,341,949,837      $      $ 17,341,949,837  

 

See Notes to Financial Statements.

 

42   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
CORPORATE BONDS – 96.4%

 

Canada – 0.8%

 

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

   $ 554,000      $ 489,980  

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

     273,000        233,996  

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

     381,000        346,188  

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

     199,000        203,812  
     

 

 

 
Total Canada               1,273,976  
United States – 95.6%

 

Ball Corp.
2.88%, 8/15/30

     501,000        424,297  

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

     255,000        226,241  

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

     597,000        497,594  

Adient Global Holdings Ltd.
4.88%, 8/15/26(a)

     200,000        194,118  

8.25%, 4/15/31(a)(b)

     400,000        421,644  

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

     701,000        635,982  

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

     130,000        130,607  

AECOM
5.13%, 3/15/27

     138,000        135,288  

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

     60,000        57,080  

4.88%, 2/15/30(a)

     678,000        637,191  

Allegiant Travel Co.
7.25%, 8/15/27(a)

     2,000        1,955  

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

     480,000        474,274  

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

     300,000        298,584  

6.70%, 2/14/33

     290,000        286,027  

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

     927,000        884,840  

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

     554,000        480,955  

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

     40,000        37,663  

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

     378,000        370,164  

5.75%, 1/15/28(a)

     295,000        289,383  

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

     36,000        37,113  

5.38%, 3/1/30(a)

     130,000        124,097  

Apache Corp.
4.25%, 1/15/30

     25,000        22,992  

5.10%, 9/1/40

     29,000        24,282  

4.75%, 4/15/43(b)

     16,000        12,323  

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

     190,000        157,901  

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

     483,000        459,546  

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

   66,000      65,615  

5.00%, 2/1/28(a)

     63,000        60,510  

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

     75,000        75,067  

6.25%, 4/1/28(a)

     480,000        470,189  

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

     396,000        361,140  

5.00%, 2/15/32(a)

     418,000        372,797  

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

     149,000        139,880  

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

     634,000        598,756  

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

     104,000        103,534  

7.13%, 8/1/30(a)

     75,000        76,772  

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

     86,000        76,575  

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

     400,000        387,060  

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

     245,000        244,265  

5.25%, 9/15/27(b)

     369,000        343,583  

Bath & Body Works, Inc.
5.25%, 2/1/28

     257,000        249,876  

6.63%, 10/1/30(a)(b)

     287,000        289,069  

Beacon Roofing Supply, Inc.
6.50%, 8/1/30(a)

     90,000        90,628  

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

     191,000        195,221  

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

     50,000        48,896  

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

     36,000        36,338  

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

     53,000        49,914  

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

     30,000        25,631  

Boyd Gaming Corp.
4.75%, 12/1/27

     291,000        280,349  

4.75%, 6/15/31(a)

     240,000        218,441  

Brink’s Co.
4.63%, 10/15/27(a)

     81,000        76,597  

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

     456,000        440,560  

4.50%, 4/1/27(a)

     488,000        430,270  

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

     220,000        193,992  

6.38%, 6/15/32(a)

     659,000        660,054  

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

     470,000        355,282  

Caesars Entertainment, Inc.
8.13%, 7/1/27(a)

     180,000        184,817  

4.63%, 10/15/29(a)(b)

     610,000        557,436  

7.00%, 2/15/30(a)

     385,000        394,871  

 

See Notes to Financial Statements.

 

WisdomTree Trust      43  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

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

   $ 203,000      $ 212,155  

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

     50,000        47,320  

4.75%, 3/1/30(a)

     1,280,000        1,090,010  

4.50%, 8/15/30(a)

     1,147,000        952,824  

4.25%, 1/15/34(a)

     870,000        651,456  

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

     431,000        410,726  

3.25%, 2/15/29

     204,000        181,970  

Centene Corp.
4.25%, 12/15/27

     278,000        265,140  

4.63%, 12/15/29

     1,134,000        1,074,590  

3.00%, 10/15/30

     447,000        382,127  

2.50%, 3/1/31

     442,000        362,542  

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

     248,000        220,690  

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

     369,000        326,030  

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

     317,000        279,657  

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

     265,000        273,732  

9.50%, 1/1/31(a)

     160,000        171,989  

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

     310,000        188,130  

3.85%, 4/1/61

     273,000        158,528  

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

     336,000        309,493  

5.75%, 11/15/28(a)

     269,000        236,287  

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

     303,000        284,162  

4.00%, 3/1/31

     455,000        406,547  

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

     144,000        138,361  

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

     175,000        173,084  

6.75%, 4/15/29(a)

     160,000        160,798  

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

     10,000        9,913  

5.63%, 3/15/27(a)

     747,000        683,931  

8.00%, 12/15/27(a)

     484,000        465,163  

6.88%, 4/15/29(a)

     705,000        455,846  

6.13%, 4/1/30(a)

     85,000        52,614  

5.25%, 5/15/30(a)

     582,000        465,099  

4.75%, 2/15/31(a)

     1,503,000        1,145,692  

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

     335,000        329,174  

4.75%, 1/15/28(a)

     310,000        293,362  

5.75%, 4/1/30(a)

     565,000        543,457  

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

     450,000        421,430  

Civitas Resources, Inc.
8.38%, 7/1/28(a)

     785,000        822,146  

8.63%, 11/1/30(a)

     590,000        632,238  

8.75%, 7/1/31(a)

     775,000        825,483  

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

     20,000        18,277  

4.88%, 7/1/29(a)

     609,000        553,021  

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

   9,000      8,715  

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

     70,000        65,595  

3.75%, 2/15/31(a)

     232,000        195,843  

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

     53,000        53,485  

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

     154,000        142,738  

6.75%, 4/15/30(a)

     330,000        328,017  

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

     411,000        418,945  

7.38%, 1/15/31(a)

     216,000        218,037  

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

     93,000        88,881  

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

     418,000        390,124  

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

     905,000        763,639  

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

     704,000        634,466  

4.75%, 9/1/29(a)

     650,000        445,952  

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

     179,000        175,279  

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

     1,035,000        955,553  

5.88%, 1/15/30(a)

     464,000        406,107  

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

     422,000        387,658  

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

     186,000        166,412  

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

     306,000        313,115  

CQP Holdco LP/BIP-V Chinook Holdco LLC
5.50%, 6/15/31(a)

     560,000        522,497  

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

     1,020,000        1,017,368  

Crowdstrike Holdings, Inc.
3.00%, 2/15/29

     85,000        75,094  

Crown Americas LLC
5.25%, 4/1/30

     105,000        101,225  

CSC Holdings LLC
5.50%, 4/15/27(a)

     659,000        592,256  

5.38%, 2/1/28(a)

     340,000        296,823  

7.50%, 4/1/28(a)

     163,000        116,056  

6.50%, 2/1/29(a)

     600,000        523,554  

5.75%, 1/15/30(a)

     862,000        507,804  

4.63%, 12/1/30(a)

     1,290,000        720,272  

3.38%, 2/15/31(a)

     410,000        289,735  

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

     186,000        183,602  

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

     221,000        209,851  

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

     197,000        194,264  

DaVita, Inc.
4.63%, 6/1/30(a)

     445,000        391,983  

3.75%, 2/15/31(a)

     1,621,000        1,331,651  

 

See Notes to Financial Statements.

 

44   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

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

   $ 145,000      $ 149,781  

DISH DBS Corp.
5.88%, 11/15/24(b)

     1,380,000        1,305,452  

7.75%, 7/1/26

     1,495,000        942,209  

5.25%, 12/1/26(a)

     583,000        466,406  

DISH Network Corp.
11.75%, 11/15/27(a)

     350,000        365,407  

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

     700,000        631,309  

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

     86,000        79,699  

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

     286,000        279,473  

4.13%, 4/1/29(a)

     155,000        141,391  

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

     244,000        247,365  

Elastic NV
4.13%, 7/15/29(a)

     185,000        166,565  

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

     291,000        264,202  

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

     230,000        217,787  

4.75%, 2/1/30

     181,000        168,073  

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

     260,000        238,755  

4.38%, 3/31/29(a)

     666,000        590,302  

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

     155,000        152,785  

6.50%, 9/1/30(a)

     424,000        434,939  

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

     237,000        232,582  

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

     868,000        877,175  

5.50%, 7/15/28

     146,000        143,333  

4.50%, 1/15/29(a)

     315,000        295,086  

4.75%, 1/15/31(a)

     416,000        387,304  

6.50%, 7/15/48

     279,000        283,408  

Fair Isaac Corp.
4.00%, 6/15/28(a)

     130,000        120,951  

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

     552,000        524,886  

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

     107,000        99,097  

5.63%, 1/1/30(a)

     68,000        64,495  

Ford Holdings LLC
9.30%, 3/1/30

     633,000        729,349  

Ford Motor Co.
9.63%, 4/22/30(b)

     346,000        404,716  

3.25%, 2/12/32

     332,000        272,688  

5.29%, 12/8/46

     498,000        431,487  

Ford Motor Credit Co. LLC
4.54%, 8/1/26

     180,000        174,537  

2.70%, 8/10/26

     200,000        185,768  

4.95%, 5/28/27

     500,000        486,265  

5.11%, 5/3/29

     478,000        460,897  

4.00%, 11/13/30

     250,000        221,193  

Freeport-McMoRan, Inc.
4.55%, 11/14/24

   135,000      133,844  

4.63%, 8/1/30

     308,000        293,968  

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

     512,000        433,172  

3.88%, 10/1/31(a)

     319,000        257,347  

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

     445,000        447,995  

Genesis Energy LP/Genesis Energy Finance Corp.
7.75%, 2/1/28

     981,000        981,942  

8.88%, 4/15/30

     250,000        259,655  

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

     242,000        203,887  

Global Atlantic Fin Co.

     

4.70%, 10/15/51, (4.70% fixed rate until 7/15/26; 5-year Constant Maturity Treasury Rate + 3.796% thereafter)(a)(c)

     413,000        364,836  

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

     252,000        244,916  

4.00%, 1/15/31

     418,000        368,944  

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

     193,000        172,202  

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

     143,000        139,609  

4.88%, 3/15/27(b)

     525,000        504,499  

5.25%, 7/15/31(b)

     669,000        604,181  

GrafTech Finance, Inc.
4.63%, 12/15/28(a)

     223,000        146,935  

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

     353,000        313,115  

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

     549,000        521,583  

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

     1,132,000        1,023,713  

5.38%, 11/15/31(a)(b)

     100,000        64,816  

Griffon Corp.
5.75%, 3/1/28

     611,000        592,334  

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

     310,000        283,511  

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

     210,000        213,906  

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

     365,000        352,911  

9.00%, 2/15/31(a)

     150,000        150,539  

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

     290,000        272,211  

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

     165,000        151,925  

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

     265,000        258,327  

Hess Midstream Operations LP
5.13%, 6/15/28(a)

     125,000        120,238  

4.25%, 2/15/30(a)

     220,000        200,490  

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

     477,000        454,137  

3.63%, 2/15/32(a)

     656,000        560,880  

 

See Notes to Financial Statements.

 

WisdomTree Trust      45  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Escrow, Inc.
5.00%, 6/1/29(a)

   $ 512,000      $ 475,699  

4.88%, 7/1/31(a)

     245,000        216,614  

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

     476,000        340,397  

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

     162,000        144,658  

Howmet Aerospace, Inc.
3.00%, 1/15/29

     90,000        80,735  

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

     393,000        337,583  

6.63%, 8/1/26(b)

     509,000        337,533  

iHeartCommunications, Inc.
5.25%, 8/15/27(a)

     323,924        240,514  

4.75%, 1/15/28(a)

     255,000        183,707  

Ingevity Corp.
3.88%, 11/1/28(a)

     185,000        163,409  

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

     250,000        243,580  

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

     337,000        323,749  

5.25%, 3/15/28(a)

     272,000        262,333  

5.25%, 7/15/30(a)

     435,000        407,517  

4.50%, 2/15/31(a)

     788,000        698,412  

Kaiser Aluminum Corp.
4.63%, 3/1/28(a)

     280,000        258,824  

4.50%, 6/1/31(a)

     421,000        360,658  

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

     375,000        365,955  

Kohl’s Corp.
4.63%, 5/1/31

     405,000        320,618  

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

     597,000        551,568  

4.75%, 6/15/29(a)

     168,000        150,886  

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

     326,000        281,895  

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

     63,000        61,091  

4.13%, 1/31/30(a)

     388,000        351,695  

Level 3 Financing, Inc.
3.40%, 3/1/27(a)

     90,000        72,785  

10.50%, 5/15/30(a)(b)

     789,000        813,159  

Levi Strauss & Co.
3.50%, 3/1/31(a)(b)

     150,000        130,148  

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

     153,000        154,005  

7.50%, 9/1/31(a)

     145,000        151,274  

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

     215,000        192,004  

4.38%, 1/15/31(a)

     414,000        367,562  

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

     356,000        341,080  

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

     472,000        447,862  

Lumen Technologies, Inc.
5.13%, 12/15/26(a)(b)

   34,000      22,485  

Macy’s Retail Holdings LLC
5.88%, 4/1/29(a)

     241,000        232,377  

Marriott Ownership Resorts, Inc.
4.50%, 6/15/29(a)(b)

     279,000        253,259  

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

     103,000        103,186  

Matador Resources Co.
5.88%, 9/15/26(b)

     155,000        153,603  

6.88%, 4/15/28(a)

     150,000        153,132  

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

     50,000        47,054  

Maxim Crane Works Holdings Capital LLC
11.50%, 9/1/28(a)

     320,000        334,512  

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

     67,000        64,848  

MGM Resorts International
5.50%, 4/15/27

     645,000        634,222  

Michaels Cos., Inc.
5.25%, 5/1/28(a)

     505,000        392,531  

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

     216,000        209,295  

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

     410,000        376,372  

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

     487,000        359,435  

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

     610,000        535,867  

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

     137,000        128,495  

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

     560,000        557,984  

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

     539,000        470,940  

5.75%, 11/1/28(a)

     886,000        707,595  

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

     448,000        399,069  

5.00%, 10/15/27(b)

     909,000        743,380  

4.63%, 8/1/29

     592,000        441,602  

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

     201,000        189,348  

3.75%, 2/15/31(a)

     126,000        108,132  

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

     715,000        712,805  

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

     760,000        748,114  

5.13%, 12/15/30(a)

     452,000        405,254  

Navient Corp.
5.00%, 3/15/27

     265,000        251,747  

4.88%, 3/15/28

     559,000        510,680  

5.50%, 3/15/29(b)

     445,000        403,931  

9.38%, 7/25/30

     250,000        261,508  

11.50%, 3/15/31

     348,000        381,144  

NCR Atleos Corp.
9.50%, 4/1/29(a)

     884,000        939,701  

 

See Notes to Financial Statements.

 

46   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

NCR Voyix Corp.
5.13%, 4/15/29(a)

   $ 757,000      $ 701,202  

Newell Brands, Inc.
5.20%, 4/1/26

     1,000,000        972,010  

6.63%, 9/15/29(b)

     510,000        489,151  

6.50%, 4/1/46

     14,000        11,201  

News Corp.
3.88%, 5/15/29(a)

     191,000        173,472  

5.13%, 2/15/32(a)

     225,000        209,707  

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

     690,000        654,500  

4.75%, 11/1/28(a)

     684,000        608,794  

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

     441,000        315,324  

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

     753,000        714,823  

3.63%, 2/15/31(a)

     605,000        509,295  

3.88%, 2/15/32(a)

     487,000        409,548  

NuStar Logistics LP
6.00%, 6/1/26

     125,000        124,066  

5.63%, 4/28/27

     244,000        241,550  

6.38%, 10/1/30

     255,000        256,199  

Occidental Petroleum Corp.
2.90%, 8/15/24

     90,000        88,802  

3.50%, 6/15/25

     277,000        269,995  

5.88%, 9/1/25

     169,000        169,588  

6.45%, 9/15/36

     473,000        499,365  

4.40%, 8/15/49

     954,000        720,508  

Olin Corp.
5.13%, 9/15/27

     113,000        109,709  

5.63%, 8/1/29

     31,000        30,413  

5.00%, 2/1/30(b)

     281,000        263,890  

ON Semiconductor Corp.
3.88%, 9/1/28(a)

     216,000        197,951  

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

     337,000        340,582  

7.13%, 3/15/26(b)

     884,000        898,860  

6.63%, 1/15/28

     329,000        327,661  

5.38%, 11/15/29

     577,000        536,154  

4.00%, 9/15/30(b)

     583,000        491,924  

Option Care Health, Inc.
4.38%, 10/31/29(a)

     190,000        173,622  

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

     940,000        860,777  

5.13%, 4/30/31(a)

     1,100,000        942,568  

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

     41,000        39,517  

4.25%, 1/15/29(a)

     167,000        150,165  

4.63%, 3/15/30(a)

     500,000        446,405  

Owens & Minor, Inc.
4.50%, 3/31/29(a)(b)

     100,000        89,460  

6.63%, 4/1/30(a)(b)

     361,000        349,343  

Owens-Brockway Glass Container, Inc.
6.63%, 5/13/27(a)(b)

     288,000        288,037  

7.25%, 5/15/31(a)

     270,000        273,656  

Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc.
4.38%, 10/15/28(a)

   273,000      254,433  

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

     321,000        299,393  

Paramount Global

     

6.38%, 3/30/62, (6.375% fixed rate until 3/30/27; 5-year Constant Maturity Treasury Rate + 3.999% thereafter)(c)

     810,000        703,590  

Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-Issuer
7.50%, 6/1/25(a)

     309,000        310,805  

5.88%, 10/1/28(a)

     42,000        40,987  

4.88%, 5/15/29(a)

     155,000        143,284  

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

     331,000        322,851  

7.88%, 9/15/30(a)

     220,000        225,346  

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

     20,000        19,422  

3.75%, 6/15/29

     70,000        62,157  

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

     266,000        260,861  

4.25%, 8/1/29(a)

     292,000        265,305  

Permian Resources Operating LLC
8.00%, 4/15/27(a)

     447,000        461,554  

5.88%, 7/1/29(a)

     300,000        293,508  

7.00%, 1/15/32(a)

     165,000        169,818  

Pilgrim’s Pride Corp.
4.25%, 4/15/31

     320,000        286,227  

3.50%, 3/1/32

     530,000        443,154  

6.25%, 7/1/33

     495,000        501,341  

Post Holdings, Inc.
5.50%, 12/15/29(a)

     105,000        100,472  

4.63%, 4/15/30(a)

     1,624,000        1,478,278  

4.50%, 9/15/31(a)

     162,000        144,282  

PRA Health Sciences, Inc.
2.88%, 7/15/26(a)

     200,000        185,360  

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

     239,000        206,795  

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

     66,000        65,952  

5.75%, 4/15/26(a)

     541,000        537,462  

3.38%, 8/31/27(a)

     307,000        281,488  

6.25%, 1/15/28(a)

     209,000        206,417  

PROG Holdings, Inc.
6.00%, 11/15/29(a)

     312,000        287,130  

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

     87,000        81,196  

Qorvo, Inc.
4.38%, 10/15/29(b)

     266,000        247,713  

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

     325,000        325,000  

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

     37,000        38,624  

4.75%, 2/15/30(a)(b)

     150,000        139,521  

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

     845,000        629,525  

 

See Notes to Financial Statements.

 

WisdomTree Trust      47  


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

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

   $ 680,000      $ 684,270  

6.30%, 2/15/30(a)

     615,000        626,322  

6.40%, 4/15/33(a)

     215,000        220,842  

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

     128,000        122,463  

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

     278,000        274,558  

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

     7,000        6,606  

4.00%, 9/15/29(a)

     162,000        141,499  

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

     200,000        175,344  

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

     74,000        67,474  

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

     30,000        29,461  

3.20%, 12/1/31

     174,000        141,539  

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

     450,000        354,488  

Sealed Air Corp./Sealed Air Corp. U.S.
6.13%, 2/1/28(a)

     155,000        154,811  

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

     253,000        236,135  

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

     341,000        340,526  

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

     393,000        357,174  

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

     283,000        242,290  

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

     7,000        6,727  

3.38%, 8/15/30

     638,000        548,342  

Service Properties Trust
7.50%, 9/15/25

     511,000        518,236  

8.63%, 11/15/31(a)

     75,000        79,440  

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

     40,000        37,536  

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

     727,000        526,908  

4.13%, 12/1/30(a)

     135,000        97,488  

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

     415,000        374,305  

5.50%, 7/1/29(a)

     1,717,000        1,625,724  

4.13%, 7/1/30(a)

     1,249,000        1,079,673  

Six Flags Entertainment Corp.
7.25%, 5/15/31(a)(b)

     465,000        468,446  

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

     20,000        18,506  

3.00%, 6/1/31

     189,000        158,667  

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

     313,000        277,218  

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

     371,000        319,386  

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

     400,000        383,420  

4.75%, 2/1/32

     500,000        454,555  

Spectrum Brands, Inc.
3.88%, 3/15/31(a)(b)

   100,000      95,074  

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

     426,000        415,094  

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

     532,000        475,172  

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

     188,000        176,500  

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

     94,000        88,131  

4.63%, 12/1/31(a)

     403,000        358,513  

Stericycle, Inc.
3.88%, 1/15/29(a)

     85,000        76,883  

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

     330,000        297,591  

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

     285,000        275,461  

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

     510,000        507,455  

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

     275,000        247,258  

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

     317,000        293,707  

4.50%, 4/30/30(b)

     126,000        115,043  

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

     494,000        466,939  

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

     1,072,000        969,603  

Teleflex, Inc.
4.25%, 6/1/28(a)

     114,000        106,885  

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

     595,000        534,239  

3.88%, 10/15/31(a)

     310,000        258,596  

Tenet Healthcare Corp.
6.13%, 10/1/28

     1,025,000        1,014,227  

4.38%, 1/15/30

     100,000        91,701  

6.13%, 6/15/30

     1,350,000        1,339,065  

6.75%, 5/15/31(a)

     180,000        182,185  

Tenneco, Inc.
8.00%, 11/17/28(a)

     1,110,000        1,012,775  

Terex Corp.
5.00%, 5/15/29(a)

     183,000        171,621  

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

     513,000        465,804  

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

     237,000        210,101  

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

     160,000        141,374  

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

     440,000        426,109  

TransDigm, Inc.
6.75%, 8/15/28(a)

     495,000        501,489  

4.63%, 1/15/29

     420,000        385,631  

4.88%, 5/1/29

     849,000        780,622  

 

See Notes to Financial Statements.

 

48   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Transocean, Inc.
8.75%, 2/15/30(a)

   $ 2,700      $ 2,783  

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

     343,000        346,986  

TreeHouse Foods, Inc.
4.00%, 9/1/28(b)

     282,000        250,128  

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

     197,000        175,501  

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

     809,000        717,308  

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

     189,000        169,919  

U.S. Foods, Inc.
6.88%, 9/15/28(a)

     180,000        183,479  

4.75%, 2/15/29(a)

     338,000        317,467  

4.63%, 6/1/30(a)

     235,000        215,596  

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

     314,000        261,669  

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

     191,000        190,119  

3.88%, 11/15/27

     405,000        382,041  

4.88%, 1/15/28

     101,000        97,587  

3.88%, 2/15/31

     200,000        177,570  

Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC
6.00%, 1/15/30(a)

     672,000        491,340  

Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC
10.50%, 2/15/28(a)

     1,040,000        1,076,993  

6.50%, 2/15/29(a)

     162,000        125,493  

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

     635,000        547,567  

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

     546,000        545,623  

6.88%, 9/1/27

     66,000        65,778  

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

     208,000        176,652  

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

     346,000        318,092  

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

     1,000        996  

VICI Properties LP
5.13%, 5/15/32

     265,000        249,068  

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

     430,000        428,633  

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

     269,000        227,195  

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

     275,000        272,544  

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

     116,000        113,235  

5.00%, 7/31/27(a)

     425,000        408,043  

4.38%, 5/1/29(a)

     205,000        187,450  

7.75%, 10/15/31(a)

     370,000        383,113  

Vontier Corp.
1.80%, 4/1/26

   9,000      8,308  

2.40%, 4/1/28

     75,000        65,674  

2.95%, 4/1/31

     318,000        262,000  

WESCO Distribution, Inc.
7.25%, 6/15/28(a)

     31,000        31,720  

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

     19,000        18,738  

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

     296,000        278,246  

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

     362,000        290,349  

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

     66,000        61,449  

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

     794,000        781,836  

5.50%, 8/15/28(a)

     103,000        93,281  

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

     81,000        81,166  

4.88%, 6/1/29(a)

     89,000        82,277  

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

     120,000        105,582  

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

     357,000        314,706  

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

     308,000        276,230  
     

 

 

 
Total United States

 

     152,234,519  

TOTAL CORPORATE BONDS

(Cost: $160,766,153)

 

 

     153,508,495  
      Shares          
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 8.8%

 

United States – 8.8%

 

State Street Navigator Securities Lending
Government Money Market Portfolio, 5.33%(d)

 

  
(Cost: $13,916,485)      13,916,485        13,916,485  

TOTAL INVESTMENTS IN SECURITIES – 105.2%

(Cost: $174,682,638)

 

 

     167,424,980  

Other Assets less Liabilities – (5.2)%

 

     (8,201,303
     

 

 

 
NET ASSETS – 100.0%

 

   $ 159,223,677  
(a) 

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

(b) 

Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $14,330,595 and the total market value of the collateral held by the Fund was $14,879,029. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $962,544.

(c) 

Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates.

(d) 

Rate shown represents annualized 7-day yield as of February 29, 2024.

 

See Notes to Financial Statements.

 

WisdomTree Trust      49  


Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)

February 29, 2024

 

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

2 Year U.S. Treasury Note

    105       6/28/24     $ (21,498,750   $ (4,101

5 Year U.S. Treasury Note

    1,148       6/28/24       (122,728,375     (230,070

U.S. Treasury Long Bond

    11       6/18/24       (1,311,750     (7,219

U.S. Treasury Ultra Long Term Bond

    22       6/18/24       (2,813,250     (22,344
      $ (148,352,125   $ (263,734

Long Exposure

 

10 Year U.S. Treasury Note

    24       6/18/24     $ 2,650,500     $ 828  

Ultra 10 Year U.S. Treasury Note

    14       6/18/24       1,598,406       1,211  
      $ 4,248,906     $ 2,039  

Total – Net

 

  $ (144,103,219   $ (261,695

 

FAIR VALUATION SUMMARY

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

 

     

Quoted

Prices in
Active
Markets
(Level 1)

     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Corporate Bonds

   $      $ 153,508,495      $      $ 153,508,495  

Investment of Cash Collateral for Securities Loaned

            13,916,485               13,916,485  

Total Investments in Securities

   $      $ 167,424,980      $      $ 167,424,980  

Financial Derivative Instruments

  

Futures Contracts1

   $ 2,039      $      $      $ 2,039  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (263,734    $      $      $ (263,734

Total – Net

   $ (261,695    $ 167,424,980      $      $ 167,163,285  
1 

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

 

See Notes to Financial Statements.

 

50   WisdomTree Trust


Schedule of Investments (unaudited)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
U.S. GOVERNMENT AGENCIES – 28.6%      
Federal Farm Credit Bank – 0.2%

 

1.75%, 2/14/25

   $ 300,000      $ 290,628  

1.23%, 9/10/29

     100,000        84,024  
     

 

 

 
Total Federal Farm Credit Bank

 

     374,652  
Federal Home Loan Bank – 0.3%

 

0.50%, 4/14/25

     450,000        428,445  

3.25%, 11/16/28

     65,000        62,254  

5.50%, 7/15/36, Series 677

     15,000        16,423  
     

 

 

 
Total Federal Home Loan Bank

 

     507,122  
Federal Home Loan Mortgage Corporation – 8.2%

 

0.38%, 9/23/25

     450,000        420,502  

3.00%, 4/1/27

     8,661        8,381  

2.50%, 3/1/28

     9,920        9,539  

2.50%, 4/1/28

     25,117        24,119  

3.50%, 1/1/29

     10,696        10,424  

2.50%, 6/1/29

     19,502        18,589  

3.00%, 8/1/29

     10,335        9,942  

2.50%, 1/1/30

     11,908        11,312  

2.50%, 2/1/30

     17,015        16,089  

3.00%, 4/1/30

     17,937        17,134  

6.75%, 3/15/31

     50,000        57,160  

3.00%, 4/1/31

     78,469        74,504  

2.50%, 12/1/31

     20,784        19,406  

3.00%, 7/1/32

     69,258        65,481  

6.25%, 7/15/32

     39,000        44,223  

3.50%, 9/1/32

     18,064        17,310  

2.50%, 11/1/32

     9,949        9,254  

3.00%, 1/1/33

     9,072        8,556  

3.00%, 9/1/33

     6,349        5,958  

4.00%, 11/1/33

     5,987        5,843  

3.00%, 2/1/34

     17,143        16,170  

4.00%, 5/1/34

     19,862        19,229  

2.50%, 4/1/35

     39,150        35,738  

2.50%, 5/1/35

     8,390        7,655  

3.00%, 5/1/35

     14,056        13,134  

3.50%, 6/1/35

     13,316        12,619  

2.00%, 8/1/35

     53,818        47,919  

2.00%, 10/1/35

     134,476        119,692  

2.50%, 10/1/35

     76,946        70,207  

1.50%, 12/1/35

     171,911        148,684  

1.50%, 2/1/36

     81,530        70,489  

2.00%, 7/1/36

     36,017        31,846  

1.50%, 8/1/36

     37,348        32,291  

2.00%, 9/1/36

     74,168        65,539  

2.00%, 11/1/36

     47,898        42,299  

1.50%, 1/1/37

     99,061        85,571  

1.50%, 3/1/37

     54,470        47,089  

2.50%, 6/1/37

     77,175        70,151  

4.00%, 9/1/37

     19,912        19,199  

3.50%, 10/1/37

     20,838        19,711  

5.50%, 4/1/38

     17,026        17,446  

3.00%, 7/1/38

     24,794        22,964  

5.50%, 10/1/38

     22,442        22,490  

2.93%, 11/15/38*(a)

     50,000        24,533  

4.50%, 12/1/40

     24,563        24,016  

1.50%, 1/1/41

     63,157        51,453  

4.00%, 2/1/41

   36,099      34,400  

2.00%, 4/1/41

     106,188        89,172  

2.00%, 8/1/41

     181,429        152,191  

1.50%, 12/1/41

     64,524        51,954  

2.00%, 12/1/41

     21,322        18,006  

1.50%, 1/1/42

     65,339        52,665  

2.00%, 1/1/42

     42,798        35,820  

2.50%, 1/1/42

     20,578        17,821  

3.50%, 3/1/42

     22,337        20,582  

3.50%, 6/1/42

     264,071        243,008  

3.00%, 7/1/43

     43,899        39,126  

3.00%, 8/1/43

     45,977        40,924  

4.00%, 12/1/43

     7,866        7,443  

3.00%, 1/1/44

     45,606        40,645  

3.50%, 9/1/44

     34,506        31,696  

4.00%, 9/1/44

     20,941        19,768  

3.50%, 1/1/45

     50,115        45,856  

4.50%, 7/1/45

     12,930        12,642  

3.50%, 8/1/45

     22,149        20,202  

3.50%, 9/1/45

     27,632        25,181  

4.00%, 11/1/45

     14,878        14,024  

3.00%, 1/1/46

     179,998        158,265  

3.50%, 3/1/46

     14,920        13,590  

3.50%, 4/1/46

     59,691        54,217  

3.50%, 5/1/46

     6,502        5,905  

3.00%, 9/1/46

     278,461        244,757  

4.50%, 9/1/46

     31,787        30,875  

3.00%, 11/1/46

     29,952        26,310  

4.00%, 11/1/46

     8,415        7,913  

3.00%, 2/1/47

     242,587        213,106  

3.50%, 2/1/47

     63,765        57,917  

4.00%, 2/1/47

     7,005        6,587  

4.50%, 4/1/47

     6,442        6,221  

3.50%, 5/1/47

     6,487        5,891  

3.50%, 7/1/47

     78,010        71,787  

4.00%, 7/1/47

     38,342        35,929  

3.50%, 8/1/47

     37,526        34,078  

4.00%, 8/1/47

     15,880        14,894  

3.50%, 10/1/47

     9,433        8,567  

3.50%, 11/1/47

     130,123        118,550  

4.00%, 2/1/48

     14,104        13,228  

4.00%, 7/1/48

     65,238        61,374  

5.00%, 3/1/49

     25,085        24,762  

3.50%, 7/1/49

     23,323        21,080  

3.50%, 8/1/49

     148,715        134,196  

4.00%, 8/1/49

     51,471        48,082  

2.50%, 9/1/49

     83,764        69,776  

3.00%, 10/1/49

     79,469        68,943  

5.00%, 10/1/49

     9,315        9,195  

3.00%, 12/1/49

     273,776        238,410  

3.00%, 2/1/50

     49,684        43,233  

3.00%, 4/1/50

     80,834        70,541  

3.50%, 4/1/50

     99,286        89,888  

4.00%, 5/1/50

     63,471        59,472  

2.50%, 6/1/50

     165,791        138,197  

3.00%, 6/1/50

     90,838        78,850  

2.50%, 7/1/50

     233,786        195,019  

2.00%, 8/1/50

     491,719        390,501  

2.50%, 8/1/50

     147,018        122,737  

 

See Notes to Financial Statements.

 

WisdomTree Trust      51  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.50%, 11/1/50

   $ 58,983      $ 44,142  

2.00%, 11/1/50

     54,432        43,106  

1.50%, 12/1/50

     40,113        30,096  

2.00%, 12/1/50

     203,772        161,310  

1.50%, 1/1/51

     40,207        30,107  

2.00%, 1/1/51

     255,462        202,150  

2.50%, 1/1/51

     62,420        51,643  

3.00%, 1/1/51

     78,975        68,223  

4.50%, 1/1/51

     41,334        39,721  

1.50%, 2/1/51

     79,203        59,394  

2.00%, 3/1/51

     117,937        93,963  

2.50%, 3/1/51

     98,302        81,299  

1.50%, 4/1/51

     249,061        186,244  

2.00%, 4/1/51

     94,919        75,113  

2.00%, 5/1/51

     178,207        140,883  

2.50%, 5/1/51

     460,387        378,604  

3.00%, 7/1/51

     249,169        215,997  

2.50%, 9/1/51

     187,060        154,189  

2.00%, 10/1/51

     535,130        421,924  

2.50%, 10/1/51

     129,751        108,395  

2.00%, 12/1/51

     453,552        359,636  

2.50%, 12/1/51

     120,283        99,034  

2.00%, 1/1/52

     137,663        108,523  

2.50%, 2/1/52

     264,616        219,097  

3.50%, 2/1/52

     96,569        86,338  

2.00%, 4/1/52

     457,317        359,710  

2.50%, 4/1/52

     166,622        138,059  

3.00%, 4/1/52

     58,445        50,041  

3.00%, 5/1/52

     274,692        235,172  

3.50%, 5/1/52

     86,894        77,529  

3.00%, 6/1/52

     67,889        58,447  

4.00%, 6/1/52

     265,356        245,217  

4.00%, 7/1/52

     37,043        34,076  

5.00%, 7/1/52

     89,594        87,790  

3.00%, 8/1/52

     69,724        59,682  

4.50%, 9/1/52

     181,305        171,726  

5.00%, 9/1/52

     45,372        44,186  

4.00%, 10/1/52

     48,323        44,499  

4.50%, 11/1/52

     176,860        167,392  

4.50%, 1/1/53

     23,721        22,451  

3.50%, 2/1/53

     65,620        58,962  

5.00%, 4/1/53

     341,192        331,030  

5.00%, 5/1/53

     167,105        162,128  

5.50%, 6/1/53

     328,273        324,682  

5.00%, 7/1/53

     215,731        209,306  

5.50%, 9/1/53

     443,935        439,078  

6.00%, 9/1/53

     143,011        143,628  

6.50%, 10/1/53

     166,795        169,742  

6.00%, 12/1/53

     244,247        245,776  

6.50%, 3/1/54

     75,000        76,325  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     13,413,594  
Federal National Mortgage Association – 11.9%

 

0.63%, 4/22/25

     100,000        95,257  

4.00%, 9/1/25

     2,509        2,472  

5.50%, 10/1/25

     5,942        5,902  

2.13%, 4/24/26

     25,000        23,778  

4.00%, 7/1/26

     401        396  

1.88%, 9/24/26

     74,000        69,360  

3.50%, 10/1/26

   15,493      15,098  

3.00%, 11/1/26

     6,528        6,325  

3.50%, 12/1/26

     1,722        1,681  

3.00%, 2/1/27

     20,499        19,971  

3.00%, 6/1/27

     17,449        16,973  

3.00%, 9/1/27

     8,764        8,506  

2.50%, 8/1/28

     8,435        8,079  

3.00%, 9/1/28

     7,410        7,160  

3.00%, 11/1/28

     4,684        4,525  

7.25%, 5/15/30

     50,000        57,884  

3.50%, 4/1/31

     12,624        12,148  

2.50%, 6/1/31

     8,864        8,291  

2.50%, 7/1/31

     9,311        8,699  

3.00%, 8/1/31

     56,539        54,018  

2.50%, 10/1/31

     208,811        194,949  

3.50%, 11/1/31

     19,395        18,883  

2.50%, 4/1/32

     11,806        11,054  

2.50%, 9/1/32

     34,061        31,865  

3.00%, 9/1/32

     14,394        13,712  

3.00%, 10/1/32

     16,431        15,502  

3.50%, 1/1/33

     9,301        8,912  

3.50%, 2/1/33

     20,842        20,035  

3.00%, 6/1/33

     56,191        52,578  

5.00%, 10/1/33

     69,371        69,393  

6.00%, 2/1/34

     23,388        24,184  

4.00%, 3/1/34

     10,026        9,839  

3.00%, 6/1/34

     6,091        5,693  

4.00%, 8/1/34

     6,778        6,551  

3.00%, 1/1/35

     7,610        7,113  

2.50%, 8/1/35

     35,893        33,132  

2.00%, 9/1/35

     138,927        123,611  

1.50%, 10/1/35

     34,867        30,167  

2.00%, 10/1/35

     78,518        69,852  

1.50%, 12/1/35

     134,689        116,491  

2.00%, 12/1/35

     209,840        186,551  

3.50%, 1/1/36

     7,127        6,742  

1.50%, 3/1/36

     95,718        82,887  

2.00%, 3/1/36

     15,220        13,506  

1.50%, 4/1/36

     167,256        144,745  

3.00%, 4/1/36

     15,045        13,927  

2.00%, 6/1/36

     72,541        64,480  

3.00%, 6/1/36

     36,059        33,320  

3.50%, 7/1/36

     17,469        16,508  

2.00%, 9/1/36

     23,109        20,414  

3.00%, 9/1/36

     74,050        68,359  

2.00%, 10/1/36

     228,698        202,028  

1.50%, 11/1/36

     139,849        120,847  

2.00%, 11/1/36

     165,859        146,236  

2.50%, 12/1/36

     47,093        42,817  

2.00%, 1/1/37

     19,688        17,412  

2.50%, 1/1/37

     59,785        54,318  

2.00%, 2/1/37

     159,678        141,035  

3.00%, 4/1/37

     49,003        46,259  

3.50%, 5/1/37

     34,504        32,835  

2.00%, 6/1/37

     93,209        82,289  

3.50%, 7/1/37

     15,712        14,787  

1.50%, 8/1/37

     90,311        78,012  

2.00%, 8/1/37

     55,392        48,839  

5.50%, 8/1/37

     144,306        147,051  

 

See Notes to Financial Statements.

 

52   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.00%, 9/1/37

   $ 44,747      $ 41,555  

4.00%, 10/1/37

     19,915        19,201  

3.50%, 4/1/38

     8,883        8,349  

4.50%, 9/1/39

     8,148        7,971  

3.00%, 12/1/39

     27,338        24,557  

4.50%, 8/1/40

     16,210        15,829  

2.00%, 9/1/40

     48,955        41,384  

2.50%, 9/1/40

     50,331        43,984  

4.50%, 9/1/40

     156,689        153,011  

5.50%, 9/1/40

     28,965        29,598  

2.00%, 11/1/40

     16,512        13,894  

2.50%, 12/1/40

     28,084        24,489  

3.50%, 2/1/41

     154,029        141,750  

2.00%, 3/1/41

     18,561        15,577  

2.00%, 5/1/41

     62,248        52,211  

1.50%, 6/1/41

     40,449        32,689  

2.50%, 10/1/41

     100,037        86,540  

2.00%, 11/1/41

     165,631        138,700  

3.00%, 2/1/42

     20,361        18,142  

2.50%, 5/1/42

     43,853        37,819  

3.50%, 6/1/42

     5,542        5,100  

3.00%, 1/1/43

     49,167        43,785  

3.00%, 4/1/43

     36,657        32,628  

3.00%, 5/1/43

     30,454        27,111  

3.00%, 6/1/43

     59,654        53,104  

4.00%, 6/1/43

     3,555        3,372  

3.00%, 8/1/43

     267,235        237,865  

3.00%, 9/1/43

     42,621        37,939  

4.00%, 11/1/43

     6,404        6,052  

4.00%, 2/1/44

     47,370        44,769  

4.50%, 2/1/44

     63,638        61,863  

4.50%, 4/1/44

     66,659        65,567  

4.00%, 9/1/44

     31,757        29,939  

4.00%, 12/1/44

     71,146        67,275  

3.50%, 2/1/45

     53,832        49,538  

5.00%, 2/1/45

     27,867        27,836  

3.50%, 4/1/45

     34,406        31,340  

3.50%, 6/1/45

     56,952        52,000  

4.00%, 6/1/45

     24,480        23,134  

3.50%, 8/1/45

     31,923        29,078  

3.50%, 12/1/45

     32,007        29,155  

3.50%, 2/1/46

     16,136        14,698  

3.50%, 4/1/46

     5,604        5,090  

3.00%, 5/1/46

     37,252        32,723  

3.50%, 5/1/46

     12,245        11,122  

3.50%, 6/1/46

     64,305        58,407  

4.00%, 7/1/46

     9,105        8,550  

3.00%, 9/1/46

     20,662        18,150  

4.00%, 10/1/46

     10,022        9,410  

2.50%, 11/1/46

     7,666        6,490  

3.00%, 11/1/46

     209,799        184,310  

3.50%, 12/1/46

     59,914        54,549  

3.50%, 1/1/47

     60,687        55,121  

4.00%, 1/1/47

     70,526        66,239  

4.00%, 2/1/47

     7,912        7,430  

4.00%, 3/1/47

     43,235        40,514  

4.00%, 5/1/47

     19,124        17,922  

3.50%, 7/1/47

     74,332        67,417  

4.00%, 8/1/47

     131,076        123,013  

3.50%, 9/1/47

   69,065      63,060  

3.50%, 11/1/47

     8,134        7,378  

3.00%, 12/1/47

     48,554        42,651  

3.50%, 1/1/48

     85,615        77,965  

4.00%, 1/1/48

     45,701        42,825  

4.00%, 4/1/48

     170,449        159,811  

4.50%, 5/1/48

     14,567        14,013  

4.50%, 6/1/48

     170,392        163,911  

4.50%, 7/1/48

     23,195        22,314  

4.00%, 9/1/48

     63,834        59,851  

4.00%, 11/1/48

     160,196        150,117  

5.00%, 5/1/49

     33,350        32,919  

4.00%, 6/1/49

     105,051        98,441  

4.50%, 7/1/49

     11,835        11,385  

3.00%, 9/1/49

     98,522        85,988  

4.00%, 9/1/49

     82,205        76,865  

3.00%, 10/1/49

     67,743        58,948  

4.00%, 10/1/49

     9,047        8,451  

3.50%, 11/1/49

     132,121        119,732  

5.00%, 11/1/49

     33,628        33,183  

2.50%, 1/1/50

     52,985        44,137  

3.50%, 1/1/50

     75,628        68,244  

4.50%, 1/1/50

     28,374        27,267  

3.00%, 3/1/50

     112,113        97,849  

4.00%, 3/1/50

     54,364        50,876  

4.50%, 3/1/50

     59,372        57,122  

5.00%, 3/1/50

     90,764        89,580  

3.00%, 4/1/50

     82,023        71,073  

3.50%, 4/1/50

     136,176        123,188  

3.50%, 5/1/50

     108,437        98,038  

4.00%, 5/1/50

     42,471        39,470  

2.50%, 6/1/50

     198,443        164,549  

2.50%, 7/1/50

     166,620        138,267  

3.00%, 7/1/50

     117,156        101,497  

2.00%, 8/1/50

     196,641        156,812  

2.50%, 8/1/50

     86,745        71,876  

3.00%, 8/1/50

     26,899        23,499  

2.00%, 9/1/50

     1,157,355        918,789  

2.50%, 9/1/50

     261,347        219,581  

2.00%, 10/1/50

     304,101        243,081  

1.50%, 11/1/50

     150,337        112,632  

2.50%, 11/1/50

     149,104        124,761  

1.50%, 12/1/50

     314,042        235,216  

2.00%, 12/1/50

     1,058,304        840,303  

3.00%, 12/1/50

     54,390        47,002  

1.50%, 1/1/51

     36,128        27,053  

1.50%, 2/1/51

     32,695        24,476  

2.50%, 2/1/51

     657,319        546,948  

1.50%, 3/1/51

     151,547        113,530  

2.00%, 3/1/51

     1,149,460        919,071  

2.00%, 4/1/51

     304,504        241,587  

2.50%, 5/1/51

     591,647        489,023  

2.50%, 6/1/51

     277,103        230,906  

3.00%, 7/1/51

     205,236        177,142  

2.50%, 8/1/51

     617,622        509,282  

2.00%, 9/1/51

     410,734        323,713  

2.50%, 9/1/51

     149,294        122,756  

3.50%, 9/1/51

     47,364        42,382  

2.00%, 10/1/51

     528,517        416,542  

 

See Notes to Financial Statements.

 

WisdomTree Trust      53  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.50%, 11/1/51

   $ 67,545      $ 50,501  

3.00%, 11/1/51

     105,070        90,559  

2.00%, 12/1/51

     657,979        518,166  

2.50%, 12/1/51

     183,797        152,982  

3.00%, 12/1/51

     100,772        86,249  

2.00%, 1/1/52

     462,497        364,078  

2.50%, 1/1/52

     169,340        141,383  

2.00%, 2/1/52

     107,325        84,607  

2.50%, 2/1/52

     263,468        218,145  

2.50%, 3/1/52

     309,264        255,742  

1.50%, 4/1/52

     22,850        17,077  

2.50%, 4/1/52

     347,299        287,910  

3.00%, 5/1/52

     55,569        47,574  

3.50%, 6/1/52

     136,434        121,819  

2.50%, 7/1/52

     137,733        113,252  

4.00%, 9/1/52

     135,324        124,486  

5.00%, 9/1/52

     44,749        43,468  

3.00%, 10/1/52

     188,037        160,925  

4.50%, 10/1/52

     127,536        120,708  

4.00%, 11/1/52

     94,647        87,067  

4.50%, 11/1/52

     182,574        173,285  

5.50%, 11/1/52

     23,117        22,923  

5.00%, 12/1/52

     48,937        47,544  

5.50%, 12/1/52

     121,891        120,758  

5.00%, 1/1/53

     32,859        31,900  

4.00%, 2/1/53

     94,143        86,603  

5.00%, 2/1/53

     121,631        118,037  

5.50%, 4/1/53

     33,068        32,708  

4.50%, 7/1/53

     111,444        105,470  

5.50%, 7/1/53

     23,736        23,476  

5.00%, 8/1/53

     24,385        23,659  

6.00%, 9/1/53

     23,964        24,067  
     

 

 

 
Total Federal National Mortgage Association

 

     19,379,154  
Government National Mortgage Association – 6.4%

 

2.50%, 7/20/28

     25,487        24,368  

2.00%, 5/20/36

     32,244        28,218  

5.00%, 2/20/43

     17,118        17,166  

5.00%, 4/20/44

     38,734        38,880  

3.50%, 7/20/44

     43,709        40,358  

4.00%, 7/20/44

     86,801        82,512  

5.00%, 7/20/44

     6,683        6,708  

5.00%, 8/20/44

     6,192        6,215  

3.00%, 9/20/44

     27,084        24,197  

4.50%, 9/20/44

     23,053        22,513  

3.50%, 10/20/44

     244,186        225,461  

3.00%, 1/20/45

     9,807        8,762  

4.00%, 4/20/45

     58,124        55,252  

3.00%, 7/20/45

     71,730        63,976  

3.00%, 12/20/45

     55,451        49,457  

3.50%, 12/20/45

     13,091        12,042  

4.50%, 12/20/45

     22,000        21,485  

3.50%, 1/20/46

     52,656        48,437  

3.00%, 5/20/46

     174,077        154,976  

4.00%, 7/20/46

     63,798        60,283  

2.50%, 10/20/46

     51,385        44,218  

3.00%, 12/20/46

     6,273        5,585  

4.00%, 12/20/46

     14,474        13,677  

4.00%, 1/20/47

     12,817        12,111  

4.50%, 1/20/47

   16,979      16,545  

3.00%, 2/20/47

     198,636        176,840  

3.50%, 2/20/47

     47,771        43,864  

3.50%, 3/20/47

     43,654        39,965  

3.50%, 4/20/47

     23,447        21,465  

4.00%, 4/20/47

     68,949        65,067  

3.00%, 5/20/47

     27,677        24,616  

4.00%, 7/20/47

     63,754        60,165  

4.00%, 8/20/47

     13,309        12,560  

3.50%, 9/20/47

     37,178        34,036  

4.50%, 10/20/47

     5,867        5,698  

3.50%, 1/20/48

     149,838        137,175  

4.00%, 1/20/48

     25,528        24,091  

3.00%, 2/20/48

     115,737        102,936  

3.50%, 2/20/48

     133,667        122,372  

3.50%, 3/20/48

     12,961        11,865  

3.50%, 4/20/48

     22,938        21,000  

3.50%, 6/20/48

     38,440        35,192  

3.50%, 7/20/48

     32,900        30,115  

4.00%, 9/20/48

     20,390        19,226  

4.50%, 9/20/48

     11,613        11,249  

3.50%, 10/20/48

     156,069        142,859  

4.50%, 1/20/49

     11,757        11,388  

3.50%, 3/20/49

     5,808        5,316  

4.00%, 3/20/49

     20,854        19,663  

4.50%, 3/20/49

     5,465        5,294  

5.00%, 3/20/49

     10,197        10,114  

4.00%, 4/20/49

     8,787        8,279  

4.50%, 4/20/49

     30,911        29,942  

4.50%, 6/20/49

     35,939        34,813  

3.50%, 7/20/49

     32,379        29,585  

3.50%, 8/20/49

     19,030        17,386  

3.00%, 9/20/49

     51,498        45,620  

3.00%, 10/20/49

     201,315        178,065  

4.00%, 10/20/49

     24,078        22,688  

2.50%, 11/20/49

     36,040        30,689  

3.00%, 1/20/50

     5,812        5,142  

3.50%, 1/20/50

     4,170        3,807  

4.50%, 1/20/50

     8,409        8,145  

4.00%, 2/20/50

     36,505        34,397  

3.00%, 5/20/50

     22,275        19,663  

2.50%, 6/20/50

     29,615        25,135  

3.00%, 6/20/50

     41,506        36,663  

3.50%, 7/20/50

     107,352        97,988  

5.00%, 7/20/50

     40,046        39,883  

2.00%, 8/20/50

     120,948        98,760  

2.50%, 8/20/50

     191,008        161,221  

3.00%, 8/20/50

     57,821        51,049  

3.00%, 9/20/50

     174,722        154,099  

4.00%, 9/20/50

     34,514        32,521  

4.50%, 9/20/50

     45,155        43,740  

2.00%, 11/20/50

     428,512        349,601  

2.50%, 11/20/50

     247,759        209,890  

3.00%, 11/20/50

     66,566        58,682  

2.00%, 12/20/50

     170,073        138,715  

2.50%, 12/20/50

     280,392        237,448  

2.00%, 3/20/51

     250,946        204,556  

2.50%, 3/20/51

     408,925        346,740  

2.50%, 4/20/51

     175,749        148,990  

 

See Notes to Financial Statements.

 

54   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.00%, 6/20/51

   $ 76,458      $ 62,288  

3.00%, 7/20/51

     63,591        55,851  

2.50%, 8/20/51

     189,191        160,245  

3.00%, 8/20/51

     93,095        81,743  

1.50%, 9/20/51

     41,782        32,367  

2.00%, 9/20/51

     423,581        344,883  

2.50%, 9/20/51

     321,124        271,933  

3.00%, 9/20/51

     262,639        230,551  

2.00%, 10/20/51

     131,928        107,396  

2.00%, 11/20/51

     556,418        452,868  

2.50%, 11/20/51

     252,609        213,819  

2.50%, 1/20/52

     85,628        72,463  

2.00%, 2/20/52

     21,833        17,769  

2.50%, 2/20/52

     159,990        135,363  

2.00%, 3/20/52

     48,704        39,630  

2.50%, 3/20/52

     174,650        147,790  

4.50%, 7/20/52

     402,004        384,875  

4.00%, 8/20/52

     46,297        43,085  

4.00%, 9/20/52

     167,722        156,085  

4.50%, 9/20/52

     46,434        44,408  

3.50%, 12/20/52

     47,554        42,997  

4.00%, 12/20/52

     71,428        66,472  

5.00%, 2/20/53

     214,087        209,249  

4.50%, 5/20/53

     48,857        46,661  

6.00%, 7/20/53

     195,490        196,503  

3.50%, 3/20/54(b)

     100,000        90,457  

5.00%, 3/20/54(b)

     325,000        317,530  

5.50%, 3/20/54(b)

     525,000        521,630  

6.00%, 3/20/54(b)

     200,000        201,045  

6.50%, 3/20/54(b)

     250,000        253,503  

7.00%, 3/20/54(b)

     100,000        102,010  

5.50%, 4/20/54(b)

     50,000        49,664  

6.00%, 4/20/54(b)

     50,000        50,229  
     

 

 

 
Total Government National Mortgage Association

 

     10,384,797  
Tennessee Valley Authority – 0.1%

 

5.25%, 9/15/39

     70,000        72,763  

4.25%, 9/15/52

     30,000        26,732  
     

 

 

 
Total Tennessee Valley Authority

 

     99,495  
Uniform Mortgage-Backed Securities – 1.5%

 

2.00%, 3/1/39(b)

     50,000        44,104  

2.50%, 3/1/39(b)

     50,000        45,335  

4.50%, 3/1/39(b)

     25,000        24,478  

5.00%, 3/1/39(b)

     50,000        49,611  

5.50%, 4/1/39(b)

     25,000        25,031  

1.50%, 3/1/54(b)

     50,000        37,307  

2.00%, 3/1/54(b)

     175,000        137,549  

2.50%, 3/1/54(b)

     300,000        246,442  

3.50%, 3/1/54(b)

     225,000        200,235  

4.00%, 3/1/54(b)

     125,000        115,016  

5.50%, 3/1/54(b)

     175,000        173,115  

6.00%, 3/1/54(b)

     575,000        577,488  

6.50%, 3/1/54(b)

     450,000        457,968  

7.00%, 3/1/54(b)

     200,000        205,304  

5.00%, 4/1/54(b)

     25,000        24,266  

6.00%, 4/1/54(b)

     50,000        50,209  

6.50%, 4/1/54(b)

     50,000        50,876  

7.00%, 4/1/54(b)

   50,000      51,314  
     

 

 

 
Total Uniform Mortgage-Backed Securities

 

     2,515,648  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $51,374,740)

 

 

     46,674,462  
U.S. GOVERNMENT OBLIGATIONS – 42.1%

 

U.S. Treasury Bonds – 8.2%

 

6.88%, 8/15/25

     35,000        36,108  

4.38%, 5/15/40

     50,000        49,836  

1.13%, 8/15/40

     405,000        247,651  

3.88%, 8/15/40

     60,000        56,138  

1.38%, 11/15/40

     640,000        406,700  

1.88%, 2/15/41

     1,045,000        720,560  

4.75%, 2/15/41

     25,000        25,939  

2.25%, 5/15/41

     825,000        602,701  

1.75%, 8/15/41

     140,000        93,319  

3.75%, 8/15/41

     165,000        150,588  

2.00%, 11/15/41

     725,000        502,232  

3.13%, 11/15/41

     505,000        420,649  

2.38%, 2/15/42

     775,000        569,988  

3.00%, 5/15/42

     100,000        81,094  

3.25%, 5/15/42

     710,000        597,509  

2.75%, 8/15/42

     250,000        194,570  

4.00%, 11/15/42

     285,000        266,208  

3.88%, 5/15/43

     175,000        160,084  

4.38%, 8/15/43

     225,000        220,395  

4.75%, 11/15/43

     120,000        123,544  

4.50%, 2/15/44

     500,000        500,039  

2.50%, 2/15/45

     165,000        119,677  

2.50%, 2/15/46

     480,000        344,663  

2.50%, 5/15/46

     595,000        426,169  

2.25%, 8/15/46

     415,000        282,070  

2.88%, 11/15/46

     70,000        53,594  

3.00%, 2/15/47

     100,000        78,188  

3.00%, 5/15/47

     205,000        160,044  

2.75%, 8/15/47

     355,000        264,059  

3.00%, 8/15/48

     280,000        217,350  

3.00%, 2/15/49

     235,000        182,180  

2.88%, 5/15/49

     430,000        325,288  

2.25%, 8/15/49

     80,000        53,025  

2.38%, 11/15/49

     340,000        231,413  

2.00%, 2/15/50

     75,000        46,729  

1.25%, 5/15/50

     390,000        198,230  

1.38%, 8/15/50

     425,000        223,258  

1.63%, 11/15/50

     450,000        252,914  

2.38%, 5/15/51

     850,000        574,148  

1.88%, 11/15/51

     1,105,000        659,115  

2.88%, 5/15/52

     550,000        414,520  

3.00%, 8/15/52

     275,000        212,781  

4.00%, 11/15/52

     525,000        491,900  

3.63%, 2/15/53

     500,000        437,461  

3.63%, 5/15/53

     425,000        372,174  

4.13%, 8/15/53

     150,000        143,742  

4.75%, 11/15/53

     180,000        191,672  

4.25%, 2/15/54

     300,000        294,492  
     

 

 

 
Total U.S. Treasury Bonds

 

     13,276,708  

 

See Notes to Financial Statements.

 

WisdomTree Trust      55  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
U.S. Treasury Notes – 33.9%

 

1.75%, 3/15/25

   $ 295,000      $ 285,240  

0.50%, 3/31/25

     250,000        238,262  

2.63%, 3/31/25

     500,000        487,578  

3.88%, 3/31/25

     600,000        592,875  

2.63%, 4/15/25

     285,000        277,736  

3.88%, 4/30/25

     400,000        395,172  

2.88%, 5/31/25

     90,000        87,810  

2.88%, 6/15/25

     480,000        467,972  

0.25%, 6/30/25

     250,000        235,293  

0.25%, 7/31/25

     450,000        422,051  

2.88%, 7/31/25

     450,000        438,029  

2.00%, 8/15/25

     605,000        581,249  

3.13%, 8/15/25

     445,000        434,501  

0.25%, 8/31/25

     600,000        560,906  

2.75%, 8/31/25

     205,000        198,926  

3.50%, 9/15/25

     440,000        431,595  

0.25%, 9/30/25

     600,000        559,043  

0.25%, 10/31/25

     730,000        678,016  

2.25%, 11/15/25

     515,000        494,289  

0.38%, 11/30/25

     395,000        366,517  

2.88%, 11/30/25

     260,000        252,073  

0.38%, 12/31/25

     695,000        643,051  

2.63%, 12/31/25

     235,000        226,633  

0.38%, 1/31/26

     755,000        696,281  

2.63%, 1/31/26

     340,000        327,542  

4.25%, 1/31/26

     360,000        357,342  

0.50%, 2/28/26

     670,000        617,787  

2.50%, 2/28/26

     600,000        576,023  

4.63%, 2/28/26

     800,000        799,953  

4.63%, 3/15/26

     250,000        250,029  

0.75%, 3/31/26

     865,000        799,922  

2.25%, 3/31/26

     515,000        491,322  

3.75%, 4/15/26

     180,000        176,977  

0.75%, 4/30/26

     745,000        686,826  

1.63%, 5/15/26

     555,000        521,028  

0.75%, 5/31/26

     700,000        643,645  

2.13%, 5/31/26

     145,000        137,552  

0.88%, 6/30/26

     350,000        322,109  

1.88%, 6/30/26

     245,000        230,893  

0.63%, 7/31/26

     380,000        346,527  

1.88%, 7/31/26

     255,000        239,760  

1.50%, 8/15/26

     700,000        651,438  

0.75%, 8/31/26

     490,000        447,068  

1.38%, 8/31/26

     235,000        217,816  

0.88%, 9/30/26

     120,000        109,617  

1.13%, 10/31/26

     630,000        577,557  

1.63%, 10/31/26

     190,000        176,544  

1.25%, 11/30/26

     480,000        440,625  

1.63%, 11/30/26

     240,000        222,675  

1.25%, 12/31/26

     465,000        426,147  

1.75%, 12/31/26

     255,000        237,001  

4.00%, 1/15/27

     160,000        158,131  

1.50%, 1/31/27

     590,000        543,238  

2.25%, 2/15/27

     505,000        474,917  

4.13%, 2/15/27

     700,000        694,230  

1.13%, 2/28/27

     150,000        136,313  

1.88%, 2/28/27

     450,000        418,166  

2.75%, 4/30/27

   300,000      285,492  

2.38%, 5/15/27

     230,000        216,263  

0.50%, 5/31/27

     500,000        441,699  

0.50%, 6/30/27

     300,000        264,281  

0.38%, 7/31/27

     685,000        598,893  

0.50%, 8/31/27

     710,000        621,832  

0.38%, 9/30/27

     765,000        664,982  

0.50%, 10/31/27

     955,000        831,559  

2.25%, 11/15/27

     385,000        357,569  

0.63%, 11/30/27

     860,000        750,451  

0.63%, 12/31/27

     1,030,000        896,181  

0.75%, 1/31/28

     520,000        453,558  

2.75%, 2/15/28

     800,000        754,344  

1.13%, 2/29/28

     500,000        441,816  

1.25%, 3/31/28

     800,000        709,031  

1.25%, 4/30/28

     695,000        614,505  

2.88%, 5/15/28

     460,000        434,736  

1.25%, 5/31/28

     580,000        511,714  

1.25%, 6/30/28

     525,000        462,205  

1.00%, 7/31/28

     400,000        347,469  

4.13%, 7/31/28

     175,000        173,797  

1.13%, 8/31/28

     565,000        492,411  

1.38%, 10/31/28

     375,000        329,326  

3.13%, 11/15/28

     560,000        532,569  

1.50%, 11/30/28

     505,000        445,307  

4.38%, 11/30/28

     315,000        316,390  

1.38%, 12/31/28

     190,000        166,168  

4.00%, 1/31/29

     365,000        360,822  

2.63%, 2/15/29

     660,000        611,609  

1.88%, 2/28/29

     485,000        433,185  

4.25%, 2/28/29

     395,000        395,062  

2.38%, 3/31/29

     515,000        470,742  

2.88%, 4/30/29

     480,000        449,250  

2.38%, 5/15/29

     530,000        483,625  

2.75%, 5/31/29

     460,000        427,387  

3.25%, 6/30/29

     305,000        290,191  

2.63%, 7/31/29

     415,000        382,367  

1.63%, 8/15/29

     700,000        612,582  

3.13%, 8/31/29

     475,000        448,393  

3.88%, 9/30/29

     395,000        387,223  

3.50%, 1/31/30

     500,000        479,863  

1.50%, 2/15/30

     875,000        748,843  

3.63%, 3/31/30

     500,000        482,676  

3.50%, 4/30/30

     200,000        191,656  

0.63%, 5/15/30

     525,000        421,661  

3.75%, 6/30/30

     300,000        291,270  

4.00%, 7/31/30

     106,000        104,373  

0.63%, 8/15/30

     1,180,000        939,713  

4.13%, 8/31/30

     275,000        272,572  

4.63%, 9/30/30

     300,000        305,930  

4.88%, 10/31/30

     175,000        180,975  

0.88%, 11/15/30

     225,000        181,178  

4.00%, 1/31/31

     245,000        241,076  

1.13%, 2/15/31

     900,000        734,063  

4.25%, 2/28/31

     700,000        699,289  

1.63%, 5/15/31

     275,000        230,570  

1.38%, 11/15/31

     800,000        649,625  

1.88%, 2/15/32

     890,000        747,600  

2.88%, 5/15/32

     870,000        786,602  

 

See Notes to Financial Statements.

 

56   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.75%, 8/15/32

   $ 930,000      $ 830,461  

4.13%, 11/15/32

     615,000        608,610  

3.50%, 2/15/33

     425,000        401,027  

3.38%, 5/15/33

     810,000        755,895  

3.88%, 8/15/33

     660,000        640,406  

4.50%, 11/15/33

     675,000        687,920  

4.00%, 2/15/34

     260,000        254,942  
     

 

 

 
Total U.S. Treasury Notes

 

     55,243,600  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $70,108,982)

 

 

     68,520,308  
CORPORATE BONDS – 24.7%

 

Australia – 0.1%

 

BHP Billiton Finance USA Ltd.
5.25%, 9/8/33

     10,000        10,049  

5.00%, 9/30/43

     23,000        22,028  

Westpac Banking Corp.
5.51%, 11/17/25

     10,000        10,080  

3.35%, 3/8/27

     23,000        22,004  

5.54%, 11/17/28

     10,000        10,242  

4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year Secured Overnight Financing Rate Spread-Adjusted ICE Swap Rate + 2.236% thereafter)(c)

     10,000        9,606  

2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(c)

     30,000        24,473  

4.42%, 7/24/39

     10,000        8,686  
     

 

 

 
Total Australia

 

     117,168  
Austria – 0.0%

 

Suzano Austria GmbH
3.75%, 1/15/31

     41,000        35,877  
Belgium – 0.2%

 

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

     45,000        43,881  

4.70%, 2/1/36

     135,000        129,335  

Anheuser-Busch InBev Worldwide, Inc.
4.90%, 1/23/31

     40,000        40,237  

4.60%, 4/15/48

     94,000        84,536  

4.50%, 6/1/50

     75,000        67,661  
     

 

 

 
Total Belgium

 

     365,650  
Brazil – 0.0%

 

Vale Overseas Ltd.
6.13%, 6/12/33

     20,000        20,211  

6.88%, 11/21/36

     10,000        10,720  
     

 

 

 
Total Brazil

 

     30,931  
Canada – 0.7%

 

Bank of Montreal
3.70%, 6/7/25

     80,000        78,394  

5.92%, 9/25/25

     10,000        10,105  

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

     205,000        188,834  

Bank of Nova Scotia
5.45%, 6/12/25

   10,000      10,008  

2.15%, 8/1/31

     50,000        40,872  

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

     25,000        24,659  

4.70%, 9/20/47

     3,000        2,549  

Canadian National Railway Co.
2.75%, 3/1/26

     8,000        7,677  

3.85%, 8/5/32

     75,000        69,102  

4.40%, 8/5/52

     25,000        22,078  

Canadian Natural Resources Ltd.
3.85%, 6/1/27

     18,000        17,246  

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

     35,000        33,537  

4.95%, 8/15/45

     65,000        59,739  

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

     5,000        5,425  

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

     11,000        10,763  

4.00%, 11/15/49

     70,000        54,330  

6.70%, 11/15/53

     10,000        11,168  

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

     15,000        14,590  

Nutrien Ltd.
2.95%, 5/13/30(d)

     40,000        35,416  

5.63%, 12/1/40

     5,000        4,901  

5.25%, 1/15/45

     18,000        16,791  

Rogers Communications, Inc.
3.20%, 3/15/27

     100,000        94,191  

Royal Bank of Canada
5.20%, 7/20/26

     10,000        10,036  

3.88%, 5/4/32

     100,000        91,243  

Suncor Energy, Inc.
3.75%, 3/4/51

     60,000        43,651  

TELUS Corp.
2.80%, 2/16/27

     6,000        5,625  

Toronto-Dominion Bank
3.77%, 6/6/25

     20,000        19,647  

0.75%, 9/11/25

     25,000        23,431  

5.53%, 7/17/26

     15,000        15,139  

5.52%, 7/17/28

     10,000        10,165  

4.46%, 6/8/32(d)

     70,000        66,758  

TransCanada PipeLines Ltd.
4.25%, 5/15/28

     16,000        15,417  
     

 

 

 
Total Canada

 

     1,113,487  
France – 0.1%

 

Sanofi SA
3.63%, 6/19/28

     5,000        4,827  

TotalEnergies Capital International SA
3.46%, 2/19/29(d)

     70,000        65,764  

3.46%, 7/12/49

     20,000        14,975  
     

 

 

 
Total France

 

     85,566  

 

See Notes to Financial Statements.

 

WisdomTree Trust      57  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
Germany – 0.1%

 

Deutsche Bank AG

     

7.15%, 7/13/27, (7.146% fixed rate until 7/13/26; Secured Overnight Financing Rate + 2.52% thereafter)(c)

   $ 150,000      $ 154,062  

Deutsche Telekom International Finance BV
9.25%, 6/1/32(d)

     35,000        44,210  
     

 

 

 
Total Germany

 

     198,272  
Ireland – 0.1%

 

AerCap Ireland Capital DAC/AerCap Global Aviation Trust
6.15%, 9/30/30

     150,000        155,068  
Japan – 0.2%

 

Mitsubishi UFJ Financial Group, Inc.
3.78%, 3/2/25

     5,000        4,921  

4.15%, 3/7/39

     30,000        27,043  

Mizuho Financial Group, Inc.

     

2.17%, 5/22/32, (2.172% fixed rate until 5/22/31; 1-year Constant Maturity Treasury Rate + 0.87% thereafter)(c)

     103,000        83,187  

Sumitomo Mitsui Financial Group, Inc.
3.45%, 1/11/27

     25,000        23,952  

3.35%, 10/18/27

     16,000        15,097  

5.80%, 7/13/28(d)

     200,000        205,538  

3.20%, 9/17/29

     30,000        27,030  

Takeda Pharmaceutical Co. Ltd.
3.03%, 7/9/40

     25,000        18,639  

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

     2,000        1,941  
     

 

 

 
Total Japan

 

     407,348  
Mexico – 0.0%

 

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

     5,000        5,523  
Netherlands – 0.5%

 

Cooperatieve Rabobank UA
5.50%, 7/18/25

     250,000        251,185  

4.80%, 1/9/29

     250,000        247,795  

ING Groep NV

 

6.08%, 9/11/27, (6.083% fixed rate until 11/9/26; Secured Overnight Financing Rate + 1.56% thereafter)(c)

     200,000        202,454  

Shell International Finance BV
4.13%, 5/11/35

     25,000        23,133  

5.50%, 3/25/40

     27,000        27,812  

4.38%, 5/11/45

     50,000        43,718  

3.13%, 11/7/49

     66,000        46,040  
     

 

 

 
Total Netherlands

 

     842,137  
Norway – 0.2%

 

Equinor ASA
3.63%, 9/10/28

     274,000        262,284  
Spain – 0.1%

 

Banco Santander SA
5.29%, 8/18/27

     200,000        198,602  
Switzerland – 0.1%

 

Credit Suisse AG
5.00%, 7/9/27

   200,000      198,198  
United Kingdom – 1.0%

 

AstraZeneca PLC
3.38%, 11/16/25

     15,000        14,592  

4.00%, 1/17/29

     25,000        24,161  

6.45%, 9/15/37

     25,000        28,175  

4.38%, 11/16/45

     50,000        44,260  

Barclays PLC

 

5.83%, 5/9/27, (5.829% fixed rate until 5/9/26; Secured Overnight Financing Rate + 2.21% thereafter)(c)

     200,000        200,500  

3.33%, 11/24/42, (3.33% fixed rate until 11/24/41; 1-year Constant Maturity Treasury Rate + 1.30% thereafter)(c)

     200,000        144,892  

BAT Capital Corp.
3.22%, 9/6/26

     25,000        23,701  

4.39%, 8/15/37

     25,000        20,522  

3.98%, 9/25/50

     100,000        68,349  

British Telecommunications PLC
9.63%, 12/15/30

     36,000        44,070  

Diageo Capital PLC
2.13%, 4/29/32

     30,000        24,259  

GlaxoSmithKline Capital, Inc.
6.38%, 5/15/38

     50,000        56,088  

HSBC Holdings PLC
3.90%, 5/25/26

     25,000        24,233  

1.59%, 5/24/27, (1.589% fixed rate until 5/24/26; Secured Overnight Financing Rate + 1.29% thereafter)(c)

     200,000        183,150  

5.89%, 8/14/27, (5.887% fixed rate until 8/14/26; Secured Overnight Financing Rate + 1.57% thereafter)(c)

     200,000        201,358  

4.95%, 3/31/30

     175,000        171,470  

6.55%, 6/20/34, (6.547% fixed rate until 6/20/33; Secured Overnight Financing Rate + 2.98% thereafter)(c)

     200,000        203,664  

Reynolds American, Inc.
7.25%, 6/15/37

     23,000        24,516  

5.85%, 8/15/45

     10,000        9,080  

Vodafone Group PLC
4.13%, 5/30/25

     37,000        36,408  

4.38%, 2/19/43

     34,000        28,655  

5.25%, 5/30/48

     100,000        92,991  
     

 

 

 
Total United Kingdom

 

     1,669,094  
United States – 21.3%

 

3M Co.
2.88%, 10/15/27(d)

     19,000        17,602  

3.38%, 3/1/29(d)

     35,000        32,244  

3.05%, 4/15/30

     10,000        8,874  

3.63%, 10/15/47

     48,000        34,833  

Abbott Laboratories
6.15%, 11/30/37

     53,000        58,794  

4.75%, 4/15/43

     10,000        9,600  

 

See Notes to Financial Statements.

 

58   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 24,000      $ 23,520  

2.95%, 11/21/26

     65,000        61,653  

4.55%, 3/15/35

     10,000        9,594  

4.05%, 11/21/39

     125,000        109,855  

4.40%, 11/6/42

     15,000        13,452  

4.75%, 3/15/45

     2,000        1,855  

4.25%, 11/21/49

     14,000        12,064  

AEP Transmission Co. LLC
3.15%, 9/15/49

     128,000        87,694  

AES Corp.
5.45%, 6/1/28

     35,000        34,902  

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

     15,000        12,975  

3.88%, 8/15/47

     43,000        32,075  

Air Lease Corp.
3.63%, 12/1/27

     88,000        82,432  

4.63%, 10/1/28

     25,000        24,162  

Air Products & Chemicals, Inc.
4.60%, 2/8/29(d)

     50,000        49,390  

2.70%, 5/15/40

     50,000        36,003  

Aircastle Ltd.
4.25%, 6/15/26

     25,000        24,241  

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

     12,000        10,057  

3.45%, 10/1/49

     9,000        6,580  

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

     18,000        17,582  

4.90%, 12/15/30

     51,000        49,681  

1.88%, 2/1/33

     25,000        18,735  

Allstate Corp.
1.45%, 12/15/30

     20,000        15,803  

4.20%, 12/15/46

     50,000        40,972  

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

     63,000        68,850  

Alphabet, Inc.
1.10%, 8/15/30(d)

     25,000        20,248  

1.90%, 8/15/40

     20,000        13,253  

Altria Group, Inc.
4.80%, 2/14/29

     25,000        24,565  

2.45%, 2/4/32

     20,000        16,032  

3.40%, 2/4/41

     6,000        4,318  

5.38%, 1/31/44

     43,000        41,860  

Amazon.com, Inc.
5.20%, 12/3/25

     19,000        19,089  

1.20%, 6/3/27

     25,000        22,369  

2.10%, 5/12/31

     115,000        96,606  

3.60%, 4/13/32

     77,000        71,039  

3.88%, 8/22/37

     15,000        13,415  

4.05%, 8/22/47

     7,000        6,000  

4.25%, 8/22/57

     27,000        23,241  

2.70%, 6/3/60

     30,000        18,499  

4.10%, 4/13/62

     40,000        33,166  

Ameren Illinois Co.
3.80%, 5/15/28

     23,000        22,187  

1.55%, 11/15/30

     50,000        40,182  

American Express Co.
4.90%, 2/13/26

     150,000        149,559  

3.30%, 5/3/27

   10,000      9,483  

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

     10,000        9,610  

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

     15,000        14,099  

5.80%, 10/3/25

     10,000        10,099  

5.25%, 7/7/26

     10,000        10,076  

2.30%, 9/9/26

     5,000        4,691  

4.60%, 4/17/30

     50,000        48,994  

American International Group, Inc.
4.50%, 7/16/44

     18,000        15,907  

4.75%, 4/1/48

     28,000        25,593  

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

     45,000        44,129  

3.60%, 1/15/28

     58,000        54,616  

3.80%, 8/15/29

     25,000        23,158  

3.10%, 6/15/50

     10,000        6,559  

2.95%, 1/15/51

     50,000        31,709  

American University
3.67%, 4/1/49, Series 2019

     25,000        20,275  

American Water Capital Corp.

     

2.95%, 9/1/27(d)

     25,000        23,334  

3.75%, 9/1/47

     40,000        31,112  

Amgen, Inc.
5.25%, 3/2/30

     100,000        100,836  

2.30%, 2/25/31

     49,000        41,035  

4.66%, 6/15/51

     235,000        204,340  

Aon Corp.
2.80%, 5/15/30

     15,000        13,055  

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

     50,000        48,868  

Apache Corp.
5.10%, 9/1/40

     20,000        16,746  

Apple, Inc.
3.25%, 2/23/26

     75,000        72,776  

3.20%, 5/11/27

     102,000        97,374  

3.00%, 6/20/27(d)

     10,000        9,489  

1.65%, 5/11/30

     55,000        46,029  

3.35%, 8/8/32(d)

     25,000        22,714  

4.45%, 5/6/44

     18,000        16,842  

4.38%, 5/13/45

     18,000        16,431  

3.85%, 8/4/46

     11,000        9,197  

2.65%, 2/8/51

     74,000        47,773  

Ares Capital Corp.
4.25%, 3/1/25

     22,000        21,576  

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

     25,000        20,886  

Arthur J Gallagher & Co.
5.45%, 7/15/34(d)

     25,000        24,924  

5.75%, 7/15/54

     25,000        24,811  

Ascension Health
4.85%, 11/15/53

     19,000        18,277  

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

     93,000        90,688  

2.75%, 6/1/31

     43,000        36,648  

2.25%, 2/1/32

     26,000        20,863  

4.35%, 6/15/45

     231,000        193,377  

4.75%, 5/15/46

     10,000        8,767  

5.15%, 2/15/50

     25,000        22,945  

 

See Notes to Financial Statements.

 

WisdomTree Trust      59  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.55%, 9/15/55

   $ 105,000      $ 71,653  

3.80%, 12/1/57

     25,000        17,654  

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

     100,000        81,056  

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

     3,000        2,948  

3.80%, 11/15/27

     5,000        4,659  

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

     18,000        17,572  

3.63%, 4/15/25

     64,000        62,841  

4.00%, 4/15/30

     25,000        23,519  

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

     25,000        23,313  

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

     49,000        40,506  

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

     48,000        45,280  

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

     29,000        28,526  

1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c)

     13,000        12,312  

1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(c)

     135,000        125,816  

5.93%, 9/15/27, (5.933% fixed rate until 9/15/26; Secured Overnight Financing Rate + 1.34% thereafter)(c)

     10,000        10,144  

3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(c)

     117,000        109,367  

5.82%, 9/15/29, (5.819% fixed rate until 9/15/28; Secured Overnight Financing Rate + 1.57% thereafter)(c)

     20,000        20,394  

1.92%, 10/24/31, (1.922% fixed rate until 10/24/30; Secured Overnight Financing Rate + 1.37% thereafter)(c)

     285,000        230,086  

5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c)

     100,000        97,489  

5.87%, 9/15/34, (5.872% fixed rate until 9/15/33; Secured Overnight Financing Rate + 1.84% thereafter)(c)

     30,000        30,773  

4.24%, 4/24/38, (4.244% fixed rate until 4/24/37; 3-month Secured Overnight Financing Rate + 2.076% thereafter)(c)

     10,000        8,892  

7.75%, 5/14/38

     100,000        120,107  

2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(c)

     45,000        31,461  

5.00%, 1/21/44

     70,000        67,035  

4.75%, 4/21/45, Series L

     10,000        9,094  

4.44%, 1/20/48, (4.443% fixed rate until 1/20/47; 3-month Secured Overnight Financing Rate + 2.252% thereafter)(c)

     10,000        8,629  

2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing Rate + 1.88% thereafter)(c)

     5,000        3,212  

Baxalta, Inc.
4.00%, 6/23/25

   15,000      14,732  

Baxter International, Inc.
2.27%, 12/1/28

     90,000        78,930  

Becton Dickinson & Co.

     

2.82%, 5/20/30

     37,000        32,480  

4.69%, 12/15/44

     22,000        19,783  

Berkshire Hathaway Energy Co.
3.80%, 7/15/48

     36,000        27,359  

Berkshire Hathaway Finance Corp.
1.85%, 3/12/30(d)

     100,000        85,030  

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

     40,000        37,270  

Biogen, Inc.
3.15%, 5/1/50

     100,000        66,079  

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

     50,000        45,593  

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

     40,000        39,076  

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

     75,000        67,824  

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

     50,000        49,618  

Boardwalk Pipelines LP
4.45%, 7/15/27

     18,000        17,556  

3.40%, 2/15/31

     15,000        13,268  

Boeing Co.
4.88%, 5/1/25

     55,000        54,541  

2.25%, 6/15/26

     5,000        4,657  

5.15%, 5/1/30

     69,000        67,868  

3.63%, 2/1/31

     50,000        44,779  

3.83%, 3/1/59(d)

     160,000        110,971  

5.93%, 5/1/60

     30,000        28,772  

Bon Secours Mercy Health, Inc.
3.21%, 6/1/50, Series 20-2

     30,000        21,314  

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

     12,000        11,081  

Boston Properties LP
2.75%, 10/1/26

     24,000        22,227  

3.40%, 6/21/29

     75,000        66,202  

BP Capital Markets America, Inc.

     

3.41%, 2/11/26

     25,000        24,252  

3.12%, 5/4/26

     5,000        4,807  

3.59%, 4/14/27

     65,000        62,506  

4.81%, 2/13/33

     75,000        73,195  

4.89%, 9/11/33

     15,000        14,718  

3.38%, 2/8/61

     45,000        30,328  

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

     100,000        99,536  

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

     7,000        6,735  

3.90%, 2/20/28

     127,000        122,685  

3.40%, 7/26/29

     89,000        83,007  

4.13%, 6/15/39

     10,000        8,729  

4.25%, 10/26/49

     50,000        41,946  

5.65%, 2/22/64

     50,000        50,524  

 

See Notes to Financial Statements.

 

60   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Brixmor Operating Partnership LP
3.90%, 3/15/27

   $ 50,000      $ 47,684  

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

     3,000        2,901  

3.50%, 1/15/28

     5,000        4,712  

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

     70,000        65,479  

2.45%, 2/15/31(e)

     70,000        58,334  

3.75%, 2/15/51(e)

     70,000        52,389  

Bunge Ltd. Finance Corp.
1.63%, 8/17/25

     15,000        14,202  

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

     18,000        17,595  

6.15%, 5/1/37

     10,000        10,920  

5.15%, 9/1/43

     48,000        46,857  

3.90%, 8/1/46

     5,000        4,039  

5.20%, 4/15/54

     25,000        24,486  

Camden Property Trust
3.15%, 7/1/29

     6,000        5,462  

2.80%, 5/15/30(d)

     20,000        17,583  

Campbell Soup Co.
4.15%, 3/15/28(d)

     20,000        19,304  

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

     25,000        24,445  

1.88%, 11/2/27, (1.878% fixed rate until 11/2/26; Secured Overnight Financing Rate + 0.855% thereafter)(c)

     100,000        90,763  

6.31%, 6/8/29, (6.312% fixed rate until 6/8/28; Secured Overnight Financing Rate + 2.64% thereafter)(c)

     15,000        15,368  

6.38%, 6/8/34, (6.377% fixed rate until 6/8/33; Secured Overnight Financing Rate + 2.86% thereafter)(c)

     15,000        15,462  

Cardinal Health, Inc.
4.90%, 9/15/45

     29,000        25,706  

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

     12,000        11,413  

2.75%, 3/1/30

     25,000        21,752  

Carrier Global Corp.
5.90%, 3/15/34

     100,000        104,525  

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

     10,000        9,882  

Caterpillar, Inc.
3.25%, 9/19/49

     34,000        25,051  

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

     25,000        17,489  

Cboe Global Markets, Inc.
3.00%, 3/16/32

     30,000        26,054  

CBRE Services, Inc.
4.88%, 3/1/26

     16,000        15,819  

5.95%, 8/15/34(d)

     10,000        10,110  

CDW LLC/CDW Finance Corp.
3.28%, 12/1/28(d)

     25,000        22,533  

3.25%, 2/15/29

     25,000        22,300  

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

   10,000      10,298  

6.55%, 11/15/30

     10,000        10,391  

6.70%, 11/15/33

     10,000        10,513  

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

     25,000        23,669  

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

     10,000        8,413  

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

     74,000        60,190  

Charles Schwab Corp.
1.65%, 3/11/31

     60,000        47,533  

2.90%, 3/3/32

     50,000        42,370  

5.85%, 5/19/34, (5.853% fixed rate until 5/19/33; Secured Overnight Financing Rate + 2.50% thereafter)(c)

     10,000        10,158  

Charter Communications Operating LLC/Charter Communications Operating Capital
6.15%, 11/10/26

     10,000        10,102  

2.30%, 2/1/32

     206,000        156,609  

6.38%, 10/23/35

     5,000        4,841  

5.13%, 7/1/49

     20,000        15,179  

3.70%, 4/1/51

     24,000        14,565  

6.83%, 10/23/55

     43,000        40,732  

3.85%, 4/1/61

     14,000        8,130  

Cheniere Energy Partners LP
5.95%, 6/30/33

     30,000        30,135  

Chevron Corp.
3.08%, 5/11/50

     56,000        39,674  

Chevron USA, Inc.
0.69%, 8/12/25

     15,000        14,113  

3.25%, 10/15/29

     26,000        24,213  

Children’s Hospital
2.93%, 7/15/50, Series 2020

     10,000        6,560  

Children’s Hospital Corp.
4.12%, 1/1/47, Series 2017

     25,000        21,424  

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

     18,000        17,601  

3.05%, 12/15/61

     50,000        33,264  

Cigna Group
3.40%, 3/1/27

     10,000        9,526  

3.05%, 10/15/27

     110,000        102,785  

3.88%, 10/15/47

     15,000        11,541  

4.90%, 12/15/48

     30,000        26,996  

5.60%, 2/15/54

     75,000        73,902  

Cintas Corp. No. 2
3.70%, 4/1/27

     48,000        46,514  

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

     38,000        40,810  

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

     69,000        67,729  

4.45%, 9/29/27

     83,000        80,470  

4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c)

     20,000        18,907  

 

See Notes to Financial Statements.

 

WisdomTree Trust      61  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(c)

   $ 8,000      $ 6,770  

3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(c)

     400,000        336,552  

3.88%, 1/24/39, (3.878% fixed rate until 1/24/38; 3-month Secured Overnight Financing Rate + 1.43% thereafter)(c)

     75,000        63,163  

4.65%, 7/23/48

     35,000        31,250  

Citizens Financial Group, Inc.
2.50%, 2/6/30

     50,000        41,485  

3.25%, 4/30/30(d)

     50,000        43,320  

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

     23,000        22,132  

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

     55,000        53,742  

2.65%, 3/15/32

     50,000        42,898  

4.15%, 6/15/48

     5,000        4,302  

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

     100,000        83,622  

2.60%, 6/1/50

     5,000        3,229  

2.75%, 6/1/60

     45,000        28,598  

Comcast Corp.
2.35%, 1/15/27

     20,000        18,649  

3.55%, 5/1/28

     20,000        18,992  

4.55%, 1/15/29

     110,000        108,296  

4.25%, 10/15/30

     25,000        23,923  

4.80%, 5/15/33

     10,000        9,783  

6.45%, 3/15/37

     27,000        29,603  

4.60%, 10/15/38

     15,000        13,815  

4.00%, 8/15/47

     15,000        12,030  

4.70%, 10/15/48

     12,000        10,842  

4.05%, 11/1/52

     100,000        79,024  

5.35%, 5/15/53

     15,000        14,642  

4.95%, 10/15/58(d)

     28,000        25,934  

5.50%, 5/15/64

     10,000        9,833  

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

     25,000        21,741  

7.00%, 10/1/28

     19,000        20,313  

ConocoPhillips Co.
5.05%, 9/15/33

     10,000        9,971  

6.50%, 2/1/39

     9,000        10,185  

5.30%, 5/15/53

     40,000        39,264  

5.55%, 3/15/54

     10,000        10,124  

Consolidated Edison Co. of New York, Inc.
4.50%, 12/1/45

     75,000        65,035  

4.00%, 11/15/57, Series C

     43,000        33,620  

3.70%, 11/15/59

     60,000        42,927  

Constellation Brands, Inc.
4.40%, 11/15/25

     66,000        65,034  

3.15%, 8/1/29

     50,000        45,382  

5.25%, 11/15/48

     19,000        17,935  

Consumers Energy Co.
4.63%, 5/15/33

     25,000        24,189  

3.10%, 8/15/50

     60,000        41,471  

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

   25,000      20,118  

Corning, Inc.
5.85%, 11/15/68

     18,000        17,770  

5.45%, 11/15/79

     10,000        9,273  

Costco Wholesale Corp.
3.00%, 5/18/27(d)

     5,000        4,772  

1.60%, 4/20/30

     40,000        33,338  

1.75%, 4/20/32

     5,000        4,001  

Crown Castle, Inc.
2.10%, 4/1/31

     100,000        80,268  

4.75%, 5/15/47

     50,000        42,373  

3.25%, 1/15/51(d)

     15,000        10,151  

CSX Corp.
2.40%, 2/15/30

     20,000        17,375  

4.30%, 3/1/48

     20,000        17,093  

3.35%, 9/15/49

     50,000        35,923  

4.50%, 8/1/54

     18,000        15,688  

CVS Health Corp.
3.25%, 8/15/29

     25,000        22,771  

1.88%, 2/28/31

     55,000        44,247  

5.30%, 12/5/43

     23,000        21,402  

5.05%, 3/25/48

     35,000        31,284  

5.63%, 2/21/53

     60,000        57,678  

Danaher Corp.
2.60%, 10/1/50

     5,000        3,152  

Darden Restaurants, Inc.
3.85%, 5/1/27

     53,000        50,974  

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

     15,000        15,168  

4.90%, 10/1/26

     25,000        24,780  

3.38%, 12/15/41

     10,000        7,297  

8.35%, 7/15/46

     6,000        7,607  

3.45%, 12/15/51

     4,000        2,750  

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

     15,000        14,171  

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

     25,000        19,897  

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

     50,000        46,116  

Dignity Health
5.27%, 11/1/64

     25,000        23,348  

Discovery Communications LLC
5.20%, 9/20/47

     10,000        8,145  

4.00%, 9/15/55

     47,000        31,152  

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

     50,000        45,237  

5.45%, 7/5/33(d)

     10,000        9,937  

Dollar Tree, Inc.
4.20%, 5/15/28

     50,000        48,198  

Dominion Energy, Inc.
1.45%, 4/15/26, Series A

     62,000        57,271  

Dover Corp.
3.15%, 11/15/25

     23,000        22,189  

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

     17,000        15,663  

9.40%, 5/15/39

     15,000        20,029  

 

See Notes to Financial Statements.

 

62   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

5.25%, 11/15/41

   $ 110,000      $ 103,244  

4.38%, 11/15/42

     5,000        4,224  

DTE Electric Co.
1.90%, 4/1/28, Series A

     60,000        53,455  

3.75%, 8/15/47

     50,000        38,607  

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

     43,000        32,148  

Duke Energy Corp.
3.15%, 8/15/27

     100,000        93,719  

3.95%, 8/15/47

     70,000        53,319  

Duke Energy Florida LLC
6.40%, 6/15/38

     43,500        46,972  

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

     102,000        63,563  

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

     35,000        29,879  

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

     23,000        20,200  

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

     18,000        17,151  

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

     15,000        11,916  

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

     5,000        4,741  

3.25%, 12/1/27

     25,000        23,695  

2.13%, 8/15/50

     13,000        7,522  

Elevance Health, Inc.
3.65%, 12/1/27

     25,000        23,912  

4.63%, 5/15/42

     99,000        89,182  

4.65%, 8/15/44

     15,000        13,361  

Eli Lilly & Co.
5.50%, 3/15/27

     25,000        25,601  

5.10%, 2/9/64

     50,000        49,164  

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

     35,000        31,522  

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

     5,000        5,031  

Energy Transfer LP
5.95%, 12/1/25

     15,000        15,095  

3.90%, 7/15/26

     5,000        4,838  

6.05%, 12/1/26

     10,000        10,188  

4.20%, 4/15/27

     20,000        19,399  

5.50%, 6/1/27

     50,000        50,203  

4.15%, 9/15/29

     163,000        153,828  

6.40%, 12/1/30

     10,000        10,493  

6.25%, 4/15/49

     70,000        70,759  

Entergy Corp.
2.40%, 6/15/31

     50,000        41,205  

Entergy Louisiana LLC
4.00%, 3/15/33

     85,000        77,332  

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

     44,000        49,015  

4.25%, 2/15/48

     109,000        91,256  

EPR Properties
4.75%, 12/15/26

     50,000        48,072  

Equifax, Inc.
5.10%, 12/15/27(d)

     100,000        99,635  

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

   21,000      13,383  

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

     59,000        56,879  

ERP Operating LP
3.00%, 7/1/29

     25,000        22,665  

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

     10,000        8,616  

Essex Portfolio LP
1.65%, 1/15/31

     25,000        19,556  

2.65%, 9/1/50

     30,000        17,472  

Estee Lauder Cos., Inc.
1.95%, 3/15/31

     40,000        32,818  

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

     25,000        24,464  

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

     8,000        7,627  

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

     5,000        4,731  

Exxon Mobil Corp.
2.28%, 8/16/26(d)

     30,000        28,365  

4.33%, 3/19/50

     108,000        94,157  

FedEx Corp.
4.20%, 10/17/28

     18,000        17,358  

4.40%, 1/15/47

     63,000        52,386  

Fifth Third Bancorp
2.55%, 5/5/27

     20,000        18,371  

3.95%, 3/14/28(d)

     25,000        23,775  

5.63%, 1/29/32, (5.631% fixed rate until 1/29/31; Secured Overnight Financing
Rate + 1.84% thereafter)(c)

     50,000        49,637  

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

     17,000        16,242  

4.20%, 10/1/28

     15,000        14,394  

5.63%, 8/21/33

     10,000        10,118  

4.40%, 7/1/49

     25,000        20,934  

Flex Ltd.
6.00%, 1/15/28

     100,000        101,679  

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

     53,000        44,259  

FMC Corp.
4.50%, 10/1/49

     72,000        53,563  

Ford Motor Co.
4.35%, 12/8/26

     100,000        97,193  

3.25%, 2/12/32

     50,000        41,068  

5.29%, 12/8/46(d)

     50,000        43,322  

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

     15,000        13,565  

Fox Corp.
6.50%, 10/13/33

     40,000        42,040  

5.48%, 1/25/39

     5,000        4,675  

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

     90,000        70,470  

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

     25,000        24,364  

 

See Notes to Financial Statements.

 

WisdomTree Trust      63  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 100,000      $ 101,576  

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

     25,000        24,481  

3.75%, 5/15/28

     23,000        22,144  

General Electric Co.
5.88%, 1/14/38

     24,000        25,519  

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

     71,000        68,439  

6.60%, 4/1/36

     68,000        71,418  

General Motors Financial Co., Inc.
4.35%, 1/17/27

     30,000        29,211  

5.80%, 6/23/28

     10,000        10,154  

5.75%, 2/8/31

     25,000        24,942  

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

     18,000        17,301  

5.25%, 3/15/34

     40,000        39,884  

Gilead Sciences, Inc.
1.20%, 10/1/27

     50,000        44,002  

5.25%, 10/15/33

     10,000        10,121  

5.65%, 12/1/41

     38,000        38,698  

5.55%, 10/15/53

     10,000        10,212  

Global Payments, Inc.
5.40%, 8/15/32

     100,000        98,709  

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

     15,000        14,881  

5.75%, 6/1/28

     23,000        22,852  

4.00%, 1/15/30

     30,000        27,038  

Goldman Sachs Group, Inc.
3.75%, 2/25/26

     37,000        36,083  

5.80%, 8/10/26, (5.798% fixed rate until 8/10/25; Secured Overnight Financing Rate + 1.075% thereafter)(c)

     20,000        20,114  

1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(c)

     100,000        92,685  

5.95%, 1/15/27

     23,000        23,483  

3.69%, 6/5/28, (3.691% fixed rate until 6/5/27; 3-month Secured Overnight Financing Rate + 1.772% thereafter)(c)

     23,000        21,946  

6.48%, 10/24/29, (6.484% fixed rate until 10/24/28; Secured Overnight Financing Rate + 1.77% thereafter)(c)

     25,000        26,210  

3.80%, 3/15/30

     146,000        135,857  

1.99%, 1/27/32, (1.992% fixed rate until 1/27/31; Secured Overnight Financing Rate + 1.09% thereafter)(c)

     25,000        20,054  

6.56%, 10/24/34, (6.561% fixed rate until 10/24/33; Secured Overnight Financing Rate + 1.95% thereafter)(c)

     10,000        10,812  

6.45%, 5/1/36

     22,000        23,527  

4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month Secured Overnight Financing Rate + 1.635% thereafter)(c)

     45,000        38,598  

4.41%, 4/23/39, (4.411% fixed rate until 4/23/38; 3-month Secured Overnight Financing Rate + 1.692% thereafter)(c)

     5,000        4,433  

6.25%, 2/1/41

   10,000      10,802  

4.80%, 7/8/44

     65,000        59,295  

Hackensack Meridian Health, Inc.
2.68%, 9/1/41, Series 2020

     25,000        17,878  

Haleon U.K. Capital PLC
3.13%, 3/24/25

     300,000        292,701  

Halliburton Co.
4.50%, 11/15/41

     65,000        57,474  

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

     40,000        41,428  

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

     20,000        18,983  

3.50%, 9/15/27

     9,000        8,452  

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

     10,000        9,963  

5.63%, 9/1/28

     43,000        43,349  

3.63%, 3/15/32

     15,000        13,118  

5.50%, 6/1/33(d)

     10,000        9,946  

5.13%, 6/15/39

     75,000        69,835  

4.63%, 3/15/52

     15,000        12,295  

5.90%, 6/1/53

     10,000        9,833  

6.10%, 4/1/64

     75,000        74,234  

Healthcare Realty Holdings LP
3.75%, 7/1/27

     5,000        4,693  

2.00%, 3/15/31(d)

     20,000        15,685  

Healthpeak OP LLC
6.75%, 2/1/41

     40,000        43,862  

Hershey Co.
2.30%, 8/15/26

     93,000        87,814  

Hess Corp.
4.30%, 4/1/27

     30,000        29,242  

7.88%, 10/1/29

     38,000        42,641  

7.13%, 3/15/33

     25,000        28,060  

Hewlett Packard Enterprise Co.
6.20%, 10/15/35

     23,000        24,043  

Home Depot, Inc.
1.38%, 3/15/31

     105,000        83,119  

5.88%, 12/16/36

     15,000        15,990  

4.88%, 2/15/44

     11,000        10,337  

3.35%, 4/15/50

     100,000        72,580  

Honeywell International, Inc.
2.50%, 11/1/26

     10,000        9,427  

3.81%, 11/21/47

     80,000        64,676  

Hormel Foods Corp.
1.80%, 6/11/30

     20,000        16,614  

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

     20,000        18,689  

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

     48,000        45,061  

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

     100,000        101,969  

4.80%, 3/15/47

     18,000        15,696  

Huntington Bancshares, Inc.
4.00%, 5/15/25

     18,000        17,680  

6.21%, 8/21/29, (6.208% fixed rate until 8/21/28; Secured Overnight Financing Rate + 2.02% thereafter)(c)

     10,000        10,176  

 

See Notes to Financial Statements.

 

64   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Huntington Ingalls Industries, Inc.
2.04%, 8/16/28

   $ 25,000      $ 21,744  

4.20%, 5/1/30

     3,000        2,823  

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

     25,000        24,957  

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

     10,000        10,181  

Intel Corp.
3.70%, 7/29/25

     25,000        24,492  

4.88%, 2/10/28

     35,000        34,913  

3.90%, 3/25/30

     25,000        23,532  

5.20%, 2/10/33

     30,000        30,034  

3.25%, 11/15/49

     120,000        83,062  

Intercontinental Exchange, Inc.
3.75%, 12/1/25

     5,000        4,876  

3.10%, 9/15/27

     5,000        4,700  

4.60%, 3/15/33

     50,000        47,862  

3.00%, 6/15/50(d)

     40,000        26,897  

International Business Machines Corp.
4.50%, 2/6/28

     100,000        98,709  

4.00%, 6/20/42

     120,000        99,910  

4.25%, 5/15/49(d)

     20,000        16,773  

International Flavors & Fragrances, Inc.
5.00%, 9/26/48

     5,000        4,199  

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

     4,000        3,567  

4.35%, 8/15/48(d)

     19,000        16,135  

Intuit, Inc.
1.35%, 7/15/27

     25,000        22,314  

5.20%, 9/15/33

     10,000        10,109  

IQVIA, Inc.
6.25%, 2/1/29

     10,000        10,299  

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

     15,000        14,091  

JM Smucker Co.
6.20%, 11/15/33(d)

     10,000        10,584  

6.50%, 11/15/53

     10,000        10,901  

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

     8,000        7,573  

5.45%, 2/1/29

     50,000        49,978  

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

     3,000        2,968  

JBS USA LUX SA/JBS USA Food Co./JBS Luxembourg SARL
6.75%, 3/15/34(e)

     75,000        77,347  

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

     10,000        9,189  

3.00%, 5/15/32

     10,000        8,020  

5.75%, 4/1/33(d)

     15,000        14,573  

Jefferies Financial Group, Inc.
6.45%, 6/8/27

     25,000        25,785  

5.88%, 7/21/28

     10,000        10,199  

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

     40,184        36,801  

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

     25,000        24,556  

3.40%, 6/6/25

   145,000      142,085  

2.80%, 9/8/27

     31,000        29,040  

4.95%, 7/14/28

     10,000        10,063  

2.45%, 1/9/30

     35,000        30,798  

4.70%, 6/10/30

     10,000        9,928  

5.15%, 9/8/33, Series I(d)

     10,000        10,181  

Johnson & Johnson
2.95%, 3/3/27

     21,000        20,081  

4.95%, 5/15/33

     25,000        25,950  

3.55%, 3/1/36

     14,000        12,388  

3.40%, 1/15/38

     100,000        84,905  

4.50%, 9/1/40

     12,000        11,412  

Johnson Controls International PLC
6.00%, 1/15/36

     13,000        13,676  

JPMorgan Chase & Co.

     

2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; 3-month Secured Overnight Financing Rate + 1.585% thereafter)(c)

     25,000        24,101  

1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c)

     50,000        46,523  

3.96%, 1/29/27, (3.96% fixed rate until 1/29/26; 3-month Secured Overnight Financing Rate + 1.507% thereafter)(c)

     150,000        146,433  

6.07%, 10/22/27, (6.07% fixed rate until 10/22/26; Secured Overnight Financing Rate + 1.33% thereafter)(c)

     15,000        15,292  

4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c)

     75,000        73,233  

3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(c)

     13,000        12,362  

3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month Secured Overnight Financing Rate + 1.207% thereafter)(c)

     48,000        45,235  

4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.552% thereafter)(c)

     20,000        19,224  

5.30%, 7/24/29, (5.299% fixed rate until 7/24/28; Secured Overnight Financing Rate + 1.45% thereafter)(c)

     20,000        20,061  

6.09%, 10/23/29, (6.087% fixed rate until 10/23/28; Secured Overnight Financing Rate + 1.57% thereafter)(c)

     20,000        20,694  

2.58%, 4/22/32, (2.58% fixed rate until 4/22/31; 3-month Secured Overnight Financing Rate + 1.25% thereafter)(c)

     125,000        104,582  

4.59%, 4/26/33, (4.586% fixed rate until 4/26/32; Secured Overnight Financing Rate + 1.80% thereafter)(c)

     100,000        95,015  

6.25%, 10/23/34, (6.254% fixed rate until 10/23/33; Secured Overnight Financing Rate + 1.81% thereafter)(c)

     25,000        26,561  

5.63%, 8/16/43

     118,000        121,181  

3.96%, 11/15/48, (3.964% fixed rate until 11/15/47; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(c)

     25,000        20,111  

 

See Notes to Financial Statements.

 

WisdomTree Trust      65  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month Secured Overnight Financing Rate + 1.482% thereafter)(c)

   $ 23,000      $ 18,420  

3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(c)

     55,000        37,788  

Juniper Networks, Inc.
2.00%, 12/10/30

     17,000        13,707  

Kaiser Foundation Hospitals
3.00%, 6/1/51, Series 2021

     60,000        41,288  

Kenvue, Inc.
5.05%, 3/22/28

     10,000        10,065  

5.00%, 3/22/30

     10,000        10,025  

4.90%, 3/22/33

     10,000        9,893  

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

     8,000        7,507  

4.42%, 12/15/46

     23,000        19,457  

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

     250,000        242,187  

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

     25,000        24,614  

Kimberly-Clark Corp.
3.90%, 5/4/47

     50,000        40,563  

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

     5,000        4,686  

3.70%, 10/1/49

     50,000        36,003  

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

     18,000        16,676  

5.40%, 9/1/44

     59,000        53,969  

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

     35,000        33,951  

5.30%, 12/1/34

     125,000        121,902  

KLA Corp.
5.00%, 3/15/49

     25,000        24,079  

3.30%, 3/1/50

     25,000        18,000  

Kraft Heinz Foods Co.
3.75%, 4/1/30(d)

     16,000        14,932  

4.38%, 6/1/46

     55,000        45,676  

Kroger Co.
3.70%, 8/1/27

     22,000        21,119  

5.15%, 8/1/43

     18,000        16,757  

5.40%, 1/15/49

     19,000        18,564  

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

     19,000        18,320  

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

     5,000        5,023  

Leland Stanford Junior University
1.29%, 6/1/27

     25,000        22,478  

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

     25,000        24,239  

2.00%, 8/10/50

     15,000        8,454  

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

     50,000        50,547  

6.15%, 9/1/36, Series B

     39,000        42,232  

Lowe’s Cos., Inc.
3.35%, 4/1/27

     50,000        47,648  

2.63%, 4/1/31

     10,000        8,531  

4.05%, 5/3/47

   15,000      11,898  

3.50%, 4/1/51

     25,000        17,657  

5.80%, 9/15/62

     50,000        49,994  

LYB International Finance BV
4.88%, 3/15/44

     5,000        4,390  

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

     5,000        3,391  

LyondellBasell Industries NV
4.63%, 2/26/55

     20,000        16,445  

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

     25,000        26,567  

5.00%, 9/15/54

     3,000        2,589  

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

     50,000        45,087  

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

     100,000        87,351  

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

     28,000        27,329  

2.38%, 12/15/31

     100,000        83,153  

5.15%, 3/15/34

     50,000        49,851  

4.90%, 3/15/49

     20,000        18,524  

5.70%, 9/15/53

     10,000        10,363  

5.45%, 3/15/54

     20,000        19,909  

Martin Marietta Materials, Inc.
3.50%, 12/15/27

     5,000        4,747  

Masco Corp.
4.50%, 5/15/47

     20,000        16,734  

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

     25,000        18,081  

3.34%, 7/1/60, Series 2020

     25,000        17,275  

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

     89,000        67,328  

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

     31,000        29,782  

2.00%, 11/18/31

     100,000        82,114  

3.80%, 11/21/46

     25,000        20,679  

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

     35,000        24,002  

McCormick & Co., Inc.
4.20%, 8/15/47

     20,000        16,631  

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

     69,000        75,244  

3.70%, 2/15/42

     79,000        63,572  

4.45%, 3/1/47

     65,000        55,945  

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

     10,000        9,438  

Merck & Co., Inc.
4.30%, 5/17/30

     100,000        97,379  

4.50%, 5/17/33

     15,000        14,598  

4.15%, 5/18/43

     50,000        43,682  

5.00%, 5/17/53

     15,000        14,564  

Meta Platforms, Inc.
4.60%, 5/15/28

     15,000        14,946  

4.80%, 5/15/30

     10,000        10,001  

3.85%, 8/15/32

     100,000        92,675  

4.95%, 5/15/33

     15,000        15,020  

5.60%, 5/15/53

     20,000        20,741  

 

See Notes to Financial Statements.

 

66   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

5.75%, 5/15/63

   $ 15,000      $ 15,719  

MetLife, Inc.
3.60%, 11/13/25

     69,000        67,333  

5.38%, 7/15/33

     10,000        10,063  

5.70%, 6/15/35

     32,000        33,142  

Micron Technology, Inc.
4.98%, 2/6/26

     125,000        124,311  

5.88%, 9/15/33(d)

     25,000        25,496  

Microsoft Corp.
3.40%, 6/15/27(e)

     82,000        78,743  

3.45%, 8/8/36

     25,000        22,043  

4.10%, 2/6/37

     48,000        45,306  

2.53%, 6/1/50

     200,000        129,100  

3.95%, 8/8/56(d)

     30,000        25,311  

Mid-America Apartments LP
3.95%, 3/15/29(d)

     25,000        23,865  

MidAmerican Energy Co.
3.15%, 4/15/50

     9,000        6,159  

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

     30,000        27,959  

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

     50,000        47,810  

2.75%, 4/13/30

     100,000        88,384  

Moody’s Corp.
3.25%, 1/15/28

     18,000        16,948  

4.88%, 12/17/48

     30,000        27,803  

Morgan Stanley
4.35%, 9/8/26

     121,000        118,308  

3.59%, 7/22/28(c)

     372,000        352,191  

3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(c)

     139,000        131,426  

5.45%, 7/20/29, (5.449% fixed rate until 7/20/28; Secured Overnight Financing Rate + 1.63% thereafter)(c)

     20,000        20,089  

3.62%, 4/1/31, (3.622% fixed rate until 4/1/30; Secured Overnight Financing Rate + 3.12% thereafter)(c)

     15,000        13,634  

6.34%, 10/18/33, (6.342% fixed rate until 10/18/32; Secured Overnight Financing Rate + 2.56% thereafter)(c)

     50,000        53,040  

5.42%, 7/21/34, (5.424% fixed rate until 7/21/33; Secured Overnight Financing Rate + 1.88% thereafter)(c)

     20,000        19,909  

6.63%, 11/1/34, (6.627% fixed rate until 11/1/33; Secured Overnight Financing Rate + 2.05% thereafter)(c)

     15,000        16,284  

3.97%, 7/22/38

     21,000        17,933  

3.22%, 4/22/42, (3.217% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.485% thereafter)(c)

     100,000        75,360  

2.80%, 1/25/52, (2.802% fixed rate until 1/25/51; Secured Overnight Financing Rate + 1.43% thereafter)(c)

     50,000        32,189  

Mosaic Co.
4.88%, 11/15/41

     10,000        8,767  

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

   25,000      20,608  

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

     31,000        23,248  

MPLX LP
4.00%, 3/15/28

     18,000        17,252  

4.70%, 4/15/48

     50,000        41,918  

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

     50,000        38,054  

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

     10,000        9,697  

3.40%, 2/7/28

     5,000        4,729  

3.90%, 11/1/28

     18,000        17,278  

4.02%, 11/1/32

     18,000        16,631  

NBCUniversal Media LLC
5.95%, 4/1/41

     5,000        5,211  

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

     25,000        14,321  

Newmont Corp.
4.88%, 3/15/42

     20,000        18,405  

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

     15,000        15,083  

1.90%, 6/15/28(d)

     25,000        21,908  

3.50%, 4/1/29

     145,000        134,189  

3.00%, 1/15/52

     75,000        47,623  

NIKE, Inc.
2.40%, 3/27/25

     26,000        25,282  

2.38%, 11/1/26

     25,000        23,527  

2.85%, 3/27/30

     17,000        15,294  

3.88%, 11/1/45(d)

     5,000        4,140  

3.38%, 11/1/46

     20,000        15,141  

NiSource, Inc.
0.95%, 8/15/25

     54,000        50,704  

3.49%, 5/15/27

     10,000        9,510  

5.25%, 2/15/43

     12,000        11,335  

4.38%, 5/15/47

     25,000        20,682  

3.95%, 3/30/48

     18,000        13,868  

Norfolk Southern Corp.
3.15%, 6/1/27

     23,000        21,803  

4.05%, 8/15/52

     5,000        3,996  

3.70%, 3/15/53

     25,000        18,628  

5.35%, 8/1/54(d)

     10,000        9,821  

Northern Trust Corp.

     

3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; Secured Overnight Financing Rate + 1.406% thereafter)(c)

     25,000        23,206  

Northrop Grumman Corp.
3.20%, 2/1/27

     53,000        50,517  

4.70%, 3/15/33(d)

     100,000        96,602  

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

     13,000        9,714  

NSTAR Electric Co.
4.95%, 9/15/52

     25,000        23,170  

NVIDIA Corp.
2.85%, 4/1/30

     10,000        9,011  

3.50%, 4/1/50

     50,000        39,267  

 

See Notes to Financial Statements.

 

WisdomTree Trust      67  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

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

   $ 16,000      $ 10,018  

NYU Langone Hospitals
4.78%, 7/1/44

     10,000        9,388  

3.38%, 7/1/55, Series 2020

     25,000        18,024  

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

     17,000        16,454  

3.90%, 6/1/29

     13,000        12,343  

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

     10,000        11,570  

6.63%, 9/1/30

     10,000        10,528  

6.13%, 1/1/31

     10,000        10,252  

6.45%, 9/15/36

     15,000        15,836  

6.60%, 3/15/46(d)

     10,000        10,643  

Ohio Power Co.
1.63%, 1/15/31, Series Q

     50,000        39,929  

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

     18,000        17,326  

4.75%, 1/15/28

     23,000        22,083  

3.63%, 10/1/29

     41,000        36,023  

Oncor Electric Delivery Co. LLC
0.55%, 10/1/25

     25,000        23,264  

4.55%, 9/15/32

     100,000        96,108  

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

     18,000        17,352  

4.55%, 7/15/28

     50,000        48,881  

6.05%, 9/1/33

     10,000        10,307  

4.20%, 10/3/47

     38,000        29,245  

5.20%, 7/15/48

     50,000        45,199  

6.63%, 9/1/53

     15,000        16,160  

Oracle Corp.
2.50%, 4/1/25

     20,000        19,373  

2.65%, 7/15/26

     136,000        128,126  

3.25%, 11/15/27

     17,000        15,947  

4.90%, 2/6/33

     117,000        113,127  

5.38%, 7/15/40

     10,000        9,571  

4.00%, 11/15/47

     110,000        84,275  

Orlando Health Obligated Group
3.33%, 10/1/50

     38,000        27,838  

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

     25,000        24,087  

Owens Corning
4.30%, 7/15/47

     23,000        18,881  

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

     50,000        46,112  

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

     14,000        13,292  

2.50%, 2/1/31

     125,000        102,580  

6.40%, 6/15/33

     50,000        52,051  

PacifiCorp
4.10%, 2/1/42

     50,000        39,731  

3.30%, 3/15/51

     100,000        65,782  

5.50%, 5/15/54

     10,000        9,344  

Packaging Corp. of America
3.40%, 12/15/27(d)

     25,000        23,648  

Paramount Global
3.38%, 2/15/28

   5,000      4,394  

4.85%, 7/1/42

     15,000        10,818  

4.90%, 8/15/44

     5,000        3,521  

4.60%, 1/15/45

     50,000        34,529  

4.95%, 5/19/50

     20,000        14,350  

Parker-Hannifin Corp.
4.25%, 9/15/27(d)

     75,000        73,373  

3.25%, 6/14/29

     13,000        11,967  

6.25%, 5/15/38, Series A

     15,000        16,177  

PayPal Holdings, Inc.
1.65%, 6/1/25

     100,000        95,751  

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

     20,000        17,677  

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

     20,000        16,111  

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

     14,000        13,168  

3.00%, 10/15/27

     8,000        7,544  

2.75%, 3/19/30

     30,000        26,786  

3.90%, 7/18/32

     75,000        70,435  

3.38%, 7/29/49

     20,000        15,065  

Pfizer Investment Enterprises Pte. Ltd.
4.65%, 5/19/25

     25,000        24,852  

4.45%, 5/19/26

     25,000        24,683  

4.45%, 5/19/28

     35,000        34,344  

4.65%, 5/19/30

     25,000        24,613  

4.75%, 5/19/33

     40,000        39,002  

5.34%, 5/19/63

     35,000        33,746  

Pfizer, Inc.
3.00%, 12/15/26(d)

     10,000        9,539  

3.60%, 9/15/28(d)

     50,000        47,796  

4.10%, 9/15/38

     36,000        32,031  

7.20%, 3/15/39

     39,000        46,381  

PG&E Wildfire Recovery Funding LLC
5.21%, 12/1/49, Series A-4

     75,000        74,099  

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

     75,000        63,280  

1.75%, 11/1/30

     30,000        24,256  

4.88%, 11/15/43

     32,000        28,806  

Phillips 66
3.90%, 3/15/28

     11,000        10,589  

5.88%, 5/1/42

     47,000        48,592  

Piedmont Natural Gas Co., Inc.
2.50%, 3/15/31

     5,000        4,190  

Pilgrim’s Pride Corp.
6.25%, 7/1/33

     30,000        30,384  

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

     15,000        14,717  

6.65%, 1/15/37(d)

     48,000        50,777  

PNC Financial Services Group, Inc.

     

5.81%, 6/12/26, (5.812% fixed rate until 6/12/25; Secured Overnight Financing Rate + 1.322% thereafter)(c)(d)

  

 

10,000

 

  

 

10,015

 

 

See Notes to Financial Statements.

 

68   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

6.62%, 10/20/27, (6.615% fixed rate until 10/20/26; Secured Overnight Financing Index + 1.73% thereafter)(c)

   $ 10,000      $ 10,273  

3.45%, 4/23/29

     20,000        18,477  

5.58%, 6/12/29, (5.582% fixed rate until 6/12/28; Secured Overnight Financing Rate + 1.84% thereafter)(c)

     20,000        20,135  

2.55%, 1/22/30

     85,000        73,021  

6.88%, 10/20/34, (6.875% fixed rate until 10/20/33; Secured Overnight Financing Rate + 2.284% thereafter)(c)

     20,000        21,692  

PPG Industries, Inc.
1.20%, 3/15/26

     25,000        23,115  

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

     100,000        99,480  

Procter & Gamble Co.
2.80%, 3/25/27

     25,000        23,675  

3.00%, 3/25/30

     35,000        32,041  

Progressive Corp.
3.00%, 3/15/32

     25,000        21,639  

3.95%, 3/26/50

     12,000        9,785  

Prologis LP
1.25%, 10/15/30

     60,000        47,630  

5.25%, 6/15/53

     40,000        38,815  

Providence St. Joseph Health Obligated Group
3.74%, 10/1/47, Series I

     33,000        25,388  

Prudential Financial, Inc.

     

5.70%, 9/15/48, (5.70% fixed rate until 9/15/28; Secured Overnight Financing Rate + 2.940% thereafter)(c)

     5,000        4,893  

6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(c)

     80,000        79,783  

Public Service Co. of Colorado
3.60%, 9/15/42

     115,000        88,479  

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

     56,000        43,047  

Public Storage Operating Co.
5.35%, 8/1/53(d)

     25,000        24,897  

PVH Corp.
4.63%, 7/10/25

     25,000        24,656  

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

     5,000        3,908  

4.65%, 5/20/35

     62,000        60,664  

4.50%, 5/20/52

     50,000        44,166  

Quanta Services, Inc.
2.90%, 10/1/30

     25,000        21,685  

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

     25,000        24,314  

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

     25,000        24,735  

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

     5,000        4,716  

3.95%, 8/15/27

     5,000        4,830  

4.90%, 7/15/33

     45,000        42,968  

Regeneron Pharmaceuticals, Inc.
2.80%, 9/15/50

     70,000        43,676  

Reliance, Inc.
1.30%, 8/15/25

   25,000      23,472  

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

     50,000        54,548  

Rockwell Automation, Inc.
4.20%, 3/1/49(d)

     13,000        11,089  

Roper Technologies, Inc.
3.80%, 12/15/26

     30,000        29,011  

1.40%, 9/15/27

     18,000        15,912  

RTX Corp.
3.95%, 8/16/25

     25,000        24,525  

5.75%, 11/8/26

     10,000        10,149  

3.50%, 3/15/27

     50,000        47,807  

6.00%, 3/15/31

     10,000        10,422  

6.10%, 3/15/34

     10,000        10,577  

4.80%, 12/15/43

     5,000        4,498  

4.35%, 4/15/47

     56,000        46,871  

4.05%, 5/4/47

     35,000        28,082  

6.40%, 3/15/54

     15,000        16,622  

RWJ Barnabas Health, Inc.
3.95%, 7/1/46

     24,000        19,656  

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

     70,000        60,346  

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

     25,000        25,208  

5.00%, 3/15/27

     12,000        11,918  

4.20%, 3/15/28

     75,000        72,398  

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

     28,000        27,497  

3.90%, 10/15/29

     10,000        8,919  

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

     8,000        7,722  

2.70%, 7/15/41

     25,000        17,852  

San Diego Gas & Electric Co.
3.70%, 3/15/52

     150,000        112,021  

Sempra
5.40%, 8/1/26

     25,000        25,070  

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

     100,000        98,515  

2.95%, 8/15/29

     10,000        8,996  

4.50%, 6/1/47

     5,000        4,322  

3.80%, 8/15/49

     5,000        3,866  

Shire Acquisitions Investments Ireland DAC
3.20%, 9/23/26

     65,000        61,948  

Simon Property Group LP
3.30%, 1/15/26

     5,000        4,827  

3.25%, 11/30/26

     23,000        21,933  

3.38%, 6/15/27

     100,000        94,950  

Southern California Edison Co.
4.65%, 10/1/43

     69,000        60,593  

4.88%, 3/1/49, Series B

     38,000        33,802  

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

     25,000        23,527  

5.75%, 6/1/53

     50,000        50,602  

Southern Co.
3.25%, 7/1/26

     67,000        64,107  

4.40%, 7/1/46

     50,000        42,333  

 

See Notes to Financial Statements.

 

WisdomTree Trust      69  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.00%, 1/15/51, Series B, (4.00% fixed rate until 10/15/25; 5-year Constant Maturity Treasury Rate + 3.733% thereafter)(c)

   $ 100,000      $ 96,205  

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

     21,000        17,464  

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

     35,000        32,287  

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

     37,000        36,889  

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

     25,000        18,382  

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

     75,000        49,207  

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

     100,000        106,617  

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

     18,000        14,603  

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

     4,000        2,333  

Starbucks Corp.
2.45%, 6/15/26

     5,000        4,722  

2.00%, 3/12/27

     70,000        64,172  

4.00%, 11/15/28(d)

     5,000        4,833  

3.50%, 11/15/50

     50,000        36,612  

State Street Corp.
5.27%, 8/3/26

     10,000        10,036  

5.82%, 11/4/28, (5.82% fixed rate until 11/4/27; Secured Overnight Financing Rate + 1.715% thereafter)(c)

     25,000        25,592  

4.42%, 5/13/33, (4.421% fixed rate until 5/13/32; Secured Overnight Financing Rate + 1.605% thereafter)(c)

     75,000        70,831  

Steel Dynamics, Inc.
3.45%, 4/15/30

     90,000        81,829  

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

     60,000        46,114  

Synchrony Financial
3.70%, 8/4/26

     5,000        4,721  

5.15%, 3/19/29

     36,000        34,376  

Sysco Corp.
3.30%, 7/15/26

     63,000        60,496  

6.60%, 4/1/50

     25,000        28,262  

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

     40,000        39,117  

5.38%, 4/15/27

     60,000        59,956  

4.95%, 3/15/28

     50,000        49,710  

4.80%, 7/15/28

     10,000        9,873  

3.38%, 4/15/29

     50,000        45,935  

5.20%, 1/15/33

     50,000        49,705  

5.75%, 1/15/34

     10,000        10,307  

5.75%, 1/15/54

     10,000        10,131  

6.00%, 6/15/54

     10,000        10,506  

5.80%, 9/15/62

     100,000        101,550  

Tampa Electric Co.
4.45%, 6/15/49

     65,000        54,854  

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

   14,000      13,305  

7.70%, 11/27/30

     10,000        10,628  

7.85%, 11/27/33

     10,000        10,831  

Targa Resources Corp.
6.15%, 3/1/29

     10,000        10,315  

6.50%, 3/30/34

     10,000        10,623  

Target Corp.
2.50%, 4/15/26

     129,000        123,235  

4.00%, 7/1/42(d)

     35,000        30,196  

Teledyne FLIR LLC
2.50%, 8/1/30

     25,000        21,141  

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

     27,000        25,361  

4.15%, 5/15/48

     64,000        54,401  

5.05%, 5/18/63(d)

     10,000        9,573  

Thermo Fisher Scientific, Inc.
5.09%, 8/10/33

     10,000        10,056  

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

     80,500        75,919  

5.88%, 11/15/40

     25,000        21,532  

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

     20,000        18,977  

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

     50,000        49,176  

Toyota Motor Credit Corp.
4.45%, 5/18/26

     10,000        9,897  

4.55%, 9/20/27

     150,000        148,765  

3.05%, 1/11/28

     15,000        14,126  

2.15%, 2/13/30

     30,000        25,792  

5.55%, 11/20/30

     10,000        10,329  

1.65%, 1/10/31

     30,000        24,375  

Trane Technologies Global Holding Co. Ltd.
3.75%, 8/21/28

     45,000        42,944  

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

     15,000        13,061  

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

     14,000        15,401  

4.30%, 8/25/45

     50,000        43,616  

2.55%, 4/27/50

     10,000        6,231  

Trinity Health Corp.
2.63%, 12/1/40, Series 2021

     40,000        28,209  

Truist Bank
4.05%, 11/3/25

     25,000        24,479  

Truist Financial Corp.

     

6.05%, 6/8/27, (6.047% fixed rate until 6/8/26; Secured Overnight Financing Rate + 2.05% thereafter)(c)

     15,000        15,152  

1.13%, 8/3/27

     56,000        48,769  

3.88%, 3/19/29(d)

     65,000        59,909  

5.87%, 6/8/34, (5.867% fixed rate until 6/8/33; Secured Overnight Financing Rate + 2.361% thereafter)(c)

     15,000        15,014  

Tucson Electric Power Co.
1.50%, 8/1/30

     73,000        58,838  

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

     10,000        8,857  

 

See Notes to Financial Statements.

 

70   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.70%, 12/1/42

   $ 5,000      $ 4,061  

3.00%, 7/30/46

     48,000        33,568  

Tyson Foods, Inc.
4.88%, 8/15/34

     28,000        26,624  

U.S. Bancorp

 

5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(c)

     150,000        150,676  

6.79%, 10/26/27, (6.787% fixed rate until 10/26/26; Secured Overnight Financing Rate + 1.88% thereafter)(c)

     60,000        62,002  

4.55%, 7/22/28, (4.548% fixed rate until 7/22/27; Secured Overnight Financing Rate + 1.66% thereafter)(c)

     125,000        122,095  

5.78%, 6/12/29, (5.775% fixed rate until 6/12/28; Secured Overnight Financing Rate + 2.02% thereafter)(c)

     15,000        15,160  

5.84%, 6/12/34, (5.836% fixed rate until 6/10/33; Secured Overnight Financing Rate + 2.26% thereafter)(c)

     15,000        15,131  

UDR, Inc.
2.10%, 8/1/32

     25,000        19,350  

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

     18,000        16,919  

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

     5,000        4,909  

3.25%, 8/15/25

     25,000        24,358  

2.75%, 3/1/26

     5,000        4,789  

4.00%, 4/15/47(d)

     19,000        15,517  

3.84%, 3/20/60

     108,000        82,012  

United Airlines Pass-Through Trust

     

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

     198,121        193,352  

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

     110,000        111,002  

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

     5,000        4,708  

3.05%, 11/15/27

     18,000        16,923  

6.20%, 1/15/38

     15,000        16,419  

3.40%, 11/15/46

     5,000        3,831  

UnitedHealth Group, Inc.
3.10%, 3/15/26

     34,000        32,848  

3.88%, 12/15/28

     18,000        17,287  

4.20%, 5/15/32

     75,000        70,843  

5.95%, 2/15/41

     130,000        137,201  

3.75%, 10/15/47

     15,000        11,649  

4.45%, 12/15/48

     15,000        13,144  

5.20%, 4/15/63

     60,000        57,271  

University of Southern California
3.84%, 10/1/47, Series 2017

     120,000        100,448  

Unum Group
4.50%, 12/15/49

     50,000        39,710  

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

     40,000        38,616  

Ventas Realty LP
4.75%, 11/15/30

     14,000        13,408  

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

     8,000        7,848  

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

   50,000      48,027  

Verizon Communications, Inc.
4.33%, 9/21/28

     100,000        97,105  

4.02%, 12/3/29

     20,000        18,990  

1.68%, 10/30/30

     66,000        53,181  

5.05%, 5/9/33(d)

     10,000        9,906  

4.50%, 8/10/33

     80,000        75,506  

3.40%, 3/22/41

     100,000        76,713  

2.88%, 11/20/50

     85,000        54,230  

Viatris, Inc.
2.70%, 6/22/30

     10,000        8,419  

3.85%, 6/22/40

     30,000        22,050  

4.00%, 6/22/50

     25,000        17,063  

Virginia Electric & Power Co.
5.30%, 8/15/33

     100,000        99,855  

8.88%, 11/15/38

     15,000        19,980  

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

     63,000        59,033  

3.65%, 9/15/47

     59,000        47,031  

VMware LLC
4.50%, 5/15/25

     25,000        24,731  

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

     18,000        17,818  

3.50%, 6/1/30

     131,000        119,480  

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

     69,000        67,899  

3.95%, 9/9/27

     25,000        24,506  

4.10%, 4/15/33(d)

     50,000        47,665  

5.25%, 9/1/35

     50,000        51,794  

4.05%, 6/29/48

     40,000        34,472  

Walt Disney Co.
3.35%, 3/24/25

     40,000        39,202  

3.50%, 5/13/40

     55,000        44,184  

2.75%, 9/1/49

     50,000        32,317  

Warnermedia Holdings, Inc.
3.64%, 3/15/25

     15,000        14,686  

3.76%, 3/15/27

     35,000        33,143  

4.05%, 3/15/29

     15,000        13,872  

4.28%, 3/15/32

     40,000        35,316  

5.05%, 3/15/42

     40,000        33,657  

5.39%, 3/15/62

     25,000        20,142  

Washington University
3.52%, 4/15/54, Series 2022

     39,000        30,285  

Waste Management, Inc.
4.63%, 2/15/30

     100,000        98,397  

Wells Fargo & Co.
3.00%, 4/22/26

     228,000        217,599  

3.20%, 6/17/27, (3.196% fixed rate until 6/17/26; 3-month Secured Overnight Financing Rate + 1.432% thereafter)(c)

     25,000        23,805  

3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month Secured Overnight Financing Rate + 1.572% thereafter)(c)

     159,000        150,695  

6.30%, 10/23/29, (6.303% fixed rate until 10/23/28; Secured Overnight Financing Rate + 1.79% thereafter)(c)

     25,000        25,917  

 

See Notes to Financial Statements.

 

WisdomTree Trust      71  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

6.49%, 10/23/34, (6.491% fixed rate until 10/23/33; Secured Overnight Financing Rate + 2.06% thereafter)(c)

   $ 30,000      $ 31,920  

3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(c)

     75,000        55,517  

5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; 3-month Secured Overnight Financing Rate + 4.502% thereafter)(c)

     205,000        189,889  

Welltower OP LLC
4.00%, 6/1/25

     68,000        66,761  

4.25%, 4/1/26

     3,000        2,942  

4.25%, 4/15/28

     15,000        14,522  

2.75%, 1/15/31

     25,000        21,330  

Western Midstream Operating LP
6.35%, 1/15/29

     50,000        51,654  

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

     75,000        61,949  

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

     36,000        34,245  

Westlake Corp.
5.00%, 8/15/46

     10,000        8,913  

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

     10,000        9,570  

7.50%, 1/15/31, Series A

     36,000        40,106  

6.30%, 4/15/40

     10,000        10,367  

5.75%, 6/24/44

     50,000        49,044  

Willis-Knighton Medical Center
4.81%, 9/1/48, Series 2018

     20,000        17,694  

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

     88,000        68,902  

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

     40,000        39,212  

3.90%, 6/1/28

     50,000        47,418  

WW Grainger, Inc.
3.75%, 5/15/46

     25,000        20,142  

Wyeth LLC
5.95%, 4/1/37

     10,000        10,679  

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

     5,000        4,776  
     

 

 

 
Total United States

 

     34,636,103  

TOTAL CORPORATE BONDS

(Cost: $43,772,831)

 

 

     40,321,308  
FOREIGN GOVERNMENT AGENCIES – 0.8%

 

Canada – 0.1%

 

Province of Alberta
1.30%, 7/22/30

     60,000        49,246  

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

     25,000        23,694  

4.80%, 11/15/28

     15,000        15,178  

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

     20,000        19,184  

Province of Ontario
1.13%, 10/7/30

     50,000        40,323  

Province of Quebec
2.50%, 4/20/26

     25,000        23,868  

7.50%, 9/15/29, Series PD

   31,000      35,397  
     

 

 

 
Total Canada

 

     206,890  
Germany – 0.4%

 

Kreditanstalt fuer Wiederaufbau
0.63%, 1/22/26

     350,000        324,436  

3.63%, 4/1/26

     120,000        117,535  

4.13%, 7/15/33

     35,000        34,219  

5.48%, 4/18/36(a)

     50,000        28,995  

Landwirtschaftliche Rentenbank
1.75%, 7/27/26

     95,000        88,857  

2.50%, 11/15/27, Series 37

     26,000        24,264  
     

 

 

 
Total Germany

 

     618,306  
Japan – 0.1%

 

Japan Bank for International Cooperation
4.63%, 7/19/28

     200,000        199,616  
South Korea – 0.2%

 

Korea Development Bank
3.00%, 1/13/26

     100,000        96,525  

4.50%, 2/15/29

     200,000        198,050  
     

 

 

 
Total South Korea

 

     294,575  
Sweden – 0.0%

 

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

     50,000        26,299  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $1,404,211)

 

 

     1,345,686  
FOREIGN GOVERNMENT OBLIGATIONS – 0.8%

 

Chile – 0.1%

 

Chile Government International Bonds
3.50%, 1/25/50

     150,000        109,108  
Indonesia – 0.1%

 

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

     165,000        121,963  
Italy – 0.0%

 

Republic of Italy Government International Bonds
5.38%, 6/15/33

     63,000        61,957  
Mexico – 0.2%

 

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

     25,000        26,448  

6.05%, 1/11/40, Series A

     30,000        29,450  

4.28%, 8/14/41

     150,000        119,386  

5.75%, 10/12/2110

     108,000        93,652  
     

 

 

 
Total Mexico

 

     268,936  
Panama – 0.2%

 

Panama Government International Bonds
8.88%, 9/30/27

     283,000        305,643  

6.70%, 1/26/36

     100,000        94,733  
     

 

 

 
Total Panama

 

     400,376  
Peru – 0.1%

 

Peru Government International Bonds
4.13%, 8/25/27

     69,000        66,840  

2.78%, 1/23/31

     50,000        42,611  

 

See Notes to Financial Statements.

 

72   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

8.75%, 11/21/33

   $ 25,000      $ 30,764  

3.00%, 1/15/34

     50,000        40,759  

5.63%, 11/18/50

     25,000        24,813  

3.23%, 7/28/2121

     40,000        22,937  
     

 

 

 
Total Peru

 

     228,724  
Poland – 0.1%

 

Republic of Poland Government International Bonds
4.88%, 10/4/33

     100,000        98,121  
Uruguay – 0.0%

 

Uruguay Government International Bonds
4.98%, 4/20/55

     64,000        59,728  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $1,562,299)

 

 

     1,348,913  
SUPRANATIONAL BONDS – 1.3%

 

Asian Development Bank
0.63%, 4/29/25

     200,000        190,210  

0.50%, 2/4/26

     75,000        69,241  

2.50%, 11/2/27

     20,000        18,689  

4.50%, 8/25/28

     30,000        30,141  

0.75%, 10/8/30

     25,000        19,821  

4.13%, 1/12/34

     175,000        171,134  

Council of Europe Development Bank
3.75%, 5/25/26

     10,000        9,808  

European Investment Bank
2.38%, 5/24/27

     53,000        49,736  

3.75%, 2/14/33

     50,000        47,786  

4.88%, 2/15/36

     25,000        25,948  

Inter-American Development Bank
0.63%, 7/15/25

     270,000        254,702  

3.50%, 4/12/33

     175,000        162,925  

3.20%, 8/7/42

     25,000        20,188  

International Bank for Reconstruction & Development
0.63%, 4/22/25

     110,000        104,710  

2.50%, 7/29/25

     609,000        589,238  

3.13%, 6/15/27

     25,000        23,990  

2.50%, 11/22/27

     144,000        134,495  

0.88%, 5/14/30

     118,000        95,494  

4.00%, 7/25/30

     25,000        24,447  

4.75%, 11/14/33

     25,000        25,690  

TOTAL SUPRANATIONAL BONDS

(Cost: $2,185,205)

 

 

     2,068,393  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 1.6%

 

United States – 1.6%

 

BANK

     

2.85%, 10/17/52, Series 2019-BNK21, Class A5

     75,000        66,188  

3.18%, 2/15/55, Series 2022-BNK39, Class AS

     113,000        96,408  

3.44%, 9/15/60, Series 2017-BNK7, Class A5

     105,000        98,807  

2.14%, 3/15/63, Series 2020-BNK28, Class AS

     100,000        81,787  

BBCMS Mortgage Trust

     

2.99%, 11/15/52, Series 2019-C5, Class ASB

   100,000      94,280  

Benchmark Mortgage Trust

     

2.91%, 9/15/43, Series 2020-IG1, Class AS^(c)

     60,000        46,138  

1.98%, 8/15/54, Series 2021-B28, Class ASB

     150,000        129,224  

3.79%, 4/15/55, Series 2022-B34, Class A5^(c)

     50,000        43,943  

4.44%, 5/15/55, Series 2022-B35, Class A5^(c)

     30,000        27,830  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

3.43%, 1/25/27, Series K063, Class A2^(c)

     20,000        19,296  

3.19%, 9/25/27, Series K069, Class A2^(c)

     140,000        133,116  

3.25%, 11/25/27, Series K072, Class A1

     229,677        222,489  

3.69%, 1/25/29, Series K088, Class A2

     115,000        109,997  

2.52%, 10/25/29, Series K101, Class A2

     50,000        44,656  

2.54%, 10/25/29, Series K102, Class A2

     60,000        53,576  

2.13%, 11/25/31, Series K136, Class A2

     150,000        124,875  

2.35%, 11/25/31, Series K137, Class A2^(c)

     35,000        29,593  

4.20%, 5/25/33, Series K157, Class A2

     50,000        47,915  

1.24%, 1/25/35, Series K1516, Class A1

     84,624        67,140  

Federal National Mortgage Association-Aces

     

2.49%, 5/25/26, Series 2016-M6, Class A2

     45,658        43,437  

2.47%, 12/25/26, Series 2017-M3, Class A2^(c)

     33,301        31,386  

3.06%, 3/25/28, Series 2018-M4, Class A2^(c)

     18,938        17,894  

3.55%, 9/25/28, Series 2019-M1, Class A2^(c)

     21,716        20,769  

2.44%, 10/25/29, Series 2020-M1, Class A2

     100,000        88,904  

1.78%, 5/25/30, Series 2020-M14, Class A2

     121,626        103,383  

1.27%, 7/25/30, Series 2020-M42, Class A2

     150,000        121,610  

3.61%, 2/25/31, Series 2019-M4, Class A2

     4,197        3,896  

GS Mortgage Securities Trust

     

3.00%, 9/10/52, Series 2019-GC42, Class A4

     50,000        44,412  

2.66%, 2/13/53, Series 2020-GC45, Class A4

     100,000        87,102  

Morgan Stanley Bank of America Merrill Lynch Trust

     

3.60%, 5/15/50, Series 2017-C33, Class A5

     90,000        85,213  

Morgan Stanley Capital I Trust

     

3.52%, 7/15/52, Series 2019-H7, Class AS

     100,000        88,893  

2.44%, 6/15/54, Series 2021-L6, Class A4^(c)

     100,000        82,790  

UBS Commercial Mortgage Trust

     

4.30%, 8/15/51, Series 2018-C12, Class A5

     50,000        46,391  

 

See Notes to Financial Statements.

 

WisdomTree Trust      73  


Schedule of Investments (unaudited) (continued)

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

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.08%, 12/15/51, Series 2018-C15, Class A3

   $ 17,669      $ 16,753  

Wells Fargo Commercial Mortgage Trust

     

3.79%, 9/15/48, Series 2015-SG1, Class A4

     97,058        94,143  

3.64%, 3/15/50, Series 2017-RB1, Class A5

     68,000        63,341  

2.40%, 7/15/53, Series 2020-C58, Class AS

     100,000        79,441  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $2,983,171)

 

 

     2,657,016  
MUNICIPAL BONDS – 0.7%

 

United States – 0.7%

 

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

     150,000        151,516  

Chicago Transit Authority Sales & Transfer Tax Receipts Revenue

     

6.90%, 12/1/40, Series B

     48,515        54,001  

City of Houston
3.96%, 3/1/47

     50,000        43,646  

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

     98,914        97,295  

Dallas Fort Worth International Airport
4.51%, 11/1/51, Series A

     100,000        91,150  

Louisiana Local Government Environmental
Facilities & Community Development Authority
3.62%, 2/1/29, Series A

     68,090        66,379  

New Jersey Transportation Trust Fund Authority
5.75%, 12/15/28, Series C

     45,000        45,465  

New York City Municipal Water Finance Authority
5.44%, 6/15/43, Series AA

     100,000        100,524  

Port Authority of New York & New Jersey
5.65%, 11/1/40

     100,000        104,622  

4.81%, 10/15/65, Series 192

     25,000        23,806  

Port of Morrow
2.54%, 9/1/40, Series 1

     20,000        14,728  

Sales Tax Securitization Corp.
3.82%, 1/1/48, Series B

     100,000        80,492  

State of California
7.55%, 4/1/39

     90,000        109,739  

State of Mississippi
5.25%, 11/1/34, Series F

     75,000        76,256  

Texas Transportation Commission
2.56%, 4/1/42

     20,000        14,993  

Texas Transportation Commission State Highway Fund
5.18%, 4/1/30, Series B-BUILD

     50,000        50,207  

4.00%, 10/1/33

     20,000        18,991  

University of California
3.35%, 7/1/29, Series BD

     10,000        9,422  

University of Michigan
3.50%, 4/1/52, Series A

     50,000        38,896  

TOTAL MUNICIPAL BONDS

(Cost: $1,399,427)

 

 

     1,192,128  
ASSET-BACKED SECURITIES – 0.5%

 

United States – 0.5%

 

American Express Credit Account Master Trust
4.87%, 5/15/28, Series 2023-1, Class A

   150,000     149,726  

Citibank Credit Card Issuance Trust
3.96%, 10/13/30, Series 2018-A7, Class A7

     100,000       96,353  

GM Financial Consumer Automobile Receivables Trust
4.86%, 6/18/29, Series 2024-1, Class A4

     125,000       124,490  

Honda Auto Receivables Owner Trust
4.91%, 9/17/29, Series 2023-2, Class A4

     70,000       69,805  

Toyota Auto Receivables Owner Trust
4.71%, 2/15/28, Series 2023-B, Class A3

     100,000       99,218  

Verizon Master Trust
3.67%, 1/22/29, Series 2022-6, Class A

     100,000       97,869  

Volkswagen Auto Loan Enhanced Trust
1.26%, 10/20/28, Series 2021-1, Class A4

     100,000       94,738  

TOTAL ASSET-BACKED SECURITIES

(Cost: $742,603)

 

 

    732,199  
REPURCHASE AGREEMENT – 2.7%

 

United States – 2.7%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $4,400,648 (fully collateralized by Fannie Mae, 6.50% due 7/1/53, Freddie Mac, 5.50% – 6.00% due 7/1/53; Market value including accrued interest – $4,620,468)

    
(Cost: $4,400,000)      4,400,000       4,400,000  
      Shares         
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.4%

 

United States – 0.4%

 

State Street Navigator Securities Lending
Government Money Market Portfolio, 5.33%(f)

    
(Cost: $569,308)      569,308       569,308  

TOTAL INVESTMENTS IN LONG SECURITIES BEFORE TBA SALE COMMITMENTS – 104.2%

(Cost: $180,502,777)

 

 

    169,829,721  
TBA Sale Commitments    Principal
Amount
        
U.S. GOVERNMENT AGENCIES TBA SALE COMMITMENTS – (1.3)%

 

Government National Mortgage Association – (0.3)%

 

2.50%, 3/20/54(b)

   $ (350,000     (296,218

3.00%, 3/20/54(b)

     (75,000     (65,770

3.50%, 3/20/54(b)

     (100,000     (90,457
    

 

 

 
Total Government National Mortgage Association

 

    (452,445
Uniform Mortgage-Backed Securities – (1.0)%

 

2.00%, 3/1/39(b)

     (50,000     (44,104

2.50%, 3/1/39(b)

     (75,000     (68,002

3.00%, 3/1/39(b)

     (100,000     (92,642

 

See Notes to Financial Statements.

 

74   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 29, 2024

 

 

 

TBA Sale Commitments    Principal
Amount
    Value  

3.50%, 3/1/39(b)

   $ (25,000   $ (23,655

1.50%, 3/1/54(b)

     (150,000     (111,921

2.00%, 3/1/54(b)

     (425,000     (334,047

2.50%, 3/1/54(b)

     (300,000     (246,442

3.00%, 3/1/54(b)

     (400,000     (342,212

3.50%, 3/1/54(b)

     (275,000     (244,732

4.00%, 3/1/54(b)

     (125,000     (115,016

4.50%, 3/1/54(b)

     (25,000     (23,666
    

 

 

 
Total Uniform Mortgage-Backed Securities

 

    (1,646,439

TOTAL TBA SALE COMMITMENTS

(Proceeds: $2,123,999)

 

 

    (2,098,884

Other Assets less Liabilities – (2.9)%

       (4,744,634
    

 

 

 
NET ASSETS – 100.0%            $ 162,986,203  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of February 29, 2024.

(b) 

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

(c) 

Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates.

(d) 

Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,115,844 and the total market value of the collateral held by the Fund was $2,185,876. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,616,568.

(e) 

This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

(f) 

Rate shown represents annualized 7-day yield as of February 29, 2024.

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

2 Year U.S. Treasury Note

    228       6/28/24     $ (46,683,000   $ 3,516  

5 Year U.S. Treasury Note

    785       6/28/24       (83,921,406     (151,152

U.S. Treasury Ultra Long Term Bond

    80       6/18/24       (10,230,000     (154,930

Ultra 10 Year U.S. Treasury Note

    443       6/18/24       (50,578,141     (261,469
      $ (191,412,547   $ (564,035

 

See Notes to Financial Statements.

 

WisdomTree Trust      75  


Schedule of Investments (unaudited) (concluded)

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)

February 29, 2024

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Agencies

   $      $ 46,674,462      $      $ 46,674,462  

U.S. Government Obligations

            68,520,308               68,520,308  

Corporate Bonds

            40,321,308               40,321,308  

Foreign Government Agencies

            1,345,686               1,345,686  

Foreign Government Obligations

            1,348,913               1,348,913  

Supranational Bonds

            2,068,393               2,068,393  

Commercial Mortgage-Backed Securities

            2,657,016               2,657,016  

Municipal Bonds

            1,192,128               1,192,128  

Asset-Backed Securities

            732,199               732,199  

Repurchase Agreement

            4,400,000               4,400,000  

Investment of Cash Collateral for Securities Loaned

            569,308               569,308  

Total Investments in Securities

   $      $ 169,829,721      $      $ 169,829,721  

Financial Derivative Instruments

  

Futures Contracts1

   $ 3,516      $      $      $ 3,516  

Liabilities:

 

     

TBA Sale Commitments

  

U.S. Government Agencies

   $      $ (2,098,884    $      $ (2,098,884

Financial Derivative Instruments

  

Futures Contracts1

   $ (567,551    $      $      $ (567,551

Total – Net

   $ (564,035    $ 167,730,837      $      $ 167,166,802  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

76   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Mortgage Plus Bond Fund (MTGP)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
COLLATERALIZED LOAN OBLIGATIONS – 2.7%

 

Cayman Islands – 2.7%

 

Apidos CLO XXXVI Ltd.

     

7.58%, 7/20/34, Series 2021-36A, Class C, (7.667% fixed rate until 10/20/24; 3-month Secured Overnight Financing Rate + 2.262% thereafter)(a)(b)

   $ 350,000      $ 349,496  

Ballyrock CLO 14 Ltd.

     

7.88%, 1/20/34, Series 2020-14A, Class B, (7.879% fixed rate until 4/20/24; 3-month Secured Overnight Financing Rate + 2.562% thereafter)(a)(b)

     250,000        250,201  

LCM 28 Ltd.

     

7.73%, 10/20/30, Series 28A, Class C, (7.827% fixed rate until 10/20/24; 3-month Secured Overnight Financing Rate + 2.412% thereafter)(a)(b)

     400,000        396,775  

Sound Point CLO XXIX Ltd.

     

7.89%, 4/25/34, Series 2021-1A, Class C1, (7.886% fixed rate until 4/25/24; 3-month Secured Overnight Financing Rate + 2.562% thereafter)(a)(b)

     300,000        294,789  

TOTAL COLLATERALIZED LOAN OBLIGATIONS

(Cost: $1,278,246)

 

 

     1,291,261  
COLLATERALIZED MORTGAGE OBLIGATIONS – 34.1%

 

Chase Home Lending Mortgage Trust

     

6.50%, 1/25/55, Series 2024-1, Class A9^(a)(b)

     396,563        395,906  

Federal Home Loan Mortgage Corp. REMICs

     

4.50%, 7/15/25, Series 3000, Class BC

     3,785        3,738  

4.00%, 5/15/28, Series 4669, Class EV

     173,223        167,329  

6.00%, 7/15/29, Series 2175, Class TH

     23,258        23,286  

6.00%, 5/15/32, Series 2448, Class ZQ

     32,233        32,337  

3.00%, 8/15/32, Series 4092, Class AY

     200,000        185,457  

6.00%, 8/15/32, Series 2485, Class WG

     13,636        13,944  

5.50%, 11/15/32, Series 2519, Class ZD

     68,537        67,647  

5.50%, 11/15/32, Series 2520, Class PH

     94,530        95,539  

5.50%, 6/15/34, Series 2810, Class ME

     22,126        22,404  

5.89%, 6/15/34, Series 2812, Class MF^(b)

     116,158        115,881  

5.50%, 9/15/34, Series 2861, Class Z

     25,519        25,504  

5.00%, 11/15/34, Series 2893, Class PE

     29,040        28,970  

6.00%, 11/15/36, Series 3244, Class LZ

     231        227  

5.00%, 4/15/40, Series 3658, Class CZ, PIK

     400,623        392,736  

4.50%, 9/15/40, Series 3726, Class QZ

     232,775        224,677  

4.00%, 1/15/41, Series 4179, Class AZ

     379,458        363,177  

3.50%, 5/15/41, Series 4229, Class MA

     40,148        38,571  

3.00%, 12/15/41, Series 4273, Class GM

     48,218        45,345  

4.00%, 5/15/42, Series 4048, Class CE

     150,000        138,477  

4.50%, 9/15/42, Series 4671, Class JM

     5,526        5,497  

3.00%, 11/15/42, Series 4136, Class ZG, PIK

     420,255        370,576  

3.00%, 5/15/43, Series 4322, Class DJ

     42,531        40,768  

4.50%, 12/15/43, Series 4283, Class EW^(b)

     100,684        97,608  

3.00%, 6/15/44, Series 4483, Class CA

     147,254        137,195  

2.25%, 8/15/44, Series 4406, Class AC

     60,487        52,923  

3.50%, 9/15/46, Series 4774, Class LP

     140,134        134,007  

3.00%, 4/25/49, Series 4908, Class BD

     294,168        259,877  

4.00%, 12/15/50, Series 4577, Class HM^(b)

   524,144      489,271  

Federal Home Loan Mortgage Corp. Whole Loan Securities Trust

     

3.50%, 12/25/46, Series 2017-SC01, Class 2A

     317,436        275,083  

Federal National Mortgage Association Connecticut Avenue Securities

     

8.42%, 3/25/42, Series 2022-R04, Class 1M2^(a)(b)

     500,000        520,360  

Federal National Mortgage Association REMICs

     

3.50%, 8/25/26, Series 2011-80, Class HE

     67,905        66,584  

2.00%, 11/25/30, Series 2015-93, Class AD

     82,487        78,172  

6.50%, 10/25/31, Series 2001-52, Class YZ

     16,595        17,070  

3.00%, 6/25/33, Series 2014-36, Class QA

     30,472        29,391  

4.00%, 8/25/33, Series 2014-58, Class VM

     66,792        65,779  

6.00%, 1/25/34, Series 2003-130, Class HZ

     813,061        832,537  

4.50%, 10/25/34, Series 2004-75, Class ZG

     4,728        4,588  

5.69%, 5/25/35, Series 2005-40, Class FB^(b)

     46,403        46,056  

4.75%, 8/25/35, Series 2005-80, Class SZ, PIK

     120,186        115,526  

6.00%, 7/25/36, Series 2006-62, Class PZ, PIK

     152,574        161,488  

4.50%, 10/25/36, Series 2009-19, Class PW

     25,478        24,991  

5.69%, 12/25/36, Series 2006-120, Class PF^(b)

     41,025        40,538  

5.50%, 2/25/37, Series 2007-6, Class PA

     9,390        9,521  

4.25%, 4/25/37, Series 2007-30, Class ZM, PIK

     280,807        257,926  

5.00%, 4/25/37, Series 2007-26, Class JZ

     156,614        154,445  

5.00%, 3/25/38, Series 2008-16, Class EA

     5,005        4,904  

6.00%, 8/25/39, Series 2009-62, Class Z

     275,498        283,556  

5.00%, 11/25/39, Series 2009-89, Class PH

     119,684        119,484  

5.00%, 7/25/40, Series 2010-80, Class PZ

     238,510        234,285  

5.00%, 9/25/40, Series 2010-102, Class PN

     416,289        413,995  

3.00%, 2/25/41, Series 2011-134, Class NJ

     37,432        36,036  

2.50%, 5/25/41, Series 2012-131, Class DZ, PIK

     14,213        11,672  

5.00%, 6/25/41, Series 2011-52, Class GB

     115,965        115,732  

5.25%, 9/25/41, Series 2011-84, Class PZ

     316,722        314,725  

3.00%, 3/25/42, Series 2016-21, Class BA

     2,717        2,704  

1.75%, 6/25/42, Series 2013-37, Class JA

     99,722        93,781  

2.50%, 11/25/42, Series 2012-152, Class TB

     231,000        185,871  

3.00%, 2/25/43, Series 2013-1, Class JZ, PIK

     80,633        65,547  

3.00%, 3/25/44, Series 2015-42, Class CA

     159,082        148,330  

3.00%, 4/25/45, Series 2015-23, Class HZ, PIK

     522,503        458,246  

3.00%, 3/25/46, Series 2016-9, Class D

     130,183        116,416  

2.50%, 9/25/46, Series 2016-63, Class CA

     33,322        26,497  

Flagstar Mortgage Trust

     

2.50%, 9/25/51, Series 2021-8INV, Class A6^(a)(b)

     511,249        445,658  

Government National Mortgage Association REMICs

     

5.00%, 7/16/33, Series 2003-60, Class ZG

     119,623        118,807  

5.00%, 4/20/34, Series 2004-31, Class ZB

     140,900        140,053  

 

See Notes to Financial Statements.

 

WisdomTree Trust      77  


Schedule of Investments (unaudited) (continued)

WisdomTree Mortgage Plus Bond Fund (MTGP)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

5.00%, 6/20/35, Series 2005-46, Class YX

   $ 154,880      $ 154,697  

5.50%, 4/20/37, Series 2007-24, Class PC

     27,952        27,893  

5.50%, 5/20/38, Series 2008-42, Class QB

     47,786        48,363  

2.00%, 8/20/39, Series 2011-52, Class KY

     38,350        36,184  

4.00%, 4/20/40, Series 2011-69, Class HW

     69,188        68,721  

4.50%, 9/16/40, Series 2010-125, Class BZ

     189,104        188,027  

3.00%, 7/16/41, Series 2011-135, Class WH

     113,835        94,235  

3.00%, 3/16/42, Series 2012-39, Class GC

     145,000        117,716  

4.00%, 3/20/44, Series 2014-43, Class Z, PIK

     668,646        605,635  

3.75%, 4/16/44, Series 2014-60, Class AL

     250,000        223,359  

3.00%, 11/20/45, Series 2015-165, Class ZE, PIK

     343,154        285,999  

JP Morgan Mortgage Trust

     

3.60%, 5/25/45, Series 2015-3, Class B3^(a)(b)

     94,405        84,302  

2.94%, 7/25/51, Series 2021-3, Class B1^(a)(b)

     217,728        173,982  

2.50%, 8/25/52, Series 2022-2, Class A25A^(a)(b)

     399,245        314,412  

Mello Mortgage Capital Acceptance

     

2.50%, 8/25/51, Series 2021-INV2, Class A3^(a)(b)

     500,023        401,870  

Provident Funding Mortgage Trust

     

3.25%, 2/25/50, Series 2020-1, Class B1^(a)(b)

     362,909        302,100  

Rate Mortgage Trust

     

3.00%, 1/25/52, Series 2022-J1, Class A19^(a)(b)

     672,282        551,957  

RCKT Mortgage Trust

     

3.00%, 2/25/50, Series 2020-1, Class A13^(a)(b)

     116,453        98,216  

Seasoned Credit Risk Transfer Trust

     

3.75%, 9/25/55, Series 2016-1, Class M2^(a)(b)

     590,309        530,158  

4.00%, 8/25/56, Series 2017-2, Class M1^(a)(b)

     574,427        565,472  

4.75%, 5/25/57, Series 2018-1, Class M^(b)

     236,859        227,339  

3.00%, 8/25/57, Series 2018-3, Class HT

     131,315        111,787  

2.50%, 5/25/60, Series 2020-3, Class M5TU

     310,931        272,599  

Seasoned Loans Structured Transaction
3.50%, 6/25/28, Series 2018-1, Class A1

     268,115        255,785  

Sequoia Mortgage Trust

     

4.00%, 3/25/48, Series 2018-CH1, Class A1^(a)(b)

     127,236        117,590  

Verus Securitization Trust

     

2.99%, 5/25/60, Series 2020-2, Class A2^(a)(b)

     300,000        291,151  

TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS

(Cost: $17,675,079)

 

 

     16,154,777  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 5.0%

 

United States – 5.0%

 

Benchmark Mortgage Trust

     

2.50%, 12/15/62, Series 2019-B14, Class D(a)

     380,000        222,703  

Cantor Commercial Real Estate Lending

     

2.50%, 1/15/53, Series 2019-CF3, Class D^(a)(b)

   250,000      150,420  

CFCRE Commercial Mortgage Trust

     

4.20%, 6/15/50, Series 2017-C8, Class B^(b)

     300,000        271,331  

CSAIL Commercial Mortgage Trust

     

4.88%, 11/15/51, Series 2018-C14, Class B^(b)

     250,000        222,065  

Federal Home Loan Mortgage Corp. Multiclass Certificates

     

1.78%, 9/25/45, Series 2021-P011, Class X1^(b)(c)

     400,722        47,023  

HIT Trust

     

8.51%, 7/15/24, Series 2022-HI32, Class B^(a)(b)

     387,656        387,527  

Washington State Housing Finance Commission

     

0.73%, 12/20/35, Series 2021-1, Class X^(b)(c)

     6,068,206        272,826  

Wells Fargo Commercial Mortgage Trust

     

4.59%, 1/15/60, Series 2017-RC1, Class C

     250,000        231,703  

WFRBS Commercial Mortgage Trust

     

4.23%, 8/15/47, Series 2014-C21, Class C^(b)

     200,000        182,989  

3.93%, 11/15/47, Series 2014-C24, Class AS

     400,000        382,327  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $2,550,401)

 

 

     2,370,914  
U.S. GOVERNMENT AGENCIES – 56.4%

 

Federal Home Loan Mortgage Corporation – 5.4%

 

4.00%, 1/1/42

     203,161        190,557  

3.50%, 8/1/46

     240,346        218,936  

3.50%, 9/1/47

     261,063        237,802  

2.00%, 9/1/51

     437,145        354,731  

2.00%, 1/1/52

     883,971        706,235  

2.50%, 2/1/52

     1,019,841        844,740  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     2,553,001  
Federal National Mortgage Association – 35.4%

 

4.00%, 11/1/43

     247,046        232,772  

4.00%, 5/1/47

     186,614        175,832  

4.00%, 12/1/47

     187,038        176,230  

2.50%, 11/1/50

     444,954        373,614  

2.00%, 8/1/51

     1,183,795        935,384  

2.00%, 12/1/51

     483,915        381,682  

2.50%, 12/1/51

     680,514        566,664  

2.50%, 2/1/52

     1,166,837        961,039  

2.00%, 3/1/52

     3,393,862        2,672,676  

3.00%, 5/1/52

     1,959,584        1,689,260  

2.50%, 9/1/52

     1,370,271        1,128,315  

3.50%, 9/1/52

     1,219,989        1,087,032  

4.50%, 9/1/52

     1,005,492        952,452  

5.00%, 9/1/52

     1,073,979        1,043,091  

3.00%, 10/1/52

     1,214,716        1,040,343  

4.00%, 1/1/53

     1,139,399        1,049,113  

5.50%, 2/1/53

     914,233        905,399  

3.50%, 4/1/53

     1,149,319        1,023,591  

4.00%, 4/1/55

     376,417        348,754  

4.50%, 6/1/56

     62,677        59,889  
     

 

 

 
Total Federal National Mortgage Association

 

     16,803,132  

 

See Notes to Financial Statements.

 

78   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Mortgage Plus Bond Fund (MTGP)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
Government National Mortgage Association – 14.8%

 

3.00%, 8/20/44

   $ 8,514      $ 7,614  

3.00%, 12/20/44

     291,248        260,433  

3.00%, 3/20/45

     152,880        136,704  

3.00%, 4/20/45

     322,790        288,635  

3.00%, 7/20/45

     36,072        32,166  

3.50%, 7/20/47

     324,785        297,537  

4.50%, 8/20/47

     318,046        308,794  

3.50%, 12/20/47

     298,115        272,985  

4.50%, 5/20/49

     53,158        51,358  

2.50%, 6/20/51

     558,505        473,694  

2.50%, 9/20/51

     1,846,464        1,564,342  

2.00%, 10/20/51

     2,495,184        2,032,530  

2.00%, 12/20/51

     495,215        403,466  

4.00%, 10/20/52

     197,235        183,653  

6.00%, 3/20/54(d)

     700,000        703,523  
     

 

 

 
Total Government National Mortgage Association

 

     7,017,434  
Uniform Mortgage-Backed Security – 0.8%

 

2.00%, 3/1/54(d)

   500,000      392,988  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $27,364,849)

 

 

     26,766,555  

TOTAL INVESTMENTS IN SECURITIES – 98.2%

(Cost: $48,868,575)

 

 

     46,583,507  

Other Assets less Liabilities – 1.8%

 

     875,627  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 47,459,134  
^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

 

(a) 

This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

 

(b) 

Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates.

 

(c) 

Interest-only security. The principal amount shown is a notional amount representing the outstanding principal of the underlying debt obligation(s). Holders of interest-only securities do not receive principal payments on the underlying debt obligation(s).

 

(d) 

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

U.S. Treasury Ultra Long Term Bond

    1       6/18/24     $ (127,875   $ (1,016
Long Exposure  

2 Year U.S. Treasury Note

    5       6/28/24     $ 1,023,750     $ 1,021  

5 Year U.S. Treasury Note

    25       6/28/24       2,672,656       586  

10 Year U.S. Treasury Note

    13       6/18/24       1,435,688       406  

U.S. Treasury Long Bond

    1       6/18/24       119,250       649  
      $ 5,251,344     $ 2,662  

Total – Net

 

  $ 5,123,469     $ 1,646  

 

See Notes to Financial Statements.

 

WisdomTree Trust      79  


Schedule of Investments (unaudited) (concluded)

WisdomTree Mortgage Plus Bond Fund (MTGP)

February 29, 2024

 

FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Collateralized Loan Obligations

   $      $ 1,291,261      $      $ 1,291,261  

Collateralized Mortgage Obligations

            16,154,777               16,154,777  

Commercial Mortgage-Backed Securities

            2,370,914               2,370,914  

U.S. Government Agencies

            26,766,555               26,766,555  

Total Investments in Securities

   $      $ 46,583,507      $      $ 46,583,507  

Financial Derivative Instruments

  

Futures Contracts1

   $ 2,662      $      $      $ 2,662  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (1,016    $      $      $ (1,016

Total – Net

   $ 1,646      $ 46,583,507      $      $ 46,585,153  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

80   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT AGENCIES – 18.7%

 

  
Federal Agricultural Mortgage Corporation – 0.1%

 

  

1.62%, 9/4/25

   $ 1,439,000      $ 1,370,129  
Federal Farm Credit Bank – 1.6%

 

3.38%, 8/26/24

     2,062,000        2,042,514  

2.85%, 5/23/25

     2,062,000        2,010,945  

2.40%, 9/21/26

     2,062,000        1,954,343  

2.60%, 4/5/27

     1,650,000        1,563,276  

3.78%, 6/8/28

     825,000        794,673  

2.32%, 1/26/32

     825,000        683,653  

2.38%, 3/16/32

     2,062,000        1,765,979  

2.90%, 4/12/32

     2,062,000        1,840,644  

3.50%, 9/1/32

     1,237,000        1,151,338  

3.40%, 4/25/34

     1,650,000        1,483,548  

2.39%, 11/1/34

     5,156,000        4,174,659  
     

 

 

 
Total Federal Farm Credit Bank               19,465,572  
Federal Home Loan Bank – 0.2%

 

  

1.10%, 8/20/26

     1,930,000        1,770,543  

3.50%, 6/11/32

     825,000        763,620  
     

 

 

 
Total Federal Home Loan Bank               2,534,163  
Federal Home Loan Mortgage Corporation – 2.2%

 

  

1.50%, 2/12/25

     580,000        560,669  

0.38%, 7/21/25

     100,000        94,113  

6.25%, 7/15/32

     446,000        505,733  

4.50%, 8/1/41

     372,553        364,071  

4.40%, 2/1/42^(a)

     146,189        147,581  

3.00%, 4/1/45

     2,149,124        1,892,535  

4.00%, 11/1/45

     1,472,029        1,387,462  

3.50%, 12/1/46

     1,404,045        1,280,112  

3.50%, 12/1/47

     735,022        670,448  

3.50%, 3/1/48

     2,171,737        1,980,962  

4.50%, 7/1/48

     245,373        236,351  

2.00%, 5/1/51

     342,813        271,121  

2.00%, 9/1/51

     5,661,674        4,463,911  

2.00%, 1/1/52

     3,540,374        2,837,305  

3.00%, 1/1/52

     1,716,618        1,491,349  

2.50%, 2/1/52

     3,038,860        2,525,066  

2.50%, 3/1/52

     2,504,724        2,082,110  

2.50%, 4/1/52

     2,594,953        2,155,664  

3.50%, 5/1/52

     2,728,128        2,441,126  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     27,387,689  
Federal National Mortgage Association – 8.7%

 

  

2.63%, 9/6/24

     566,000        558,568  

2.50%, 9/1/27

     506,706        489,683  

7.13%, 1/15/30

     1,528,000        1,746,626  

2.50%, 6/1/30

     614,746        580,679  

2.50%, 7/1/30

     348,726        328,775  

3.00%, 9/1/30

     363,757        346,864  

6.63%, 11/15/30

     895,000        1,010,679  

2.50%, 7/1/36

     2,138,093        1,942,538  

2.50%, 3/1/37

     1,598,089        1,451,356  

2.00%, 4/1/37

     2,568,722        2,264,848  

4.00%, 11/1/40

     1,855,779        1,766,028  

4.00%, 12/1/40

     245,683        233,778  

4.00%, 2/1/41

     356,156        338,931  

4.50%, 6/1/41

     494,699        482,871  

4.50%, 7/1/41

   588,618      574,545  

4.50%, 8/1/41

     202,719        197,872  

4.00%, 11/1/41

     190,611        180,841  

5.00%, 5/1/42

     203,944        204,318  

3.50%, 10/1/42

     741,740        682,575  

3.00%, 7/1/43

     1,705,230        1,517,819  

3.00%, 9/1/43

     776,519        691,177  

4.00%, 6/1/45

     1,324,388        1,248,016  

4.00%, 7/1/45

     841,567        794,716  

3.50%, 1/1/46

     882,933        806,990  

3.50%, 2/1/46

     2,020,460        1,846,676  

4.00%, 2/1/46

     451,796        426,054  

3.00%, 8/1/46

     357,113        313,742  

4.00%, 2/1/48

     921,493        863,527  

2.50%, 6/1/50

     3,812,576        3,196,069  

2.50%, 7/1/50

     3,284,481        2,723,499  

2.50%, 8/1/50

     4,620,468        3,869,023  

2.00%, 5/1/51

     2,668,436        2,141,834  

2.50%, 5/1/51

     1,339,685        1,115,566  

2.50%, 6/1/51

     4,997,517        4,123,979  

2.50%, 9/1/51

     682,184        565,891  

2.00%, 10/1/51

     3,573,566        2,816,445  

2.00%, 11/1/51

     5,087,535        4,073,081  

3.50%, 11/1/51

     3,539,983        3,181,511  

2.00%, 12/1/51

     3,035,468        2,390,675  

2.50%, 12/1/51

     3,205,891        2,677,220  

2.50%, 1/1/52

     3,620,924        3,008,834  

2.00%, 2/1/52

     26,465,454        21,051,567  

2.50%, 2/1/52

     5,031,376        4,155,330  

3.50%, 2/1/52

     716,922        645,730  

2.00%, 3/1/52

     2,523,865        2,001,706  

2.50%, 3/1/52

     4,044,905        3,364,909  

3.50%, 3/1/52

     557,961        503,141  

2.00%, 4/1/52

     1,875,247        1,498,697  

4.00%, 8/1/52

     5,479,003        5,040,198  

4.50%, 8/1/52

     2,180,796        2,077,258  

5.00%, 9/1/52

     3,042,939        2,955,849  

4.50%, 10/1/52

     4,552,311        4,308,603  

6.00%, 5/1/53

     685,064        688,018  
     

 

 

 
Total Federal National Mortgage Association

 

     108,065,725  
Government National Mortgage Association – 5.1%

 

  

4.50%, 6/20/41

     234,269        230,672  

4.50%, 7/20/41

     382,519        376,645  

4.50%, 10/20/41

     488,974        481,465  

4.00%, 10/20/43

     776,947        740,981  

4.00%, 3/20/46

     990,730        936,136  

3.50%, 3/20/47

     3,526,212        3,237,699  

3.50%, 9/20/47

     1,121,103        1,026,296  

3.50%, 1/20/48

     612,778        562,647  

3.50%, 2/20/48

     4,068,871        3,724,978  

3.50%, 3/20/48

     3,947,858        3,614,260  

4.50%, 1/20/50

     604,374        585,432  

2.00%, 1/20/51

     6,501,041        5,300,857  

2.00%, 2/20/51

     4,347,797        3,544,729  

2.50%, 3/20/51

     1,134,754        962,194  

2.50%, 4/20/51

     2,274,129        1,927,882  

2.50%, 5/20/51

     1,762,616        1,493,922  

2.50%, 8/20/51

     1,625,711        1,376,981  

 

See Notes to Financial Statements.

 

WisdomTree Trust      81  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

2.50%, 9/20/51

   $ 4,966,803      $ 4,205,968  

2.50%, 10/20/51

     1,655,148        1,401,298  

3.00%, 10/20/51

     6,712,339        5,873,795  

2.50%, 11/20/51

     2,254,921        1,908,665  

3.00%, 11/20/51

     9,180,109        8,016,055  

2.50%, 12/20/51

     4,509,345        3,816,909  

3.00%, 12/20/51

     1,667,589        1,462,689  

2.50%, 4/20/52

     1,805,417        1,527,552  

5.50%, 1/20/53

     1,681,221        1,670,459  

5.00%, 3/20/54(b)

     1,700,000        1,660,924  

6.00%, 3/20/54(b)

     762,000        765,983  
     

 

 

 
Total Government National Mortgage Association

 

     62,434,073  
Tennessee Valley Authority – 0.3%

 

  

0.75%, 5/15/25

     159,000        151,220  

3.88%, 3/15/28

     1,670,000        1,639,623  

7.13%, 5/1/30

     2,062,000        2,351,195  

5.25%, 9/15/39

     80,000        83,158  
     

 

 

 
Total Tennessee Valley Authority

 

     4,225,196  
Uniform Mortgage-Backed Securities – 0.5%

 

  

2.50%, 3/1/39(b)

     719,000        651,912  

3.50%, 3/1/39(b)

     87,000        82,320  

3.50%, 3/1/54(b)

     4,623,000        4,114,165  

5.50%, 3/1/54(b)

     1,000,000        989,229  

6.00%, 3/1/54(b)

     42,000        42,182  
     

 

 

 
Total Uniform Mortgage-Backed Securities

 

     5,879,808  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $243,194,750)

 

 

     231,362,355  
U.S. GOVERNMENT OBLIGATIONS – 28.7%

 

  
U.S. Treasury Bonds – 5.3%      

5.00%, 5/15/37

     138,600        149,677  

4.50%, 5/15/38

     145,100        148,455  

3.88%, 8/15/40

     3,035,700        2,840,277  

4.38%, 5/15/41

     146,600        145,077  

2.00%, 11/15/41

     209,800        145,336  

3.25%, 5/15/42

     980,200        824,900  

4.00%, 11/15/42

     2,970,700        2,774,819  

3.88%, 2/15/43

     158,700        145,396  

4.38%, 8/15/43

     6,135,000        6,009,424  

3.75%, 11/15/43

     3,002,600        2,693,895  

3.63%, 2/15/44

     3,737,900        3,288,184  

4.50%, 2/15/44

     6,526,000        6,526,510  

3.13%, 8/15/44

     1,437,200        1,166,827  

3.00%, 11/15/44

     2,801,100        2,223,373  

3.00%, 11/15/45

     3,218,800        2,537,571  

2.50%, 2/15/46

     1,866,200        1,340,019  

2.50%, 5/15/46

     2,728,800        1,954,503  

2.25%, 8/15/46

     3,116,100        2,117,974  

2.75%, 8/15/47

     40,000        29,753  

3.38%, 11/15/48

     167,100        138,850  

1.38%, 8/15/50

     255,800        134,375  

1.88%, 11/15/51

     224,900        134,149  

2.25%, 2/15/52

     207,400        135,798  

4.00%, 11/15/52

     12,859,200        12,048,468  

3.63%, 2/15/53

     4,562,400        3,991,744  

3.63%, 5/15/53

     2,000,000        1,751,406  

4.13%, 8/15/53

     4,697,300        4,501,335  

4.75%, 11/15/53

   5,532,900      5,891,674  
     

 

 

 
Total U.S. Treasury Bonds               65,789,769  
U.S. Treasury Notes – 23.4%      

2.13%, 9/30/24

     7,300,000        7,170,539  

4.38%, 10/31/24

     170,200        169,253  

2.25%, 11/15/24

     1,822,200        1,785,436  

4.13%, 1/31/25

     29,183,000        28,930,499  

4.63%, 2/28/25

     14,559,000        14,498,717  

3.88%, 3/31/25

     6,882,600        6,800,869  

3.88%, 4/30/25

     3,232,000        3,192,989  

4.25%, 5/31/25

     1,368,000        1,356,885  

2.88%, 6/15/25

     19,714,900        19,220,872  

3.00%, 7/15/25

     2,352,300        2,295,055  

5.00%, 8/31/25

     4,065,000        4,076,115  

5.00%, 10/31/25

     647,000        649,565  

4.88%, 11/30/25

     208,800        209,330  

4.25%, 12/31/25

     242,000        240,138  

3.88%, 1/15/26

     14,504,400        14,299,865  

0.38%, 1/31/26

     6,746,800        6,222,078  

4.00%, 2/15/26

     22,824,000        22,555,640  

4.63%, 3/15/26

     12,850,000        12,851,506  

3.75%, 4/15/26

     14,046,400        13,810,464  

3.63%, 5/15/26

     1,500,000        1,470,703  

4.13%, 6/15/26

     807,000        799,592  

4.50%, 7/15/26

     969,000        968,357  

4.38%, 8/15/26

     2,508,000        2,500,065  

4.63%, 9/15/26

     2,418,000        2,425,178  

2.00%, 11/15/26

     4,139,300        3,881,887  

4.63%, 11/15/26

     249,500        250,455  

1.25%, 11/30/26

     5,881,200        5,398,758  

1.50%, 1/31/27

     21,785,700        20,059,013  

3.50%, 1/31/28

     13,704,600        13,295,068  

4.00%, 2/29/28

     12,595,000        12,441,498  

3.63%, 3/31/28

     20,015,700        19,494,979  

3.50%, 4/30/28

     10,700,400        10,370,610  

3.63%, 5/31/28

     5,657,000        5,507,841  

2.88%, 8/15/28

     100,000        94,266  

4.38%, 8/31/28

     4,266,600        4,280,933  

4.88%, 10/31/28

     6,922,000        7,092,076  

4.38%, 11/30/28

     3,000,000        3,013,242  

3.75%, 12/31/28

     2,000,000        1,954,844  

4.00%, 1/31/29

     2,413,000        2,385,383  

3.25%, 6/30/29

     170,800        162,507  

3.63%, 3/31/30

     632,300        610,392  

3.50%, 4/30/30

     730,800        700,312  

3.75%, 5/31/30

     1,400,000        1,359,586  

4.00%, 7/31/30

     1,973,000        1,942,711  

4.00%, 1/31/31

     75,000        73,799  

1.63%, 5/15/31

     190,500        159,722  

4.13%, 11/15/32

     233,400        230,975  

3.50%, 2/15/33

     1,538,800        1,452,002  

3.88%, 8/15/33

     2,076,400        2,014,757  

4.50%, 11/15/33

     1,678,600        1,710,729  
     

 

 

 
Total U.S. Treasury Notes               288,438,055  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $361,633,205)

 

 

     354,227,824  

 

See Notes to Financial Statements.

 

82   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
CORPORATE BONDS – 37.8%

 

  
Australia – 0.4%      

Australia & New Zealand Banking Group Ltd.
4.40%, 5/19/26(c)

   $ 845,000      $ 821,416  

BHP Billiton Finance USA Ltd.
5.00%, 9/30/43

     100,000        95,773  

FMG Resources August 2006 Pty. Ltd.
6.13%, 4/15/32(c)

     174,000        172,182  

Glencore Funding LLC
2.63%, 9/23/31(c)

     160,000        132,818  

Macquarie Bank Ltd.
6.80%, 1/18/33(c)

     205,000        217,386  

Macquarie Group Ltd.

     

2.87%, 1/14/33, (2.871% fixed rate until 1/14/32; Secured Overnight Financing Rate + 1.532% thereafter)(a)(c)

     166,000        136,487  

5.49%, 11/9/33, (5.491% fixed rate until 11/9/32; Secured Overnight Financing Rate + 2.865% thereafter)(a)(c)

     110,000        109,289  

Mineral Resources Ltd.
8.00%, 11/1/27(c)

     5,000        5,097  

Rio Tinto Finance USA Ltd.

     

7.13%, 7/15/28

     309,000        336,748  

5.20%, 11/2/40

     100,000        98,569  

Rio Tinto Finance USA PLC

     

5.00%, 3/9/33

     147,000        147,045  

5.13%, 3/9/53

     149,000        143,445  

Scentre Group Trust 2

     

4.75%, 9/24/80, (4.75% fixed rate until 6/24/26; 5-year Constant Maturity Treasury Rate + 4.379% thereafter)(a)(c)

     456,000        436,000  

South32 Treasury Ltd.
4.35%, 4/14/32(c)

     152,000        136,089  

Westpac Banking Corp.

     

4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year Secured Overnight Financing Rate Spread-Adjusted ICE Swap Rate + 2.236% thereafter)(a)

     638,000        612,869  

3.02%, 11/18/36, (3.02% fixed rate until 11/18/31; 5-year Constant Maturity Treasury Rate + 1.53% thereafter)(a)

     985,000        802,253  

Woodside Finance Ltd.
4.50%, 3/4/29(c)

     714,000        680,278  
     

 

 

 
Total Australia               5,083,744  
Austria – 0.1%      

Oesterreichische Kontrollbank AG
0.50%, 2/2/26

     936,000        863,741  

Suzano Austria GmbH
3.75%, 1/15/31

     575,000        503,159  
     

 

 

 
Total Austria               1,366,900  
Belgium – 0.3%      

Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
4.90%, 2/1/46

     1,580,000        1,476,731  

Anheuser-Busch InBev Finance, Inc.
4.90%, 2/1/46

   100,000      92,529  

Anheuser-Busch InBev Worldwide, Inc.

     

3.50%, 6/1/30

     619,000        572,494  

8.20%, 1/15/39

     309,000        397,637  

4.35%, 6/1/40

     224,000        200,603  

4.50%, 6/1/50

     619,000        558,425  
     

 

 

 
Total Belgium               3,298,419  
Bermuda – 0.1%      

Bacardi Ltd.
4.70%, 5/15/28(c)

     663,000        643,945  
Brazil – 0.1%

 

Petrobras Global Finance BV

     

5.60%, 1/3/31

     591,000        576,934  

6.90%, 3/19/49

     180,000        176,868  

Vale Overseas Ltd.

     

3.75%, 7/8/30

     500,000        450,095  

6.88%, 11/21/36

     11,000        11,792  
     

 

 

 
Total Brazil               1,215,689  
Canada – 1.0%      

1011778 BC ULC/New Red Finance, Inc.
3.88%, 1/15/28(c)

     20,000        18,658  

3.50%, 2/15/29(c)

     40,000        36,102  

4.00%, 10/15/30(c)

     350,000        307,808  

Air Canada Pass-Through Trust

     

10.50%, 7/15/26, Series 2020-1, Class C(c)

     200,000        218,536  

Bank of Montreal
2.50%, 6/28/24

     178,000        176,257  

3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(a)

     486,000        447,674  

Bank of Nova Scotia
1.05%, 3/2/26

     175,000        161,429  

2.45%, 2/2/32

     345,000        283,473  

Barrick PD Australia Finance Pty. Ltd.
5.95%, 10/15/39

     330,000        337,989  

Bell Telephone Co. of Canada or Bell Canada
4.46%, 4/1/48

     340,000        289,248  

Bombardier, Inc.
6.00%, 2/15/28(c)

     96,000        93,280  

Brookfield Finance, Inc.

     

4.85%, 3/29/29

     173,000        170,642  

4.35%, 4/15/30

     100,000        94,801  

Canadian National Railway Co.
4.40%, 8/5/52

     100,000        88,312  

Canadian Pacific Railway Co.

     

4.80%, 9/15/35

     309,000        296,087  

4.80%, 8/1/45

     209,000        189,523  

3.10%, 12/2/51

     100,000        68,072  

Cenovus Energy, Inc.

     

6.75%, 11/15/39

     256,000        277,770  

5.40%, 6/15/47

     94,000        86,539  

3.75%, 2/15/52

     105,000        75,156  

CI Financial Corp.
4.10%, 6/15/51

     100,000        59,323  

Enbridge, Inc.
5.97%, 3/8/26

     172,000        171,974  

 

See Notes to Financial Statements.

 

WisdomTree Trust      83  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Garda World Security Corp.
6.00%, 6/1/29(c)

   $ 126,000      $ 110,397  

Magna International, Inc.
5.50%, 3/21/33

     161,000        165,167  

New Gold, Inc.
7.50%, 7/15/27(c)

     143,000        142,152  

Nutrien Ltd.

     

5.90%, 11/7/24

     167,000        167,282  

4.90%, 3/27/28

     100,000        99,231  

2.95%, 5/13/30

     239,000        211,611  

Parkland Corp.
5.88%, 7/15/27(c)

     100,000        98,292  

Precision Drilling Corp.
6.88%, 1/15/29(c)

     71,000        70,233  

Rogers Communications, Inc.
4.35%, 5/1/49

     450,000        361,895  

Royal Bank of Canada

     

5.66%, 10/25/24

     285,000        285,288  

2.25%, 11/1/24

     500,000        489,345  

0.88%, 1/20/26

     412,000        381,508  

4.65%, 1/27/26

     400,000        396,144  

Suncor Energy, Inc.
6.50%, 6/15/38

     982,000        1,029,156  

Teck Resources Ltd.
3.90%, 7/15/30

     803,000        733,540  

Teine Energy Ltd.
6.88%, 4/15/29(c)

     165,000        158,991  

TELUS Corp.
3.40%, 5/13/32

     846,000        735,072  

Toronto-Dominion Bank

     

3.25%, 3/11/24

     412,000        411,831  

1.95%, 1/12/27

     309,000        284,462  

4.46%, 6/8/32

     748,000        713,353  

TransCanada PipeLines Ltd.

     

6.20%, 3/9/26

     100,000        100,023  

4.63%, 3/1/34

     1,225,000        1,135,869  

7.63%, 1/15/39

     412,000        480,961  
     

 

 

 
Total Canada

 

     12,710,456  
Chile – 0.1%

 

Corp. Nacional del Cobre de Chile
5.13%, 2/2/33(c)

     1,000,000        940,660  
China – 0.6%

 

Alibaba Group Holding Ltd.
3.40%, 12/6/27

     412,000        389,179  

2.13%, 2/9/31

     750,000        620,797  

Baidu, Inc.

     

1.72%, 4/9/26

     412,000        382,756  

3.63%, 7/6/27

     1,100,000        1,048,685  

ENN Clean Energy International Investment Ltd.
3.38%, 5/12/26(d)

     825,000        779,856  

JD.com, Inc.
3.38%, 1/14/30

     351,000        317,178  

Lenovo Group Ltd.

     

5.88%, 4/24/25(d)

     325,000        325,133  

3.42%, 11/2/30(d)

     400,000        348,592  

NXP BV/NXP Funding LLC/NXP USA, Inc.
4.30%, 6/18/29

   986,000      942,419  

Prosus NV
3.68%, 1/21/30(c)

     575,000        497,640  

State Grid Overseas Investment BVI Ltd.

     

3.50%, 5/4/27(d)

     275,000        263,898  

4.25%, 5/2/28(d)

     275,000        270,089  

Tencent Holdings Ltd.
2.88%, 4/22/31(d)

     1,100,000        954,151  
     

 

 

 
Total China

 

     7,140,373  
Colombia – 0.1%

 

Ecopetrol SA

     

6.88%, 4/29/30

     150,000        145,986  

4.63%, 11/2/31

     300,000        247,818  

8.88%, 1/13/33

     492,000        517,594  

7.38%, 9/18/43

     150,000        136,968  

5.88%, 5/28/45

     200,000        148,418  
     

 

 

 
Total Colombia

 

     1,196,784  
France – 0.5%

 

Altice France SA
5.50%, 10/15/29(c)

     1,000,000        758,520  

BNP Paribas SA

     

3.50%, 11/16/27(c)

     412,000        388,042  

2.87%, 4/19/32, (2.871% fixed rate until 4/19/31; 3-month Secured Overnight Financing Rate + 1.387% thereafter)(a)(c)

     652,000        545,757  

BPCE SA

     

1.00%, 1/20/26(c)

     730,000        673,936  

3.25%, 1/11/28(c)

     412,000        382,591  

Electricite de France SA

     

6.95%, 1/26/39(c)

     346,000        381,399  

4.50%, 12/4/69(d)

     1,200,000        867,972  

Orange SA
9.00%, 3/1/31

     8,000        9,672  

Pernod Ricard SA
5.50%, 1/15/42(c)

     150,000        152,618  

Sanofi SA
3.63%, 6/19/28

     412,000        397,790  

Societe Generale SA

     

1.49%, 12/14/26, (1.488% fixed rate until 12/14/25; 1-year Constant Maturity Treasury Rate + 1.10% thereafter)(a)(c)

     1,774,000        1,636,976  

TotalEnergies Capital International SA
3.46%, 2/19/29

     437,000        410,553  

TotalEnergies Capital SA
3.88%, 10/11/28

     173,000        166,784  
     

 

 

 
Total France

 

     6,772,610  
Germany – 0.3%

 

BMW U.S. Capital LLC
2.80%, 4/11/26(c)

     598,000        572,047  

Deutsche Bank AG

     

1.45%, 4/1/25, (1.447% fixed rate until 4/2/24; Secured Overnight Financing Rate + 1.131% thereafter)(a)

     412,000        410,282  

 

See Notes to Financial Statements.

 

84   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(a)

   $ 412,000      $ 405,264  

3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(a)

     1,479,000        1,215,501  

3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(a)

     500,000        402,840  

Deutsche Telekom International Finance BV
8.75%, 6/15/30

     445,000        525,233  
     

 

 

 
Total Germany

 

     3,531,167  
Hong Kong – 0.1%

 

AIA Group Ltd.
4.95%, 4/4/33(c)

     1,000,000        998,460  

Melco Resorts Finance Ltd.
5.25%, 4/26/26(d)

     200,000        192,776  
     

 

 

 
Total Hong Kong

 

     1,191,236  
India – 0.1%

 

JSW Steel Ltd.
3.95%, 4/5/27(d)

     200,000        185,652  

Reliance Industries Ltd.
2.88%, 1/12/32(d)

     750,000        634,680  

Summit Digitel Infrastructure Ltd.
2.88%, 8/12/31(d)

     425,000        351,989  
     

 

 

 
Total India

 

     1,172,321  
Indonesia – 0.1%

 

Pertamina Persero PT
2.30%, 2/9/31(d)

     800,000        661,448  

Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
5.45%, 5/21/28(d)

     229,000        228,686  

5.25%, 10/24/42(d)

     850,000        769,420  
     

 

 

 
Total Indonesia

 

     1,659,554  
Ireland – 0.1%

 

AerCap Ireland Capital DAC/AerCap Global Aviation Trust

     

3.30%, 1/30/32

     215,000        182,096  

3.40%, 10/29/33

     1,554,000        1,293,441  

GGAM Finance Ltd.
8.00%, 2/15/27(c)

     98,000        100,815  
     

 

 

 
Total Ireland

 

     1,576,352  
Israel – 0.1%

 

Israel Electric Corp. Ltd.
4.25%, 8/14/28(d)

     412,000        380,124  

Teva Pharmaceutical Finance Co. LLC
6.15%, 2/1/36

     350,000        334,698  

Teva Pharmaceutical Finance Netherlands III BV
3.15%, 10/1/26

     463,000        429,335  
     

 

 

 
Total Israel

 

     1,144,157  
Italy – 0.3%

 

Enel Finance International NV
7.75%, 10/14/52(c)

     1,017,000        1,219,332  

Eni SpA
5.70%, 10/1/40(c)

   120,000      115,494  

Intesa Sanpaolo SpA

     

8.25%, 11/21/33, (8.248% fixed rate until 11/21/32; 1-year Constant Maturity Treasury Rate + 4.40% thereafter)(a)(c)

     866,000        940,199  

Telecom Italia Capital SA
6.00%, 9/30/34

     438,000        406,871  

UniCredit SpA

     

2.57%, 9/22/26, (2.569% fixed rate until 9/22/25; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(a)(c)

     730,000        691,734  
     

 

 

 
Total Italy

 

     3,373,630  
Japan – 0.5%

 

Dai-ichi Life Insurance Co. Ltd.

     

4.00%, 7/24/26, (4.00% fixed rate until 7/24/26; Secured Overnight Financing Rate + 3.935% thereafter)(a)(c)(e)

     200,000        191,686  

Mitsubishi UFJ Financial Group, Inc.

     

3.85%, 3/1/26

     384,000        374,488  

3.68%, 2/22/27

     500,000        482,025  

Mizuho Financial Group, Inc.
2.56%, 9/13/31

     1,808,000        1,467,861  

Nissan Motor Co. Ltd.
4.81%, 9/17/30(c)

     1,229,000        1,133,286  

Nomura Holdings, Inc.

     

2.17%, 7/14/28

     410,000        357,553  

3.10%, 1/16/30

     428,000        376,109  

NTT Finance Corp.
1.16%, 4/3/26(c)

     932,000        858,968  

ORIX Corp.

     

5.00%, 9/13/27

     169,000        168,885  

2.25%, 3/9/31

     44,000        36,878  

Sumitomo Mitsui Financial Group, Inc.
3.04%, 7/16/29

     569,000        511,730  
     

 

 

 
Total Japan

 

     5,959,469  
Kazakhstan – 0.0%

 

KazMunayGas National Co. JSC
3.50%, 4/14/33(d)

     375,000        305,741  
Luxembourg – 0.1%

 

Altice France Holding SA
6.00%, 2/15/28(c)

     200,000        101,242  

ArcelorMittal SA
6.80%, 11/29/32

     799,000        846,189  
     

 

 

 
Total Luxembourg

 

     947,431  
Malaysia – 0.1%

 

Petronas Capital Ltd.
2.48%, 1/28/32(d)

     1,300,000        1,077,973  
Mexico – 0.3%

 

America Movil SAB de CV
4.70%, 7/21/32

     700,000        672,252  

Cemex SAB de CV
5.45%, 11/19/29(d)

     213,000        209,769  

Comision Federal de Electricidad
3.88%, 7/26/33(d)

     500,000        409,585  

 

See Notes to Financial Statements.

 

WisdomTree Trust      85  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Industrias Penoles SAB de CV
4.75%, 8/6/50(d)

   $ 250,000      $ 194,507  

Petroleos Mexicanos

     

6.88%, 8/4/26

     200,000        192,688  

6.49%, 1/23/27

     200,000        187,104  

8.75%, 6/2/29

     200,000        191,406  

6.84%, 1/23/30

     200,000        171,222  

5.95%, 1/28/31

     1,777,000        1,384,159  

6.70%, 2/16/32

     400,000        322,752  

7.69%, 1/23/50

     200,000        137,786  

6.95%, 1/28/60

     200,000        127,132  
     

 

 

 
Total Mexico

 

     4,200,362  
Mongolia – 0.1%

 

Minerva Luxembourg SA
4.38%, 3/18/31(d)

     700,000        579,110  

Sands China Ltd.
5.40%, 8/8/28

     450,000        437,679  
     

 

 

 
Total Mongolia

 

     1,016,789  
Netherlands – 0.3%

 

Cooperatieve Rabobank UA

     

5.25%, 5/24/41

     24,000        24,280  

5.75%, 12/1/43

     1,237,000        1,244,137  

ING Groep NV

     

1.73%, 4/1/27, (1.726% fixed rate until 4/1/26; Secured Overnight Financing Rate + 1.005% thereafter)(a)

     520,000        481,520  

2.73%, 4/1/32, (2.727% fixed rate until 4/1/31; Secured Overnight Financing Rate + 1.316% thereafter)(a)

     300,000        252,711  

Koninklijke Philips NV
6.88%, 3/11/38

     411,000        441,965  

Shell International Finance BV

     

3.25%, 5/11/25

     412,000        403,010  

2.88%, 5/10/26

     429,000        410,557  

4.13%, 5/11/35

     619,000        572,761  
     

 

 

 
Total Netherlands

 

     3,830,941  
New Zealand – 0.0%

 

ANZ New Zealand International Ltd.
1.25%, 6/22/26(c)

     364,000        332,780  
Norway – 0.1%

 

Equinor ASA
3.25%, 11/10/24

     340,000        335,026  

2.88%, 4/6/25

     292,000        285,161  

1.75%, 1/22/26

     212,000        199,653  

3.63%, 9/10/28

     39,000        37,332  

3.13%, 4/6/30

     39,000        35,579  

2.38%, 5/22/30

     452,000        393,046  

3.63%, 4/6/40

     35,000        28,900  

5.10%, 8/17/40

     30,000        29,591  

3.95%, 5/15/43

     132,000        110,360  

4.80%, 11/8/43

     29,000        27,319  

3.25%, 11/18/49

     483,000        347,523  

3.70%, 4/6/50

     31,000        24,226  
     

 

 

 
Total Norway

 

     1,853,716  
Qatar – 0.1%

 

QatarEnergy

     

3.13%, 7/12/41(d)

   750,000      552,563  

3.30%, 7/12/51(d)

     200,000        139,120  
     

 

 

 
Total Qatar

 

     691,683  
Saudi Arabia – 0.1%

 

Saudi Arabian Oil Co.
2.25%, 11/24/30(d)

     950,000        797,230  

Saudi Electricity Global Sukuk Co.
4 4.72%, 9/27/28(d)

     200,000        198,018  
     

 

 

 
Total Saudi Arabia

 

     995,248  
Singapore – 0.1%

 

DBS Group Holdings Ltd.
1.17%, 11/22/24(c)

     640,000        620,928  
South Africa – 0.0%

 

Anglo American Capital PLC
5.63%, 4/1/30(c)

     515,000        516,988  
South Korea – 0.1%

 

POSCO
5.75%, 1/17/28(d)

     1,000,000        1,012,010  

SK Hynix, Inc.
6.38%, 1/17/28(c)

     350,000        360,685  
     

 

 

 
Total South Korea

 

     1,372,695  
Spain – 0.3%

 

Banco Bilbao Vizcaya Argentaria SA

     

5.86%, 9/14/26, (5.862% fixed rate until 9/14/25; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(a)

     600,000        600,072  

Banco Santander SA
3.80%, 2/23/28

     200,000        188,566  

2.75%, 12/3/30

     1,600,000        1,304,768  

Telefonica Emisiones SA
7.05%, 6/20/36

     1,670,000        1,840,691  
     

 

 

 
Total Spain

 

     3,934,097  
Switzerland – 0.3%

 

Novartis Capital Corp.
2.00%, 2/14/27

     100,000        92,703  

UBS Group AG

     

4.55%, 4/17/26

     2,487,000        2,443,751  

4.28%, 1/9/28(c)

     309,000        296,544  

6.54%, 8/12/33, (6.537% fixed rate until 8/12/32; Secured Overnight Financing Rate + 3.92% thereafter)(a)(c)

     1,047,000        1,094,073  
     

 

 

 
Total Switzerland

 

     3,927,071  
Taiwan – 0.1%

 

TSMC Global Ltd.
1.25%, 4/23/26(c)

     822,000        758,106  
Thailand – 0.0%

 

GC Treasury Center Co. Ltd.
4.40%, 3/30/32(d)

     225,000        204,766  

Thaioil Treasury Center Co. Ltd.
2.50%, 6/18/30(d)

     475,000        398,995  
     

 

 

 
Total Thailand

 

     603,761  

 

See Notes to Financial Statements.

 

86   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
United Arab Emirates – 0.2%

 

DP World Ltd.
6.85%, 7/2/37(d)

   $ 200,000      $ 216,736  

Galaxy Pipeline Assets Bidco Ltd.
2.16%, 3/31/34(c)

     674,455        579,715  

MDGH GMTN RSC Ltd.
5.50%, 4/28/33(d)

     1,050,000        1,084,713  
     

 

 

 
Total United Arab Emirates

 

     1,881,164  
United Kingdom – 1.5%

 

AstraZeneca PLC

     

4.00%, 1/17/29

     412,000        398,182  

6.45%, 9/15/37

     577,000        650,273  

4.38%, 8/17/48

     437,000        388,899  

Barclays PLC

     

4.38%, 1/12/26

     309,000        302,808  

5.20%, 5/12/26

     610,000        603,009  

2.67%, 3/10/32, (2.667% fixed rate until 3/10/31; 1-year Constant Maturity Treasury Rate + 1.20% thereafter)(a)

     532,000        434,873  

7.44%, 11/2/33, (7.437% fixed rate until 11/2/32; 1-year Constant Maturity Treasury Rate + 3.50% thereafter)(a)

     1,309,000        1,433,054  

3.81%, 3/10/42, (3.811% fixed rate until 3/10/41; 1-year Constant Maturity Treasury Rate + 1.70% thereafter)(a)

     309,000        231,991  

BAT Capital Corp.

     

3.22%, 8/15/24

     343,000        339,025  

3.56%, 8/15/27

     149,000        140,790  

4.91%, 4/2/30

     176,000        171,028  

4.39%, 8/15/37

     200,000        164,172  

7.08%, 8/2/53

     13,000        13,490  

British Telecommunications PLC
9.63%, 12/15/30

     131,000        160,365  

CK Hutchison International 21 Ltd.
2.50%, 4/15/31(c)

     750,000        637,312  

Diageo Capital PLC

     

3.88%, 5/18/28

     412,000        398,243  

2.13%, 4/29/32

     825,000        667,111  

GlaxoSmithKline Capital, Inc.
6.38%, 5/15/38

     206,000        231,085  

HSBC Holdings PLC

     

3.80%, 3/11/25, (3.803% fixed rate until 3/11/24; 3-month Secured Overnight Financing Rate + 1.473% thereafter)(a)

     412,000        411,798  

2.63%, 11/7/25, (2.633% fixed rate until 11/7/24; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(a)

     412,000        402,870  

4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month Secured Overnight Financing Rate + 1.609% thereafter)(a)

     384,000        376,596  

8.11%, 11/3/33, (8.113% fixed rate until 11/3/32; Secured Overnight Financing Rate + 4.25% thereafter)(a)

     970,000        1,093,394  

6.50%, 9/15/37

     1,420,000        1,495,260  

Imperial Brands Finance PLC
4.25%, 7/21/25(c)

     755,000        740,217  

Jaguar Land Rover Automotive PLC
5.50%, 7/15/29(c)

   492,000      473,383  

Lloyds Banking Group PLC

     

3.90%, 3/12/24

     412,000        411,831  

7.95%, 11/15/33, (7.953% fixed rate until 8/15/32; 1-year Constant Maturity Treasury Rate + 3.75% thereafter)(a)

     509,000        567,795  

LSEGA Financing PLC
2.50%, 4/6/31(c)

     260,000        218,605  

Nationwide Building Society
4.00%, 9/14/26(c)

     845,000        808,335  

NatWest Group PLC

     

3.07%, 5/22/28, (3.073% fixed rate until 5/22/27; 1-year Constant Maturity Treasury Rate + 2.55% thereafter)(a)

     505,000        469,019  

3.03%, 11/28/35, (3.032% fixed rate until 8/28/30; 5-year Constant Maturity Treasury Rate + 2.35% thereafter)(a)

     341,000        281,267  

Reynolds American, Inc.

     

6.15%, 9/15/43

     516,000        499,493  

5.85%, 8/15/45

     180,000        163,435  

Santander U.K. Group Holdings PLC

     

6.83%, 11/21/26, (6.833% fixed rate until 11/21/25; Secured Overnight Financing Rate + 2.749% thereafter)(a)

     465,000        472,054  

Standard Chartered PLC

     

3.60%, 1/12/33, (3.603% fixed rate until 1/12/32; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(a)(c)

     300,000        252,213  

5.70%, 3/26/44(c)

     301,000        292,852  

Unilever Capital Corp.
3.50%, 3/22/28

     512,000        490,010  

Vodafone Group PLC

     

4.13%, 5/30/25

     825,000        811,792  

6.15%, 2/27/37

     412,000        430,458  

4.25%, 9/17/50

     184,000        145,117  

5.63%, 2/10/53

     58,000        56,083  

5.75%, 2/10/63

     100,000        97,782  
     

 

 

 
Total United Kingdom

 

     18,827,369  
United States – 29.1%

 

3M Co.

     

2.25%, 9/19/26

     309,000        288,047  

2.88%, 10/15/27

     412,000        381,677  

4.00%, 9/14/48

     576,000        465,448  

7-Eleven, Inc.
2.80%, 2/10/51(c)

     34,000        21,072  

Abbott Laboratories

     

1.40%, 6/30/30

     152,000        125,436  

4.90%, 11/30/46

     669,000        645,685  

AbbVie, Inc.

     

2.60%, 11/21/24

     100,000        98,022  

3.80%, 3/15/25

     309,000        302,780  

3.60%, 5/14/25

     516,000        505,685  

3.20%, 5/14/26

     619,000        595,831  

3.20%, 11/21/29

     181,000        165,691  

 

See Notes to Financial Statements.

 

WisdomTree Trust      87  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

4.55%, 3/15/35

   $ 172,000      $ 165,017  

4.50%, 5/14/35

     412,000        393,464  

4.05%, 11/21/39

     437,000        384,053  

4.25%, 11/21/49

     412,000        355,029  

ACCO Brands Corp.
4.25%, 3/15/29(c)

     93,000        82,511  

AdaptHealth LLC
6.13%, 8/1/28(c)

     73,000        67,251  

Adobe, Inc.
2.30%, 2/1/30

     527,000        460,108  

ADT Security Corp.
4.88%, 7/15/32(c)

     362,000        328,424  

Advanced Micro Devices, Inc.
4.39%, 6/1/52

     100,000        88,451  

Aetna, Inc.

     

6.63%, 6/15/36

     146,000        159,147  

4.13%, 11/15/42

     187,000        149,555  

Air Lease Corp.
5.85%, 12/15/27

     100,000        101,192  

Air Products & Chemicals, Inc.

     

1.85%, 5/15/27

     437,000        399,558  

2.05%, 5/15/30

     13,000        11,063  

2.70%, 5/15/40

     412,000        296,665  

Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC

     

4.63%, 1/15/27(c)

     56,000        54,036  

5.88%, 2/15/28(c)

     413,000        407,383  

Alexandria Real Estate Equities, Inc.

     

2.00%, 5/18/32

     462,000        357,158  

3.00%, 5/18/51

     315,000        198,053  

Allegion U.S. Holding Co., Inc.
5.41%, 7/1/32

     17,000        16,999  

Alliant Energy Finance LLC
4.25%, 6/15/28(c)

     160,000        154,267  

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer

     

6.75%, 4/15/28(c)

     171,000        170,001  

5.88%, 11/1/29(c)

     268,000        245,665  

Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL
4.63%, 6/1/28(c)

     326,000        289,397  

Allstate Corp.
3.28%, 12/15/26

     412,000        392,578  

Ally Financial, Inc.

     

3.88%, 5/21/24

     173,000        172,241  

4.75%, 6/9/27

     518,000        503,221  

8.00%, 11/1/31

     1,177,000        1,293,346  

Alphabet, Inc.

     

1.10%, 8/15/30

     228,000        184,662  

1.90%, 8/15/40

     1,325,000        878,024  

Altria Group, Inc.

     

4.80%, 2/14/29

     441,000        433,331  

4.00%, 2/4/61

     309,000        221,136  

Amazon.com, Inc.

     

2.80%, 8/22/24

     412,000        406,875  

3.80%, 12/5/24

     509,000        503,569  

3.15%, 8/22/27

     412,000        391,182  

1.65%, 5/12/28

     52,000        46,167  

1.50%, 6/3/30

   54,000      44,677  

4.80%, 12/5/34

     452,000        452,185  

AMC Networks, Inc.
4.25%, 2/15/29

     750,000        486,037  

American Airlines Pass-Through Trust

     

4.00%, 1/15/27, Series 2013-1, Class A

     110,163        106,451  

3.20%, 12/15/29, Series 2016-2, Class AA

     271,824        248,846  

3.65%, 12/15/29, Series 2016-2, Class A

     212,468        192,145  

3.35%, 4/15/31, Series 2017-2, Class AA

     388,059        354,530  

American Axle & Manufacturing, Inc.

     

6.50%, 4/1/27

     93,000        91,907  

6.88%, 7/1/28

     35,000        33,865  

American Electric Power Co., Inc.

     

3.88%, 2/15/62, (3.875% fixed rate until 11/15/26; 5-year Constant Maturity Treasury Rate + 2.675% thereafter)(a)

     1,637,000        1,461,366  

American Express Co.

     

3.00%, 10/30/24

     309,000        304,013  

3.30%, 5/3/27

     412,000        390,695  

4.42%, 8/3/33, (4.42% fixed rate until 8/3/32; Secured Overnight Financing Rate + 1.76% thereafter)(a)

     100,000        94,800  

American Homes 4 Rent LP
3.63%, 4/15/32

     840,000        732,791  

American Honda Finance Corp.

     

0.75%, 8/9/24

     150,000        146,968  

1.20%, 7/8/25

     825,000        782,628  

4.70%, 1/12/28

     136,000        135,417  

2.25%, 1/12/29

     155,000        137,679  

American International Group, Inc.

     

4.50%, 7/16/44

     11,000        9,721  

4.75%, 4/1/48

     169,000        154,474  

5.75%, 4/1/48, Series A-9, (5.75% fixed rate until 4/1/28; Secured Overnight Financing Rate + 3.143% thereafter)(a)

     423,000        415,940  

American Tower Corp.

     

4.40%, 2/15/26

     100,000        98,361  

3.55%, 7/15/27

     309,000        292,997  

5.90%, 11/15/33

     11,000        11,295  

American Water Capital Corp.

     

3.75%, 9/1/28

     176,000        167,059  

2.80%, 5/1/30

     186,000        162,981  

3.75%, 9/1/47

     100,000        77,780  

4.20%, 9/1/48

     111,000        93,465  

AmeriGas Partners LP/AmeriGas Finance Corp.

     

5.50%, 5/20/25

     20,000        19,662  

5.75%, 5/20/27

     138,000        130,584  

Ameriprise Financial, Inc.
3.00%, 4/2/25

     179,000        174,393  

Amgen, Inc.

     

5.25%, 3/2/25

     100,000        99,821  

2.30%, 2/25/31

     825,000        690,888  

3.15%, 2/21/40

     437,000        328,130  

5.65%, 6/15/42

     100,000        100,971  

 

See Notes to Financial Statements.

 

88   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

4.40%, 5/1/45

   $ 619,000      $ 528,898  

5.75%, 3/2/63

     175,000        175,261  

AmWINS Group, Inc.
4.88%, 6/30/29(c)

     186,000        171,682  

Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.
7.00%, 4/15/30(c)

     25,000        22,682  

Aon Corp.
2.80%, 5/15/30

     188,000        163,628  

Aon Global Ltd.
4.45%, 5/24/43

     412,000        338,821  

Apache Corp.

     

4.25%, 1/15/30

     121,000        111,279  

6.00%, 1/15/37

     500,000        486,825  

5.35%, 7/1/49

     500,000        405,595  

Appalachian Power Co.
4.45%, 6/1/45

     309,000        255,772  

Apple, Inc.

     

3.20%, 5/13/25

     412,000        403,340  

3.25%, 2/23/26

     412,000        399,784  

3.35%, 2/9/27

     412,000        396,455  

1.20%, 2/8/28

     109,000        95,822  

1.65%, 5/11/30

     137,000        114,654  

2.38%, 2/8/41

     309,000        217,533  

3.85%, 5/4/43

     412,000        352,956  

2.65%, 5/11/50

     412,000        268,393  

Applied Materials, Inc.
3.30%, 4/1/27

     406,000        388,696  

Aptim Corp.
7.75%, 6/15/25(c)

     312,000        302,437  

APX Group, Inc.
5.75%, 7/15/29(c)

     224,000        213,123  

Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
5.25%, 8/15/27(c)

     200,000        144,798  

Ares Capital Corp.
2.88%, 6/15/28

     2,314,000        2,027,874  

Arizona Public Service Co.

     

2.95%, 9/15/27

     309,000        289,929  

3.35%, 5/15/50

     412,000        282,348  

Asbury Automotive Group, Inc.
4.63%, 11/15/29(c)

     63,000        57,454  

Ascent Resources Utica Holdings LLC/ARU Finance Corp.
5.88%, 6/30/29(c)

     380,000        355,509  

Ashland, Inc.
3.38%, 9/1/31(c)

     161,000        135,433  

ASP Unifrax Holdings, Inc.
7.50%, 9/30/29(c)

     100,000        54,931  

AT&T, Inc.

     

1.70%, 3/25/26

     894,000        831,733  

2.30%, 6/1/27

     412,000        377,322  

2.55%, 12/1/33

     1,813,000        1,430,548  

4.50%, 5/15/35

     327,000        301,337  

5.35%, 9/1/40

     11,000        10,619  

3.50%, 6/1/41

     825,000        633,740  

4.30%, 12/15/42

     15,000        12,684  

3.65%, 6/1/51

   412,000      295,111  

3.50%, 9/15/53

     2,109,000        1,453,228  

3.55%, 9/15/55

     255,000        174,015  

3.80%, 12/1/57

     509,000        359,430  

AthenaHealth Group, Inc.
6.50%, 2/15/30(c)

     209,000        187,423  

Athene Holding Ltd.
3.95%, 5/25/51

     2,000,000        1,462,740  

Atlantic City Electric Co.
2.30%, 3/15/31

     92,000        76,005  

Atmos Energy Corp.

     

2.63%, 9/15/29

     100,000        89,082  

2.85%, 2/15/52

     233,000        149,449  

Autodesk, Inc.
2.40%, 12/15/31

     785,000        652,233  

AutoNation, Inc.
3.85%, 3/1/32

     278,000        242,869  

AvalonBay Communities, Inc.

     

3.50%, 11/15/24

     175,000        172,601  

3.30%, 6/1/29

     182,000        167,890  

Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.

     

3.34%, 12/15/27

     135,000        127,351  

3.14%, 11/7/29

     174,000        158,876  

Ball Corp.
2.88%, 8/15/30

     114,000        96,547  

Bank of America Corp.

     

3.95%, 4/21/25, Series L

     841,000        827,258  

3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month Secured Overnight Financing Rate + 1.352% thereafter)(a)

     412,000        405,709  

4.45%, 3/3/26

     1,236,000        1,215,791  

3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(a)

     180,000        175,797  

3.50%, 4/19/26

     412,000        399,422  

4.25%, 10/22/26

     795,000        777,947  

3.82%, 1/20/28, (3.824% fixed rate until 1/20/27; 3-month Secured Overnight Financing Rate + 1.837% thereafter)(a)

     421,000        404,610  

3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(a)

     1,335,000        1,247,905  

2.59%, 4/29/31, (2.592% fixed rate until 4/29/30; Secured Overnight Financing Rate + 2.15% thereafter)(a)

     825,000        704,368  

2.69%, 4/22/32(a)

     331,000        277,265  

2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(a)

     1,005,000        702,626  

5.88%, 2/7/42

     251,000        267,195  

5.00%, 1/21/44

     215,000        205,895  

4.75%, 4/21/45, Series L

     50,000        45,470  

4.33%, 3/15/50, (4.33% fixed rate until 3/15/49; 3-month Secured Overnight Financing Rate + 1.782% thereafter)(a)

     186,000        157,237  

 

See Notes to Financial Statements.

 

WisdomTree Trust      89  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Bank of New York Mellon Corp.

     

4.41%, 7/24/26, (4.414% fixed rate until 7/24/25; Secured Overnight Financing Rate + 1.345% thereafter)(a)

   $ 173,000      $ 170,671  

2.45%, 8/17/26

     100,000        94,116  

1.05%, 10/15/26

     166,000        149,994  

3.25%, 5/16/27

     309,000        293,785  

3.44%, 2/7/28, (3.442% fixed rate until 2/7/27; 3-month Secured Overnight Financing Rate + 1.331% thereafter)(a)

     100,000        95,603  

3.00%, 10/30/28

     272,000        249,552  

BankUnited, Inc.
5.13%, 6/11/30

     845,000        776,944  

Bath & Body Works, Inc.

     

6.63%, 10/1/30(c)

     178,000        179,283  

7.60%, 7/15/37

     344,000        336,800  

Bausch Health Cos., Inc.

     

4.88%, 6/1/28(c)

     88,000        50,212  

6.25%, 2/15/29(c)

     187,000        86,276  

5.25%, 2/15/31(c)

     100,000        43,496  

BCPE Empire Holdings, Inc.
7.63%, 5/1/27(c)

     9,000        8,630  

Becton Dickinson & Co.
1.96%, 2/11/31

     148,000        120,416  

Berkshire Hathaway Energy Co.

     

4.05%, 4/15/25

     130,000        128,224  

6.13%, 4/1/36

     432,000        455,941  

Berkshire Hathaway Finance Corp.

     

4.20%, 8/15/48

     412,000        359,322  

4.25%, 1/15/49

     29,000        25,576  

2.85%, 10/15/50

     35,000        23,127  

Berkshire Hathaway, Inc.
3.13%, 3/15/26

     412,000        398,355  

Best Buy Co., Inc.
4.45%, 10/1/28

     171,000        167,594  

Biogen, Inc.
4.05%, 9/15/25

     309,000        302,971  

Black Knight InfoServ LLC
3.63%, 9/1/28(c)

     100,000        94,178  

BlackRock, Inc.

     

3.20%, 3/15/27

     85,000        81,320  

2.40%, 4/30/30

     90,000        78,508  

1.90%, 1/28/31

     567,000        469,448  

Blackstone Holdings Finance Co. LLC
6.20%, 4/22/33(c)

     360,000        376,650  

Blackstone Private Credit Fund

     

3.25%, 3/15/27

     590,000        539,885  

4.00%, 1/15/29

     900,000        818,847  

Blackstone Secured Lending Fund
2.75%, 9/16/26

     197,000        180,777  

Blue Owl Capital Corp.

     

3.75%, 7/22/25

     555,000        535,003  

3.40%, 7/15/26

     206,000        191,914  

2.88%, 6/11/28

     206,000        180,221  

Blue Owl Finance LLC
3.13%, 6/10/31(c)

     368,000        304,873  

Boeing Co.

     

2.20%, 2/4/26

     412,000        386,963  

5.04%, 5/1/27

   412,000      408,267  

5.15%, 5/1/30

     1,027,000        1,010,147  

5.71%, 5/1/40

     412,000        401,478  

5.93%, 5/1/60

     908,000        870,836  

Booking Holdings, Inc.
4.63%, 4/13/30

     297,000        291,984  

Booz Allen Hamilton, Inc.
3.88%, 9/1/28(c)

     100,000        93,008  

BorgWarner, Inc.
2.65%, 7/1/27

     412,000        380,453  

Boston Properties LP

     

4.50%, 12/1/28

     134,000        126,661  

2.90%, 3/15/30

     409,000        345,944  

3.25%, 1/30/31

     98,000        82,553  

2.55%, 4/1/32

     572,000        444,862  

BP Capital Markets America, Inc.

     

3.94%, 9/21/28

     412,000        395,940  

4.23%, 11/6/28

     100,000        97,328  

2.72%, 1/12/32

     190,000        161,238  

3.00%, 2/24/50

     18,000        12,064  

2.77%, 11/10/50

     228,000        145,400  

3.38%, 2/8/61

     100,000        67,395  

Brandywine Operating Partnership LP

     

4.10%, 10/1/24

     418,000        413,624  

3.95%, 11/15/27

     212,000        186,577  

7.80%, 3/15/28

     186,000        184,717  

Brighthouse Financial, Inc.
5.63%, 5/15/30

     399,000        397,149  

Bristol-Myers Squibb Co.

     

1.13%, 11/13/27

     412,000        361,225  

3.90%, 2/20/28

     412,000        398,000  

3.40%, 7/26/29

     176,000        164,148  

2.35%, 11/13/40

     412,000        276,942  

4.55%, 2/20/48

     167,000        147,155  

Brixmor Operating Partnership LP
4.05%, 7/1/30

     1,760,000        1,617,986  

Broadcom Corp./Broadcom Cayman Finance Ltd.
3.88%, 1/15/27

     412,000        398,392  

Broadcom, Inc.

     

4.11%, 9/15/28

     217,000        208,014  

4.30%, 11/15/32

     178,000        164,905  

3.14%, 11/15/35(c)

     1,903,000        1,511,039  

4.93%, 5/15/37(c)

     434,000        404,770  

3.75%, 2/15/51(c)

     23,000        17,213  

Brooklyn Union Gas Co.
4.27%, 3/15/48(c)

     846,000        644,982  

Brown & Brown, Inc.

     

4.20%, 9/15/24

     175,000        173,421  

2.38%, 3/15/31

     306,000        250,339  

Brown-Forman Corp.
3.50%, 4/15/25

     177,000        173,469  

Burlington Northern Santa Fe LLC

     

3.65%, 9/1/25

     176,000        172,258  

4.55%, 9/1/44

     170,000        152,388  

3.30%, 9/15/51

     618,000        441,969  

Caesars Entertainment, Inc.
7.00%, 2/15/30(c)

     168,000        172,308  

 

See Notes to Financial Statements.

 

90   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Capital One Financial Corp.

     

3.75%, 3/9/27

   $ 513,000      $ 489,838  

3.65%, 5/11/27

     412,000        392,405  

Carlyle Holdings II Finance LLC
5.63%, 3/30/43(c)

     40,000        38,120  

Carnival Corp.

     

7.63%, 3/1/26(c)

     223,000        226,031  

5.75%, 3/1/27(c)

     36,000        35,587  

4.00%, 8/1/28(c)

     198,000        182,833  

10.50%, 6/1/30(c)

     36,000        39,300  

Carnival Holdings Bermuda Ltd.
10.38%, 5/1/28(c)

     154,000        168,100  

Carrier Global Corp.
2.24%, 2/15/25

     181,000        175,400  

Caterpillar Financial Services Corp.
3.40%, 5/13/25

     174,000        170,336  

Caterpillar, Inc.

     

3.80%, 8/15/42

     412,000        344,061  

4.30%, 5/15/44

     412,000        372,786  

CCO Holdings LLC/CCO Holdings Capital Corp.

     

4.75%, 3/1/30(c)

     282,000        240,143  

4.75%, 2/1/32(c)

     470,000        379,854  

4.50%, 5/1/32

     457,000        361,473  

4.25%, 1/15/34(c)

     750,000        561,600  

Celanese U.S. Holdings LLC

     

6.17%, 7/15/27

     167,000        169,610  

6.33%, 7/15/29

     100,000        102,809  

Cencora, Inc.
2.80%, 5/15/30

     626,000        550,473  

Centene Corp.
4.63%, 12/15/29

     403,000        381,887  

CenterPoint Energy Houston Electric LLC

     

3.00%, 2/1/27, Series AA

     309,000        293,349  

3.35%, 4/1/51, Series AF

     309,000        223,178  

CenterPoint Energy Resources Corp.
4.40%, 7/1/32

     100,000        94,736  

Central Garden & Pet Co.
4.13%, 10/15/30

     201,000        178,866  

Central Parent, Inc./CDK Global, Inc.
7.25%, 6/15/29(c)

     171,000        172,260  

CF Industries, Inc.
5.38%, 3/15/44

     194,000        181,295  

Charles Schwab Corp.

     

3.20%, 3/2/27

     184,000        174,686  

3.20%, 1/25/28

     412,000        385,863  

4.63%, 3/22/30

     221,000        218,417  

Charter Communications Operating LLC/Charter Communications Operating Capital
4.91%, 7/23/25

     619,000        610,532  

5.38%, 4/1/38

     340,000        292,342  

6.48%, 10/23/45

     412,000        376,795  

5.38%, 5/1/47

     723,000        570,555  

5.75%, 4/1/48

     455,000        378,765  

3.85%, 4/1/61

     450,000        261,310  

Chemours Co.
5.75%, 11/15/28(c)

     205,000        180,070  

4.63%, 11/15/29(c)

     510,000        419,781  

Chevron USA, Inc.
1.02%, 8/12/27

   100,000      88,337  

3.25%, 10/15/29

     179,000        166,694  

Choice Hotels International, Inc.
3.70%, 12/1/29

     487,000        427,279  

CHS/Community Health Systems, Inc.
8.00%, 12/15/27(c)

     22,000        21,144  

6.00%, 1/15/29(c)

     182,000        157,053  

Chubb Corp.
6.00%, 5/11/37

     412,000        442,509  

Churchill Downs, Inc.
4.75%, 1/15/28(c)

     100,000        94,633  

Ciena Corp.
4.00%, 1/31/30(c)

     204,000        182,831  

Cigna Group
3.25%, 4/15/25

     309,000        301,637  

5.69%, 3/15/26

     422,000        422,068  

4.80%, 8/15/38

     855,000        794,192  

Cinemark USA, Inc.
5.25%, 7/15/28(c)

     348,000        325,905  

Cisco Systems, Inc.
5.50%, 1/15/40

     619,000        640,492  

Citigroup, Inc.
4.00%, 8/5/24

     289,000        286,766  

3.70%, 1/12/26

     175,000        170,413  

2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(a)

     553,000        534,364  

3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(a)

     194,000        188,873  

3.89%, 1/10/28, (3.887% fixed rate until 1/10/27; 3-month Secured Overnight Financing Rate + 1.825% thereafter)(a)

     619,000        595,032  

4.13%, 7/25/28

     872,000        828,653  

3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month Secured Overnight Financing Rate + 1.60% thereafter)(a)

     704,000        660,296  

2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(a)

     857,000        725,262  

2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(a)

     273,000        224,867  

3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(a)

     195,000        164,069  

5.88%, 2/22/33

     160,000        163,045  

3.79%, 3/17/33, (3.785% fixed rate until 3/17/32; Secured Overnight Financing Rate + 1.939% thereafter)(a)

     185,000        163,988  

3.88%, 1/24/39, (3.878% fixed rate until 1/24/38; 3-month Secured Overnight Financing Rate + 1.43% thereafter)(a)

     382,000        321,713  

8.13%, 7/15/39

     374,000        474,382  

5.88%, 1/30/42

     151,000        158,807  

5.30%, 5/6/44

     327,000        312,772  

 

See Notes to Financial Statements.

 

WisdomTree Trust      91  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Citizens Financial Group, Inc.
2.50%, 2/6/30

   $ 40,000      $ 33,188  

3.25%, 4/30/30

     516,000        447,062  

5.64%, 5/21/37, (5.641% fixed rate until 5/21/32; 5-year Constant Maturity Treasury Rate + 2.75% thereafter)(a)

     48,000        43,976  

Clear Channel Outdoor Holdings, Inc.
5.13%, 8/15/27(c)

     58,000        54,284  

Clorox Co.
1.80%, 5/15/30

     651,000        538,117  

Cloud Software Group, Inc.
6.50%, 3/31/29(c)

     203,000        189,208  

ClubCorp Holdings, Inc.
8.50%, 9/15/25(c)

     240,000        216,540  

CME Group, Inc.
2.65%, 3/15/32

     113,000        96,951  

5.30%, 9/15/43

     153,000        155,000  

Coca-Cola Co.
2.90%, 5/25/27

     412,000        391,079  

1.65%, 6/1/30

     158,000        132,123  

2.00%, 3/5/31

     619,000        518,227  

2.50%, 3/15/51

     373,000        233,558  

Colgate-Palmolive Co.
4.60%, 3/1/33

     100,000        99,346  

Columbia Pipelines Operating Co. LLC
6.04%, 11/15/33(c)

     11,000        11,307  

Comcast Corp.
1.95%, 1/15/31

     977,000        802,762  

4.25%, 1/15/33

     309,000        289,598  

4.20%, 8/15/34

     309,000        284,385  

3.75%, 4/1/40

     412,000        337,449  

3.97%, 11/1/47

     299,000        237,376  

2.89%, 11/1/51

     408,000        258,750  

2.94%, 11/1/56

     1,487,000        916,840  

Conagra Brands, Inc.
4.60%, 11/1/25

     233,000        229,587  

Concentrix Corp.
6.85%, 8/2/33

     513,000        501,847  

Conduent Business Services LLC/Conduent State & Local Solutions, Inc.
6.00%, 11/1/29(c)

     316,000        290,284  

ConocoPhillips Co.
6.50%, 2/1/39

     100,000        113,166  

4.30%, 11/15/44

     145,000        124,764  

4.03%, 3/15/62

     931,000        722,931  

Constellation Insurance, Inc.
6.63%, 5/1/31(c)

     163,000        157,143  

Continental Resources, Inc.
2.88%, 4/1/32(c)

     114,000        91,606  

COPT Defense Properties LP
2.90%, 12/1/33

     358,000        274,106  

Corebridge Financial, Inc.
6.05%, 9/15/33(c)

     107,000        109,426  

6.88%, 12/15/52, (6.875% fixed rate until 9/15/27; 5-year Constant Maturity Treasury Rate + 3.846% thereafter)(a)

     55,000        55,025  

Costco Wholesale Corp.
2.75%, 5/18/24

   176,000      174,958  

Covanta Holding Corp.
5.00%, 9/1/30

     15,000        13,034  

CQP Holdco LP/BIP-V Chinook Holdco LLC
5.50%, 6/15/31(c)

     324,000        302,302  

Credit Acceptance Corp.
6.63%, 3/15/26

     40,000        39,884  

CRH America, Inc.
3.88%, 5/18/25(c)

     711,000        695,934  

Crown Americas LLC
5.25%, 4/1/30

     177,000        170,637  

Crown Castle, Inc.
3.10%, 11/15/29

     100,000        88,590  

2.10%, 4/1/31

     480,000        385,286  

CrownRock LP/CrownRock Finance, Inc.
5.63%, 10/15/25(c)

     176,000        175,409  

CSC Holdings LLC
5.75%, 1/15/30(c)

     200,000        117,820  

5.00%, 11/15/31(c)

     200,000        110,762  

CSX Corp.
3.25%, 6/1/27

     176,000        167,086  

3.80%, 3/1/28

     173,000        166,438  

4.40%, 3/1/43

     412,000        365,638  

CubeSmart LP
2.25%, 12/15/28

     111,000        96,640  

Curo Group Holdings Corp.
7.50%, 8/1/28(c)(f)

     300,000        30,174  

Cushman & Wakefield U.S. Borrower LLC
6.75%, 5/15/28(c)

     32,000        31,588  

CVR Partners LP/CVR Nitrogen Finance Corp.
6.13%, 6/15/28(c)

     233,000        221,245  

CVS Health Corp.
1.30%, 8/21/27

     100,000        87,913  

4.30%, 3/25/28

     137,000        133,049  

4.78%, 3/25/38

     679,000        618,216  

4.13%, 4/1/40

     17,000        13,994  

2.70%, 8/21/40

     619,000        422,542  

5.30%, 12/5/43

     179,000        166,563  

5.13%, 7/20/45

     412,000        375,365  

5.05%, 3/25/48

     997,000        891,139  

Dana, Inc.
4.25%, 9/1/30

     326,000        282,505  

4.50%, 2/15/32

     425,000        357,735  

DaVita, Inc.
3.75%, 2/15/31(c)

     15,000        12,323  

Dealer Tire LLC/DT Issuer LLC
8.00%, 2/1/28(c)

     74,000        73,830  

Dell International LLC/EMC Corp.
6.02%, 6/15/26

     839,000        848,397  

Delta Air Lines, Inc.
3.75%, 10/28/29

     270,000        246,631  

Devon Energy Corp.
5.60%, 7/15/41

     315,000        297,596  

4.75%, 5/15/42

     414,000        350,766  

Diamondback Energy, Inc.
4.40%, 3/24/51

     27,000        21,824  

6.25%, 3/15/53

     23,000        24,351  

 

See Notes to Financial Statements.

 

92   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Digital Realty Trust LP
3.70%, 8/15/27

   $ 182,000      $ 173,573  

3.60%, 7/1/29

     335,000        308,981  

Discovery Communications LLC
3.63%, 5/15/30

     225,000        197,838  

5.20%, 9/20/47

     447,000        364,073  

DISH DBS Corp.
5.75%, 12/1/28(c)

     673,000        466,719  

Dominion Energy South Carolina, Inc.
4.60%, 6/15/43

     172,000        152,156  

Dominion Energy, Inc.
3.07%, 8/15/24(a)

     178,000        175,910  

3.30%, 3/15/25, Series A

     179,000        174,978  

1.45%, 4/15/26, Series A

     409,000        377,801  

3.30%, 4/15/41, Series B

     309,000        227,792  

Dow Chemical Co.
2.10%, 11/15/30

     199,000        166,235  

3.60%, 11/15/50

     309,000        225,032  

DTE Energy Co.
1.05%, 6/1/25, Series F

     877,000        831,080  

Duke Energy Carolinas LLC

     

2.55%, 4/15/31

     61,000        52,309  

3.45%, 4/15/51

     309,000        220,623  

Duke Energy Corp.
2.45%, 6/1/30

     225,000        192,600  

4.50%, 8/15/32

     100,000        93,921  

3.75%, 9/1/46

     19,000        14,166  

3.50%, 6/15/51

     1,070,000        740,087  

Duke Energy Florida LLC
3.80%, 7/15/28

     412,000        395,672  

6.40%, 6/15/38

     141,000        152,255  

Duke Energy Progress LLC
4.20%, 8/15/45

     309,000        254,662  

DuPont de Nemours, Inc.
5.42%, 11/15/48

     412,000        405,466  

Duquesne Light Holdings, Inc.
2.53%, 10/1/30(c)

     17,000        14,075  

Eastern Energy Gas Holdings LLC
2.50%, 11/15/24, Series A

     133,000        130,250  

Eaton Corp.
4.15%, 11/2/42

     179,000        155,553  

eBay, Inc.
2.70%, 3/11/30

     372,000        325,180  

4.00%, 7/15/42

     120,000        95,332  

Eco Material Technologies, Inc.
7.88%, 1/31/27(c)

     3,000        3,008  

Ecolab, Inc.
2.70%, 11/1/26

     178,000        168,774  

3.25%, 12/1/27

     100,000        94,780  

4.80%, 3/24/30

     405,000        404,652  

El Paso Electric Co.
5.00%, 12/1/44

     174,000        148,972  

Elevance Health, Inc.
2.38%, 1/15/25

     179,000        174,246  

1.50%, 3/15/26

     309,000        287,076  

3.65%, 12/1/27

     586,000        560,503  

4.10%, 3/1/28

     309,000        299,013  

2.55%, 3/15/31

   57,000      48,363  

4.65%, 1/15/43

     16,000        14,458  

Eli Lilly & Co.
2.25%, 5/15/50

     1,547,000        938,426  

Emerson Electric Co.
2.00%, 12/21/28

     190,000        167,707  

1.95%, 10/15/30

     570,000        478,407  

Encino Acquisition Partners Holdings LLC
8.50%, 5/1/28(c)

     304,000        303,930  

Energizer Holdings, Inc.
4.38%, 3/31/29(c)

     248,000        219,812  

Energy Transfer LP
2.90%, 5/15/25

     100,000        96,832  

4.75%, 1/15/26

     172,000        170,084  

6.50%, 2/1/42

     872,000        913,054  

6.13%, 12/15/45

     473,000        470,569  

EnLink Midstream Partners LP
5.05%, 4/1/45

     500,000        425,015  

5.45%, 6/1/47

     500,000        440,770  

Entegris, Inc.
4.75%, 4/15/29(c)

     691,000        653,043  

Entergy Arkansas LLC
3.35%, 6/15/52

     15,000        10,331  

Entergy Corp.
2.95%, 9/1/26

     200,000        189,882  

2.80%, 6/15/30

     165,000        142,883  

Entergy Louisiana LLC
0.95%, 10/1/24

     183,000        178,346  

4.20%, 9/1/48

     100,000        81,322  

Entergy Texas, Inc.
5.80%, 9/1/53

     11,000        11,347  

Enterprise Products Operating LLC
4.85%, 3/15/44

     454,000        416,118  

4.90%, 5/15/46

     722,000        659,930  

3.20%, 2/15/52

     412,000        281,701  

3.95%, 1/31/60

     199,000        150,762  

5.38%, 2/15/78, (5.375% fixed rate until 2/15/28; 3-month Secured Overnight Financing Rate + 2.832% thereafter)(a)

     130,000        120,684  

EOG Resources, Inc.
4.38%, 4/15/30

     100,000        97,049  

EPR Properties
3.60%, 11/15/31

     211,000        172,769  

EQM Midstream Partners LP
4.50%, 1/15/29(c)

     360,000        337,241  

EQT Corp.
7.00%, 2/1/30

     1,662,000        1,761,354  

Equifax, Inc.
2.35%, 9/15/31

     100,000        81,709  

Equinix, Inc.
3.20%, 11/18/29

     236,000        212,261  

2.50%, 5/15/31

     201,000        167,986  

Equitable Holdings, Inc.
5.00%, 4/20/48

     1,377,000        1,251,624  

ERP Operating LP
3.00%, 7/1/29

     150,000        135,990  

4.50%, 7/1/44

     179,000        154,160  

 

See Notes to Financial Statements.

 

WisdomTree Trust      93  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Essential Utilities, Inc.
2.70%, 4/15/30

   $ 155,000      $ 133,548  

3.35%, 4/15/50

     100,000        69,306  

5.30%, 5/1/52

     370,000        344,352  

Essex Portfolio LP
2.65%, 3/15/32

     1,053,000        859,237  

Evergy Kansas Central, Inc.
4.13%, 3/1/42

     412,000        342,883  

4.25%, 12/1/45

     235,000        193,421  

Eversource Energy
2.90%, 10/1/24, Series L

     493,000        485,127  

Exelon Corp.
3.35%, 3/15/32

     86,000        75,172  

4.95%, 6/15/35

     412,000        385,982  

5.10%, 6/15/45

     309,000        281,836  

4.45%, 4/15/46

     81,000        67,965  

Expedia Group, Inc.
3.25%, 2/15/30

     488,000        435,164  

Extra Space Storage LP
2.40%, 10/15/31

     422,000        341,183  

Exxon Mobil Corp.
3.48%, 3/19/30

     176,000        164,305  

3.45%, 4/15/51

     198,000        147,015  

Federal Realty OP LP
3.50%, 6/1/30

     312,000        280,132  

FedEx Corp.
3.40%, 2/15/28

     412,000        389,105  

4.25%, 5/15/30

     170,000        162,328  

2.40%, 5/15/31

     56,000        46,817  

3.25%, 5/15/41

     200,000        147,876  

4.05%, 2/15/48

     196,000        154,515  

5.25%, 5/15/50

     160,000        151,130  

Fidelity National Information Services, Inc.
2.25%, 3/1/31

     1,021,000        854,700  

5.63%, 7/15/52

     25,000        24,788  

Fifth Third Bancorp
8.25%, 3/1/38

     350,000        414,053  

First American Financial Corp.
4.00%, 5/15/30

     183,000        163,371  

First Citizens BancShares, Inc.

     

3.38%, 3/15/30, (3.375% fixed rate until 3/15/25; 3-month Secured Overnight Financing Rate + 2.465% thereafter)(a)

     121,000        116,297  

First Student Bidco, Inc./First Transit Parent, Inc.
4.00%, 7/31/29(c)

     410,000        357,057  

Fiserv, Inc.
2.25%, 6/1/27

     412,000        377,079  

2.65%, 6/1/30

     576,000        495,619  

Flex Ltd.
4.75%, 6/15/25

     100,000        98,921  

Florida Power & Light Co.
5.05%, 4/1/28

     100,000        100,761  

2.45%, 2/3/32

     100,000        83,643  

4.05%, 6/1/42

     589,000        499,590  

3.80%, 12/15/42

     309,000        252,385  

3.15%, 10/1/49

   210,000      145,139  

5.30%, 4/1/53

     100,000        98,889  

FMC Corp.
3.45%, 10/1/29

     14,000        12,450  

FNB Corp.
5.15%, 8/25/25

     30,000        29,522  

Ford Motor Co.
6.63%, 10/1/28

     11,000        11,505  

4.75%, 1/15/43

     902,000        732,126  

Ford Motor Credit Co. LLC
5.13%, 6/16/25

     377,000        373,347  

6.95%, 3/6/26

     283,000        288,182  

4.95%, 5/28/27

     500,000        486,265  

4.13%, 8/17/27

     500,000        472,820  

Fox Corp.
4.71%, 1/25/29

     171,000        166,946  

6.50%, 10/13/33

     16,000        16,816  

5.58%, 1/25/49

     342,000        313,145  

Franklin Resources, Inc.
1.60%, 10/30/30

     36,000        29,079  

Freeport-McMoRan, Inc.
5.45%, 3/15/43

     1,083,000        1,010,439  

Fresenius Medical Care U.S. Finance III, Inc.
3.00%, 12/1/31(c)

     428,000        340,701  

Frontier Communications Holdings LLC
6.75%, 5/1/29(c)

     155,000        139,436  

Gap, Inc.
3.63%, 10/1/29(c)

     256,000        216,586  

3.88%, 10/1/31(c)

     333,000        268,641  

GATX Corp.
1.90%, 6/1/31

     120,000        94,619  

GCI LLC
4.75%, 10/15/28(c)

     128,000        115,035  

GE HealthCare Technologies, Inc.
5.55%, 11/15/24

     169,000        168,770  

5.86%, 3/15/30

     159,000        164,396  

5.91%, 11/22/32

     100,000        103,946  

General Dynamics Corp.
4.25%, 4/1/40

     174,000        155,206  

General Mills, Inc.
5.24%, 11/18/25

     170,000        169,912  

3.00%, 2/1/51

     237,000        152,901  

General Motors Co.
6.60%, 4/1/36

     309,000        324,533  

6.25%, 10/2/43

     1,455,000        1,462,595  

General Motors Financial Co., Inc.
5.25%, 3/1/26

     412,000        410,793  

3.60%, 6/21/30

     2,790,000        2,502,490  

Genesis Energy LP/Genesis Energy Finance Corp.
7.75%, 2/1/28

     45,000        45,043  

Genuine Parts Co.
1.75%, 2/1/25

     100,000        96,545  

Genworth Holdings, Inc.
6.50%, 6/15/34

     312,000        293,118  

Georgia-Pacific LLC
3.60%, 3/1/25(c)

     177,000        174,226  

0.95%, 5/15/26(c)

     219,000        200,348  

 

See Notes to Financial Statements.

 

94   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Gilead Sciences, Inc.
3.50%, 2/1/25

   $ 309,000      $ 303,769  

3.65%, 3/1/26

     339,000        329,308  

4.75%, 3/1/46

     329,000        299,035  

Global Atlantic Fin Co.
4.40%, 10/15/29(c)

     21,000        19,222  

Global Payments, Inc.
4.45%, 6/1/28

     100,000        96,449  

5.95%, 8/15/52

     179,000        176,149  

GLP Capital LP/GLP Financing II, Inc.
5.30%, 1/15/29

     632,000        614,234  

Go Daddy Operating Co. LLC/GD Finance Co., Inc.
5.25%, 12/1/27(c)

     175,000        170,215  

3.50%, 3/1/29(c)

     197,000        175,771  

Goldman Sachs Group, Inc.
3.85%, 7/8/24

     412,000        409,396  

3.50%, 1/23/25

     530,000        520,889  

4.25%, 10/21/25

     176,000        172,932  

1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(a)

     722,000        667,540  

2.64%, 2/24/28, (2.64% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.114% thereafter)(a)

     755,000        699,666  

2.60%, 2/7/30

     194,000        168,481  

6.45%, 5/1/36

     650,000        695,116  

6.75%, 10/1/37

     1,625,000        1,768,569  

Goodyear Tire & Rubber Co.
5.63%, 4/30/33

     497,000        445,108  

Grand Canyon University
5.13%, 10/1/28

     39,000        35,322  

Graphic Packaging International LLC
3.50%, 3/15/28(c)

     68,000        62,569  

Gray Television, Inc.
5.88%, 7/15/26(c)

     114,000        108,307  

H&E Equipment Services, Inc.
3.88%, 12/15/28(c)

     100,000        90,291  

HCA, Inc.
5.25%, 4/15/25

     173,000        172,249  

5.88%, 2/15/26

     128,000        128,585  

5.63%, 9/1/28

     166,000        167,348  

3.50%, 9/1/30

     248,000        221,836  

5.90%, 6/1/53

     35,000        34,414  

Healthcare Realty Holdings LP
2.00%, 3/15/31

     328,000        257,237  

Healthpeak OP LLC
3.00%, 1/15/30

     973,000        854,080  

Hershey Co.
2.30%, 8/15/26

     309,000        291,770  

Hewlett Packard Enterprise Co.
1.45%, 4/1/24

     412,000        410,599  

6.35%, 10/15/45

     156,000        161,440  

Highwoods Realty LP
3.88%, 3/1/27

     20,000        18,788  

4.13%, 3/15/28

     194,000        181,336  

Hilton Domestic Operating Co., Inc.
3.63%, 2/15/32(c)

   460,000      393,300  

HLF Financing SARL LLC/Herbalife International, Inc.
4.88%, 6/1/29(c)

     540,000        386,165  

Home Depot, Inc.
2.70%, 4/15/30

     176,000        155,755  

1.88%, 9/15/31

     18,000        14,593  

5.88%, 12/16/36

     1,050,000        1,119,300  

3.30%, 4/15/40

     640,000        501,882  

3.13%, 12/15/49

     8,000        5,578  

3.63%, 4/15/52

     7,000        5,297  

Honeywell International, Inc.
2.30%, 8/15/24

     74,000        72,964  

3.81%, 11/21/47

     1,072,000        866,658  

HP, Inc.
2.20%, 6/17/25

     412,000        395,549  

4.75%, 1/15/28

     100,000        99,030  

4.00%, 4/15/29

     179,000        170,535  

6.00%, 9/15/41

     14,000        14,335  

Hudson Pacific Properties LP
5.95%, 2/15/28

     208,000        187,113  

Humana, Inc.
3.85%, 10/1/24

     911,000        901,125  

5.70%, 3/13/26

     172,000        171,955  

5.88%, 3/1/33

     155,000        159,183  

Huntington Bancshares, Inc.
2.63%, 8/6/24

     182,000        179,599  

Hyatt Hotels Corp.
5.75%, 4/23/30

     158,000        161,095  

Icahn Enterprises LP/Icahn Enterprises Finance Corp.
4.38%, 2/1/29

     145,000        122,503  

iHeartCommunications, Inc.
6.38%, 5/1/26

     40,000        33,516  

4.75%, 1/15/28(c)

     40,000        28,817  

Illinois Tool Works, Inc.
2.65%, 11/15/26

     178,000        169,276  

Imola Merger Corp.
4.75%, 5/15/29(c)

     400,000        371,164  

Ingevity Corp.
3.88%, 11/1/28(c)

     29,000        25,615  

Intel Corp.
3.70%, 7/29/25

     726,000        711,248  

3.15%, 5/11/27

     412,000        390,617  

2.45%, 11/15/29

     168,000        147,279  

5.13%, 2/10/30

     164,000        165,392  

5.63%, 2/10/43

     534,000        543,286  

4.10%, 5/11/47

     11,000        9,055  

3.73%, 12/8/47

     10,000        7,604  

Intercontinental Exchange, Inc.
1.85%, 9/15/32

     412,000        318,216  

4.60%, 3/15/33

     87,000        83,281  

2.65%, 9/15/40

     220,000        156,004  

4.95%, 6/15/52

     110,000        102,974  

3.00%, 9/15/60

     288,000        179,073  

 

See Notes to Financial Statements.

 

WisdomTree Trust      95  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

International Business Machines Corp.
3.45%, 2/19/26

   $ 412,000      $ 399,780  

1.95%, 5/15/30

     980,000        821,073  

2.85%, 5/15/40

     412,000        299,973  

International Flavors & Fragrances, Inc.
1.83%, 10/15/27(c)

     188,000        165,352  

5.00%, 9/26/48

     188,000        157,899  

International Paper Co.
4.35%, 8/15/48

     898,000        762,573  

Invitation Homes Operating Partnership LP
4.15%, 4/15/32

     777,000        703,379  

IPALCO Enterprises, Inc.
4.25%, 5/1/30

     2,076,000        1,912,992  

Iron Mountain, Inc.
5.25%, 7/15/30(c)

     135,000        126,471  

ITC Holdings Corp.
3.65%, 6/15/24

     139,000        138,109  

3.35%, 11/15/27

     382,000        358,793  

Jackson National Life Global Funding
3.05%, 6/21/29(c)

     19,000        16,261  

Jacobs Engineering Group, Inc.
5.90%, 3/1/33

     100,000        100,079  

JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.
3.63%, 1/15/32

     275,000        231,440  

5.75%, 4/1/33

     1,160,000        1,126,975  

Jefferies Financial Group, Inc.
4.15%, 1/23/30

     180,000        167,551  

2.63%, 10/15/31

     100,000        81,857  

6.25%, 1/15/36

     100,000        102,892  

John Deere Capital Corp.
2.80%, 9/8/27

     412,000        385,949  

4.15%, 9/15/27

     171,000        167,672  

4.75%, 1/20/28

     165,000        164,969  

3.45%, 3/7/29

     412,000        388,903  

Johnson & Johnson
2.45%, 3/1/26

     412,000        394,309  

2.90%, 1/15/28

     412,000        389,830  

3.63%, 3/3/37

     412,000        364,340  

JPMorgan Chase & Co.
3.13%, 1/23/25

     309,000        303,015  

3.22%, 3/1/25, (3.22% fixed rate until 3/1/24; 3-month Secured Overnight Financing Rate + 1.417% thereafter)(a)

     309,000        309,000  

2.08%, 4/22/26(a)

     145,000        139,555  

4.13%, 12/15/26

     548,000        535,127  

4.25%, 10/1/27

     958,000        937,767  

3.63%, 12/1/27

     139,000        132,222  

3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month Secured Overnight Financing Rate + 1.599% thereafter)(a)

     813,000        780,838  

3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(a)

     309,000        293,828  

2.18%, 6/1/28, (2.182% fixed rate until 6/1/27; Secured Overnight Financing Rate + 1.89% thereafter)(a)

     412,000        375,427  

3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month Secured Overnight Financing Rate + 1.207% thereafter)(a)

   412,000      388,265  

2.74%, 10/15/30, (2.739% fixed rate until 10/15/29; 3-month Secured Overnight Financing Rate + 1.51% thereafter)(a)

     1,009,000        885,640  

2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; 3-month Secured Overnight Financing Rate + 2.515% thereafter)(a)

     615,000        534,509  

1.76%, 11/19/31, (1.764% fixed rate until 11/19/30; 3-month Secured Overnight Financing Rate + 1.105% thereafter)(a)

     428,000        344,788  

3.88%, 7/24/38, (3.882% fixed rate until 7/24/37; 3-month Secured Overnight Financing Rate + 1.622% thereafter)(a)

     309,000        264,186  

5.50%, 10/15/40

     980,000        1,003,079  

5.60%, 7/15/41

     119,000        122,764  

2.53%, 11/19/41, (2.525% fixed rate until 11/19/40; 3-month Secured Overnight Financing Rate + 1.51% thereafter)(a)

     619,000        426,169  

5.63%, 8/16/43

     141,000        144,801  

4.95%, 6/1/45

     188,000        175,827  

3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month Secured Overnight Financing Rate + 1.482% thereafter)(a)

     240,000        192,211  

3.33%, 4/22/52, (3.328% fixed rate until 4/22/51; Secured Overnight Financing Rate + 1.58% thereafter)(a)

     689,000        489,548  

Kaiser Aluminum Corp.
4.63%, 3/1/28(c)

     89,000        82,269  

Kellanova
2.10%, 6/1/30

     146,000        122,963  

Kemper Corp.
2.40%, 9/30/30

     538,000        424,859  

Kentucky Utilities Co.
5.13%, 11/1/40

     1,031,000        981,234  

3.30%, 6/1/50

     412,000        285,689  

KeyCorp
4.15%, 10/29/25

     177,000        171,713  

2.25%, 4/6/27

     100,000        89,285  

4.10%, 4/30/28

     404,000        378,871  

2.55%, 10/1/29

     337,000        282,281  

4.79%, 6/1/33, (4.789% fixed rate until 6/1/32; Secured Overnight Financing Index + 2.06% thereafter)(a)

     438,000        395,948  

Keysight Technologies, Inc.
3.00%, 10/30/29

     10,000        8,901  

Kilroy Realty LP
4.75%, 12/15/28

     189,000        178,153  

Kimco Realty OP LLC
2.70%, 10/1/30

     358,000        304,998  

Kinder Morgan Energy Partners LP
4.25%, 9/1/24

     175,000        173,661  

6.95%, 1/15/38

     546,000        589,860  

 

See Notes to Financial Statements.

 

96   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Kinder Morgan, Inc.
4.30%, 6/1/25

   $ 173,000      $ 170,524  

2.00%, 2/15/31

     309,000        250,933  

7.75%, 1/15/32

     142,000        160,000  

Kinetik Holdings LP
5.88%, 6/15/30(c)

     175,000        170,779  

KLA Corp.
5.25%, 7/15/62

     363,000        353,787  

Kohl’s Corp.
5.55%, 7/17/45

     578,000        383,237  

Kraft Heinz Foods Co.
6.75%, 3/15/32

     500,000        550,720  

5.50%, 6/1/50

     377,000        367,149  

Kroger Co.
2.65%, 10/15/26

     412,000        387,259  

7.50%, 4/1/31

     338,000        381,714  

Kyndryl Holdings, Inc.
3.15%, 10/15/31

     596,000        491,873  

L3Harris Technologies, Inc.
4.40%, 6/15/28

     170,000        165,204  

Lam Research Corp.
4.00%, 3/15/29

     309,000        297,935  

Lazard Group LLC
4.50%, 9/19/28

     176,000        168,928  

LBJ Infrastructure Group LLC
3.80%, 12/31/57(c)

     260,000        174,741  

LCPR Senior Secured Financing DAC
5.13%, 7/15/29(c)

     283,000        238,043  

Lear Corp.
3.55%, 1/15/52

     175,000        118,911  

Lennar Corp.
4.75%, 11/29/27

     422,000        415,459  

Level 3 Financing, Inc.
10.50%, 5/15/30(c)

     151,000        155,624  

Liberty Interactive LLC
8.50%, 7/15/29

     277,000        185,504  

8.25%, 2/1/30

     500,000        329,440  

LifePoint Health, Inc.
9.88%, 8/15/30(c)

     256,000        265,864  

Lincoln National Corp.
3.35%, 3/9/25

     75,000        73,237  

3.63%, 12/12/26

     309,000        295,240  

3.80%, 3/1/28

     412,000        392,232  

7.00%, 6/15/40

     74,000        80,801  

Lockheed Martin Corp.
3.55%, 1/15/26

     368,000        358,642  

3.60%, 3/1/35

     516,000        451,392  

2.80%, 6/15/50

     619,000        409,679  

Lowe’s Cos., Inc.
3.10%, 5/3/27

     412,000        389,600  

2.63%, 4/1/31

     309,000        263,617  

5.63%, 4/15/53

     160,000        159,138  

5.75%, 7/1/53

     100,000        101,167  

5.80%, 9/15/62

     100,000        99,988  

5.85%, 4/1/63

     100,000        101,116  

LSF9 Atlantis Holdings LLC/Victra Finance Corp.
7.75%, 2/15/26(c)

     370,000        366,922  

LYB International Finance III LLC
1.25%, 10/1/25

   405,000      378,687  

3.38%, 10/1/40

     309,000        229,232  

4.20%, 10/15/49

     207,000        160,015  

4.20%, 5/1/50

     202,000        156,225  

M&T Bank Corp.

     

5.05%, 1/27/34, (5.053% fixed rate until 1/27/33; Secured Overnight Financing Rate + 1.85% thereafter)(a)

     292,000        268,500  

Macy’s Retail Holdings LLC
6.70%, 7/15/34(c)

     262,000        225,925  

4.50%, 12/15/34

     365,000        301,151  

6.38%, 3/15/37

     306,000        269,528  

Marathon Oil Corp.
5.20%, 6/1/45

     252,000        219,061  

Marathon Petroleum Corp.
4.70%, 5/1/25

     100,000        99,061  

6.50%, 3/1/41

     250,000        265,670  

Marriott International, Inc.
4.63%, 6/15/30, Series FF

     933,000        903,890  

2.75%, 10/15/33, Series II

     100,000        80,671  

Marsh & McLennan Cos., Inc.
2.25%, 11/15/30

     169,000        142,673  

4.90%, 3/15/49

     100,000        92,618  

Martin Marietta Materials, Inc.
4.25%, 7/2/24

     174,000        173,278  

Masco Corp.
2.00%, 2/15/31

     180,000        146,320  

Masonite International Corp.
3.50%, 2/15/30(c)

     315,000        278,766  

Massachusetts Institute of Technology
3.96%, 7/1/38

     100,000        90,934  

5.60%, 7/1/2111

     205,000        222,962  

Massachusetts Mutual Life Insurance Co.
5.67%, 12/1/52(c)

     18,000        18,012  

5.08%, 2/15/69, (5.077% fixed rate until 2/15/49; Secured Overnight Financing Rate + 3.466% thereafter)(a)(c)

     362,000        323,650  

Mastercard, Inc.
3.50%, 2/26/28

     412,000        395,817  

4.88%, 3/9/28

     664,000        671,576  

Match Group Holdings II LLC
4.63%, 6/1/28(c)

     69,000        64,935  

5.63%, 2/15/29(c)

     26,000        25,011  

Mattel, Inc.
5.88%, 12/15/27(c)

     172,000        171,931  

Mavis Tire Express Services Topco Corp.
6.50%, 5/15/29(c)

     239,000        224,447  

McAfee Corp.
7.38%, 2/15/30(c)

     130,000        114,916  

McDonald’s Corp.
4.88%, 12/9/45

     2,060,000        1,897,219  

McGraw-Hill Education, Inc.
5.75%, 8/1/28(c)

     85,000        79,632  

McKesson Corp.
0.90%, 12/3/25

     412,000        382,620  

 

See Notes to Financial Statements.

 

WisdomTree Trust      97  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Medline Borrower LP
3.88%, 4/1/29(c)

   $ 227,000      $ 203,773  

Medtronic, Inc.
4.38%, 3/15/35

     295,000        278,421  

Memorial Sloan-Kettering Cancer Center
5.00%, 7/1/42

     154,000        150,312  

Merck & Co., Inc.
0.75%, 2/24/26

     412,000        381,096  

1.45%, 6/24/30

     151,000        123,482  

3.90%, 3/7/39

     412,000        360,261  

4.15%, 5/18/43

     412,000        359,940  

Meta Platforms, Inc.
3.50%, 8/15/27

     59,000        56,577  

3.85%, 8/15/32

     677,000        627,410  

4.45%, 8/15/52

     248,000        217,055  

4.65%, 8/15/62

     100,000        88,540  

MetLife, Inc.
4.55%, 3/23/30

     168,000        164,596  

5.70%, 6/15/35

     154,000        159,496  

4.05%, 3/1/45

     189,000        156,174  

5.00%, 7/15/52

     560,000        523,426  

Metropolitan Life Global Funding I
2.80%, 3/21/25(c)

     630,000        613,633  

3.45%, 12/18/26(c)

     309,000        296,161  

Michaels Cos., Inc.
7.88%, 5/1/29(c)

     248,000        160,699  

Microchip Technology, Inc.
0.98%, 9/1/24

     184,000        179,693  

4.25%, 9/1/25

     175,000        171,887  

Micron Technology, Inc.
4.98%, 2/6/26

     171,000        170,058  

4.19%, 2/15/27

     175,000        170,110  

4.66%, 2/15/30

     197,000        190,450  

2.70%, 4/15/32

     200,000        164,246  

5.88%, 2/9/33

     100,000        102,195  

3.48%, 11/1/51

     294,000        204,697  

Microsoft Corp.
2.40%, 8/8/26

     412,000        390,152  

3.30%, 2/6/27

     619,000        598,072  

1.35%, 9/15/30(c)

     508,000        416,143  

2.53%, 6/1/50

     852,000        549,966  

2.92%, 3/17/52

     220,000        152,115  

Mid-America Apartments LP
1.70%, 2/15/31

     412,000        328,739  

Mississippi Power Co.
4.25%, 3/15/42, Series 12-A

     825,000        689,568  

Mohegan Tribal Gaming Authority
8.00%, 2/1/26(c)

     79,000        74,547  

Molson Coors Beverage Co.
3.00%, 7/15/26

     852,000        811,675  

Moody’s Corp.
2.00%, 8/19/31

     611,000        494,097  

3.75%, 2/25/52

     169,000        131,168  

Morgan Stanley
4.00%, 7/23/25

     309,000        303,756  

1.16%, 10/21/25, (1.164% fixed rate until 10/21/24; Secured Overnight Financing Rate + 0.56% thereafter)(a)

   186,000      180,509  

5.00%, 11/24/25

     412,000        409,685  

4.35%, 9/8/26

     533,000        521,141  

6.14%, 10/16/26, (6.138% fixed rate until 10/16/25; Secured Overnight Financing Rate + 1.77% thereafter)(a)

     168,000        170,056  

3.63%, 1/20/27

     309,000        298,003  

5.05%, 1/28/27, (5.05% fixed rate until 1/28/26; Secured Overnight Financing Rate + 1.295% thereafter)(a)

     100,000        99,679  

3.95%, 4/23/27

     309,000        297,555  

1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(a)

     516,000        475,860  

4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(a)

     176,000        170,396  

3.59%, 7/22/28

     901,000        853,022  

3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(a)

     753,000        711,969  

4.89%, 7/20/33, (4.889% fixed rate until 7/20/32; Secured Overnight Financing Rate + 2.076% thereafter)(a)

     451,000        433,388  

2.48%, 9/16/36, (2.484% fixed rate until 9/16/31; Secured Overnight Financing Rate + 1.36% thereafter)(a)

     1,455,000        1,143,484  

Moss Creek Resources Holdings, Inc.
10.50%, 5/15/27(c)

     14,000        14,371  

MPH Acquisition Holdings LLC
5.75%, 11/1/28(c)

     317,000        253,169  

MPLX LP
4.88%, 12/1/24

     412,000        409,697  

4.00%, 3/15/28

     412,000        394,873  

5.20%, 3/1/47

     23,000        20,678  

4.70%, 4/15/48

     40,000        33,535  

5.65%, 3/1/53

     70,000        66,686  

MPT Operating Partnership LP/MPT Finance Corp.
5.25%, 8/1/26

     134,000        119,365  

4.63%, 8/1/29

     64,000        47,741  

MSCI, Inc.
3.63%, 11/1/31(c)

     170,000        147,407  

Nasdaq, Inc.
1.65%, 1/15/31

     85,000        67,725  

National Fuel Gas Co.
5.20%, 7/15/25

     412,000        409,009  

National Grid USA
5.80%, 4/1/35

     1,025,000        1,012,987  

National Rural Utilities Cooperative Finance Corp.
4.80%, 3/15/28

     168,000        167,289  

5.80%, 1/15/33

     154,000        159,428  

5.25%, 4/20/46, (5.25% fixed rate until 4/20/26; Secured Overnight Financing Rate + 3.905% thereafter)(a)

     912,000        886,646  

 

See Notes to Financial Statements.

 

98   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Navient Corp.
4.88%, 3/15/28

   $ 146,000      $ 133,380  

NCL Corp. Ltd.
5.88%, 3/15/26(c)

     159,000        155,430  

NCR Voyix Corp.
5.00%, 10/1/28(c)

     339,000        315,006  

5.13%, 4/15/29(c)

     44,000        40,757  

5.25%, 10/1/30(c)

     386,000        349,469  

Nestle Holdings, Inc.
4.13%, 10/1/27(c)

     171,000        167,231  

4.85%, 3/14/33(c)

     159,000        159,234  

New Fortress Energy, Inc.
6.50%, 9/30/26(c)

     186,000        179,616  

New York & Presbyterian Hospital
3.95%, 8/1/2119, Series 2019

     110,000        80,325  

New York Life Global Funding
4.85%, 1/9/28(c)

     100,000        99,495  

New York State Electric & Gas Corp.
3.30%, 9/15/49(c)

     197,000        130,384  

Newell Brands, Inc.
6.63%, 9/15/29

     170,000        163,050  

6.50%, 4/1/46

     500,000        400,035  

Newmont Corp.
2.25%, 10/1/30

     861,000        720,734  

Nexstar Media, Inc.
5.63%, 7/15/27(c)

     180,000        170,739  

NextEra Energy Capital Holdings, Inc.
5.25%, 2/28/53

     19,000        17,732  

5.11%, 9/29/57(c)

     660,000        651,031  

NFP Corp.
6.88%, 8/15/28(c)

     200,000        203,624  

Niagara Mohawk Power Corp.
5.78%, 9/16/52(c)

     185,000        184,310  

NIKE, Inc.
3.25%, 3/27/40

     100,000        79,762  

3.63%, 5/1/43

     183,000        149,564  

NiSource, Inc.
0.95%, 8/15/25

     141,000        132,395  

3.60%, 5/1/30

     179,000        163,953  

Nissan Motor Acceptance Co. LLC
1.85%, 9/16/26(c)

     351,000        316,195  

NNN REIT, Inc.
4.30%, 10/15/28

     351,000        337,174  

Nordstrom, Inc.
4.25%, 8/1/31

     241,000        203,346  

Norfolk Southern Corp.
4.45%, 3/1/33

     169,000        161,045  

3.95%, 10/1/42

     412,000        338,586  

Northern Natural Gas Co.
4.30%, 1/15/49(c)

     382,000        313,462  

Northern Trust Corp.
3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; Secured Overnight Financing Rate + 1.406% thereafter)(a)

     466,000        432,560  

Northrop Grumman Corp.
2.93%, 1/15/25

     309,000        302,319  

3.20%, 2/1/27

   178,000      169,662  

4.03%, 10/15/47

     412,000        332,323  

Northwestern Mutual Life Insurance Co.
3.63%, 9/30/59(c)

     324,000        228,115  

Novant Health, Inc.
2.64%, 11/1/36

     67,000        50,432  

Novelis Corp.
4.75%, 1/30/30(c)

     201,000        184,114  

3.88%, 8/15/31(c)

     385,000        326,264  

NRG Energy, Inc.
2.45%, 12/2/27(c)

     200,000        178,758  

3.38%, 2/15/29(c)

     274,000        239,588  

Nucor Corp.
2.00%, 6/1/25

     631,000        605,545  

NVIDIA Corp.
1.55%, 6/15/28

     100,000        88,538  

2.85%, 4/1/30

     175,000        157,685  

3.50%, 4/1/40

     412,000        345,347  

3.50%, 4/1/50

     194,000        152,356  

Occidental Petroleum Corp.
3.50%, 8/15/29

     155,000        141,579  

7.88%, 9/15/31

     173,000        194,997  

6.45%, 9/15/36

     500,000        527,870  

4.20%, 3/15/48

     500,000        385,745  

Office Properties Income Trust
2.40%, 2/1/27

     700,000        361,767  

Oglethorpe Power Corp.
5.95%, 11/1/39

     123,000        122,525  

Ohio Edison Co.
6.88%, 7/15/36

     1,826,000        2,024,377  

Olin Corp.
5.63%, 8/1/29

     366,000        359,075  

Omega Healthcare Investors, Inc.
4.75%, 1/15/28

     100,000        96,012  

3.38%, 2/1/31

     58,000        48,914  

Omnicom Group, Inc./Omnicom Capital, Inc.
3.65%, 11/1/24

     100,000        98,716  

OneMain Finance Corp.
4.00%, 9/15/30

     398,000        335,824  

ONEOK Partners LP
6.20%, 9/15/43

     412,000        421,307  

ONEOK, Inc.
4.20%, 12/1/42

     619,000        484,052  

5.15%, 10/15/43

     11,000        9,972  

4.20%, 10/3/47

     210,000        161,618  

5.20%, 7/15/48

     100,000        90,398  

4.45%, 9/1/49

     23,000        18,392  

Oracle Corp.
2.95%, 11/15/24

     412,000        404,296  

2.95%, 5/15/25

     309,000        299,922  

1.65%, 3/25/26

     309,000        287,098  

3.25%, 11/15/27

     483,000        453,083  

2.95%, 4/1/30

     2,607,000        2,300,573  

3.90%, 5/15/35

     329,000        282,746  

6.13%, 7/8/39

     164,000        168,912  

5.38%, 7/15/40

     642,000        614,439  

4.13%, 5/15/45

     559,000        442,611  

 

See Notes to Financial Statements.

 

WisdomTree Trust      99  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Otis Worldwide Corp.
3.11%, 2/15/40

   $ 100,000      $ 76,109  

P&L Development LLC/PLD Finance Corp.
7.75%, 11/15/25(c)

     58,000        47,265  

Pacific Gas & Electric Co.
2.10%, 8/1/27

     619,000        555,181  

2.50%, 2/1/31

     352,000        288,865  

3.30%, 8/1/40

     619,000        447,122  

4.95%, 7/1/50

     1,826,000        1,552,630  

3.50%, 8/1/50

     619,000        416,927  

PacifiCorp
4.15%, 2/15/50

     662,000        515,413  

Packaging Corp. of America
3.00%, 12/15/29

     776,000        696,250  

Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc.
4.38%, 10/15/28(c)

     131,000        122,091  

Paramount Global
3.38%, 2/15/28

     96,000        84,358  

4.95%, 1/15/31

     91,000        79,767  

4.20%, 5/19/32

     1,031,000        840,884  

6.88%, 4/30/36

     44,000        40,411  

5.90%, 10/15/40

     91,000        74,447  

5.25%, 4/1/44

     101,000        75,286  

4.95%, 5/19/50

     165,000        118,384  

6.25%, 2/28/57, (6.25% fixed rate until 2/28/27; Secured Overnight Financing Rate + 4.174% thereafter)(a)

     115,000        94,937  

Patterson-UTI Energy, Inc.
7.15%, 10/1/33

     376,000        398,782  

PayPal Holdings, Inc.
1.65%, 6/1/25

     609,000        583,124  

2.30%, 6/1/30

     161,000        137,137  

Paysafe Finance PLC/Paysafe Holdings U.S. Corp.
4.00%, 6/15/29(c)

     309,000        276,552  

PECO Energy Co.
4.15%, 10/1/44

     309,000        258,967  

PennyMac Financial Services, Inc.
4.25%, 2/15/29(c)

     290,000        261,525  

PepsiCo, Inc.
1.63%, 5/1/30

     776,000        645,748  

Permian Resources Operating LLC
5.88%, 7/1/29(c)

     177,000        173,170  

Pfizer, Inc.
3.45%, 3/15/29

     412,000        387,618  

4.10%, 9/15/38

     412,000        366,573  

3.90%, 3/15/39

     492,000        420,202  

4.30%, 6/15/43

     412,000        361,559  

PG&E Corp.
5.25%, 7/1/30

     86,000        81,115  

PG&E Wildfire Recovery Funding LLC
4.02%, 6/1/33, Series A-1

     311,262        299,789  

4.26%, 6/1/38, Series A-2

     1,250,000        1,178,025  

PGT Innovations, Inc.
4.38%, 10/1/29(c)

     197,000        198,653  

Philip Morris International, Inc.
4.88%, 2/13/26

   170,000      169,196  

5.63%, 11/17/29

     327,000        335,054  

5.13%, 2/15/30

     165,000        164,261  

2.10%, 5/1/30

     24,000        20,250  

5.38%, 2/15/33

     161,000        160,430  

4.88%, 11/15/43

     271,000        243,949  

Phillips 66
3.90%, 3/15/28

     619,000        595,856  

5.88%, 5/1/42

     605,000        625,497  

4.90%, 10/1/46

     21,000        18,832  

Piedmont Natural Gas Co., Inc.
5.05%, 5/15/52

     105,000        94,752  

Piedmont Operating Partnership LP
3.15%, 8/15/30

     601,000        462,163  

Pilgrim’s Pride Corp.
4.25%, 4/15/31

     190,000        169,947  

Pioneer Natural Resources Co.
1.90%, 8/15/30

     203,000        169,304  

Plains All American Pipeline LP/PAA Finance Corp.
4.65%, 10/15/25

     469,000        462,762  

6.65%, 1/15/37

     156,000        165,025  

PNC Bank NA
3.10%, 10/25/27

     309,000        287,231  

PNC Financial Services Group, Inc.
2.60%, 7/23/26

     183,000        172,132  

4.76%, 1/26/27, (4.758% fixed rate until 1/26/26; Secured Overnight Financing Index + 1.085% thereafter)(a)

     203,000        200,641  

2.31%, 4/23/32, (2.307% fixed rate until 4/23/31; Secured Overnight Financing Rate + 0.979% thereafter)(a)

     412,000        335,986  

6.04%, 10/28/33, (6.037% fixed rate until 10/28/32; Secured Overnight Financing Index + 2.14% thereafter)(a)

     217,000        222,952  

Post Holdings, Inc.
5.75%, 3/1/27(c)

     174,000        175,667  

5.50%, 12/15/29(c)

     100,000        95,688  

4.63%, 4/15/30(c)

     193,000        175,682  

Precision Castparts Corp.
3.25%, 6/15/25

     175,000        171,043  

Prestige Brands, Inc.
3.75%, 4/1/31(c)

     267,000        231,022  

Principal Financial Group, Inc.
2.13%, 6/15/30

     560,000        466,396  

6.05%, 10/15/36

     100,000        105,417  

Private Export Funding Corp.
3.25%, 6/15/25, Series NN

     412,000        403,146  

3.90%, 10/15/27

     3,025,000        2,954,971  

Procter & Gamble Co.
1.00%, 4/23/26

     309,000        285,964  

2.80%, 3/25/27

     289,000        273,686  

1.95%, 4/23/31

     309,000        260,221  

Progress Energy, Inc.
6.00%, 12/1/39

     142,000        143,389  

 

See Notes to Financial Statements.

 

100   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Progressive Corp.
4.00%, 3/1/29

   $ 412,000      $ 396,637  

Prologis LP
3.25%, 10/1/26

     309,000        295,327  

2.25%, 4/15/30

     100,000        85,776  

1.75%, 7/1/30

     147,000        120,991  

Prudential Financial, Inc.
1.50%, 3/10/26

     187,000        174,293  

3.88%, 3/27/28

     368,000        353,777  

5.70%, 12/14/36, Series D

     151,000        156,025  

5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; Secured Overnight Financing Rate + 3.306% thereafter)(a)

     32,000        31,572  

6.75%, 3/1/53, (6.75% fixed rate until 12/1/32; 5-year Constant Maturity Treasury Rate + 2.848% thereafter)(a)

     165,000        171,618  

Public Service Co. of Colorado
3.70%, 6/15/28

     412,000        393,135  

Public Service Electric & Gas Co.
3.80%, 1/1/43

     309,000        251,554  

Public Storage Operating Co.
1.50%, 11/9/26

     309,000        282,333  

2.25%, 11/9/31

     235,200        194,045  

PulteGroup, Inc.
7.88%, 6/15/32

     609,000        704,771  

Qorvo, Inc.
4.38%, 10/15/29

     79,000        73,569  

QUALCOMM, Inc.
4.65%, 5/20/35

     351,000        343,436  

Quest Diagnostics, Inc.
2.80%, 6/30/31

     200,000        170,854  

QVC, Inc.
4.45%, 2/15/25

     171,000        166,313  

5.45%, 8/15/34

     500,000        357,345  

5.95%, 3/15/43

     500,000        345,060  

Radiate Holdco LLC/Radiate Finance, Inc.
6.50%, 9/15/28(c)

     100,000        48,241  

Raymond James Financial, Inc.
4.95%, 7/15/46

     173,000        159,229  

Realty Income Corp.
5.05%, 1/13/26

     172,000        171,254  

2.10%, 3/15/28

     110,000        97,627  

3.40%, 1/15/30

     100,000        90,703  

3.25%, 1/15/31

     921,000        815,251  

Regency Centers LP
3.70%, 6/15/30

     552,000        503,303  

RegionalCare Hospital Partners Holdings, Inc./LifePoint Health, Inc.
9.75%, 12/1/26(c)

     41,000        41,064  

Republic Services, Inc.
3.95%, 5/15/28

     100,000        96,282  

Rite Aid Corp.
8.00%, 11/15/26(c)(g)

     100,000        72,994  

ROBLOX Corp.
3.88%, 5/1/30(c)

     235,000        206,029  

Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc.
4.00%, 10/15/33(c)

   500,000      415,720  

Royal Caribbean Cruises Ltd.
7.50%, 10/15/27

     100,000        104,995  

5.50%, 4/1/28(c)

     196,000        192,991  

RPM International, Inc.
4.55%, 3/1/29

     176,000        169,449  

RTX Corp.
3.95%, 8/16/25

     293,000        287,436  

5.00%, 2/27/26

     100,000        99,781  

4.45%, 11/16/38

     432,000        384,381  

4.50%, 6/1/42

     169,000        147,970  

4.63%, 11/16/48

     412,000        358,782  

Ryder System, Inc.
2.90%, 12/1/26

     100,000        94,030  

5.65%, 3/1/28

     110,000        111,899  

Santander Holdings USA, Inc.
3.45%, 6/2/25

     405,000        392,793  

4.50%, 7/17/25

     175,000        171,614  

2.49%, 1/6/28, (2.49% fixed rate until 1/6/27; Secured Overnight Financing Rate + 1.249% thereafter)(a)

     343,000        310,312  

6.50%, 3/9/29, (6.499% fixed rate until 3/9/28; Secured Overnight Financing Rate + 2.356% thereafter)(a)

     13,000        13,207  

Schlumberger Holdings Corp.
4.00%, 12/21/25(c)

     173,000        169,497  

Schlumberger Investment SA
2.65%, 6/26/30

     134,000        117,810  

Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc.
6.63%, 3/1/30(c)

     247,000        233,865  

SCIH Salt Holdings, Inc.
6.63%, 5/1/29(c)

     257,000        233,788  

Scotts Miracle-Gro Co.
4.50%, 10/15/29

     143,000        127,246  

Scripps Escrow, Inc.
5.88%, 7/15/27(c)

     640,000        532,518  

Sealed Air Corp.
4.00%, 12/1/27(c)

     100,000        93,418  

SeaWorld Parks & Entertainment, Inc.
5.25%, 8/15/29(c)

     189,000        176,401  

Sempra
3.25%, 6/15/27

     439,000        413,187  

4.00%, 2/1/48

     176,000        137,115  

Service Corp. International
3.38%, 8/15/30

     200,000        171,894  

Service Properties Trust
4.38%, 2/15/30

     36,000        27,662  

Sherwin-Williams Co.
3.13%, 6/1/24

     176,000        174,796  

3.45%, 6/1/27

     412,000        392,537  

Sierra Pacific Power Co.
2.60%, 5/1/26

     309,000        293,068  

Simon Property Group LP
3.38%, 10/1/24

     76,000        75,064  

 

See Notes to Financial Statements.

 

WisdomTree Trust      101  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

3.50%, 9/1/25

   $ 412,000      $ 402,067  

2.65%, 7/15/30

     664,000        576,711  

6.75%, 2/1/40

     57,000        62,921  

3.25%, 9/13/49

     87,000        60,598  

3.80%, 7/15/50

     79,000        59,820  

Sirius XM Radio, Inc.
5.00%, 8/1/27(c)

     185,000        176,766  

4.13%, 7/1/30(c)

     360,000        311,195  

3.88%, 9/1/31(c)

     335,000        277,460  

Sonic Automotive, Inc.
4.88%, 11/15/31(c)

     125,000        107,610  

Sonoco Products Co.
1.80%, 2/1/25

     683,000        659,177  

Southaven Combined Cycle Generation LLC
3.85%, 8/15/33

     354,534        333,968  

Southern California Edison Co.
4.70%, 6/1/27, Series D

     168,000        166,125  

5.30%, 3/1/28

     558,000        563,552  

4.00%, 4/1/47

     665,000        519,764  

Southern California Gas Co.
6.35%, 11/15/52

     156,000        171,489  

Southern Co. Gas Capital Corp.
1.75%, 1/15/31, Series 20-A

     142,000        114,030  

4.40%, 5/30/47

     412,000        334,956  

Southwest Airlines Co.
5.25%, 5/4/25

     169,000        168,545  

Southwest Gas Corp.
5.80%, 12/1/27

     162,000        165,180  

4.05%, 3/15/32

     511,000        467,631  

Southwestern Electric Power Co.
3.25%, 11/1/51

     2,408,000        1,579,865  

Spectrum Brands, Inc.
3.88%, 3/15/31(c)

     362,000        344,168  

Sprint LLC
7.63%, 3/1/26

     162,000        167,437  

SS&C Technologies, Inc.
5.50%, 9/30/27(c)

     178,000        173,443  

Standard Industries, Inc.
4.38%, 7/15/30(c)

     195,000        174,137  

Stanley Black & Decker, Inc.
3.40%, 3/1/26

     279,000        268,995  

4.85%, 11/15/48

     100,000        86,797  

2.75%, 11/15/50

     258,000        150,497  

4.00%, 3/15/60, (4.00% fixed rate until 3/15/25; 5-year Constant Maturity Treasury Rate + 2.657% thereafter)(a)

     553,000        493,641  

Staples, Inc.
10.75%, 4/15/27(c)

     100,000        89,562  

Starbucks Corp.
2.55%, 11/15/30

     669,000        574,745  

4.50%, 11/15/48

     16,000        13,860  

State Street Corp.
3.55%, 8/18/25

     180,000        176,377  

1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(a)

     309,000        298,058  

2.90%, 3/30/26, (2.901% fixed rate until 3/30/25; Secured Overnight Financing Rate + 2.60% thereafter)(a)

   20,000      19,485  

2.65%, 5/19/26

     91,000        86,583  

2.20%, 3/3/31

     93,000        76,972  

Steel Dynamics, Inc.
3.45%, 4/15/30

     559,000        508,248  

Stericycle, Inc.
3.88%, 1/15/29(c)

     120,000        108,541  

STORE Capital Corp.
4.50%, 3/15/28

     190,000        178,917  

4.63%, 3/15/29

     624,000        582,467  

Sun Communities Operating LP
2.70%, 7/15/31

     610,000        498,187  

Synchrony Financial
4.25%, 8/15/24

     100,000        99,175  

4.50%, 7/23/25

     345,000        337,293  

3.70%, 8/4/26

     260,000        245,487  

3.95%, 12/1/27

     100,000        92,680  

5.15%, 3/19/29

     441,000        421,102  

Sysco Corp.
6.60%, 4/1/40

     114,000        125,269  

T-Mobile USA, Inc.
3.50%, 4/15/25

     178,000        174,070  

2.63%, 4/15/26

     683,000        647,272  

3.88%, 4/15/30

     634,000        588,910  

5.20%, 1/15/33

     580,000        576,578  

3.00%, 2/15/41

     152,000        109,853  

Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.
6.00%, 12/31/30(c)

     401,000        373,961  

6.00%, 9/1/31(c)

     282,000        259,725  

Targa Resources Corp.
4.95%, 4/15/52

     443,000        379,465  

6.25%, 7/1/52

     22,000        22,328  

6.50%, 2/15/53

     524,000        552,259  

Target Corp.
3.50%, 7/1/24

     564,000        560,379  

Tempur Sealy International, Inc.
3.88%, 10/15/31(c)

     231,000        192,696  

Tenet Healthcare Corp.
6.13%, 10/1/28

     178,000        176,129  

4.38%, 1/15/30

     187,000        171,481  

Time Warner Cable LLC
4.50%, 9/15/42

     612,000        448,027  

TJX Cos., Inc.
1.60%, 5/15/31

     402,000        324,824  

Toyota Motor Credit Corp.
1.80%, 2/13/25

     412,000        398,729  

3.00%, 4/1/25

     178,000        173,947  

3.05%, 1/11/28

     412,000        387,997  

Transcontinental Gas Pipe Line Co. LLC
4.60%, 3/15/48

     13,000        11,396  

Travelers Cos., Inc.
4.00%, 5/30/47

     309,000        255,163  

2.55%, 4/27/50

     609,000        379,468  

 

See Notes to Financial Statements.

 

102   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Trinseo Materials Operating SCA/Trinseo Materials Finance, Inc.
5.38%, 9/1/25(c)

   $ 17,000      $ 13,896  

Tronox, Inc.
4.63%, 3/15/29(c)

     305,000        270,431  

Truist Financial Corp.
2.85%, 10/26/24

     309,000        303,540  

4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(a)

     177,000        173,412  

5.90%, 10/28/26, (5.90% fixed rate until 10/28/25; Secured Overnight Financing Rate + 1.626% thereafter)(a)

     108,000        108,328  

1.27%, 3/2/27, (1.267% fixed rate until 3/2/26; Secured Overnight Financing Rate + 0.609% thereafter)(a)

     50,000        45,918  

1.13%, 8/3/27

     412,000        358,798  

5.12%, 1/26/34, (5.122% fixed rate until 1/26/33; Secured Overnight Financing Rate + 1.85% thereafter)(a)

     50,000        47,479  

TTM Technologies, Inc.
4.00%, 3/1/29(c)

     225,000        202,284  

Twilio, Inc.
3.88%, 3/15/31

     254,000        221,615  

Tyco Electronics Group SA
3.45%, 8/1/24

     176,000        174,456  

Tyson Foods, Inc.
3.55%, 6/2/27

     324,000        307,239  

U.S. Acute Care Solutions LLC
6.38%, 3/1/26(c)

     200,000        181,274  

U.S. Bancorp
2.40%, 7/30/24

     100,000        98,705  

3.15%, 4/27/27, Series X

     309,000        291,872  

2.22%, 1/27/28, (2.215% fixed rate until 1/27/27; Secured Overnight Financing Rate + 0.73% thereafter)(a)

     340,000        311,590  

1.38%, 7/22/30

     576,000        456,889  

U.S. Steel Corp.
6.65%, 6/1/37

     550,000        568,727  

UDR, Inc.
3.20%, 1/15/30

     790,000        707,587  

Union Pacific Corp.
3.00%, 4/15/27

     264,000        250,005  

3.70%, 3/1/29

     160,000        152,614  

2.40%, 2/5/30

     287,000        250,100  

2.89%, 4/6/36

     182,000        147,112  

3.25%, 2/5/50

     267,000        192,750  

3.95%, 8/15/59

     19,000        14,758  

3.84%, 3/20/60

     174,000        132,130  

3.80%, 4/6/71

     309,000        226,630  

United Airlines Pass-Through Trust
4.88%, 7/15/27, Series 2020-1, Class B

     222,400        219,264  

3.75%, 3/3/28, Series 2014-2, Class A

     502,981        484,424  

3.50%, 9/1/31, Series 2018-1, Class AA

     601,669        549,516  

United Parcel Service, Inc.
2.80%, 11/15/24

     412,000        404,633  

3.05%, 11/15/27

     412,000        387,346  

United Rentals North America, Inc.
4.00%, 7/15/30

   490,000      443,685  

3.75%, 1/15/32

     497,000        430,660  

UnitedHealth Group, Inc.
5.15%, 10/15/25

     169,000        169,395  

3.85%, 6/15/28

     412,000        396,801  

2.00%, 5/15/30

     241,000        202,662  

2.75%, 5/15/40

     412,000        297,048  

4.25%, 4/15/47

     412,000        351,485  

5.88%, 2/15/53

     153,000        163,760  

Uniti Group LP/Uniti Group Finance, Inc./CSL Capital LLC
10.50%, 2/15/28(c)

     177,000        183,296  

University of Chicago
2.76%, 4/1/45, Series 20B

     105,000        81,103  

University of Southern California
3.84%, 10/1/47, Series 2017

     100,000        83,707  

Univision Communications, Inc.
7.38%, 6/30/30(c)

     173,000        167,213  

Utah Acquisition Sub, Inc.
3.95%, 6/15/26

     1,046,000        1,009,808  

Valero Energy Corp.
6.63%, 6/15/37

     583,000        626,078  

Valvoline, Inc.
3.63%, 6/15/31(c)

     254,000        215,720  

Ventas Realty LP
4.40%, 1/15/29

     664,000        636,245  

Vericast Corp.
11.00%, 9/15/26(c)

     163,005        171,767  

Verizon Communications, Inc.
4.33%, 9/21/28

     654,000        635,067  

1.75%, 1/20/31

     206,000        165,280  

2.55%, 3/21/31

     66,000        55,651  

2.36%, 3/15/32

     418,000        339,023  

4.40%, 11/1/34

     681,000        633,398  

2.65%, 11/20/40

     412,000        284,268  

4.75%, 11/1/41

     1,237,000        1,139,166  

4.13%, 8/15/46

     148,000        121,467  

4.86%, 8/21/46

     675,000        620,143  

4.00%, 3/22/50

     825,000        652,261  

3.55%, 3/22/51

     319,000        232,111  

3.88%, 3/1/52

     180,000        138,996  

Vertiv Group Corp.
4.13%, 11/15/28(c)

     191,000        176,706  

Viatris, Inc.
2.70%, 6/22/30

     67,000        56,407  

3.85%, 6/22/40

     71,000        52,184  

4.00%, 6/22/50

     1,814,000        1,238,073  

VICI Properties LP
5.13%, 5/15/32

     912,000        857,171  

Viking Cruises Ltd.
7.00%, 2/15/29(c)

     71,000        71,151  

Virginia Electric & Power Co.
6.00%, 5/15/37, Series A

     632,000        656,079  

Visa, Inc.
2.75%, 9/15/27

     382,000        357,945  

2.05%, 4/15/30

     512,000        439,578  

 

See Notes to Financial Statements.

 

WisdomTree Trust      103  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

2.70%, 4/15/40

   $ 412,000      $ 305,053  

3.65%, 9/15/47

     46,000        36,668  

Vulcan Materials Co.
3.50%, 6/1/30

     178,000        162,347  

Walgreens Boots Alliance, Inc.
3.45%, 6/1/26

     832,000        793,620  

4.80%, 11/18/44

     31,000        25,840  

Walmart, Inc.
3.30%, 4/22/24

     209,000        208,388  

2.85%, 7/8/24

     176,000        174,500  

3.25%, 7/8/29

     176,000        165,685  

Walt Disney Co.
1.75%, 1/13/26

     412,000        388,495  

2.20%, 1/13/28

     412,000        375,929  

2.65%, 1/13/31

     581,000        505,365  

3.50%, 5/13/40

     1,237,000        993,732  

3.60%, 1/13/51

     176,000        133,825  

Warnermedia Holdings, Inc.
5.39%, 3/15/62

     2,940,000        2,368,699  

Washington Gas Light Co.
3.65%, 9/15/49

     10,000        7,400  

Washington University
4.35%, 4/15/2122

     163,000        136,442  

Waste Connections, Inc.
4.20%, 1/15/33

     172,000        160,810  

3.05%, 4/1/50

     14,000        9,480  

Waste Management, Inc.
1.15%, 3/15/28

     412,000        357,204  

2.00%, 6/1/29

     100,000        86,607  

1.50%, 3/15/31

     309,000        245,399  

Wells Fargo & Co.

     

2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(a)

     926,000        888,636  

3.00%, 10/23/26

     594,000        561,544  

3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month Secured Overnight Financing Rate + 1.572% thereafter)(a)

     412,000        390,481  

2.88%, 10/30/30, (2.879% fixed rate until 10/30/29; 3-month Secured Overnight Financing Rate + 1.432% thereafter)(a)

     452,000        396,585  

3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(a)

     773,000        572,198  

5.61%, 1/15/44

     578,000        562,521  

4.90%, 11/17/45

     612,000        543,401  

5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; 3-month Secured Overnight Financing Rate + 4.502% thereafter)(a)

     171,000        158,396  

Wells Fargo Bank NA
6.60%, 1/15/38

     474,000        511,546  

Welltower OP LLC
4.00%, 6/1/25

     175,000        171,811  

2.80%, 6/1/31

     179,000        152,120  

4.95%, 9/1/48

     100,000        90,056  

Western Digital Corp.
4.75%, 2/15/26

     748,000        732,060  

Western Midstream Operating LP
4.75%, 8/15/28

   176,000      170,227  

6.15%, 4/1/33

     165,000        167,830  

5.30%, 3/1/48

     940,000        811,699  

Westlake Corp.
3.13%, 8/15/51

     246,000        155,206  

Weyerhaeuser Co.
4.00%, 11/15/29

     176,000        165,445  

7.38%, 3/15/32

     877,000        991,229  

Williams Cos., Inc.
2.60%, 3/15/31

     516,000        435,076  

5.75%, 6/24/44

     14,000        13,732  

5.30%, 8/15/52

     17,000        15,923  

Willis-Knighton Medical Center
4.81%, 9/1/48, Series 2018

     155,000        137,130  

WMG Acquisition Corp.
3.75%, 12/1/29(c)

     100,000        88,773  

3.00%, 2/15/31(c)

     224,000        188,436  

WP Carey, Inc.
2.40%, 2/1/31

     898,000        739,386  

WRKCo, Inc.
4.90%, 3/15/29

     968,000        959,123  

Xerox Holdings Corp.
5.50%, 8/15/28(c)

     23,000        20,830  

XPO CNW, Inc.
6.70%, 5/1/34

     495,000        513,978  

Yum! Brands, Inc.
4.63%, 1/31/32

     47,000        43,184  

Ziff Davis, Inc.
4.63%, 10/15/30(c)

     150,000        134,653  

Zimmer Biomet Holdings, Inc.
2.60%, 11/24/31

     100,000        83,799  

Zoetis, Inc.
2.00%, 5/15/30

     157,000        131,747  

3.95%, 9/12/47

     13,000        10,491  

3.00%, 5/15/50

     412,000        282,904  

ZoomInfo Technologies LLC/ZoomInfo Finance Corp.
3.88%, 2/1/29(c)

     200,000        179,370  
     

 

 

 
Total United States

 

     359,075,370  

TOTAL CORPORATE BONDS

(Cost: $472,273,315)

 

 

     466,747,679  
FOREIGN GOVERNMENT AGENCIES – 0.8%

 

Canada – 0.3%

 

Ontario Teachers’ Finance Trust
1.63%, 9/12/24(c)

     825,000        808,987  

Province of British Columbia
2.25%, 6/2/26, Series 9

     999,000        946,812  

Province of Ontario
1.05%, 4/14/26

     990,000        916,720  

1.13%, 10/7/30

     960,000        774,211  

Province of Quebec
0.60%, 7/23/25

     577,000        543,315  
     

 

 

 
Total Canada

 

     3,990,045  

 

See Notes to Financial Statements.

 

104   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
Germany – 0.2%

 

Kreditanstalt fuer Wiederaufbau
2.50%, 11/20/24

   $ 327,000      $ 320,692  

1.00%, 10/1/26

     1,035,000        947,222  

3.75%, 2/15/28

     169,000        164,765  

Landwirtschaftliche Rentenbank
0.88%, 9/3/30

     1,012,000        810,480  
     

 

 

 
Total Germany

 

     2,243,159  
Hong Kong – 0.0%

 

Airport Authority
4.88%, 1/12/33(c)

     525,000        529,951  
India – 0.1%

 

Export-Import Bank of India
3.88%, 2/1/28(d)

     575,000        547,026  

2.25%, 1/13/31(d)

     200,000        165,002  
     

 

 

 
Total India

 

     712,028  
South Korea – 0.2%

 

Export-Import Bank of Korea
2.38%, 4/21/27

     875,000        811,807  

Korea Development Bank
1.00%, 9/9/26

     412,000        373,153  

4.38%, 2/15/28

     1,000,000        986,650  
     

 

 

 
Total South Korea

 

     2,171,610  
United Arab Emirates – 0.0%

 

Finance Department Government of Sharjah
6.50%, 11/23/32(c)

     304,000        312,989  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $10,041,096)

 

 

     9,959,782  
FOREIGN GOVERNMENT OBLIGATIONS – 3.7%

 

  
Argentina – 0.0%

 

Argentina Republic Government International Bonds
0.75%, 7/9/30(a)

     377,000        174,706  

3.63%, 7/9/35(a)

     492,000        182,866  
     

 

 

 
Total Argentina

 

     357,572  
Bahrain – 0.1%

 

Bahrain Government International Bonds
7.00%, 10/12/28(d)

     1,350,000        1,384,223  
Brazil – 0.1%

 

Brazil Government International Bonds
3.88%, 6/12/30

     1,461,000        1,310,999  

5.00%, 1/27/45

     500,000        398,235  
     

 

 

 
Total Brazil

 

     1,709,234  
Canada – 0.1%

 

Canada Government International Bonds
2.88%, 4/28/25

     95,000        92,733  

0.75%, 5/19/26

     75,000        68,957  

3.75%, 4/26/28

     470,000        458,292  
     

 

 

 
Total Canada

 

     619,982  
Chile – 0.1%      

Chile Government International Bonds
3.50%, 1/31/34

     1,125,000        980,550  

4.95%, 1/5/36

   461,821      446,987  
     

 

 

 
Total Chile               1,427,537  
Colombia – 0.2%      

Colombia Government International Bonds
3.13%, 4/15/31

     200,000        158,546  

3.25%, 4/22/32

     200,000        154,478  

7.50%, 2/2/34

     1,220,000        1,234,896  

7.38%, 9/18/37

     100,000        98,356  

5.00%, 6/15/45

     300,000        216,054  
     

 

 

 
Total Colombia               1,862,330  
Costa Rica – 0.0%      

Costa Rica Government International Bonds
6.13%, 2/19/31(d)

     225,000        228,798  
Dominican Republic – 0.1%      

Dominican Republic International Bonds
6.00%, 2/22/33(d)

     1,306,000        1,268,439  
Ecuador – 0.0%      

Ecuador Government International Bonds
6.00%, 7/31/30(a)(d)

     200,000        122,496  
Egypt – 0.0%      

Egypt Government International Bonds
5.88%, 2/16/31(d)

     565,000        457,119  
Hong Kong – 0.1%      

Hong Kong Government International Bonds
4.50%, 1/11/28(c)

     525,000        527,342  
Hungary – 0.0%      

Hungary Government International Bonds
5.50%, 6/16/34(d)

     500,000        487,045  
Indonesia – 0.3%      

Indonesia Government International Bonds
1.85%, 3/12/31

     212,000        172,104  

4.65%, 9/20/32

     2,375,000        2,298,240  

4.85%, 1/11/33

     612,000        601,522  

4.35%, 1/11/48

     412,000        356,413  
     

 

 

 
Total Indonesia               3,428,279  
Israel – 0.1%      

Israel Government International Bonds
2.75%, 7/3/30

     200,000        171,504  

4.50%, 1/17/33

     550,000        512,683  
     

 

 

 
Total Israel               684,187  
Italy – 0.1%      

Republic of Italy Government International Bonds
1.25%, 2/17/26

     1,187,000        1,097,120  
Kenya – 0.0%      

Republic of Kenya Government International Bonds
7.25%, 2/28/28(d)

     200,000        185,802  
Mexico – 0.4%      

Mexico Government International Bonds
2.66%, 5/24/31

     619,000        513,547  

6.75%, 9/27/34, Series A

     82,000        86,748  

 

See Notes to Financial Statements.

 

WisdomTree Trust      105  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

6.35%, 2/9/35

   $ 2,350,000      $ 2,411,617  

6.05%, 1/11/40, Series A

     94,000        92,277  

4.75%, 3/8/44

     2,062,000        1,706,367  

6.34%, 5/4/53

     500,000        489,540  
     

 

 

 
Total Mexico               5,300,096  
Morocco – 0.0%      

Morocco Government International Bonds
3.00%, 12/15/32(d)

     200,000        159,942  
Nigeria – 0.0%      

Nigeria Government International Bonds
7.14%, 2/23/30(d)

     425,000        376,189  
Oman – 0.1%      

Oman Government International Bonds
6.25%, 1/25/31(d)

     506,000        518,974  
Panama – 0.2%      

Panama Government International Bonds
7.13%, 1/29/26

     200,000        203,438  

2.25%, 9/29/32

     375,000        263,625  

6.40%, 2/14/35

     1,900,000        1,757,861  

4.50%, 5/15/47

     200,000        133,930  

3.87%, 7/23/60

     412,000        231,317  
     

 

 

 
Total Panama               2,590,171  
Peru – 0.3%      

Peru Government International Bonds
3.00%, 1/15/34

     1,575,000        1,283,924  

6.55%, 3/14/37

     1,650,000        1,783,535  
     

 

 

 
Total Peru               3,067,459  
Philippines – 0.3%      

Philippines Government International Bonds
6.38%, 1/15/32

     1,650,000        1,786,752  

5.61%, 4/13/33

     2,025,000        2,101,808  
     

 

 

 
Total Philippines               3,888,560  
Poland – 0.1%      

Republic of Poland Government International Bonds
3.25%, 4/6/26

     497,000        483,993  

5.50%, 11/16/27

     76,000        77,962  

5.75%, 11/16/32

     275,000        287,235  
     

 

 

 
Total Poland               849,190  
Qatar – 0.1%      

Qatar Government International Bonds
3.75%, 4/16/30(d)

     1,325,000        1,267,720  
Romania – 0.0%      

Romania Government International Bonds 6.00%, 5/25/34(d)

     400,000        390,344  
Saudi Arabia – 0.3%      

Saudi Government International Bonds
2.50%, 2/3/27(d)

     225,000        209,887  

3.63%, 3/4/28(d)

     225,000        214,389  

2.25%, 2/2/33(d)

     3,050,000        2,427,769  

4.88%, 7/18/33(d)

     650,000        638,008  
     

 

 

 
Total Saudi Arabia               3,490,053  
South Africa – 0.1%      

Republic of South Africa Government International Bonds
5.88%, 4/20/32

   1,280,000      1,156,096  
Turkey – 0.2%      

Turkiye Government International Bonds
4.75%, 1/26/26

     400,000        389,804  

5.25%, 3/13/30

     2,399,000        2,158,860  

5.88%, 6/26/31

     200,000        182,768  

4.88%, 4/16/43

     100,000        69,560  
     

 

 

 
Total Turkey               2,800,992  
United Arab Emirates – 0.1%      

Abu Dhabi Government International Bonds
3.13%, 4/16/30(d)

     767,000        702,633  

3.13%, 9/30/49(d)

     200,000        139,240  

3.88%, 4/16/50(d)

     200,000        159,310  
     

 

 

 

Total United Arab Emirates

              1,001,183  
Uruguay – 0.2%      

Uruguay Government International Bonds
5.75%, 10/28/34

     2,425,000        2,552,216  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $45,761,929)

 

 

     45,256,690  
SUPRANATIONAL BONDS – 0.4%      

African Development Bank
4.38%, 11/3/27

     164,000        163,447  

Asian Development Bank
0.63%, 10/8/24

     400,000        389,088  

1.00%, 4/14/26

     75,000        69,508  

European Investment Bank
2.25%, 6/24/24

     177,000        175,297  

1.63%, 3/14/25

     276,000        266,575  

0.63%, 7/25/25

     359,000        338,551  

2.13%, 4/13/26

     200,000        189,966  

Inter-American Development Bank 0.63%, 7/15/25

     990,000        933,907  

3.20%, 8/7/42

     412,000        332,694  

International Bank for Reconstruction & Development
1.50%, 8/28/24

     180,000        176,715  

2.50%, 7/29/25

     448,000        433,462  

0.50%, 10/28/25

     607,000        565,761  

3.13%, 6/15/27

     173,000        166,011  

0.75%, 11/24/27

     728,000        636,381  

3.50%, 7/12/28

     670,000        646,456  

International Finance Corp.
0.75%, 10/8/26

     191,000        173,455  

TOTAL SUPRANATIONAL BONDS

(Cost: $5,725,479)

              5,657,274  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 3.3%

 

United States – 3.3%

 

BANK

     

2.93%, 2/15/55, Series 2022-BNK39, Class A4^(a)

     329,961        284,196  

2.56%, 5/15/64, Series 2021-BNK33, Class A5

     2,062,257        1,739,817  

 

See Notes to Financial Statements.

 

106   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

2.75%, 12/15/64, Series 2021-BNK38, Class AS

   $ 750,000      $ 619,878  

3.79%, 4/15/65, Series 2022-BNK41, Class A4^(a)

     1,216,732        1,111,267  

Bank of America Merrill Lynch Commercial Mortgage Trust

     

3.75%, 2/15/50, Series 2017-BNK3, Class AS

     1,031,129        958,426  

3.88%, 2/15/50, Series 2017-BNK3, Class B^(a)

     994,000        919,787  

BBCMS Mortgage Trust

     

3.17%, 8/15/52, Series 2019-C4, Class AS

     400,000        347,913  

Benchmark Mortgage Trust

     

4.03%, 4/10/51, Series 2018-B3, Class A5

     1,649,806        1,561,496  

1.98%, 12/17/53, Series 2020-B21, Class A5

     2,062,257        1,680,866  

2.22%, 8/15/54, Series 2021-B28, Class A5

     618,677        504,243  

4.44%, 5/15/55, Series 2022-B35, Class A5^(a)

     2,180,934        2,023,205  

3.72%, 3/15/62, Series 2019-B10, Class A4

     454,934        423,366  

BX Trust

     

7.77%, 8/15/39, Series 2022-PSB, Class A^(a)(c)

     884,009        888,976  

Cantor Commercial Real Estate Lending

     

3.12%, 11/15/52, Series 2019-CF2, Class AS

     200,000        171,934  

CD Mortgage Trust

     

3.63%, 2/10/50, Series 2017-CD3, Class A4

     310,000        287,745  

Citigroup Commercial Mortgage Trust

     

3.37%, 11/15/49, Series 2016-C3, Class AS^(a)

     1,300,000        1,205,865  

2.92%, 2/15/53, Series 2020-GC46, Class AS^(a)

     119,000        102,528  

COMM Mortgage Trust

     

3.71%, 7/10/48, Series 2015-LC21, Class A4

     112,000        108,913  

3.26%, 8/15/57, Series 2019-GC44, Class AM

     600,000        533,935  

CSAIL Commercial Mortgage Trust

     

3.48%, 3/15/53, Series 2020-C19, Class B^(a)

     425,000        360,181  

DBJPM Mortgage Trust

     

4.20%, 5/10/49, Series 2016-C1, Class B^(a)

     570,000        524,668  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

3.21%, 2/25/26, Series K734,
Class A2

     728,000        705,997  

2.67%, 3/25/26, Series K055,
Class A2

     200,000        191,370  

3.19%, 7/25/27, Series K067,
Class A2

     750,000        714,449  

3.24%, 8/25/27, Series K068,
Class A2

     140,000        133,444  

3.19%, 9/25/27, Series K069, Class A2^(a)

   55,000      52,296  

3.93%, 6/25/28, Series K079,
Class A2

     804,000        778,700  

3.42%, 2/25/29, Series K090,
Class A2

     1,000,000        944,310  

3.51%, 3/25/29, Series K091,
Class A2

     1,000,000        947,747  

1.38%, 7/25/30, Series K116,
Class A2

     1,000,000        817,378  

1.50%, 10/25/30, Series K120,
Class A2

     1,000,000        816,995  

2.11%, 1/25/31, Series K127,
Class A2

     1,000,000        846,326  

5.54%, 6/25/31, Series KF115, Class AS^(a)

     367,345        363,046  

2.13%, 11/25/31, Series K136, Class A2

     1,000,000        832,500  

5.56%, 12/25/31, Series KF128, Class AS^(a)

     197,140        194,886  

2.25%, 1/25/32, Series K140, Class A2

     1,000,000        836,976  

2.59%, 1/25/32, Series K139, Class A2^(a)

     1,200,000        1,031,380  

2.25%, 2/25/32, Series K141, Class A2

     1,000,000        837,120  

3.42%, 4/25/32, Series K154, Class A2

     1,000,000        937,956  

2.92%, 6/25/32, Series K146, Class A2

     1,000,000        875,543  

3.00%, 6/25/32, Series K147, Class A2^(a)

     1,500,000        1,320,749  

3.50%, 7/25/32, Series K148, Class A2^(a)

     1,000,000        913,579  

4.35%, 1/25/33, Series K154, Class A2^(a)

     310,000        300,628  

1.94%, 2/25/35, Series K1515, Class A2

     480,000        361,603  

2.36%, 10/25/36, Series K1522, Class A2

     250,000        188,125  

FREMF Mortgage Trust

     

3.60%, 4/25/48, Series 2015-K45,
Class B^(a)(c)

     100,000        97,709  

4.05%, 4/25/48, Series 2016-K54,
Class B^(a)(c)

     590,000        572,895  

4.21%, 6/25/51, Series 2018-K76,
Class B^(a)(c)

     205,000        195,847  

Government National Mortgage Association

     

3.40%, 2/16/47, Series 2014-50,
Class C

     730,641        707,035  

3.50%, 3/16/47, Series 2011-127,
Class C^(a)

     11,816        11,709  

JPMBB Commercial Mortgage Securities Trust

     

3.78%, 8/15/47, Series 2014-C21, Class A5

     88,000        87,247  

JPMDB Commercial Mortgage Securities Trust

     

2.88%, 6/15/49, Series 2016-C2, Class A3A

     1,197,196        1,127,586  

3.06%, 11/13/52, Series 2019-COR6,
Class A4

     721,790        604,692  

Morgan Stanley Bank of America Merrill Lynch Trust

     

3.88%, 4/15/48, Series 2015-C22, Class B^(a)

     200,000        189,023  

4.21%, 4/15/48, Series 2015-C22, Class C^(a)

     412,451        373,307  

 

See Notes to Financial Statements.

 

WisdomTree Trust      107  


Schedule of Investments (unaudited) (continued)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  

Morgan Stanley Capital I Trust

     

3.28%, 11/15/49, Series 2016-BNK2,
Class AS

   $ 1,000,000      $ 914,290  

2.73%, 5/15/54, Series 2021-L5, Class A4

     2,062,257        1,758,771  

MSCG Trust

     

3.46%, 6/7/35, Series 2015-ALDR, Class A2^(a)(c)

     412,000        378,085  

UBS Commercial Mortgage Trust

     

4.12%, 3/15/51, Series 2018-C9, Class A4^(a)

     412,451        393,100  

Wells Fargo Commercial Mortgage Trust

     

3.54%, 12/15/48, Series 2015-P2, Class A3

     664,839        640,992  

4.44%, 9/15/61, Series 2018-C47, Class A4

     100,000        96,781  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $40,968,173)

 

 

     40,451,377  
MUNICIPAL BONDS – 0.8%

 

United States – 0.8%

 

Metropolitan Transportation Authority 6.81%, 11/15/40, Series E

     1,440,000        1,593,748  

New Jersey Turnpike Authority 7.10%, 1/1/41, Series A

     1,413,000        1,652,798  

Port Authority of New York & New Jersey 4.93%, 10/1/51

     965,000        938,536  

State of California
7.55%, 4/1/39

     1,790,000        2,182,595  

State of Connecticut
5.85%, 3/15/32, Series A

     1,330,000        1,386,126  

State of Washington
5.14%, 8/1/40, Series F

     1,610,000        1,625,553  

TOTAL MUNICIPAL BONDS

(Cost: $9,865,920)

 

 

     9,379,356  
ASSET-BACKED SECURITIES – 1.4%

 

United States – 1.4%

 

American Express Credit Account Master Trust

     

3.39%, 5/15/27, Series 2022-2, Class A

     500,000        489,389  

3.75%, 8/15/27, Series 2022-3, Class A

     260,000        254,890  

AmeriCredit Automobile Receivables Trust
4.81%, 4/18/28, Series 2022-2, Class B

     550,000        544,246  

BA Credit Card Trust

     

5.00%, 4/15/28, Series 2022-A2, Class A2

     2,500,000        2,499,168  

Capital One Multi-Asset Execution Trust

     

4.95%, 10/15/27, Series 2022-A3, Class A

     830,000        827,658  

CarMax Auto Owner Trust

     

0.53%, 10/15/26, Series 2021-1, Class A4

     300,000        286,590  

CNH Equipment Trust

     

5.25%, 11/15/29, Series 2022-C, Class A4

     3,950,000        3,968,795  

Discover Card Execution Note Trust

     

3.32%, 5/15/27, Series 2022-A2, Class A

   75,000      73,318  

3.56%, 7/15/27, Series 2022-A3, Class A3

     2,000,000        1,956,681  

Exeter Automobile Receivables Trust

     

0.98%, 6/15/26, Series 2021-2A, Class C

     183,667        182,401  

Ford Credit Auto Owner Trust

     

3.88%, 11/15/34, Series 2022-1, Class A(c)

     600,000        580,615  

GM Financial Automobile Leasing Trust

     

4.33%, 5/20/26, Series 2022-2, Class C

     500,000        494,609  

GM Financial Consumer Automobile Receivables Trust

     

0.48%, 6/16/26, Series 2021-3, Class A3

     163,163        159,060  

0.54%, 5/17/27, Series 2021-1, Class A4

     412,000        398,402  

3.25%, 4/17/28, Series 2022-2, Class A4

     579,000        558,069  

GM Financial Revolving Receivables Trust

     

1.17%, 6/12/34, Series 2021-1, Class A(c)

     630,000        571,879  

Honda Auto Receivables Owner Trust

     

0.55%, 8/16/27, Series 2021-2, Class A4

     412,000        398,092  

Mercedes-Benz Auto Receivables Trust

     

0.46%, 6/15/26, Series 2021-1, Class A3

     194,144        189,096  

5.25%, 2/15/29, Series 2022-1, Class A4

     570,000        572,710  

Nissan Auto Receivables Owner Trust

     

1.86%, 8/17/26, Series 2022-A, Class A3

     545,460        531,759  

4.45%, 11/15/29, Series 2022-B, Class A4

     309,000        304,742  

Santander Drive Auto Receivables Trust
4.49%, 8/15/29, Series 2022-3, Class C

     300,000        293,916  

Verizon Master Trust
0.50%, 5/20/27, Series 2021-1, Class A

     412,000        407,565  

Volkswagen Auto Loan Enhanced Trust

     

1.02%, 6/22/26, Series 2021-1, Class A3

     231,915        226,229  

World Omni Auto Receivables Trust

     

1.23%, 11/17/25, Series 2020-A, Class A4

     629,379        628,532  

0.81%, 10/15/26, Series 2021-D, Class A3

     361,239        351,420  

TOTAL ASSET-BACKED SECURITIES

(Cost: $17,592,984)

 

 

     17,749,831  

TOTAL INVESTMENTS IN SECURITIES – 95.6%

(Cost: $1,207,056,851)

 

 

     1,180,792,168  

Other Assets less Liabilities – 4.4%

 

     54,831,926  
     

 

 

 
NET ASSETS – 100.0%             $ 1,235,624,094  

 

See Notes to Financial Statements.

 

108   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (UNIY)

February 29, 2024

 

 

 

^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

 

(a) 

Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates.

 

(b) 

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

 

(c) 

This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

 

(d) 

This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.

 

(e) 

The security has a perpetual maturity; the date displayed is the next call date.

 

(f) 

As of February 29, 2024, the issuer has not defaulted on any interest payments, however, it is increasingly likely that the issuer will restructure its debt obligations in the near-term.

 

(g) 

Security is in default on interest payments.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Ultra 10 Year U.S. Treasury Note

    113       6/18/24     $ (12,901,422   $ (9,711
Long Exposure  

2 Year U.S. Treasury Note

    39       6/28/24     $ 7,985,250     $ 7,961  

5 Year U.S. Treasury Note

    174       6/28/24       18,601,688       4,078  

10 Year U.S. Treasury Note

    116       6/18/24       12,810,750       3,625  

U.S. Treasury Long Bond

    74       6/18/24       8,824,500       47,984  

U.S. Treasury Ultra Long Term Bond

    149       6/18/24       19,053,375       150,087  
      $ 67,275,563     $ 213,735  

Total – Net

 

  $ 54,374,141     $ 204,024  

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Agencies

   $      $ 231,362,355      $      $ 231,362,355  

U.S. Government Obligations

            354,227,824               354,227,824  

Corporate Bonds

            466,747,679               466,747,679  

Foreign Government Agencies

            9,959,782               9,959,782  

Foreign Government Obligations

            45,256,690               45,256,690  

Supranational Bonds

            5,657,274               5,657,274  

Commercial Mortgage-Backed Securities

            40,451,377               40,451,377  

Municipal Bonds

            9,379,356               9,379,356  

Asset-Backed Securities

            17,749,831               17,749,831  

Total Investments in Securities

   $      $ 1,180,792,168      $      $ 1,180,792,168  

Financial Derivative Instruments

  

Futures Contracts1

   $ 213,735      $      $      $ 213,735  

Liabilities:

        

Financial Derivative Instruments

  

Futures Contracts1

   $ (9,711    $      $      $ (9,711

Total – Net

   $ 204,024      $ 1,180,792,168      $      $ 1,180,996,192  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      109  


Schedule of Investments (unaudited)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
U.S. GOVERNMENT AGENCIES – 16.8%

 

Federal Farm Credit Bank – 0.7%

 

2.02%, 4/1/31

   $ 2,000,000      $ 1,675,779  

1.79%, 6/22/35

     500,000        359,115  

1.65%, 7/23/35

     1,566,000        1,104,030  

5.94%, 1/2/36

     2,000,000        1,996,421  

1.95%, 8/13/40

     1,500,000        934,380  
     

 

 

 
Total Federal Farm Credit Bank

 

     6,069,725  
Federal Home Loan Bank – 1.5%

 

3.25%, 11/16/28

     900,000        861,975  

5.63%, 3/14/36

     1,710,000        1,869,953  

5.50%, 7/15/36, Series 677

     9,845,000        10,779,291  
     

 

 

 
Total Federal Home Loan Bank

 

     13,511,219  
Federal Home Loan Mortgage Corporation – 3.0%

 

3.00%, 5/1/30

     249,564        242,361  

4.00%, 11/1/33

     4,452        4,401  

2.00%, 10/1/35

     98,848        87,969  

6.50%, 3/1/36

     100,735        104,115  

2.00%, 2/1/37

     261,112        230,380  

5.00%, 6/1/37

     986        989  

4.56%, 11/15/38, Series 1(a)

     6,227,000        3,073,772  

4.69%, 11/15/38(a)

     6,500,000        3,189,355  

5.50%, 2/1/40

     4,279        4,385  

5.00%, 3/1/41

     128,044        128,444  

5.50%, 6/1/41

     1,960        2,005  

5.00%, 7/1/41

     3,637        3,643  

3.00%, 7/1/43

     516,808        460,620  

3.50%, 1/1/44

     416,955        384,177  

3.50%, 8/1/45

     294,089        268,883  

4.00%, 9/1/45

     40,944        38,545  

4.00%, 10/1/45

     43,932        41,409  

4.00%, 12/1/45

     77,538        72,994  

4.50%, 4/1/46

     269,038        261,883  

3.00%, 6/1/46

     37,710        33,169  

3.00%, 9/1/46

     116,047        103,424  

3.50%, 9/1/46

     64,379        58,551  

3.00%, 10/1/46

     48,815        42,941  

3.50%, 11/1/46

     9,060        8,240  

4.00%, 1/1/47

     75,159        70,668  

3.50%, 4/1/47

     104,668        94,930  

4.00%, 5/1/47

     44,160        41,433  

3.50%, 9/1/47

     103,530        94,019  

4.00%, 10/1/47

     129,451        121,305  

4.50%, 10/1/47

     30,749        29,693  

3.50%, 11/1/47

     241,631        219,274  

4.00%, 9/1/48

     43,376        40,602  

5.00%, 3/1/49

     10,918        10,792  

4.50%, 5/1/49

     53,572        51,481  

4.00%, 7/1/49

     433,141        406,325  

4.50%, 7/1/49

     27,608        26,530  

3.50%, 8/1/49

     275,089        248,231  

2.50%, 9/1/49

     280,482        233,646  

3.00%, 10/1/49

     500,020        435,428  

5.00%, 10/1/49

     237,230        234,175  

5.50%, 10/1/49

     197,561        200,962  

3.00%, 2/1/50

     355,737        309,550  

3.00%, 5/1/50

     53,140        46,058  

2.50%, 6/1/50

   336,275      280,398  

2.50%, 7/1/50

     237,146        198,131  

2.00%, 9/1/50

     115,306        91,386  

2.50%, 10/1/50

     216,357        181,237  

2.00%, 1/1/51

     131,488        104,048  

2.50%, 1/1/51

     729,330        604,536  

4.50%, 1/1/51

     68,201        65,540  

1.50%, 2/1/51

     388,549        291,372  

1.50%, 4/1/51

     448,310        335,239  

2.00%, 4/1/51

     973,947        770,721  

2.50%, 4/1/51

     315,518        259,273  

2.00%, 5/1/51

     600,930        475,071  

2.50%, 5/1/51

     460,387        378,604  

1.50%, 6/1/51

     29,812        22,287  

2.50%, 9/1/51

     831,378        685,283  

1.50%, 10/1/51

     199,990        149,419  

3.50%, 10/1/51

     323,597        289,512  

2.00%, 11/1/51

     1,299,738        1,023,963  

2.00%, 12/1/51

     401,961        317,001  

2.50%, 12/1/51

     96,688        79,542  

3.50%, 12/1/51

     107,093        95,779  

3.50%, 1/1/52

     66,249        59,240  

2.50%, 2/1/52

     486,553        402,855  

2.00%, 3/1/52

     1,462,739        1,153,688  

2.50%, 4/1/52

     285,637        236,673  

3.00%, 4/1/52

     269,745        230,958  

2.00%, 5/1/52

     302,520        242,256  

3.00%, 6/1/52

     411,273        354,356  

3.50%, 6/1/52

     252,585        224,889  

4.50%, 7/1/52

     45,309        42,884  

3.00%, 8/1/52

     47,274        40,570  

4.00%, 8/1/52

     23,156        21,302  

4.50%, 8/1/52

     436,354        413,037  

3.00%, 9/1/52

     771,126        660,063  

4.50%, 9/1/52

     726,859        688,190  

5.00%, 9/1/52

     22,686        22,093  

4.50%, 10/1/52

     270,636        257,241  

5.00%, 10/1/52

     90,692        88,079  

5.00%, 11/1/52

     137,838        133,842  

4.50%, 12/1/52

     164,185        155,395  

5.00%, 12/1/52

     49,404        47,981  

4.00%, 1/1/53

     23,800        21,894  

4.50%, 1/1/53

     96,000        90,860  

5.00%, 2/1/53

     70,912        68,817  

5.00%, 4/1/53

     379,905        368,590  

5.00%, 5/1/53

     48,095        46,662  

5.00%, 6/1/53

     96,638        94,024  

5.00%, 9/1/53

     297,018        288,172  

5.50%, 9/1/53

     482,538        477,259  

6.00%, 9/1/53

     262,188        263,318  

6.50%, 9/1/53

     93,682        95,338  

2.50%, 10/1/53

     74,297        61,149  

6.00%, 10/1/53

     24,113        24,217  

6.50%, 10/1/53

     47,656        48,498  

5.50%, 11/1/53

     684,146        676,661  

6.00%, 11/1/53

     509,440        511,636  

6.50%, 11/1/53

     239,865        244,104  

6.50%, 12/1/53

     241,436        245,702  

 

See Notes to Financial Statements.

 

110   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

6.50%, 1/1/54

   $ 416,579      $ 423,940  
     

 

 

 
Total Federal Home Loan Mortgage Corporation

 

     27,986,532  
Federal National Mortgage Association – 5.9%

 

4.00%, 9/1/25

     150,535        148,322  

2.50%, 11/1/30

     169,510        160,012  

2.50%, 1/1/32

     417,446        392,807  

3.00%, 5/1/32

     123,804        117,013  

6.00%, 12/1/32

     145,030        146,142  

2.50%, 1/1/33

     169,005        160,502  

5.50%, 10/1/35

     19,233        19,648  

1.50%, 5/1/36

     67,907        59,037  

2.00%, 1/1/37

     1,204,861        1,062,314  

5.50%, 4/1/37

     92,412        93,943  

1.50%, 5/1/37

     1,018,460        880,454  

5.63%, 7/15/37

     3,770,000        4,172,108  

5.00%, 5/1/38

     6,331        6,334  

5.50%, 6/1/38

     52,026        53,164  

6.21%, 8/6/38

     1,670,000        1,946,418  

5.50%, 11/1/38

     1,308        1,336  

5.00%, 9/1/39

     109,158        109,076  

6.00%, 7/1/41

     205,391        213,326  

4.00%, 10/1/41

     440,751        418,507  

4.00%, 11/1/41

     44,234        41,968  

4.50%, 1/1/42

     88,403        86,327  

6.00%, 1/1/42

     161,967        168,219  

4.00%, 9/1/42

     163,149        154,766  

2.50%, 2/1/43

     132,601        113,260  

2.50%, 5/1/43

     42,471        36,241  

3.50%, 7/1/43

     258,020        237,607  

3.00%, 8/1/43

     310,078        276,016  

3.00%, 9/1/43

     366,382        326,115  

4.50%, 9/1/43

     12,777        12,476  

3.50%, 10/1/43

     98,546        90,407  

4.50%, 5/1/44

     19,011        18,480  

4.00%, 6/1/44

     29,713        28,067  

4.00%, 7/1/44

     198,025        186,918  

4.50%, 2/1/45

     32,619        31,709  

3.50%, 6/1/45

     2,605        2,373  

4.00%, 6/1/45

     271,140        255,617  

4.00%, 9/1/45

     33,217        31,270  

3.00%, 12/1/45

     38,086        33,487  

4.00%, 1/1/46

     68,408        64,550  

3.50%, 2/1/46

     27,642        25,239  

3.50%, 5/1/46

     102,140        92,773  

3.00%, 6/1/46

     31,291        27,487  

4.00%, 7/1/46

     30,641        28,774  

2.50%, 9/1/46

     15,246        12,906  

2.50%, 10/1/46

     19,315        16,350  

3.00%, 10/1/46

     182,203        160,058  

3.00%, 11/1/46

     68,986        60,606  

2.50%, 12/1/46

     34,740        29,408  

3.00%, 12/1/46

     95,853        84,196  

3.50%, 12/1/46

     372,163        338,030  

2.50%, 1/1/47

     42,780        36,214  

3.50%, 1/1/47

     93,364        84,802  

5.50%, 1/1/47

     177,999        181,384  

3.00%, 5/1/47

     473,949        419,084  

4.50%, 5/1/47

     211,619        205,714  

4.00%, 6/1/47

   200,572      188,385  

3.50%, 7/1/47

     802,988        740,178  

4.00%, 7/1/47

     100,361        94,407  

5.00%, 7/1/47

     113,232        113,271  

4.00%, 8/1/47

     71,524        67,031  

4.00%, 9/1/47

     100,050        93,754  

4.50%, 9/1/47

     93,485        90,162  

4.00%, 10/1/47

     386,931        362,584  

3.50%, 1/1/48

     128,620        116,654  

4.50%, 1/1/48

     53,222        51,330  

3.00%, 2/1/48

     79,664        69,883  

3.50%, 2/1/48

     401,402        364,057  

5.00%, 5/1/48

     39,123        38,611  

3.00%, 8/1/48

     331,609        293,301  

4.00%, 9/1/48

     115,983        108,745  

5.00%, 10/1/48

     349,783        349,518  

3.00%, 11/1/48

     845,848        743,721  

3.50%, 11/1/48

     160,350        145,432  

5.00%, 3/1/49

     7,194        7,096  

4.00%, 4/1/49

     10,684        9,981  

4.00%, 5/1/49

     7,175        6,703  

4.50%, 5/1/49

     110,378        106,069  

3.50%, 6/1/49

     167,856        152,239  

3.50%, 7/1/49

     55,144        49,693  

3.00%, 10/1/49

     402,052        348,776  

3.00%, 12/1/49

     400,897        347,792  

3.00%, 3/1/50

     613,115        532,437  

4.00%, 3/1/50

     292,099        273,066  

5.00%, 3/1/50

     84,372        83,271  

4.50%, 4/1/50

     439,471        422,766  

2.50%, 5/1/50

     1,826,963        1,529,820  

3.50%, 5/1/50

     479,144        434,623  

2.00%, 7/1/50

     776,836        621,923  

3.50%, 7/1/50

     153,850        139,318  

3.00%, 8/1/50

     360,024        311,567  

2.00%, 9/1/50

     2,042,081        1,618,458  

2.00%, 10/1/50

     2,180,032        1,744,829  

1.50%, 11/1/50

     252,318        189,035  

3.00%, 11/1/50

     299,433        261,767  

4.00%, 11/1/50

     206,113        192,887  

1.50%, 12/1/50

     1,159,714        868,618  

2.00%, 12/1/50

     3,715,603        2,950,996  

2.00%, 1/1/51

     253,528        200,760  

2.50%, 2/1/51

     564,149        473,220  

2.00%, 3/1/51

     2,022,773        1,598,612  

2.00%, 4/1/51

     614,760        483,131  

2.50%, 5/1/51

     1,171,439        962,615  

2.00%, 7/1/51

     220,711        174,857  

2.50%, 8/1/51

     409,954        340,452  

2.00%, 9/1/51

     1,591,055        1,253,963  

2.50%, 9/1/51

     175,088        144,501  

1.50%, 10/1/51

     66,411        49,555  

2.00%, 10/1/51

     1,914,626        1,511,099  

2.50%, 10/1/51

     2,535,691        2,090,764  

2.50%, 11/1/51

     118,017        98,702  

2.00%, 12/1/51

     126,747        100,874  

2.50%, 12/1/51

     275,476        228,259  

3.00%, 12/1/51

     166,892        144,785  

2.00%, 1/1/52

     575,893        455,727  

 

See Notes to Financial Statements.

 

WisdomTree Trust      111  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.50%, 1/1/52

   $ 923,893      $ 765,641  

3.00%, 1/1/52

     232,068        198,603  

2.00%, 2/1/52

     439,205        345,810  

2.50%, 2/1/52

     2,224,887        1,843,289  

3.00%, 2/1/52

     1,182,289        1,020,790  

2.00%, 3/1/52

     367,908        289,384  

2.50%, 3/1/52

     1,445,636        1,194,448  

3.00%, 3/1/52

     147,767        127,439  

1.50%, 4/1/52

     329,043        245,910  

2.50%, 4/1/52

     82,387        67,943  

3.50%, 4/1/52

     116,871        105,318  

2.00%, 5/1/52

     353,342        278,261  

2.50%, 5/1/52

     424,055        353,227  

3.00%, 5/1/52

     752,584        648,328  

3.50%, 5/1/52

     136,721        121,910  

4.00%, 5/1/52

     633,934        583,775  

3.50%, 6/1/52

     484,124        432,443  

2.50%, 7/1/52

     70,395        57,915  

3.50%, 7/1/52

     94,720        84,454  

4.50%, 7/1/52

     89,866        85,145  

3.50%, 8/1/52

     186,794        166,480  

4.00%, 8/1/52

     231,221        214,230  

4.50%, 8/1/52

     67,782        64,153  

2.50%, 9/1/52

     69,206        56,937  

4.00%, 9/1/52

     300,701        277,101  

5.00%, 9/1/52

     357,993        347,747  

4.00%, 10/1/52

     152,141        140,291  

5.00%, 10/1/52

     179,809        174,629  

4.00%, 1/1/53

     332,325        305,709  

5.50%, 1/1/53

     113,682        112,588  

5.00%, 2/1/53

     47,137        46,396  

5.50%, 2/1/53

     277,367        275,124  

5.00%, 4/1/53

     23,531        22,830  

6.00%, 4/1/53

     68,321        68,615  

3.50%, 5/1/53

     95,184        84,702  

4.50%, 6/1/53

     118,613        113,442  

5.00%, 6/1/53

     145,157        140,832  

4.50%, 7/1/53

     82,372        77,956  

5.50%, 7/1/53

     94,809        93,850  

6.00%, 7/1/53

     369,542        371,136  

5.50%, 8/1/53

     47,905        47,380  

6.00%, 8/1/53

     47,289        47,493  

5.50%, 11/1/53

     464,693        459,609  

4.50%, 12/1/53

     74,433        70,448  
     

 

 

 
Total Federal National Mortgage Association

 

     54,335,702  
Tennessee Valley Authority – 5.3%

 

4.70%, 7/15/33, Series B

     350,000        354,984  

4.65%, 6/15/35

     3,250,000        3,249,057  

5.88%, 4/1/36

     8,260,000        9,200,071  

6.15%, 1/15/38

     180,000        203,256  

5.50%, 6/15/38

     2,000,000        2,145,260  

5.25%, 9/15/39

     10,998,000        11,432,091  

3.50%, 12/15/42

     5,719,000        4,690,323  

4.88%, 1/15/48

     2,824,000        2,800,448  

4.25%, 9/15/52

     2,050,000        1,826,694  

5.38%, 4/1/56

     5,297,000        5,647,926  

4.63%, 9/15/60

     3,760,000        3,529,888  

4.25%, 9/15/65

     4,000,000        3,490,280  
     

 

 

 
Total Tennessee Valley Authority

 

     48,570,278  
Uniform Mortgage-Backed Securities – 0.4%

 

3.50%, 3/18/39(b)

   100,000      94,620  

5.00%, 4/16/39(b)

     50,000        49,604  

1.50%, 3/1/54(b)

     25,000        18,654  

3.00%, 3/1/54(b)

     25,000        21,388  

3.50%, 3/1/54(b)

     200,000        177,987  

4.00%, 3/1/54(b)

     125,000        115,016  

4.50%, 3/1/54(b)

     75,000        70,997  

5.00%, 3/1/54(b)

     500,000        485,121  

5.50%, 3/1/54(b)

     575,000        568,806  

6.00%, 3/1/54(b)

     700,000        703,029  

6.50%, 3/1/54(b)

     500,000        508,854  

7.00%, 3/13/54(b)

     500,000        513,260  

2.00%, 4/1/54(b)

     75,000        59,029  

2.50%, 4/1/54(b)

     100,000        82,251  

4.50%, 4/1/54(b)

     50,000        47,347  

5.50%, 4/1/54(b)

     100,000        98,924  

6.00%, 4/1/54(b)

     175,000        175,730  

6.50%, 4/1/54(b)

     200,000        203,503  

7.00%, 4/11/54(b)

     100,000        102,629  
     

 

 

 
Total Uniform Mortgage-Backed Securities

 

     4,096,749  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $180,779,333)

 

 

     154,570,205  
U.S. GOVERNMENT OBLIGATIONS – 21.4%

 

U.S. Treasury Bonds – 5.7%

 

6.88%, 8/15/25

     2,000,000        2,063,320  

6.00%, 2/15/26

     2,000,000        2,052,930  

6.63%, 2/15/27

     160,000        170,006  

6.13%, 11/15/27

     50,000        53,029  

4.50%, 2/15/36

     225,000        232,980  

5.00%, 5/15/37

     1,000,000        1,079,922  

4.38%, 2/15/38

     170,000        172,072  

4.25%, 5/15/39

     130,000        128,629  

4.63%, 2/15/40

     100,000        102,758  

1.13%, 5/15/40

     1,375,000        849,277  

4.38%, 5/15/40

     165,000        164,459  

1.13%, 8/15/40

     495,000        302,685  

3.88%, 8/15/40

     203,000        189,932  

1.38%, 11/15/40

     1,385,000        880,124  

4.25%, 11/15/40

     285,000        278,677  

1.88%, 2/15/41

     1,300,000        896,391  

2.25%, 5/15/41

     1,060,000        774,380  

4.38%, 5/15/41

     200,000        197,922  

1.75%, 8/15/41

     2,500,000        1,666,406  

3.75%, 8/15/41

     194,000        177,055  

2.00%, 11/15/41

     1,950,000        1,350,832  

3.13%, 11/15/41

     625,000        520,605  

2.38%, 2/15/42

     1,950,000        1,434,164  

3.13%, 2/15/42

     265,000        219,909  

3.00%, 5/15/42

     360,000        291,938  

3.25%, 5/15/42

     1,115,000        938,342  

3.38%, 8/15/42

     950,000        812,621  

4.00%, 11/15/42

     1,000,000        934,062  

3.88%, 2/15/43

     900,000        824,555  

2.88%, 5/15/43

     1,150,000        905,805  

3.88%, 5/15/43

     1,550,000        1,417,887  

4.38%, 8/15/43

     1,300,000        1,273,391  

 

See Notes to Financial Statements.

 

112   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.75%, 11/15/43

   $ 500,000      $ 514,766  

3.63%, 2/15/44

     990,000        870,891  

3.00%, 11/15/44

     850,000        674,687  

2.50%, 2/15/45

     550,000        398,922  

3.00%, 11/15/45

     405,000        319,286  

2.50%, 2/15/46

     470,000        337,482  

2.50%, 5/15/46

     2,060,000        1,475,475  

2.25%, 8/15/46

     525,000        356,836  

2.88%, 11/15/46

     440,000        336,875  

3.00%, 2/15/47

     645,000        504,309  

3.00%, 5/15/47

     800,000        624,563  

2.75%, 8/15/47

     1,000,000        743,828  

2.75%, 11/15/47

     460,000        341,514  

3.00%, 2/15/48

     850,000        660,875  

3.13%, 5/15/48

     625,000        496,875  

3.00%, 8/15/48

     795,000        617,119  

3.38%, 11/15/48

     365,000        303,292  

3.00%, 2/15/49

     500,000        387,617  

2.88%, 5/15/49

     680,000        514,409  

2.25%, 8/15/49

     310,000        205,472  

2.38%, 11/15/49

     550,000        374,344  

2.00%, 2/15/50

     1,855,000        1,155,752  

1.25%, 5/15/50

     1,108,000        563,176  

1.38%, 8/15/50

     1,280,000        672,400  

1.63%, 11/15/50

     950,000        533,930  

1.88%, 2/15/51

     1,020,000        611,123  

2.38%, 5/15/51

     1,950,000        1,317,164  

2.00%, 8/15/51

     1,270,000        782,935  

1.88%, 11/15/51

     1,690,000        1,008,059  

2.25%, 2/15/52

     1,425,000        933,041  

2.88%, 5/15/52

     1,050,000        791,355  

3.00%, 8/15/52

     1,150,000        889,812  

4.00%, 11/15/52

     800,000        749,562  

3.63%, 2/15/53

     1,600,000        1,399,875  

3.63%, 5/15/53

     1,400,000        1,225,984  

4.13%, 8/15/53

     2,400,000        2,299,875  

4.75%, 11/15/53

     3,000,000        3,194,531  
     

 

 

 
Total U.S. Treasury Bonds

 

     52,545,076  
U.S. Treasury Notes – 15.7%

 

3.88%, 3/31/25

     200,000        197,625  

2.13%, 5/15/25

     175,000        169,330  

2.88%, 5/31/25

     565,000        551,250  

2.75%, 6/30/25

     311,000        302,690  

4.63%, 6/30/25

     1,000,000        996,914  

3.00%, 7/15/25

     1,000,000        975,664  

0.25%, 7/31/25

     2,400,000        2,250,938  

2.00%, 8/15/25

     1,500,000        1,441,113  

3.13%, 8/15/25

     1,125,000        1,098,457  

0.25%, 8/31/25

     2,160,000        2,019,262  

2.75%, 8/31/25

     1,000,000        970,371  

5.00%, 8/31/25

     1,000,000        1,002,734  

0.25%, 9/30/25

     1,972,000        1,837,388  

4.25%, 10/15/25

     1,000,000        992,051  

0.25%, 10/31/25

     1,250,000        1,160,986  

3.00%, 10/31/25

     500,000        486,143  

2.25%, 11/15/25

     1,535,000        1,473,270  

4.50%, 11/15/25

     1,000,000        996,250  

0.38%, 11/30/25

     1,065,000        988,204  

4.88%, 11/30/25

   1,250,000      1,253,174  

4.00%, 12/15/25

     705,000        696,490  

0.38%, 12/31/25

     1,400,000        1,295,355  

2.63%, 12/31/25

     250,000        241,099  

3.88%, 1/15/26

     855,000        842,943  

0.38%, 1/31/26

     1,746,400        1,610,576  

2.63%, 1/31/26

     1,000,000        963,359  

1.63%, 2/15/26

     1,900,000        1,794,164  

4.00%, 2/15/26

     916,000        905,230  

0.50%, 2/28/26

     2,500,000        2,305,176  

4.63%, 3/15/26

     1,500,000        1,500,176  

0.75%, 3/31/26

     2,000,000        1,849,531  

2.25%, 3/31/26

     175,000        166,954  

3.75%, 4/15/26

     2,211,000        2,173,862  

0.75%, 4/30/26

     2,400,000        2,212,594  

1.63%, 5/15/26

     1,170,000        1,098,383  

3.63%, 5/15/26

     2,000,000        1,960,938  

0.75%, 5/31/26

     3,050,000        2,804,451  

2.13%, 5/31/26

     1,000,000        948,633  

4.13%, 6/15/26

     2,322,000        2,300,685  

0.88%, 6/30/26

     1,500,000        1,380,469  

1.88%, 6/30/26

     850,000        801,059  

4.50%, 7/15/26

     1,300,000        1,299,137  

0.63%, 7/31/26

     2,500,000        2,279,785  

1.88%, 7/31/26

     1,170,000        1,100,074  

1.50%, 8/15/26

     1,624,000        1,511,335  

4.38%, 8/15/26

     652,000        649,937  

0.75%, 8/31/26

     3,175,000        2,896,815  

1.38%, 8/31/26

     335,000        310,503  

0.88%, 9/30/26

     1,475,000        1,347,378  

1.63%, 9/30/26

     100,000        93,156  

1.13%, 10/31/26

     1,000,000        916,758  

2.00%, 11/15/26

     500,000        468,906  

1.25%, 11/30/26

     1,315,000        1,207,129  

4.38%, 12/15/26

     515,000        514,014  

1.25%, 12/31/26

     3,000,000        2,749,336  

1.75%, 12/31/26

     620,000        576,237  

1.50%, 1/31/27

     4,000,000        3,682,969  

2.25%, 2/15/27

     2,500,000        2,351,074  

1.13%, 2/28/27

     2,500,000        2,271,875  

1.88%, 2/28/27

     3,250,000        3,020,088  

0.63%, 3/31/27

     2,390,000        2,133,168  

2.50%, 3/31/27

     2,000,000        1,891,563  

0.50%, 4/30/27

     2,300,000        2,037,836  

2.75%, 4/30/27

     3,350,000        3,187,996  

2.38%, 5/15/27

     3,240,000        3,046,486  

0.50%, 5/31/27

     2,460,000        2,173,160  

2.63%, 5/31/27

     3,315,000        3,138,891  

0.50%, 6/30/27

     2,815,000        2,479,839  

3.25%, 6/30/27

     1,500,000        1,448,027  

0.38%, 7/31/27

     1,245,000        1,088,500  

2.75%, 7/31/27

     2,000,000        1,897,422  

2.25%, 8/15/27

     595,000        554,861  

0.50%, 8/31/27

     666,700        583,909  

3.13%, 8/31/27

     2,000,000        1,919,609  

0.38%, 9/30/27

     860,000        747,562  

4.13%, 9/30/27

     1,790,000        1,775,806  

0.50%, 10/31/27

     835,000        727,070  

4.13%, 10/31/27

     1,000,000        991,992  

 

See Notes to Financial Statements.

 

WisdomTree Trust      113  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.25%, 11/15/27

   $ 540,000      $ 501,525  

0.63%, 11/30/27

     1,762,400        1,537,901  

3.88%, 11/30/27

     1,000,000        983,594  

0.63%, 12/31/27

     1,250,000        1,087,598  

3.88%, 12/31/27

     800,000        786,781  

0.75%, 1/31/28

     1,440,000        1,256,006  

3.50%, 1/31/28

     1,900,000        1,843,223  

2.75%, 2/15/28

     650,000        612,904  

1.13%, 2/29/28

     821,600        725,993  

4.00%, 2/29/28

     1,000,000        987,813  

1.25%, 3/31/28

     600,000        531,773  

3.63%, 3/31/28

     2,500,000        2,434,961  

1.25%, 4/30/28

     1,515,000        1,339,532  

2.88%, 5/15/28

     590,000        557,596  

1.25%, 5/31/28

     1,625,000        1,433,682  

1.25%, 6/30/28

     2,000,000        1,760,781  

1.00%, 7/31/28

     1,500,000        1,303,008  

2.88%, 8/15/28

     950,000        895,523  

1.25%, 9/30/28

     2,145,000        1,876,121  

3.13%, 11/15/28

     800,000        760,813  

1.50%, 11/30/28

     2,360,000        2,081,041  

1.38%, 12/31/28

     2,500,000        2,186,426  

3.75%, 12/31/28

     2,120,000        2,072,134  

1.75%, 1/31/29

     2,535,000        2,253,971  
     

 

 

 
Total U.S. Treasury Notes

 

     143,896,844  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $205,429,652)

 

 

     196,441,920  
CORPORATE BONDS – 46.3%

 

Australia – 0.2%

 

BHP Billiton Finance USA Ltd.
4.88%, 2/27/26

     250,000        249,057  

6.42%, 3/1/26

     100,000        102,469  

4.13%, 2/24/42

     68,000        58,638  

5.50%, 9/8/53

     300,000        306,687  

Rio Tinto Finance USA Ltd.
7.13%, 7/15/28

     108,000        117,698  

2.75%, 11/2/51

     100,000        63,505  

Westpac Banking Corp.

     

4.11%, 7/24/34, (4.11% fixed rate until 7/24/29; 5-year Constant Maturity Treasury Rate + 2.00% thereafter)(c)

     125,000        114,300  

2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(c)

     210,000        171,314  

2.96%, 11/16/40

     195,000        133,507  

3.13%, 11/18/41

     313,000        216,521  
     

 

 

 
Total Australia

 

     1,533,696  
Austria – 0.0%

 

Suzano Austria GmbH
5.00%, 1/15/30

     242,000        230,621  

3.75%, 1/15/31

     43,000        37,628  
     

 

 

 
Total Austria

 

     268,249  
Belgium – 0.2%

 

Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
4.90%, 2/1/46

   300,000      280,392  

Anheuser-Busch InBev Worldwide, Inc.
4.00%, 4/13/28

     314,000        304,552  

4.75%, 1/23/29

     465,000        462,005  

4.90%, 1/23/31

     87,000        87,516  

5.55%, 1/23/49

     400,000        410,760  

5.80%, 1/23/59

     400,000        423,512  
     

 

 

 
Total Belgium

 

     1,968,737  
Bermuda – 0.0%

 

RenaissanceRe Holdings Ltd.
3.60%, 4/15/29

     125,000        115,366  
Brazil – 0.2%

 

Suzano Austria GmbH
6.00%, 1/15/29

     235,000        235,153  

Suzano International Finance BV
5.50%, 1/17/27(d)

     185,000        184,845  

Vale Overseas Ltd.
6.25%, 8/10/26

     129,000        131,274  

3.75%, 7/8/30

     483,000        434,792  

6.88%, 11/21/36

     127,000        136,140  

Vale SA
5.63%, 9/11/42

     184,000        180,441  
     

 

 

 
Total Brazil

 

     1,302,645  
Canada – 2.1%

 

Bank of Montreal
1.85%, 5/1/25

     138,000        132,639  

5.92%, 9/25/25

     500,000        505,240  

0.95%, 1/22/27, (0.949% fixed rate until 1/22/26; Secured Overnight Financing Rate + 0.603% thereafter)(c)

     554,000        511,320  

3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c)

     288,000        265,288  

Bank of Nova Scotia
4.75%, 2/2/26

     1,250,000        1,240,662  

1.30%, 9/15/26

     132,000        120,214  

4.59%, 5/4/37, (4.588% fixed rate until 2/4/32; 5-year Constant Maturity Treasury Rate + 2.05% thereafter)(c)

     260,000        232,952  

Barrick Gold Corp.
5.25%, 4/1/42

     200,000        196,110  

Barrick North America Finance LLC
5.75%, 5/1/43

     93,000        95,205  

Barrick PD Australia Finance Pty. Ltd.
5.95%, 10/15/39

     25,000        25,605  

Bell Telephone Co. of Canada or Bell Canada
4.46%, 4/1/48

     350,000        297,756  

4.30%, 7/29/49

     21,000        17,321  

3.20%, 2/15/52, Series US-6

     165,000        110,984  

Brookfield Finance, Inc.
4.25%, 6/2/26

     250,000        245,648  

5.97%, 3/4/54

     300,000        303,096  

 

See Notes to Financial Statements.

 

114   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Canadian Imperial Bank of Commerce
3.30%, 4/7/25

   $ 549,000      $ 536,351  

3.95%, 8/4/25

     500,000        490,310  

Canadian National Railway Co.
6.90%, 7/15/28

     335,000        361,324  

Canadian Natural Resources Ltd.
3.85%, 6/1/27

     173,000        165,755  

2.95%, 7/15/30

     65,000        56,610  

6.50%, 2/15/37

     154,000        160,622  

4.95%, 6/1/47

     222,000        193,759  

Canadian Pacific Railway Co.
2.88%, 11/15/29

     138,000        122,886  

7.13%, 10/15/31

     330,000        369,197  

4.80%, 9/15/35

     95,000        91,030  

3.00%, 12/2/41

     240,000        206,402  

4.30%, 5/15/43

     125,000        107,163  

3.50%, 5/1/50

     69,000        50,460  

4.20%, 11/15/69

     315,000        247,105  

6.13%, 9/15/2115

     135,000        142,721  

Cenovus Energy, Inc.
2.65%, 1/15/32

     231,000        189,087  

5.25%, 6/15/37

     102,000        95,819  

3.75%, 2/15/52(d)

     194,000        138,859  

CI Financial Corp.
3.20%, 12/17/30

     228,000        181,878  

4.10%, 6/15/51

     170,000        100,849  

Emera U.S. Finance LP
4.75%, 6/15/46

     173,000        141,310  

Enbridge, Inc.
4.25%, 12/1/26

     25,000        24,462  

3.13%, 11/15/29

     151,000        136,483  

5.70%, 3/8/33

     500,000        506,250  

4.50%, 6/10/44

     400,000        335,176  

4.00%, 11/15/49

     450,000        349,263  

Fairfax Financial Holdings Ltd.
4.85%, 4/17/28

     157,000        153,800  

Hydro-Quebec
9.38%, 4/15/30, Series HK

     10,000        12,352  

Manulife Financial Corp.

     

4.06%, 2/24/32, (4.061% fixed rate until 2/24/27; 5-year U.S. dollar ICE Swap Rate + 1.647% thereafter)(c)

     25,000        23,833  

5.38%, 3/4/46

     56,000        54,877  

Nutrien Ltd.
3.00%, 4/1/25

     187,000        181,958  

4.00%, 12/15/26

     100,000        96,915  

4.13%, 3/15/35

     57,000        51,410  

5.88%, 12/1/36

     95,000        97,359  

5.25%, 1/15/45

     394,000        367,539  

5.80%, 3/27/53

     125,000        125,398  

Rogers Communications, Inc.
2.95%, 3/15/25

     260,000        253,193  

3.20%, 3/15/27

     300,000        282,573  

4.50%, 3/15/43

     110,000        93,528  

5.00%, 3/15/44

     133,000        120,096  

4.30%, 2/15/48

     81,000        64,881  

4.35%, 5/1/49

     327,000        262,977  

4.55%, 3/15/52

     234,000        193,415  

Royal Bank of Canada
4.95%, 4/25/25

   500,000      498,810  

1.20%, 4/27/26

     500,000        460,355  

3.63%, 5/4/27

     300,000        287,622  

6.00%, 11/1/27

     787,000        811,027  

Suncor Energy, Inc.
5.95%, 12/1/34

     71,000        73,874  

6.80%, 5/15/38

     123,000        131,434  

6.50%, 6/15/38

     265,000        277,725  

4.00%, 11/15/47

     91,000        69,548  

Teck Resources Ltd.
6.00%, 8/15/40

     256,000        254,157  

TELUS Corp.
3.70%, 9/15/27

     130,000        123,468  

4.60%, 11/16/48

     140,000        119,818  

Thomson Reuters Corp.
5.65%, 11/23/43

     90,000        87,534  

Toronto-Dominion Bank
3.77%, 6/6/25

     510,000        500,999  

5.10%, 1/9/26

     250,000        250,375  

2.80%, 3/10/27

     500,000        469,100  

4.11%, 6/8/27

     667,000        647,730  

4.69%, 9/15/27

     220,000        217,565  

TransCanada PipeLines Ltd.
4.88%, 1/15/26

     500,000        495,910  

4.75%, 5/15/38

     460,000        416,691  

7.25%, 8/15/38

     125,000        141,554  

6.10%, 6/1/40

     70,000        71,714  

4.88%, 5/15/48

     250,000        219,055  

5.10%, 3/15/49

     188,000        172,633  
     

 

 

 
Total Canada

 

     19,035,973  
Chile – 0.0%

 

Celulosa Arauco y Constitucion SA
3.88%, 11/2/27

     205,000        192,575  

Enel Chile SA
4.88%, 6/12/28

     20,000        19,496  
     

 

 

 
Total Chile

 

     212,071  
China – 0.1%

 

NXP BV/NXP Funding LLC
5.35%, 3/1/26

     139,000        138,840  

5.55%, 12/1/28

     57,000        57,669  

NXP BV/NXP Funding LLC/NXP USA, Inc.
3.88%, 6/18/26

     95,000        91,974  

4.30%, 6/18/29

     247,000        236,082  

2.65%, 2/15/32

     210,000        172,633  

3.25%, 5/11/41

     100,000        73,739  

3.13%, 2/15/42

     110,000        78,476  
     

 

 

 
Total China

 

     849,413  
France – 0.1%

 

Lafarge SA
7.13%, 7/15/36

     90,000        99,936  

Orange SA
9.00%, 3/1/31

     342,000        413,461  

5.50%, 2/6/44

     145,000        144,984  

 

See Notes to Financial Statements.

 

WisdomTree Trust      115  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

TotalEnergies Capital International SA
2.83%, 1/10/30

   $ 225,000      $ 202,318  

TotalEnergies Capital SA
3.88%, 10/11/28

     193,000        186,065  
     

 

 

 
Total France

 

     1,046,764  
Germany – 0.2%

 

Deutsche Bank AG
4.10%, 1/13/26

     140,000        136,783  

6.12%, 7/14/26, (6.119% fixed rate until 7/14/25; Secured Overnight Financing Rate + 3.19% thereafter)(c)

     500,000        501,150  

3.55%, 9/18/31, (3.547% fixed rate until 9/18/30; Secured Overnight Financing Rate + 3.043% thereafter)(c)

     335,000        290,602  

3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(c)

     245,000        201,351  

7.08%, 2/10/34, (7.079% fixed rate until 11/10/32; Secured Overnight Financing Rate + 3.65% thereafter)(c)

     200,000        199,822  

Deutsche Telekom International Finance BV
8.75%, 6/15/30

     336,000        396,581  

9.25%, 6/1/32

     133,000        167,997  

Mercedes-Benz Finance North America LLC
8.50%, 1/18/31

     168,000        204,115  
     

 

 

 
Total Germany

 

     2,098,401  
Hong Kong – 0.0%

 

Prudential Funding Asia PLC
3.13%, 4/14/30

     91,000        81,193  
Ireland – 0.2%

 

AerCap Ireland Capital DAC/AerCap Global Aviation Trust
1.75%, 1/30/26

     750,000        696,915  

3.65%, 7/21/27

     210,000        197,755  

3.00%, 10/29/28

     394,000        354,104  

3.30%, 1/30/32

     312,000        264,251  

3.40%, 10/29/33

     205,000        170,628  

3.85%, 10/29/41

     250,000        193,482  
     

 

 

 
Total Ireland

 

     1,877,135  
Japan – 0.9%

 

Honda Motor Co. Ltd.
2.27%, 3/10/25

     270,000        262,162  

Mitsubishi UFJ Financial Group, Inc.
1.41%, 7/17/25

     510,000        483,256  

3.84%, 4/17/26, (3.837% fixed rate until 4/17/25; 1-year Constant Maturity Treasury Rate + 1.125% thereafter)(c)

     500,000        490,495  

1.54%, 7/20/27, (1.538% fixed rate until 7/20/26; 1-year Constant Maturity Treasury Rate + 0.75% thereafter)(c)

     400,000        366,068  

3.29%, 7/25/27(d)

     255,000        241,271  

3.74%, 3/7/29

     226,000        213,552  

3.20%, 7/18/29

     235,000        213,537  

Mizuho Financial Group, Inc.

     

2.23%, 5/25/26, (2.226% fixed rate until 5/25/25; 3-month Secured Overnight Financing Rate + 1.092% thereafter)(c)

   200,000      191,938  

1.23%, 5/22/27, (1.234% fixed rate until 5/22/26; 1-year Constant Maturity Treasury Rate + 0.67% thereafter)(c)

     410,000        374,785  

4.02%, 3/5/28

     200,000        192,386  

5.41%, 9/13/28, (5.414% fixed rate until 9/13/27; 1-year Constant Maturity Treasury Rate + 2.05% thereafter)(c)

     400,000        401,980  

5.38%, 5/26/30(c)

     200,000        200,094  

5.58%, 5/26/35, (5.579% fixed rate until 5/26/34; 1-year Constant Maturity Treasury Rate + 1.30% thereafter)(c)

     200,000        200,620  

Nomura Holdings, Inc.
5.71%, 1/9/26

     500,000        501,115  

3.10%, 1/16/30

     464,000        407,745  

ORIX Corp.
3.70%, 7/18/27

     90,000        86,126  

Sumitomo Mitsui Financial Group, Inc.
1.47%, 7/8/25

     590,000        560,866  

5.46%, 1/13/26

     500,000        501,680  

1.40%, 9/17/26

     500,000        455,775  

5.52%, 1/13/28(d)

     200,000        203,266  

3.54%, 1/17/28

     105,000        99,521  

2.47%, 1/14/29

     500,000        444,970  

3.04%, 7/16/29

     510,000        458,668  

3.20%, 9/17/29

     246,000        221,648  

Takeda Pharmaceutical Co. Ltd.
2.05%, 3/31/30

     350,000        294,504  

3.03%, 7/9/40

     205,000        152,844  

3.18%, 7/9/50

     260,000        178,784  
     

 

 

 
Total Japan

 

     8,399,656  
Luxembourg – 0.0%

 

ArcelorMittal SA
6.80%, 11/29/32

     166,000        175,804  

6.75%, 3/1/41

     150,000        154,233  
     

 

 

 
Total Luxembourg

 

     330,037  
Mexico – 0.2%

 

America Movil SAB de CV
3.63%, 4/22/29

     239,000        222,363  

4.70%, 7/21/32

     200,000        192,072  

Grupo Televisa SAB
6.63%, 1/15/40(d)

     290,000        298,294  

Southern Copper Corp.
3.88%, 4/23/25

     25,000        24,524  

6.75%, 4/16/40

     210,000        231,966  

5.88%, 4/23/45

     321,000        319,867  
     

 

 

 
Total Mexico

 

     1,289,086  
Mongolia – 0.0%

 

Sands China Ltd.
3.25%, 8/8/31

     250,000        207,778  

 

See Notes to Financial Statements.

 

116   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
Netherlands – 0.2%

 

Cooperatieve Rabobank UA
3.75%, 7/21/26

   $ 435,000      $ 417,091  

5.25%, 8/4/45

     270,000        262,308  

ING Groep NV

     

3.87%, 3/28/26, (3.869% fixed rate until 3/28/25; Secured Overnight Financing Rate + 1.64% thereafter)(c)

     500,000        490,670  

1.73%, 4/1/27, (1.726% fixed rate until 4/1/26; Secured Overnight Financing Rate + 1.005% thereafter)(c)

     750,000        694,500  

Koninklijke Ahold Delhaize NV
5.70%, 10/1/40

     90,000        89,528  
     

 

 

 
Total Netherlands

 

     1,954,097  
Peru – 0.0%

 

Southern Copper Corp.
5.25%, 11/8/42

     38,000        35,805  
Spain – 0.3%

 

Banco Santander SA
5.15%, 8/18/25

     800,000        794,048  

1.72%, 9/14/27, (1.722% fixed rate until 9/14/26; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(c)

     400,000        362,020  

5.59%, 8/8/28

     400,000        403,388  

6.92%, 8/8/33

     400,000        415,884  

Telefonica Emisiones SA
7.05%, 6/20/36

     135,000        148,798  

5.21%, 3/8/47

     350,000        314,710  

5.52%, 3/1/49

     485,000        453,504  

Telefonica Europe BV
8.25%, 9/15/30

     160,000        181,837  
     

 

 

 
Total Spain

 

     3,074,189  
Switzerland – 0.2%

 

Credit Suisse AG
1.25%, 8/7/26

     270,000        245,300  

7.50%, 2/15/28

     250,000        269,328  

UBS AG
1.25%, 6/1/26

     400,000        366,924  

UBS Group AG
4.55%, 4/17/26

     370,000        363,566  

4.88%, 5/15/45

     225,000        207,920  
     

 

 

 
Total Switzerland

 

     1,453,038  
United Kingdom – 2.3%

 

Astrazeneca Finance LLC
1.20%, 5/28/26

     350,000        322,014  

4.88%, 3/3/28

     500,000        499,640  

5.00%, 2/26/34

     300,000        301,272  

AstraZeneca PLC
0.70%, 4/8/26

     250,000        228,908  

Barclays PLC
4.38%, 1/12/26

     250,000        244,990  

2.85%, 5/7/26, (2.852% fixed rate until 5/7/25; Secured Overnight Financing Rate + 2.714% thereafter)(c)

     400,000        386,760  

7.33%, 11/2/26, (7.325% fixed rate until 11/2/25; 1-year Constant Maturity Treasury Rate + 3.05% thereafter)(c)

   582,000      596,451  

5.83%, 5/9/27, (5.829% fixed rate until 5/9/26; Secured Overnight Financing Rate + 2.21% thereafter)(c)

     250,000        250,625  

4.84%, 5/9/28

     355,000        341,915  

4.97%, 5/16/29, (4.972% fixed rate until 5/16/28; Secured Overnight Financing Rate + 2.177% thereafter)(c)

     230,000        223,781  

5.09%, 6/20/30, (5.088% fixed rate until 6/20/29; Secured Overnight Financing Rate + 3.329% thereafter)(c)

     247,000        234,161  

2.65%, 6/24/31, (2.645% fixed rate until 6/24/30; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(c)

     230,000        191,565  

5.75%, 8/9/33, (5.746% fixed rate until 8/9/32; 1-year Constant Maturity Treasury Rate + 3.00% thereafter)(c)

     325,000        321,724  

6.69%, 9/13/34, (6.692% fixed rate until 9/13/33; Secured Overnight Financing Rate + 2.62% thereafter)(c)

     400,000        418,524  

5.25%, 8/17/45

     105,500        100,778  

4.95%, 1/10/47

     563,000        512,702  

BAT Capital Corp.
3.56%, 8/15/27

     26,000        24,567  

2.26%, 3/25/28

     300,000        265,539  

3.46%, 9/6/29

     162,000        146,707  

4.91%, 4/2/30

     53,000        51,503  

4.39%, 8/15/37

     345,000        283,197  

4.76%, 9/6/49

     260,000        201,107  

3.98%, 9/25/50

     145,000        99,106  

7.08%, 8/2/53

     500,000        518,830  

BAT International Finance PLC
1.67%, 3/25/26

     787,000        729,478  

British Telecommunications PLC
5.13%, 12/4/28

     125,000        125,705  

9.63%, 12/15/30

     296,000        362,351  

CNH Industrial NV
3.85%, 11/15/27

     89,000        85,460  

Diageo Capital PLC
5.50%, 1/24/33

     260,000        267,272  

GlaxoSmithKline Capital, Inc.
3.63%, 5/15/25

     250,000        245,685  

3.88%, 5/15/28

     21,000        20,320  

HSBC Holdings PLC
1.65%, 4/18/26(c)

     500,000        477,285  

4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month Secured Overnight Financing Rate + 1.609% thereafter)(c)

     700,000        686,504  

1.59%, 5/24/27, (1.589% fixed rate until 5/24/26; Secured Overnight Financing Rate + 1.29% thereafter)(c)

     400,000        366,300  

 

See Notes to Financial Statements.

 

WisdomTree Trust      117  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.25%, 11/22/27, (2.251% fixed rate until 11/22/26; Secured Overnight Financing Rate + 1.10% thereafter)(c)

   $ 750,000      $ 687,233  

4.76%, 6/9/28, (4.755% fixed rate until 6/9/27; Secured Overnight Financing Rate + 2.11% thereafter)(c)

     600,000        586,140  

4.58%, 6/19/29, (4.583% fixed rate until 6/19/28; 3-month Secured Overnight Financing Rate + 1.796% thereafter)(c)

     390,000        375,367  

4.95%, 3/31/30

     800,000        783,864  

6.50%, 5/2/36

     775,000        816,323  

6.50%, 9/15/37

     604,000        636,012  

6.80%, 6/1/38

     200,000        210,628  

5.25%, 3/14/44

     200,000        190,624  

Lloyds Banking Group PLC

     

3.51%, 3/18/26, (3.511% fixed rate until 3/18/25; 1-year Constant Maturity Treasury Rate + 1.60% thereafter)(c)

     850,000        829,847  

5.99%, 8/7/27, (5.985% fixed rate until 8/7/26; 1-year Constant Maturity Treasury Rate + 1.48% thereafter)(c)

     400,000        402,868  

3.57%, 11/7/28, (3.574% fixed rate until 11/7/27; Secured Overnight Financing Rate + 1.48% thereafter)(c)

     510,000        476,197  

3.37%, 12/14/46, (3.369% fixed rate until 9/14/41; 5-year Constant Maturity Treasury Rate + 1.50% thereafter)(c)

     200,000        136,132  

4.34%, 1/9/48(d)

     244,000        192,206  

National Grid PLC
5.42%, 1/11/34

     400,000        390,304  

NatWest Group PLC

     

1.64%, 6/14/27, (1.642% fixed rate until 6/14/26; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(c)

     500,000        457,280  

4.89%, 5/18/29, (4.892% fixed rate until 5/18/28; Secured Overnight Financing Rate + 2.029% thereafter)(c)

     211,000        205,541  

5.08%, 1/27/30, (5.076% fixed rate until 1/27/29; Secured Overnight Financing Rate + 2.18% thereafter)(c)

     500,000        489,045  

nVent Finance SARL
4.55%, 4/15/28

     84,000        81,063  

RELX Capital, Inc.
4.00%, 3/18/29

     171,000        163,394  

3.00%, 5/22/30

     255,000        227,916  

Reynolds American, Inc.
5.70%, 8/15/35

     290,000        277,223  

5.85%, 8/15/45

     326,000        295,998  

Santander U.K. Group Holdings PLC

     

6.83%, 11/21/26, (6.833% fixed rate until 11/21/25; Secured Overnight Financing Rate + 2.749% thereafter)(c)

     250,000        253,793  

2.90%, 3/15/32, (2.896% fixed rate until 3/15/31; Secured Overnight Financing Rate + 1.475% thereafter)(c)

     250,000        210,860  

Unilever Capital Corp.
2.90%, 5/5/27

   410,000      387,684  

Vodafone Group PLC
4.13%, 5/30/25

     260,000        255,837  

7.88%, 2/15/30

     164,000        186,091  

5.00%, 5/30/38

     250,000        241,400  

5.25%, 5/30/48

     452,000        420,319  

4.88%, 6/19/49

     433,000        375,398  
     

 

 

 
Total United Kingdom

 

     21,375,313  
United States – 38.9%

 

3M Co.
2.88%, 10/15/27

     250,000        231,600  

3.88%, 6/15/44

     200,000        157,440  

3.63%, 10/15/47

     111,000        80,552  

AbbVie, Inc.
3.80%, 3/15/25

     211,000        206,753  

3.60%, 5/14/25

     836,000        819,288  

2.95%, 11/21/26

     65,000        61,653  

4.25%, 11/14/28

     166,000        162,282  

5.05%, 3/15/34

     200,000        201,060  

4.05%, 11/21/39

     180,000        158,191  

5.35%, 3/15/44

     200,000        201,910  

4.75%, 3/15/45

     73,000        67,698  

4.45%, 5/14/46

     162,000        143,422  

4.25%, 11/21/49

     160,000        137,875  

5.50%, 3/15/64

     200,000        202,380  

ACE Capital Trust II
9.70%, 4/1/30

     100,000        117,687  

Adobe, Inc.
2.15%, 2/1/27

     500,000        465,680  

2.30%, 2/1/30

     54,000        47,146  

Adventist Health System
2.95%, 3/1/29(d)

     120,000        106,858  

AEP Texas, Inc.
3.95%, 6/1/28

     120,000        114,817  

5.40%, 6/1/33

     250,000        249,710  

3.80%, 10/1/47

     25,000        18,596  

3.45%, 5/15/51

     265,000        183,147  

AES Corp.
2.45%, 1/15/31

     122,000        99,800  

Aetna, Inc.
6.63%, 6/15/36

     119,000        129,716  

4.13%, 11/15/42

     60,000        47,986  

4.75%, 3/15/44

     120,000        103,802  

3.88%, 8/15/47

     107,000        79,815  

Agilent Technologies, Inc.
2.30%, 3/12/31

     214,000        178,780  

Air Lease Corp.
3.25%, 3/1/25

     110,000        107,437  

3.63%, 4/1/27

     186,000        176,657  

2.10%, 9/1/28

     94,000        81,649  

4.63%, 10/1/28

     407,000        393,361  

5.10%, 3/1/29

     350,000        344,417  

Air Products & Chemicals, Inc.
2.05%, 5/15/30

     176,000        149,778  

Alabama Power Co.
3.70%, 12/1/47, Series B

     200,000        152,912  

 

See Notes to Financial Statements.

 

118   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Alexandria Real Estate Equities, Inc.
3.95%, 1/15/28

   $ 95,000      $ 90,527  

4.50%, 7/30/29

     42,000        40,323  

3.38%, 8/15/31

     310,000        272,533  

5.25%, 5/15/36

     200,000        192,298  

4.00%, 2/1/50

     35,000        26,444  

3.00%, 5/18/51

     150,000        94,311  

3.55%, 3/15/52

     60,000        41,689  

5.63%, 5/15/54

     200,000        192,656  

Allstate Corp.
3.28%, 12/15/26

     98,000        93,380  

5.25%, 3/30/33

     200,000        199,440  

4.20%, 12/15/46

     400,000        327,772  

Ally Financial, Inc.
5.80%, 5/1/25(d)

     310,000        309,612  

8.00%, 11/1/31

     420,000        459,631  

Altria Group, Inc.
4.80%, 2/14/29

     496,000        487,375  

3.40%, 2/4/41

     920,000        662,060  

5.38%, 1/31/44

     225,000        219,035  

3.88%, 9/16/46

     327,000        239,642  

5.95%, 2/14/49

     112,000        111,683  

3.70%, 2/4/51

     520,000        354,744  

Amcor Flexibles North America, Inc.
2.69%, 5/25/31

     335,000        282,519  

Ameren Corp.
3.65%, 2/15/26

     2,000        1,937  

1.75%, 3/15/28

     212,000        186,507  

Ameren Illinois Co.
1.55%, 11/15/30

     125,000        100,455  

4.50%, 3/15/49

     200,000        174,282  

American Electric Power Co., Inc.
4.30%, 12/1/28, Series J

     30,000        28,912  

3.25%, 3/1/50

     40,000        27,394  

American Equity Investment Life Holding Co.
5.00%, 6/15/27

     50,000        48,209  

American Express Co.
3.95%, 8/1/25

     510,000        501,085  

4.90%, 2/13/26

     750,000        747,795  

2.55%, 3/4/27

     500,000        464,650  

5.10%, 2/16/28, (5.098% fixed rate until 2/16/27; Secured Overnight Financing Rate + 1.00% thereafter)(c)

     200,000        199,240  

4.99%, 5/26/33, (4.989% fixed rate until 2/26/32; Secured Overnight Financing Rate + 2.255% thereafter)(c)

     32,000        31,141  

American Homes 4 Rent LP
4.25%, 2/15/28

     87,000        83,610  

4.90%, 2/15/29

     141,000        137,519  

American Honda Finance Corp.
5.00%, 5/23/25

     500,000        498,765  

1.00%, 9/10/25

     160,000        150,389  

4.70%, 1/12/28

     300,000        298,713  

1.80%, 1/13/31(d)

     145,000        119,245  

American International Group, Inc.
3.88%, 1/15/35

     263,000        231,637  

4.80%, 7/10/45

     200,000        183,366  

4.38%, 6/30/50

     156,000        134,043  

American Tower Corp.
1.60%, 4/15/26

   400,000      370,424  

3.55%, 7/15/27

     175,000        165,937  

1.50%, 1/31/28

     181,000        157,264  

3.80%, 8/15/29

     239,000        221,390  

2.90%, 1/15/30

     415,000        364,133  

2.30%, 9/15/31

     200,000        161,654  

3.10%, 6/15/50

     295,000        193,496  

2.95%, 1/15/51

     226,000        143,322  

American University
3.67%, 4/1/49, Series 2019

     35,000        28,385  

American Water Capital Corp.
3.40%, 3/1/25

     100,000        98,083  

2.95%, 9/1/27

     32,000        29,868  

3.75%, 9/1/28

     84,000        79,733  

4.45%, 6/1/32

     250,000        239,287  

4.00%, 12/1/46

     78,000        63,419  

4.20%, 9/1/48

     280,000        235,768  

Amgen, Inc.
2.20%, 2/21/27

     135,000        124,463  

2.45%, 2/21/30

     424,000        368,638  

2.00%, 1/15/32

     45,000        36,099  

3.35%, 2/22/32

     281,000        248,646  

4.20%, 3/1/33

     400,000        370,476  

5.25%, 3/2/33

     750,000        748,237  

2.80%, 8/15/41

     220,000        156,809  

5.60%, 3/2/43

     250,000        251,012  

4.40%, 5/1/45

     786,000        671,590  

4.56%, 6/15/48

     400,000        346,644  

3.38%, 2/21/50

     100,000        71,605  

4.66%, 6/15/51

     112,000        97,387  

3.00%, 1/15/52

     606,000        405,487  

5.65%, 3/2/53

     500,000        500,870  

4.40%, 2/22/62

     500,000        402,285  

Amphenol Corp.
2.80%, 2/15/30

     220,000        196,073  

Analog Devices, Inc.
3.50%, 12/5/26

     83,000        80,189  

Aon Corp.
4.50%, 12/15/28

     433,000        423,158  

Aon Corp./Aon Global Holdings PLC
2.60%, 12/2/31

     74,000        61,556  

2.90%, 8/23/51

     243,000        151,644  

Aon Global Ltd.
3.88%, 12/15/25

     50,000        48,756  

4.75%, 5/15/45

     25,000        22,104  

Apache Corp.
4.75%, 4/15/43

     350,000        269,566  

5.35%, 7/1/49

     292,000        236,867  

Appalachian Power Co.
3.30%, 6/1/27, Series X

     100,000        94,161  

4.40%, 5/15/44

     400,000        328,832  

Aptiv PLC
4.35%, 3/15/29

     75,000        72,584  

5.40%, 3/15/49(d)

     150,000        136,418  

3.10%, 12/1/51

     164,000        103,000  

Arch Capital Group Ltd.
3.64%, 6/30/50

     72,000        53,104  

 

See Notes to Financial Statements.

 

WisdomTree Trust      119  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Arch Capital Group U.S., Inc.
5.14%, 11/1/43

   $ 120,000      $ 112,080  

Archer-Daniels-Midland Co.
4.02%, 4/16/43

     95,000        78,196  

Ares Capital Corp.
3.25%, 7/15/25

     250,000        240,240  

2.88%, 6/15/28

     306,000        268,163  

Arizona Public Service Co.
2.95%, 9/15/27

     33,000        30,963  

Arrow Electronics, Inc.
3.88%, 1/12/28

     212,000        200,404  

Arthur J Gallagher & Co.
3.50%, 5/20/51

     450,000        313,245  

Assurant, Inc.
4.90%, 3/27/28

     50,000        49,001  

Assured Guaranty U.S. Holdings, Inc.
3.60%, 9/15/51

     60,000        42,293  

AT&T, Inc.
3.88%, 1/15/26

     75,000        73,204  

1.70%, 3/25/26

     517,000        480,991  

2.30%, 6/1/27

     169,000        154,775  

4.10%, 2/15/28

     109,000        105,128  

4.35%, 3/1/29

     159,000        153,696  

4.30%, 2/15/30

     283,000        270,296  

2.75%, 6/1/31

     518,000        441,486  

2.25%, 2/1/32

     395,000        316,964  

2.55%, 12/1/33

     519,000        409,517  

4.50%, 5/15/35

     114,000        105,053  

5.25%, 3/1/37

     73,000        70,996  

4.85%, 3/1/39

     535,000        493,216  

3.50%, 6/1/41

     700,000        537,719  

4.65%, 6/1/44

     522,000        451,279  

5.15%, 11/15/46

     222,000        205,918  

4.55%, 3/9/49

     29,000        24,409  

5.15%, 2/15/50

     205,000        188,145  

3.65%, 6/1/51

     560,000        401,122  

3.30%, 2/1/52

     254,000        172,829  

3.50%, 9/15/53

     975,000        671,833  

3.55%, 9/15/55

     559,000        381,467  

3.80%, 12/1/57

     682,000        481,594  

3.65%, 9/15/59

     744,000        504,849  

3.85%, 6/1/60

     490,000        346,719  

Athene Holding Ltd.
4.13%, 1/12/28

     275,000        263,524  

5.88%, 1/15/34

     206,000        204,756  

3.95%, 5/25/51

     76,000        55,584  

Atmos Energy Corp.
4.13%, 3/15/49

     30,000        24,766  

Autodesk, Inc.
3.50%, 6/15/27

     253,000        242,108  

2.40%, 12/15/31

     30,000        24,926  

AutoZone, Inc.
3.75%, 6/1/27

     163,000        156,633  

3.75%, 4/18/29

     193,000        181,322  

1.65%, 1/15/31

     245,000        194,995  

AvalonBay Communities, Inc.
3.20%, 1/15/28

   85,000      79,713  

3.30%, 6/1/29

     175,000        161,432  

5.30%, 12/7/33

     40,000        40,117  

Avangrid, Inc.
3.80%, 6/1/29

     115,000        107,241  

AXIS Specialty Finance LLC
3.90%, 7/15/29

     225,000        211,680  

Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.
3.34%, 12/15/27

     145,000        136,784  

3.14%, 11/7/29

     245,000        223,705  

Baltimore Gas & Electric Co.
2.25%, 6/15/31

     315,000        262,609  

4.25%, 9/15/48

     250,000        209,617  

3.20%, 9/15/49

     225,000        154,730  

Bank of America Corp.
3.95%, 4/21/25, Series L

     337,000        331,493  

3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(c)

     500,000        488,325  

1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c)

     300,000        284,124  

4.83%, 7/22/26, (4.827% fixed rate until 7/22/25; Secured Overnight Financing Rate + 1.75% thereafter)(c)

     150,000        148,769  

5.08%, 1/20/27, (5.08% fixed rate until 1/20/26; Secured Overnight Financing Rate + 1.29% thereafter)(c)

     1,000,000        993,880  

1.66%, 3/11/27, Series N, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(c)

     880,000        817,300  

3.56%, 4/23/27, (3.559% fixed rate until 4/23/26; 3-month Secured Overnight Financing Rate + 1.322% thereafter)(c)

     260,000        250,151  

1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(c)

     1,010,000        926,261  

3.71%, 4/24/28, (3.705% fixed rate until 4/24/27; 3-month Secured Overnight Financing Rate + 1.774% thereafter)(c)

     600,000        571,866  

4.38%, 4/27/28, (4.376% fixed rate until 4/27/27; Secured Overnight Financing Rate + 1.58% thereafter)(c)

     710,000        691,256  

4.95%, 7/22/28, (4.948% fixed rate until 7/22/27; Secured Overnight Financing Rate + 2.04% thereafter)(c)

     600,000        594,300  

3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(c)

     300,000        280,428  

3.97%, 3/5/29, (3.97% fixed rate until 3/5/28; 3-month Secured Overnight Financing Rate + 1.332% thereafter)(c)

     75,000        71,384  

 

See Notes to Financial Statements.

 

120   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

5.20%, 4/25/29, (5.202% fixed rate until 4/25/28; Secured Overnight Financing Rate + 1.63% thereafter)(c)

   $ 750,000      $ 746,025  

2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate + 1.06% thereafter)(c)

     156,000        137,049  

2.88%, 10/22/30, (2.884% fixed rate until 10/22/29; 3-month Secured Overnight Financing Rate + 1.452% thereafter)(c)

     165,000        145,495  

2.50%, 2/13/31, (2.496% fixed rate until 2/13/30; 3-month Secured Overnight Financing Rate + 1.252% thereafter)(c)

     590,000        503,429  

2.69%, 4/22/32(c)

     143,000        119,785  

5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c)

     60,000        58,493  

5.29%, 4/25/34, (5.288% fixed rate until 4/25/33; Secured Overnight Financing Rate + 1.91% thereafter)(c)

     100,000        98,630  

2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(c)

     700,000        489,391  

4.44%, 1/20/48, (4.443% fixed rate until 1/20/47; 3-month Secured Overnight Financing Rate + 2.252% thereafter)(c)

     200,000        172,578  

2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing Rate + 1.88% thereafter)(c)

     100,000        64,239  

BankUnited, Inc.
5.13%, 6/11/30

     130,000        119,530  

Baxalta, Inc.
5.25%, 6/23/45

     14,000        13,509  

Baxter International, Inc.
3.95%, 4/1/30

     304,000        281,866  

3.13%, 12/1/51

     500,000        326,110  

Becton Dickinson & Co.
4.87%, 2/8/29

     200,000        197,544  

1.96%, 2/11/31

     109,000        88,685  

4.69%, 12/15/44

     68,000        61,146  

4.67%, 6/6/47

     99,000        87,777  

Berkshire Hathaway Energy Co.
3.25%, 4/15/28

     105,000        98,444  

2.85%, 5/15/51

     200,000        127,680  

Berry Global, Inc.
1.65%, 1/15/27

     155,000        140,136  

Biogen, Inc.
2.25%, 5/1/30

     194,000        162,471  

3.15%, 5/1/50

     320,000        211,453  

3.25%, 2/15/51

     157,000        107,336  

Black Hills Corp.
2.50%, 6/15/30

     50,000        41,642  

4.35%, 5/1/33

     170,000        155,018  

3.88%, 10/15/49

     114,000        82,821  

Blackstone Private Credit Fund
2.63%, 12/15/26

   250,000      225,967  

7.30%, 11/27/28(e)

     250,000        258,012  

Blackstone Secured Lending Fund
3.63%, 1/15/26

     380,000        362,490  

Block Financial LLC
3.88%, 8/15/30

     65,000        58,635  

Blue Owl Capital Corp.
2.88%, 6/11/28

     250,000        218,715  

Blue Owl Credit Income Corp.
3.13%, 9/23/26

     112,000        102,034  

7.75%, 1/15/29(e)

     250,000        255,567  

Blue Owl Technology Finance Corp.
2.50%, 1/15/27

     300,000        264,444  

Boardwalk Pipelines LP
3.40%, 2/15/31

     380,000        336,114  

Boeing Co.
4.88%, 5/1/25

     310,000        307,415  

2.20%, 2/4/26

     513,000        481,825  

3.25%, 3/1/28

     249,000        230,253  

5.15%, 5/1/30

     373,000        366,879  

3.63%, 2/1/31

     259,000        231,955  

3.60%, 5/1/34

     459,000        387,189  

3.55%, 3/1/38

     60,000        46,427  

6.88%, 3/15/39

     155,000        168,890  

5.88%, 2/15/40

     479,000        472,634  

3.85%, 11/1/48

     111,000        79,781  

3.90%, 5/1/49

     520,000        382,002  

5.81%, 5/1/50

     471,000        452,998  

3.95%, 8/1/59

     400,000        283,752  

Bon Secours Mercy Health, Inc.
3.46%, 6/1/30

     55,000        50,134  

2.10%, 6/1/31, Series 20-2

     100,000        81,107  

Booking Holdings, Inc.
4.63%, 4/13/30

     425,000        417,822  

BorgWarner, Inc.
4.38%, 3/15/45

     52,000        42,399  

Boston Properties LP
4.50%, 12/1/28

     86,000        81,290  

3.40%, 6/21/29

     37,000        32,660  

2.90%, 3/15/30

     35,000        29,604  

2.45%, 10/1/33

     650,000        480,083  

Boston Scientific Corp.
6.50%, 11/15/35

     165,000        182,690  

4.70%, 3/1/49(d)

     22,000        20,181  

BP Capital Markets America, Inc.
3.41%, 2/11/26

     750,000        727,552  

3.02%, 1/16/27

     212,000        201,474  

4.81%, 2/13/33

     400,000        390,372  

3.06%, 6/17/41

     250,000        185,880  

Brighthouse Financial, Inc.
5.63%, 5/15/30(d)

     200,000        199,072  

4.70%, 6/22/47

     112,000        86,938  

Bristol-Myers Squibb Co.
0.75%, 11/13/25

     500,000        465,245  

3.20%, 6/15/26

     500,000        481,095  

1.45%, 11/13/30

     113,000        90,707  

 

See Notes to Financial Statements.

 

WisdomTree Trust      121  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

5.50%, 2/22/44

   $ 200,000      $ 202,558  

4.25%, 10/26/49

     300,000        251,676  

5.65%, 2/22/64

     200,000        202,098  

Brixmor Operating Partnership LP
4.05%, 7/1/30

     381,000        350,257  

Broadcom Corp./Broadcom Cayman Finance Ltd.
3.88%, 1/15/27

     119,000        115,069  

Broadcom, Inc.
3.46%, 9/15/26

     342,000        328,211  

4.75%, 4/15/29

     115,000        112,919  

5.00%, 4/15/30

     250,000        249,427  

4.15%, 11/15/30

     685,000        640,763  

2.60%, 2/15/33(e)

     275,000        220,822  

3.42%, 4/15/33(e)

     550,000        469,986  

3.47%, 4/15/34(e)

     603,000        509,674  

3.50%, 2/15/41(e)

     594,000        454,499  

3.75%, 2/15/51(e)

     270,000        202,071  

Broadridge Financial Solutions, Inc.
2.90%, 12/1/29

     125,000        110,155  

Broadstone Net Lease LLC
2.60%, 9/15/31

     150,000        116,483  

Brown & Brown, Inc.
2.38%, 3/15/31

     430,000        351,783  

Brunswick Corp.
2.40%, 8/18/31

     80,000        63,023  

Bunge Ltd. Finance Corp.
3.75%, 9/25/27

     114,000        109,140  

2.75%, 5/14/31

     217,000        184,786  

Burlington Northern Santa Fe LLC
3.25%, 6/15/27

     125,000        119,303  

4.40%, 3/15/42

     200,000        177,960  

4.15%, 12/15/48

     50,000        41,778  

Camden Property Trust
2.80%, 5/15/30

     20,000        17,583  

Campbell Soup Co.
2.38%, 4/24/30

     185,000        157,204  

4.80%, 3/15/48

     143,000        125,663  

Capital One Financial Corp.

     

2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(c)

     500,000        485,065  

3.75%, 3/9/27

     468,000        446,870  

3.80%, 1/31/28

     290,000        274,169  

6.31%, 6/8/29, (6.312% fixed rate until 6/8/28; Secured Overnight Financing Rate + 2.64% thereafter)(c)

     250,000        256,130  

2.36%, 7/29/32, (2.359% fixed rate until 7/29/31; Secured Overnight Financing Rate + 1.337% thereafter)(c)

     500,000        377,465  

5.27%, 5/10/33, (5.268% fixed rate until 5/10/32; Secured Overnight Financing Rate + 2.37% thereafter)(c)

     210,000        204,021  

5.82%, 2/1/34, (5.817% fixed rate until 2/1/33; Secured Overnight Financing Rate + 2.60% thereafter)(c)

     200,000        197,802  

Cardinal Health, Inc.
3.41%, 6/15/27

     184,000        174,460  

4.60%, 3/15/43

   50,000      43,066  

4.90%, 9/15/45

     75,000        66,482  

Carlisle Cos., Inc.
3.75%, 12/1/27

     165,000        156,925  

2.75%, 3/1/30

     27,000        23,492  

Carrier Global Corp.
2.70%, 2/15/31(d)

     305,000        260,220  

3.38%, 4/5/40

     215,000        166,072  

3.58%, 4/5/50

     231,000        170,420  

6.20%, 3/15/54

     300,000        327,576  

Caterpillar Financial Services Corp.
3.40%, 5/13/25

     360,000        352,418  

5.15%, 8/11/25

     350,000        350,017  

4.80%, 1/6/26

     510,000        508,766  

Cboe Global Markets, Inc.
1.63%, 12/15/30

     67,000        54,410  

CDW LLC/CDW Finance Corp.
2.67%, 12/1/26

     310,000        287,832  

3.28%, 12/1/28

     160,000        144,210  

3.57%, 12/1/31

     162,000        140,622  

Celanese U.S. Holdings LLC
6.05%, 3/15/25

     146,000        146,353  

6.35%, 11/15/28

     300,000        308,931  

6.70%, 11/15/33

     450,000        473,062  

Cencora, Inc.
3.45%, 12/15/27

     167,000        158,107  

2.70%, 3/15/31

     120,000        102,433  

Centene Corp.
4.63%, 12/15/29

     500,000        473,805  

3.00%, 10/15/30

     350,000        299,204  

2.50%, 3/1/31

     605,000        496,239  

CenterPoint Energy Houston Electric LLC
3.00%, 2/1/27, Series AA

     500,000        474,675  

CenterPoint Energy Resources Corp.
4.00%, 4/1/28

     95,000        91,371  

CenterPoint Energy, Inc.
1.45%, 6/1/26

     100,000        92,079  

CF Industries, Inc.
4.95%, 6/1/43

     285,000        252,590  

Charles Schwab Corp.
4.20%, 3/24/25

     630,000        623,139  

3.85%, 5/21/25

     500,000        490,745  

0.90%, 3/11/26

     303,000        277,972  

Charter Communications Operating LLC/Charter Communications Operating Capital
4.91%, 7/23/25

     500,000        493,160  

5.05%, 3/30/29

     90,000        86,126  

2.80%, 4/1/31

     444,000        358,690  

6.38%, 10/23/35

     529,000        512,225  

5.38%, 4/1/38

     150,000        128,975  

3.50%, 6/1/41

     240,000        159,101  

3.50%, 3/1/42

     56,000        36,668  

6.48%, 10/23/45

     72,000        65,848  

5.38%, 5/1/47

     564,000        445,081  

5.75%, 4/1/48

     47,000        39,125  

4.80%, 3/1/50

     457,000        330,827  

 

See Notes to Financial Statements.

 

122   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.70%, 4/1/51

   $ 339,000      $ 205,729  

3.90%, 6/1/52

     290,000        182,216  

5.25%, 4/1/53

     271,000        210,431  

4.40%, 12/1/61

     458,000        294,457  

3.95%, 6/30/62

     586,000        344,861  

Cheniere Corpus Christi Holdings LLC
5.13%, 6/30/27

     425,000        423,185  

3.70%, 11/15/29

     75,000        69,280  

Cheniere Energy Partners LP
4.00%, 3/1/31

     350,000        312,728  

3.25%, 1/31/32

     174,000        145,513  

Chubb INA Holdings, Inc.
1.38%, 9/15/30

     455,000        368,500  

Church & Dwight Co., Inc.
3.15%, 8/1/27

     339,000        319,606  

Cigna Group
4.13%, 11/15/25

     150,000        147,521  

3.40%, 3/1/27

     380,000        361,999  

3.05%, 10/15/27

     165,000        154,178  

4.38%, 10/15/28

     259,000        251,675  

5.00%, 5/15/29

     300,000        297,990  

2.38%, 3/15/31

     237,000        197,814  

5.25%, 2/15/34

     300,000        296,463  

4.80%, 8/15/38

     121,000        112,394  

4.80%, 7/15/46

     141,000        126,275  

3.88%, 10/15/47

     469,000        360,835  

4.90%, 12/15/48

     310,000        278,957  

3.40%, 3/15/50

     358,000        249,873  

Cintas Corp. No. 2
3.70%, 4/1/27

     298,000        288,777  

Cisco Systems, Inc.
2.50%, 9/20/26

     500,000        471,940  

5.30%, 2/26/54

     200,000        202,644  

5.35%, 2/26/64

     200,000        201,594  

Citigroup, Inc.
5.50%, 9/13/25

     500,000        499,020  

3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(c)

     500,000        486,785  

5.61%, 9/29/26, (5.61% fixed rate until 9/29/25; Secured Overnight Financing Rate + 1.546% thereafter)(c)

     750,000        751,012  

1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(c)

     687,000        633,572  

1.46%, 6/9/27, (1.462% fixed rate until 6/9/26; Secured Overnight Financing Rate + 0.77% thereafter)(c)

     1,000,000        916,570  

4.45%, 9/29/27

     311,000        301,521  

3.67%, 7/24/28, (3.668% fixed rate until 7/24/27; 3-month Secured Overnight Financing Rate + 1.652% thereafter)(c)

     235,000        222,858  

4.13%, 7/25/28

     65,000        61,769  

4.08%, 4/23/29, (4.075% fixed rate until 4/23/28; 3-month Secured Overnight Financing Rate + 1.454% thereafter)(c)

     653,000        623,497  

5.17%, 2/13/30, (5.174% fixed rate until 2/13/29; Secured Overnight Financing Rate + 1.364% thereafter)(c)

   100,000      99,000  

2.98%, 11/5/30, (2.976% fixed rate until 11/5/29; Secured Overnight Financing Rate + 1.422% thereafter)(c)

     315,000        278,035  

2.67%, 1/29/31, (2.666% fixed rate until 1/29/30; Secured Overnight Financing Rate + 1.146% thereafter)(c)

     158,000        135,637  

4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c)

     510,000        482,139  

6.63%, 6/15/32

     436,000        464,480  

6.00%, 10/31/33

     50,000        51,715  

6.13%, 8/25/36

     200,000        207,072  

6.68%, 9/13/43

     54,000        59,322  

5.30%, 5/6/44

     250,000        239,122  

4.75%, 5/18/46

     210,000        183,895  

4.65%, 7/23/48

     100,000        89,285  

Citizens Financial Group, Inc.
2.85%, 7/27/26

     259,000        242,313  

2.50%, 2/6/30

     75,000        62,228  

2.64%, 9/30/32

     364,000        276,571  

Clorox Co.
3.10%, 10/1/27

     125,000        117,384  

4.60%, 5/1/32

     20,000        19,419  

CMS Energy Corp.
3.45%, 8/15/27

     157,000        148,754  

4.75%, 6/1/50, (4.75% fixed rate until 3/1/30; 5-year Constant Maturity Treasury Rate + 4.116% thereafter)(c)

     82,000        75,023  

CNA Financial Corp.
2.05%, 8/15/30

     210,000        173,802  

Coca-Cola Co.
3.38%, 3/25/27

     630,000        607,477  

2.90%, 5/25/27

     115,000        109,160  

2.00%, 3/5/31

     149,000        124,743  

2.75%, 6/1/60

     100,000        63,552  

Comcast Corp.
3.38%, 8/15/25

     510,000        497,974  

3.95%, 10/15/25

     760,000        746,943  

3.30%, 2/1/27

     384,000        368,206  

2.65%, 2/1/30

     216,000        190,188  

4.75%, 3/1/44

     500,000        454,230  

4.70%, 10/15/48

     500,000        451,730  

2.89%, 11/1/51

     500,000        317,095  

CommonSpirit Health

 

1.55%, 10/1/25

     650,000        610,785  

4.35%, 11/1/42

     50,000        42,884  

Conagra Brands, Inc.

 

7.00%, 10/1/28

     78,000        83,388  

4.85%, 11/1/28

     239,000        234,994  

8.25%, 9/15/30

     335,000        385,056  

5.40%, 11/1/48

     10,000        9,245  

Connecticut Light & Power Co.
4.30%, 4/15/44

     200,000        170,824  

ConocoPhillips Co.

 

6.95%, 4/15/29

     130,000        142,562  

 

See Notes to Financial Statements.

 

WisdomTree Trust      123  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.88%, 10/1/47

   $ 40,000      $ 37,337  

4.03%, 3/15/62

     250,000        194,127  

Consolidated Edison Co. of New York, Inc.

 

2.40%, 6/15/31

     178,000        150,084  

5.50%, 12/1/39, Series 09-C

     300,000        299,598  

4.13%, 5/15/49, Series A

     250,000        202,590  

Constellation Brands, Inc.

 

3.70%, 12/6/26

     190,000        182,985  

3.50%, 5/9/27

     471,000        447,799  

2.88%, 5/1/30

     210,000        184,527  

4.50%, 5/9/47

     160,000        134,968  

4.10%, 2/15/48

     114,000        91,593  

Constellation Energy Generation LLC

 

5.80%, 3/1/33

     274,000        280,239  

6.25%, 10/1/39

     31,000        32,051  

5.75%, 10/1/41

     100,000        98,711  

5.60%, 6/15/42

     112,000        109,323  

Consumers Energy Co.

 

3.80%, 11/15/28

     33,000        31,597  

4.20%, 9/1/52

     200,000        166,750  

Continental Resources, Inc.
4.90%, 6/1/44

     250,000        202,927  

Corebridge Financial, Inc.

 

3.85%, 4/5/29

     250,000        231,930  

3.90%, 4/5/32

     250,000        220,155  

4.35%, 4/5/42

     150,000        124,334  

4.40%, 4/5/52

     160,000        128,752  

Corning, Inc.

 

4.75%, 3/15/42

     75,000        67,463  

5.45%, 11/15/79

     370,000        343,082  

Costco Wholesale Corp.
1.38%, 6/20/27

     411,000        369,629  

Crown Castle, Inc.

 

1.35%, 7/15/25

     60,000        56,780  

4.00%, 3/1/27

     193,000        185,934  

3.65%, 9/1/27

     104,000        98,197  

4.30%, 2/15/29

     118,000        112,199  

3.10%, 11/15/29

     155,000        137,315  

2.25%, 1/15/31

     390,000        318,899  

4.75%, 5/15/47

     190,000        161,019  

5.20%, 2/15/49

     125,000        113,385  

CSX Corp.

 

3.35%, 11/1/25

     250,000        242,750  

3.25%, 6/1/27

     149,000        141,453  

4.10%, 11/15/32

     232,000        216,774  

6.00%, 10/1/36

     100,000        106,484  

4.10%, 3/15/44

     71,000        59,800  

3.80%, 11/1/46

     140,000        110,396  

4.50%, 3/15/49

     718,000        627,999  

3.80%, 4/15/50

     144,000        112,211  

4.65%, 3/1/68

     60,000        51,704  

CubeSmart LP

 

2.25%, 12/15/28

     103,000        89,675  

4.38%, 2/15/29

     150,000        142,770  

2.50%, 2/15/32

     200,000        161,652  

Cummins, Inc.
4.90%, 2/20/29

     300,000        298,626  

CVS Health Corp.

 

3.88%, 7/20/25

     185,000        181,280  

5.00%, 2/20/26

   500,000      497,885  

6.25%, 6/1/27

     100,000        103,635  

4.30%, 3/25/28

     547,000        531,225  

3.25%, 8/15/29

     291,000        265,052  

4.88%, 7/20/35

     653,000        623,386  

4.78%, 3/25/38

     250,000        227,620  

6.13%, 9/15/39

     50,000        51,406  

4.13%, 4/1/40

     464,000        381,956  

2.70%, 8/21/40

     106,000        72,358  

5.13%, 7/20/45

     303,000        276,057  

5.05%, 3/25/48

     909,000        812,482  

4.25%, 4/1/50

     356,000        284,647  

5.63%, 2/21/53

     250,000        240,325  

Dayton Power & Light Co.
3.95%, 6/15/49

     110,000        81,800  

DCP Midstream Operating LP

 

3.25%, 2/15/32

     30,000        25,594  

5.60%, 4/1/44

     45,000        43,141  

Dell International LLC/EMC Corp.

 

6.02%, 6/15/26

     223,000        225,498  

6.10%, 7/15/27

     243,000        249,493  

8.10%, 7/15/36

     418,000        501,905  

3.38%, 12/15/41

     250,000        182,412  

3.45%, 12/15/51

     42,000        28,877  

Devon Energy Corp.

 

5.25%, 10/15/27

     530,000        529,300  

5.00%, 6/15/45

     240,000        207,454  

Diamondback Energy, Inc.

 

3.25%, 12/1/26

     230,000        219,926  

3.50%, 12/1/29

     178,000        163,593  

3.13%, 3/24/31

     120,000        105,229  

6.25%, 3/15/33

     250,000        262,822  

4.40%, 3/24/51

     87,000        70,323  

Digital Realty Trust LP

 

3.70%, 8/15/27

     173,000        164,990  

4.45%, 7/15/28

     196,000        189,740  

3.60%, 7/1/29

     50,000        46,117  

Discover Bank
4.65%, 9/13/28

     573,000        547,496  

Discovery Communications LLC

 

3.95%, 6/15/25

     210,000        205,111  

4.13%, 5/15/29

     175,000        161,826  

5.00%, 9/20/37

     260,000        222,999  

5.30%, 5/15/49

     355,000        290,773  

4.00%, 9/15/55

     427,000        283,016  

Dollar General Corp.

 

3.88%, 4/15/27

     73,000        70,214  

3.50%, 4/3/30

     218,000        197,233  

5.45%, 7/5/33

     350,000        347,798  

4.13%, 4/3/50

     89,000        68,063  

Dollar Tree, Inc.
2.65%, 12/1/31

     440,000        366,665  

Dominion Energy South Carolina, Inc.
5.45%, 2/1/41

     200,000        197,724  

Dominion Energy, Inc.
4.25%, 6/1/28

     78,000        75,342  

3.38%, 4/1/30, Series C

     580,000        522,418  

4.35%, 8/15/32, Series A

     99,000        92,300  

 

See Notes to Financial Statements.

 

124   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

5.25%, 8/1/33, Series F

   $ 45,000      $ 44,218  

7.00%, 6/15/38

     65,000        70,961  

4.70%, 12/1/44

     137,000        118,350  

4.60%, 3/15/49, Series A

     47,000        39,772  

Dow Chemical Co.
4.80%, 11/30/28(d)

     272,000        270,096  

7.38%, 11/1/29

     110,000        122,021  

4.25%, 10/1/34

     145,000        133,597  

5.25%, 11/15/41

     417,000        391,388  

5.55%, 11/30/48

     29,000        28,236  

6.90%, 5/15/53

     200,000        228,890  

DTE Electric Co.
2.63%, 3/1/31, Series C

     425,000        365,496  

DTE Energy Co.
2.85%, 10/1/26

     131,000        123,483  

Duke Energy Carolinas LLC
4.95%, 1/15/33

     500,000        492,485  

5.30%, 2/15/40

     200,000        196,352  

3.70%, 12/1/47

     350,000        261,670  

Duke Energy Corp.
3.40%, 6/15/29

     172,000        158,541  

2.45%, 6/1/30

     260,000        222,560  

2.55%, 6/15/31

     738,000        615,485  

3.30%, 6/15/41

     76,000        55,943  

4.80%, 12/15/45

     63,000        55,318  

3.75%, 9/1/46

     186,000        138,676  

3.95%, 8/15/47

     150,000        114,255  

4.20%, 6/15/49

     315,000        249,256  

3.25%, 1/15/82, (3.25% fixed rate until 1/15/27; 5-year Constant Maturity Treasury Rate +2.321% thereafter)(c)

     100,000        84,902  

Duke Energy Florida Project Finance LLC
3.11%, 9/1/38, Series 2035-A

     59,000        48,751  

Duke Energy Progress NC Storm Funding LLC
2.39%, 7/1/39, Series A-2

     550,000        442,024  

DuPont de Nemours, Inc.
4.73%, 11/15/28

     124,000        123,401  

5.32%, 11/15/38

     89,000        88,105  

5.42%, 11/15/48

     427,000        420,228  

Eastman Chemical Co.
4.50%, 12/1/28

     222,000        215,562  

4.80%, 9/1/42

     90,000        79,043  

4.65%, 10/15/44

     45,000        38,075  

Eaton Corp.
3.10%, 9/15/27

     226,000        213,834  

4.00%, 11/2/32

     101,000        94,710  

Eaton Vance Corp.
3.50%, 4/6/27

     90,000        85,754  

eBay, Inc.
3.60%, 6/5/27

     100,000        95,587  

2.60%, 5/10/31

     371,000        314,764  

4.00%, 7/15/42

     140,000        111,220  

Ecolab, Inc.
4.80%, 3/24/30

     136,000        135,883  

Electronic Arts, Inc.
1.85%, 2/15/31

     175,000        142,520  

Elevance Health, Inc.
3.65%, 12/1/27

   42,000      40,173  

4.75%, 2/15/33

     500,000        483,405  

4.63%, 5/15/42

     30,000        27,025  

5.10%, 1/15/44

     242,000        228,068  

4.65%, 8/15/44

     26,000        23,158  

4.38%, 12/1/47

     79,000        67,204  

3.70%, 9/15/49

     210,000        159,590  

3.13%, 5/15/50

     212,000        145,218  

3.60%, 3/15/51

     419,000        312,331  

5.13%, 2/15/53

     200,000        189,446  

Eli Lilly & Co.
4.50%, 2/9/27

     200,000        199,218  

3.38%, 3/15/29

     137,000        129,188  

4.88%, 2/27/53

     25,000        24,261  

5.10%, 2/9/64

     300,000        294,984  

Emerson Electric Co.
2.20%, 12/21/31

     86,000        71,364  

5.25%, 11/15/39

     350,000        353,969  

Energy Transfer LP
2.90%, 5/15/25

     450,000        435,744  

5.50%, 6/1/27

     385,000        386,567  

4.00%, 10/1/27

     196,000        187,550  

4.95%, 5/15/28

     145,000        143,157  

4.15%, 9/15/29

     369,000        348,236  

3.75%, 5/15/30

     191,000        174,370  

6.63%, 10/15/36

     150,000        158,189  

5.80%, 6/15/38, Series 20Y

     485,000        479,781  

7.50%, 7/1/38

     60,000        68,278  

6.10%, 2/15/42

     100,000        99,702  

4.95%, 1/15/43

     54,000        46,734  

5.35%, 5/15/45

     190,000        172,096  

5.30%, 4/15/47

     272,000        243,745  

5.40%, 10/1/47

     160,000        145,173  

6.00%, 6/15/48

     250,000        245,057  

6.25%, 4/15/49

     105,000        106,139  

5.00%, 5/15/50

     218,000        188,646  

Enstar Group Ltd.
4.95%, 6/1/29

     296,000        288,313  

Entergy Corp.
2.80%, 6/15/30

     335,000        290,097  

3.75%, 6/15/50

     89,000        64,408  

Entergy Louisiana LLC
3.05%, 6/1/31

     32,000        27,989  

4.20%, 4/1/50

     200,000        162,906  

Enterprise Products Operating LLC
4.15%, 10/16/28

     332,000        320,758  

4.90%, 5/15/46

     200,000        182,806  

3.70%, 1/31/51

     110,000        83,153  

4.95%, 10/15/54

     88,000        80,564  

5.25%, 8/16/77, Series E, (5.25% fixed rate until 8/16/27; 3-month Secured Overnight Financing Rate + 3.295% thereafter)(c)

     117,000        111,380  

5.38%, 2/15/78, (5.375% fixed rate until 2/15/28; 3-month Secured Overnight Financing Rate + 2.832% thereafter)(c)

     100,000        92,834  

 

See Notes to Financial Statements.

 

WisdomTree Trust      125  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

EPR Properties
4.75%, 12/15/26

   $ 15,000      $ 14,422  

3.60%, 11/15/31

     94,000        76,968  

EQT Corp.
7.00%, 2/1/30

     45,000        47,690  

Equifax, Inc.
2.60%, 12/15/25

     181,000        172,538  

Equinix, Inc.
1.80%, 7/15/27

     253,000        227,541  

3.20%, 11/18/29

     256,000        230,249  

3.90%, 4/15/32

     185,000        168,008  

3.00%, 7/15/50

     264,000        171,669  

Equitable Holdings, Inc.
4.35%, 4/20/28

     294,000        283,431  

5.00%, 4/20/48

     204,000        185,426  

ERP Operating LP
3.50%, 3/1/28

     72,000        68,046  

4.15%, 12/1/28

     183,000        177,060  

Essential Properties LP
2.95%, 7/15/31

     193,000        151,758  

Essential Utilities, Inc.
3.57%, 5/1/29

     367,000        340,686  

4.28%, 5/1/49

     150,000        121,434  

Essex Portfolio LP
4.00%, 3/1/29

     125,000        118,476  

3.00%, 1/15/30

     135,000        118,517  

1.65%, 1/15/31

     256,000        200,251  

4.50%, 3/15/48

     35,000        29,313  

Estee Lauder Cos., Inc.
1.95%, 3/15/31

     20,000        16,409  

Everest Reinsurance Holdings, Inc.
3.50%, 10/15/50

     170,000        119,609  

3.13%, 10/15/52

     127,000        79,891  

Evergy Kansas Central, Inc.
4.10%, 4/1/43

     100,000        82,346  

Evergy, Inc.
2.90%, 9/15/29

     174,000        154,322  

Eversource Energy
4.75%, 5/15/26

     500,000        494,050  

3.30%, 1/15/28, Series M

     78,000        72,696  

1.65%, 8/15/30, Series R

     325,000        258,755  

Exelon Corp.
3.40%, 4/15/26

     200,000        192,630  

3.35%, 3/15/32

     380,000        332,154  

4.95%, 6/15/35

     151,000        141,464  

4.45%, 4/15/46

     60,000        50,345  

5.60%, 3/15/53

     586,000        571,831  

Expedia Group, Inc.
3.80%, 2/15/28

     153,000        144,766  

3.25%, 2/15/30

     348,000        310,322  

Extra Space Storage LP
3.50%, 7/1/26

     35,000        33,529  

3.88%, 12/15/27

     10,000        9,499  

2.55%, 6/1/31

     95,000        78,296  

Federal Realty OP LP
3.20%, 6/15/29

     72,000        64,447  

4.50%, 12/1/44

     183,000        149,465  

FedEx Corp.
3.40%, 2/15/28

   100,000      94,443  

3.10%, 8/5/29

     280,000        254,120  

4.25%, 5/15/30

     60,000        57,292  

4.90%, 1/15/34

     169,000        164,251  

3.25%, 5/15/41

     391,000        289,098  

4.75%, 11/15/45

     266,000        233,106  

4.55%, 4/1/46

     16,000        13,640  

4.40%, 1/15/47

     93,000        77,331  

4.05%, 2/15/48

     275,000        216,793  

5.25%, 5/15/50

     41,000        38,727  

Fidelity National Financial, Inc.
4.50%, 8/15/28

     195,000        187,734  

3.40%, 6/15/30

     40,000        35,332  

Fidelity National Information Services, Inc.
1.65%, 3/1/28

     191,000        168,433  

5.10%, 7/15/32(d)

     435,000        435,196  

Fifth Third Bancorp

     

4.77%, 7/28/30, (4.772% fixed rate until 7/28/29; Secured Overnight Financing Index + 2.127% thereafter)(c)

     200,000        190,816  

8.25%, 3/1/38

     300,000        354,903  

Fiserv, Inc.
2.25%, 6/1/27

     142,000        129,964  

4.20%, 10/1/28

     307,000        294,588  

2.65%, 6/1/30

     233,000        200,485  

5.63%, 8/21/33

     350,000        354,119  

4.40%, 7/1/49

     238,000        199,289  

Flex Ltd.
4.88%, 6/15/29

     50,000        48,667  

Flowers Foods, Inc.
3.50%, 10/1/26

     13,000        12,483  

FMC Corp.
3.20%, 10/1/26

     101,000        94,709  

3.45%, 10/1/29

     55,000        48,912  

6.38%, 5/18/53

     250,000        244,527  

Ford Motor Co.
6.10%, 8/19/32(d)

     500,000        499,120  

5.29%, 12/8/46

     500,000        433,220  

Ford Motor Credit Co. LLC
6.95%, 3/6/26

     500,000        509,155  

2.70%, 8/10/26

     500,000        464,420  

2.90%, 2/10/29

     500,000        435,975  

5.11%, 5/3/29

     280,000        269,982  

7.12%, 11/7/33

     500,000        533,765  

Fortinet, Inc.
1.00%, 3/15/26

     110,000        100,997  

Fortune Brands Innovations, Inc.
4.50%, 3/25/52

     250,000        203,467  

Fox Corp.
4.71%, 1/25/29

     220,000        214,784  

3.50%, 4/8/30(d)

     110,000        99,081  

5.48%, 1/25/39

     128,000        119,679  

5.58%, 1/25/49

     147,000        134,598  

Freeport-McMoRan, Inc.
4.13%, 3/1/28

     445,000        422,714  

4.38%, 8/1/28

     25,000        23,868  

 

See Notes to Financial Statements.

 

126   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

5.40%, 11/14/34

   $ 90,000      $ 87,588  

5.45%, 3/15/43

     150,000        139,950  

FS KKR Capital Corp.
3.40%, 1/15/26

     100,000        94,623  

3.13%, 10/12/28

     191,000        165,095  

GATX Corp.
3.25%, 9/15/26

     73,000        69,614  

4.55%, 11/7/28

     43,000        42,041  

4.70%, 4/1/29

     56,000        54,790  

1.90%, 6/1/31

     228,000        179,776  

3.50%, 6/1/32

     105,000        90,917  

GE Capital International Funding Co. Unlimited Co.
4.42%, 11/15/35

     400,000        374,712  

GE HealthCare Technologies, Inc.
5.60%, 11/15/25

     500,000        501,680  

5.91%, 11/22/32

     200,000        207,892  

6.38%, 11/22/52

     200,000        222,074  

General Dynamics Corp.
3.25%, 4/1/25

     510,000        499,407  

2.13%, 8/15/26

     114,000        106,734  

2.63%, 11/15/27

     67,000        62,011  

General Electric Co.
6.75%, 3/15/32, Series A

     213,000        236,654  

6.88%, 1/10/39, Series A

     160,000        189,272  

4.35%, 5/1/50

     39,000        34,407  

General Mills, Inc.
3.20%, 2/10/27

     28,000        26,622  

4.20%, 4/17/28

     255,000        247,460  

2.25%, 10/14/31

     160,000        131,219  

3.00%, 2/1/51

     125,000        80,644  

General Motors Co.
6.13%, 10/1/25

     293,000        295,493  

6.80%, 10/1/27

     518,000        541,030  

5.00%, 4/1/35

     185,000        173,069  

6.60%, 4/1/36

     305,000        320,332  

5.15%, 4/1/38

     260,000        241,007  

6.25%, 10/2/43

     250,000        251,305  

5.95%, 4/1/49(d)

     210,000        202,098  

General Motors Financial Co., Inc.
1.50%, 6/10/26

     434,000        397,705  

5.40%, 5/8/27

     1,000,000        1,001,400  

6.00%, 1/9/28

     500,000        511,085  

3.10%, 1/12/32

     20,000        16,720  

Genuine Parts Co.
1.88%, 11/1/30

     43,000        34,551  

2.75%, 2/1/32

     155,000        127,653  

Georgia Power Co.
4.30%, 3/15/43

     25,000        21,049  

3.70%, 1/30/50, Series B

     250,000        189,627  

3.25%, 3/15/51, Series A

     130,000        89,263  

Gilead Sciences, Inc.
3.65%, 3/1/26

     210,000        203,996  

2.95%, 3/1/27

     72,000        68,028  

1.65%, 10/1/30

     125,000        102,066  

2.60%, 10/1/40

     897,000        627,021  

4.80%, 4/1/44

     395,000        363,025  

4.75%, 3/1/46

   350,000      318,122  

2.80%, 10/1/50

     413,000        266,715  

Global Payments, Inc.
2.15%, 1/15/27

     160,000        146,894  

4.95%, 8/15/27

     38,000        37,669  

3.20%, 8/15/29

     333,000        296,933  

5.40%, 8/15/32

     218,000        215,186  

4.15%, 8/15/49

     193,000        147,394  

Globe Life, Inc.
2.15%, 8/15/30

     295,000        244,950  

GLP Capital LP/GLP Financing II, Inc.
5.75%, 6/1/28

     193,000        191,759  

4.00%, 1/15/30

     305,000        274,881  

Goldman Sachs Capital I
6.35%, 2/15/34

     100,000        102,678  

Goldman Sachs Group, Inc.
3.50%, 4/1/25

     510,000        499,545  

3.75%, 5/22/25

     310,000        304,060  

4.25%, 10/21/25

     250,000        245,642  

5.80%, 8/10/26, (5.798% fixed rate until 8/10/25; Secured Overnight Financing Rate + 1.075% thereafter)(c)

     500,000        502,860  

1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(c)

     250,000        231,712  

1.43%, 3/9/27, (1.431% fixed rate until 3/9/26; Secured Overnight Financing Rate + 0.798% thereafter)(c)

     750,000        693,427  

1.95%, 10/21/27, (1.948% fixed rate until 10/21/26; Secured Overnight Financing Rate + 0.913% thereafter)(c)

     900,000        824,391  

3.62%, 3/15/28, (3.615% fixed rate until 3/15/27; Secured Overnight Financing Rate + 1.846% thereafter)(c)

     500,000        476,890  

4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month Secured Overnight Financing Rate + 1.563% thereafter)(c)

     460,000        441,255  

3.80%, 3/15/30

     533,000        495,972  

6.75%, 10/1/37

     589,000        641,038  

3.21%, 4/22/42, (3.21% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.513% thereafter)(c)

     500,000        372,495  

5.15%, 5/22/45

     347,000        332,082  

GXO Logistics, Inc.
1.65%, 7/15/26

     164,000        151,418  

2.65%, 7/15/31

     100,000        81,272  

Haleon U.K. Capital PLC
3.13%, 3/24/25

     260,000        253,674  

Haleon U.S. Capital LLC
3.38%, 3/24/27

     340,000        323,303  

Halliburton Co.
2.92%, 3/1/30

     225,000        199,987  

4.85%, 11/15/35

     208,000        200,647  

6.70%, 9/15/38

     56,000        62,771  

7.45%, 9/15/39

     73,000        87,821  

4.75%, 8/1/43

     157,000        142,220  

5.00%, 11/15/45

     181,000        168,533  

 

See Notes to Financial Statements.

 

WisdomTree Trust      127  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Hanover Insurance Group, Inc.
2.50%, 9/1/30

   $ 23,000      $ 19,147  

Harley-Davidson, Inc.
4.63%, 7/28/45

     108,000        85,549  

Hartford Financial Services Group, Inc.
4.30%, 4/15/43

     105,000        89,907  

4.40%, 3/15/48

     130,000        112,449  

3.60%, 8/19/49

     80,000        60,343  

Hasbro, Inc.
3.50%, 9/15/27

     249,000        233,826  

6.35%, 3/15/40

     91,000        92,511  

HCA, Inc.
5.88%, 2/15/26

     250,000        251,142  

5.25%, 6/15/26

     322,000        320,129  

4.50%, 2/15/27

     112,000        109,707  

5.63%, 9/1/28

     150,000        151,218  

4.13%, 6/15/29

     301,000        283,364  

2.38%, 7/15/31

     190,000        154,590  

5.50%, 6/1/33

     350,000        348,110  

5.60%, 4/1/34

     200,000        199,208  

5.13%, 6/15/39

     117,000        108,942  

5.50%, 6/15/47

     132,000        123,392  

5.25%, 6/15/49

     448,000        402,636  

3.50%, 7/15/51

     137,000        92,744  

4.63%, 3/15/52

     350,000        286,888  

6.10%, 4/1/64

     300,000        296,937  

Healthcare Realty Holdings LP
3.10%, 2/15/30

     140,000        120,736  

2.00%, 3/15/31(d)

     300,000        235,278  

Healthpeak OP LLC
3.25%, 7/15/26

     128,000        122,317  

2.88%, 1/15/31

     380,000        323,532  

6.75%, 2/1/41

     32,000        35,090  

Hershey Co.
1.70%, 6/1/30

     50,000        41,793  

Hess Corp.
4.30%, 4/1/27

     8,000        7,798  

7.13%, 3/15/33

     200,000        224,478  

6.00%, 1/15/40

     296,000        310,720  

Hewlett Packard Enterprise Co.
6.20%, 10/15/35

     42,000        43,905  

6.35%, 10/15/45

     227,000        234,915  

Highwoods Realty LP
4.13%, 3/15/28

     25,000        23,368  

4.20%, 4/15/29

     45,000        40,633  

3.05%, 2/15/30

     105,000        88,049  

Home Depot, Inc.
2.70%, 4/15/25

     263,000        256,301  

4.00%, 9/15/25

     410,000        403,645  

2.95%, 6/15/29

     170,000        155,224  

1.38%, 3/15/31

     30,000        23,748  

3.30%, 4/15/40

     500,000        392,095  

3.13%, 12/15/49

     400,000        278,908  

2.38%, 3/15/51

     176,000        103,611  

Honeywell International, Inc.
2.50%, 11/1/26

     500,000        471,365  

3.81%, 11/21/47

     400,000        323,380  

Hormel Foods Corp.
1.80%, 6/11/30

   150,000      124,607  

Host Hotels & Resorts LP
3.50%, 9/15/30, Series I

     349,000        307,968  

Howard University
5.21%, 10/1/52, Series 22A

     75,000        68,654  

HP, Inc.
1.45%, 6/17/26

     798,000        733,514  

2.65%, 6/17/31

     121,000        101,068  

6.00%, 9/15/41

     95,000        97,273  

HSBC USA, Inc.
5.29%, 3/4/27

     200,000        200,222  

Hubbell, Inc.
3.50%, 2/15/28

     161,000        152,163  

Humana, Inc.
2.15%, 2/3/32

     600,000        475,596  

4.95%, 10/1/44

     57,000        51,448  

4.80%, 3/15/47

     95,000        82,841  

5.50%, 3/15/53

     110,000        106,720  

Huntington Bancshares, Inc.

     

5.02%, 5/17/33, (5.023% fixed rate until 5/17/32; Secured Overnight Financing Rate + 2.05% thereafter)(c)

     310,000        293,347  

2.49%, 8/15/36, (2.487% fixed rate until 8/15/31; 5-year Constant Maturity Treasury Rate + 1.17% thereafter)(c)

     250,000        189,110  

Huntington Ingalls Industries, Inc.
3.48%, 12/1/27

     70,000        65,623  

4.20%, 5/1/30

     242,000        227,688  

Huntsman International LLC
4.50%, 5/1/29

     110,000        104,552  

Hyatt Hotels Corp.
4.38%, 9/15/28

     130,000        124,882  

IBM International Capital Pte. Ltd.
5.30%, 2/5/54

     300,000        288,210  

Ingredion, Inc.
3.20%, 10/1/26

     109,000        104,026  

Intel Corp.
3.40%, 3/25/25

     510,000        500,228  

4.88%, 2/10/26

     550,000        548,311  

3.15%, 5/11/27

     300,000        284,430  

2.45%, 11/15/29

     80,000        70,133  

3.90%, 3/25/30

     224,000        210,847  

5.15%, 2/21/34

     100,000        99,082  

5.60%, 2/21/54

     300,000        300,246  

3.10%, 2/15/60

     200,000        126,694  

Intercontinental Exchange, Inc.
3.65%, 5/23/25

     510,000        500,157  

3.75%, 9/21/28

     200,000        190,978  

4.60%, 3/15/33

     25,000        23,931  

3.00%, 6/15/50

     87,000        58,501  

International Business Machines Corp.
4.00%, 7/27/25

     250,000        246,177  

4.50%, 2/6/26

     500,000        495,555  

3.30%, 5/15/26

     500,000        481,575  

3.50%, 5/15/29

     100,000        93,415  

 

See Notes to Financial Statements.

 

128   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.40%, 7/27/32

   $ 110,000      $ 105,122  

2.85%, 5/15/40

     150,000        109,214  

International Flavors & Fragrances, Inc.
4.38%, 6/1/47

     100,000        74,887  

5.00%, 9/26/48

     135,000        113,385  

International Paper Co.
4.80%, 6/15/44

     70,000        62,427  

4.40%, 8/15/47

     20,000        16,662  

4.35%, 8/15/48(d)

     249,000        211,448  

Interpublic Group of Cos., Inc.
4.65%, 10/1/28

     73,000        71,527  

4.75%, 3/30/30

     21,000        20,436  

5.40%, 10/1/48

     120,000        111,070  

Interstate Power & Light Co.
4.10%, 9/26/28

     125,000        119,888  

6.25%, 7/15/39

     10,000        10,470  

3.70%, 9/15/46

     50,000        37,414  

3.50%, 9/30/49

     175,000        124,418  

3.10%, 11/30/51

     198,000        127,841  

Intuit, Inc.
5.25%, 9/15/26

     350,000        353,125  

Invitation Homes Operating Partnership LP
2.00%, 8/15/31

     63,000        49,253  

JM Smucker Co.
4.25%, 3/15/35

     213,000        191,104  

6.50%, 11/15/43

     350,000        374,790  

4.38%, 3/15/45

     5,000        4,187  

6.50%, 11/15/53

     250,000        272,522  

Jabil, Inc.
3.95%, 1/12/28

     133,000        125,899  

Jackson Financial, Inc.
5.67%, 6/8/32

     140,000        139,860  

Janus Henderson U.S. Holdings, Inc.
4.88%, 8/1/25

     62,000        61,331  

JBS USA LUX SA/JBS USA Food Co./JBS Luxembourg SARL
6.75%, 3/15/34(e)

     350,000        360,951  

JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.
2.50%, 1/15/27

     363,000        333,543  

3.00%, 5/15/32

     400,000        320,800  

6.50%, 12/1/52

     270,000        261,004  

Jefferies Financial Group, Inc.
4.85%, 1/15/27

     115,000        114,278  

4.15%, 1/23/30

     228,000        212,232  

2.75%, 10/15/32

     120,000        96,952  

6.25%, 1/15/36

     118,000        121,413  

JetBlue Pass-Through Trust
2.75%, 11/15/33, Series 2019-1, Class AA

     82,528        69,914  

John Deere Capital Corp.
3.45%, 3/13/25

     500,000        491,125  

4.80%, 1/9/26

     750,000        748,267  

0.70%, 1/15/26

     510,000        472,199  

3.05%, 1/6/28

     73,000        68,928  

3.45%, 3/7/29

     70,000        66,076  

3.35%, 4/18/29

     136,000        127,771  

2.80%, 7/18/29

   373,000      339,382  

2.45%, 1/9/30

     145,000        127,590  

Johnson Controls International PLC
6.00%, 1/15/36

     237,000        249,331  

5.13%, 9/14/45

     7,000        6,529  

4.50%, 2/15/47

     120,000        103,249  

JPMorgan Chase & Co.
2.08%, 4/22/26(c)

     550,000        529,347  

1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c)

     523,000        486,631  

3.96%, 1/29/27, (3.96% fixed rate until 1/29/26; 3-month Secured Overnight Financing Rate + 1.507% thereafter)(c)

     788,000        769,261  

1.04%, 2/4/27, (1.04% fixed rate until 2/4/26; 3-month Secured Overnight Financing Rate + 0.695% thereafter)(c)

     500,000        460,980  

1.58%, 4/22/27, (1.578% fixed rate until 4/22/26; Secured Overnight Financing Rate + 0.885% thereafter)(c)

     585,000        540,932  

8.00%, 4/29/27

     101,000        109,910  

1.05%, 6/23/27

     800,000        702,512  

3.63%, 12/1/27

     200,000        190,248  

3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month Secured Overnight Financing Rate + 1.599% thereafter)(c)

     350,000        336,154  

4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c)

     1,000,000        976,440  

3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(c)

     560,000        532,504  

4.85%, 7/25/28, (4.851% fixed rate until 7/25/27; Secured Overnight Financing Rate + 1.99% thereafter)(c)

     532,000        526,270  

4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.552% thereafter)(c)

     625,000        600,762  

5.30%, 7/24/29, (5.299% fixed rate until 7/24/28; Secured Overnight Financing Rate + 1.45% thereafter)(c)

     500,000        501,535  

2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(c)

     59,000        50,437  

2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; 3-month Secured Overnight Financing Rate + 2.515% thereafter)(c)

     177,000        153,834  

4.91%, 7/25/33(c)

     220,000        213,598  

3.16%, 4/22/42, (3.157% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.46% thereafter)(c)

     500,000        375,465  

4.85%, 2/1/44

     100,000        94,064  

4.95%, 6/1/45

     100,000        93,525  

Juniper Networks, Inc.
5.95%, 3/15/41

     125,000        124,074  

 

See Notes to Financial Statements.

 

WisdomTree Trust      129  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Kellanova
3.40%, 11/15/27

   $ 20,000      $ 18,841  

7.45%, 4/1/31, Series B

     150,000        167,987  

Kennametal, Inc.
4.63%, 6/15/28

     96,000        93,441  

Kentucky Utilities Co.
4.38%, 10/1/45

     300,000        252,855  

Kenvue, Inc.
5.50%, 3/22/25

     500,000        501,390  

Keurig Dr. Pepper, Inc.
3.20%, 5/1/30

     334,000        301,532  

2.25%, 3/15/31

     40,000        33,246  

5.09%, 5/25/48

     125,000        117,333  

4.50%, 4/15/52

     250,000        212,540  

KeyBank NA
4.15%, 8/8/25

     500,000        484,375  

4.90%, 8/8/32

     350,000        307,933  

KeyCorp
2.55%, 10/1/29(d)

     130,000        108,892  

Kilroy Realty LP
4.25%, 8/15/29

     50,000        45,677  

3.05%, 2/15/30

     270,000        226,489  

Kimberly-Clark Corp.
3.20%, 4/25/29

     97,000        90,084  

Kimco Realty OP LLC
2.80%, 10/1/26

     150,000        140,585  

1.90%, 3/1/28

     75,000        65,750  

2.70%, 10/1/30

     60,000        51,117  

4.25%, 4/1/45

     200,000        156,708  

3.70%, 10/1/49

     150,000        108,009  

Kinder Morgan Energy Partners LP
7.30%, 8/15/33

     124,000        137,850  

5.80%, 3/15/35

     50,000        50,273  

6.50%, 2/1/37

     50,000        51,605  

7.50%, 11/15/40

     300,000        335,793  

5.00%, 8/15/42

     210,000        183,282  

5.00%, 3/1/43

     100,000        87,494  

5.40%, 9/1/44

     58,000        53,054  

Kinder Morgan, Inc.
4.30%, 6/1/25

     735,000        724,482  

2.00%, 2/15/31

     195,000        158,356  

7.80%, 8/1/31

     213,000        238,422  

5.30%, 12/1/34

     248,000        241,855  

5.55%, 6/1/45

     73,000        68,558  

5.05%, 2/15/46

     70,000        60,955  

5.20%, 3/1/48

     325,000        289,065  

3.25%, 8/1/50

     110,000        71,324  

Kirby Corp.
4.20%, 3/1/28

     106,000        101,399  

Kraft Heinz Foods Co.
4.25%, 3/1/31

     535,000        508,491  

5.20%, 7/15/45

     266,000        248,518  

4.38%, 6/1/46

     201,000        166,924  

4.88%, 10/1/49

     63,000        56,279  

5.50%, 6/1/50

     471,000        458,693  

Kroger Co.
1.70%, 1/15/31

     38,000        30,313  

5.40%, 7/15/40

     165,000        159,911  

5.00%, 4/15/42

   66,000      61,757  

5.15%, 8/1/43

     200,000        186,190  

4.65%, 1/15/48

     189,000        164,991  

5.40%, 1/15/49

     10,000        9,771  

Kyndryl Holdings, Inc.
2.05%, 10/15/26

     54,000        49,352  

4.10%, 10/15/41

     115,000        86,160  

L3Harris Technologies, Inc.
4.40%, 6/15/28

     66,000        64,149  

1.80%, 1/15/31

     215,000        172,970  

4.85%, 4/27/35

     255,000        242,008  

5.05%, 4/27/45

     250,000        234,242  

Laboratory Corp. of America Holdings
1.55%, 6/1/26

     212,000        195,479  

3.60%, 9/1/27

     185,000        175,892  

Lam Research Corp.
4.00%, 3/15/29

     124,000        119,560  

Lear Corp.
4.25%, 5/15/29

     308,000        293,327  

Leggett & Platt, Inc.
3.50%, 11/15/27

     120,000        112,105  

3.50%, 11/15/51

     190,000        132,122  

Leidos, Inc.
2.30%, 2/15/31

     340,000        278,899  

Lennar Corp.
5.25%, 6/1/26

     355,000        354,379  

Lincoln National Corp.
3.63%, 12/12/26(d)

     38,000        36,308  

3.80%, 3/1/28

     98,000        93,298  

4.35%, 3/1/48

     188,000        145,723  

LKQ Corp.
5.75%, 6/15/28

     25,000        25,262  

Lockheed Martin Corp.
4.95%, 10/15/25

     510,000        509,444  

5.20%, 2/15/64

     400,000        391,204  

Lowe’s Cos., Inc.
4.00%, 4/15/25

     460,000        453,431  

3.65%, 4/5/29

     86,000        81,124  

4.50%, 4/15/30

     450,000        437,346  

2.63%, 4/1/31

     195,000        166,360  

3.75%, 4/1/32

     285,000        258,843  

5.00%, 4/15/40

     125,000        118,900  

2.80%, 9/15/41

     300,000        209,757  

4.05%, 5/3/47

     141,000        111,837  

3.00%, 10/15/50

     396,000        255,939  

3.50%, 4/1/51

     310,000        218,950  

5.75%, 7/1/53

     394,000        398,598  

5.85%, 4/1/63

     250,000        252,790  

LYB International Finance BV
5.25%, 7/15/43

     110,000        101,096  

LYB International Finance III LLC
2.25%, 10/1/30(d)

     110,000        91,672  

3.38%, 10/1/40

     205,000        152,079  

4.20%, 10/15/49

     110,000        85,032  

3.80%, 10/1/60

     260,000        176,348  

LyondellBasell Industries NV
4.63%, 2/26/55

     87,000        71,536  

 

See Notes to Financial Statements.

 

130   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Manufacturers & Traders Trust Co.
5.40%, 11/21/25

   $ 500,000      $ 495,425  

4.70%, 1/27/28

     250,000        240,615  

Marathon Oil Corp.
4.40%, 7/15/27(d)

     40,000        38,863  

6.60%, 10/1/37

     122,000        127,479  

Marathon Petroleum Corp.
6.50%, 3/1/41

     180,000        191,282  

4.75%, 9/15/44

     51,000        44,589  

4.50%, 4/1/48

     30,000        24,739  

5.00%, 9/15/54

     55,000        47,458  

Markel Group, Inc.
3.50%, 11/1/27

     141,000        132,964  

5.00%, 4/5/46

     170,000        151,888  

Marriott International, Inc.
4.90%, 4/15/29

     35,000        34,598  

4.63%, 6/15/30, Series FF

     157,000        152,102  

2.85%, 4/15/31, Series HH

     221,000        188,849  

3.50%, 10/15/32, Series GG

     328,000        286,511  

Marsh & McLennan Cos., Inc.
4.38%, 3/15/29

     133,000        130,103  

5.45%, 3/15/54

     200,000        199,094  

Martin Marietta Materials, Inc.
3.45%, 6/1/27

     35,000        33,429  

2.50%, 3/15/30, Series CB

     33,000        28,562  

2.40%, 7/15/31

     21,000        17,460  

4.25%, 12/15/47

     40,000        33,313  

3.20%, 7/15/51

     156,000        108,113  

Marvell Technology, Inc.
2.95%, 4/15/31

     268,000        229,727  

Masco Corp.
1.50%, 2/15/28

     100,000        86,890  

Mastercard, Inc.
3.50%, 2/26/28

     22,000        21,136  

2.95%, 6/1/29

     356,000        326,936  

1.90%, 3/15/31

     50,000        41,545  

McCormick & Co., Inc.
3.40%, 8/15/27

     60,000        56,807  

1.85%, 2/15/31

     235,000        189,119  

McDonald’s Corp.
3.30%, 7/1/25

     210,000        205,059  

3.80%, 4/1/28

     18,000        17,289  

2.13%, 3/1/30

     163,000        139,539  

3.60%, 7/1/30

     296,000        274,339  

4.95%, 8/14/33(d)

     250,000        248,032  

4.70%, 12/9/35

     152,000        146,137  

4.88%, 7/15/40

     125,000        119,435  

3.70%, 2/15/42

     200,000        160,942  

4.45%, 3/1/47

     351,000        302,102  

4.45%, 9/1/48

     250,000        216,775  

3.63%, 9/1/49

     81,000        60,624  

5.45%, 8/14/53

     150,000        149,172  

McKesson Corp.
0.90%, 12/3/25

     330,000        306,468  

MDC Holdings, Inc.
3.97%, 8/6/61

     304,000        231,757  

Medtronic Global Holdings SCA
4.25%, 3/30/28

   300,000      293,619  

Merck & Co., Inc.
1.45%, 6/24/30

     238,000        194,627  

2.15%, 12/10/31

     140,000        116,245  

2.90%, 12/10/61

     400,000        248,444  

Mercury General Corp.
4.40%, 3/15/27

     60,000        57,361  

Meta Platforms, Inc.
3.50%, 8/15/27

     250,000        239,735  

4.60%, 5/15/28

     33,000        32,881  

3.85%, 8/15/32

     221,000        204,812  

4.65%, 8/15/62

     50,000        44,270  

5.75%, 5/15/63

     200,000        209,592  

MetLife, Inc.
4.55%, 3/23/30

     300,000        293,922  

6.40%, 12/15/66

     156,000        158,736  

10.75%, 8/1/69

     25,000        34,107  

Micron Technology, Inc.
4.98%, 2/6/26

     518,000        515,146  

5.33%, 2/6/29

     287,000        287,436  

2.70%, 4/15/32

     35,000        28,743  

3.37%, 11/1/41

     150,000        109,374  

Mid-America Apartments LP
3.95%, 3/15/29(d)

     140,000        133,643  

MidAmerican Energy Co.
3.10%, 5/1/27

     100,000        94,665  

3.65%, 4/15/29

     110,000        103,852  

6.75%, 12/30/31

     125,000        140,589  

Mississippi Power Co.
3.95%, 3/30/28

     110,000        105,652  

Molson Coors Beverage Co.
3.00%, 7/15/26

     260,000        247,694  

5.00%, 5/1/42

     69,000        64,305  

4.20%, 7/15/46

     220,000        179,654  

Mondelez International, Inc.
2.75%, 4/13/30

     43,000        38,005  

1.50%, 2/4/31

     79,000        62,859  

1.88%, 10/15/32(d)

     75,000        59,083  

Montefiore Obligated Group
4.29%, 9/1/50

     75,000        46,530  

Moody’s Corp.
3.25%, 1/15/28

     58,000        54,610  

2.00%, 8/19/31

     200,000        161,734  

4.25%, 8/8/32

     310,000        293,034  

5.25%, 7/15/44

     69,000        67,626  

3.25%, 5/20/50

     105,000        74,598  

Morgan Stanley
4.00%, 7/23/25

     510,000        501,345  

5.00%, 11/24/25

     275,000        273,454  

2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(c)

     500,000        481,275  

4.68%, 7/17/26, (4.679% fixed rate until 7/17/25; Secured Overnight Financing Rate + 1.669% thereafter)(c)

     560,000        554,249  

3.95%, 4/23/27

     190,000        182,962  

 

See Notes to Financial Statements.

 

WisdomTree Trust      131  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(c)

   $ 510,000      $ 470,327  

1.51%, 7/20/27, (1.512% fixed rate until 7/20/26; Secured Overnight Financing Rate + 0.858% thereafter)(c)

     1,414,000        1,293,697  

4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(c)

     680,000        658,349  

5.16%, 4/20/29, (5.164% fixed rate until 4/20/28; Secured Overnight Financing Rate + 1.59% thereafter)(c)

     500,000        497,035  

5.45%, 7/20/29, (5.449% fixed rate until 7/20/28; Secured Overnight Financing Rate + 1.63% thereafter)(c)

     500,000        502,235  

4.43%, 1/23/30(c)

     120,000        115,344  

1.93%, 4/28/32, (1.928% fixed rate until 4/28/31; Secured Overnight Financing Rate + 1.02% thereafter)(c)

     360,000        285,988  

2.24%, 7/21/32, (2.239% fixed rate until 7/21/31; Secured Overnight Financing Rate + 1.178% thereafter)(c)

     270,000        217,971  

2.94%, 1/21/33, (2.943% fixed rate until 1/21/32; Secured Overnight Financing Rate + 1.29% thereafter)(c)

     222,000        186,529  

5.95%, 1/19/38, (5.948% fixed rate until 1/19/33; 5-year Constant Maturity Treasury Rate + 2.43% thereafter)(c)

     500,000        498,945  

3.97%, 7/22/38(c)

     250,000        213,490  

4.38%, 1/22/47

     100,000        86,342  

Mosaic Co.
4.05%, 11/15/27

     133,000        127,909  

5.63%, 11/15/43

     148,000        141,960  

Motorola Solutions, Inc.
4.60%, 5/23/29(d)

     103,000        100,172  

2.30%, 11/15/30

     110,000        90,675  

2.75%, 5/24/31

     381,000        318,124  

5.50%, 9/1/44

     25,000        23,805  

Mount Sinai Hospital
3.74%, 7/1/49, Series 2019

     300,000        224,979  

MPLX LP
4.25%, 12/1/27

     75,000        72,574  

4.00%, 3/15/28

     130,000        124,596  

4.80%, 2/15/29

     215,000        210,810  

2.65%, 8/15/30

     110,000        93,658  

4.95%, 9/1/32

     250,000        239,455  

5.20%, 12/1/47

     327,000        294,787  

4.70%, 4/15/48

     402,000        337,025  

4.95%, 3/14/52

     250,000        215,695  

Mylan, Inc.
4.55%, 4/15/28

     191,000        184,258  

5.40%, 11/29/43

     35,000        30,286  

5.20%, 4/15/48

     400,000        328,288  

Nasdaq, Inc.
1.65%, 1/15/31

     440,000        350,579  

2.50%, 12/21/40

     60,000        39,802  

3.95%, 3/7/52

     50,000        38,054  

6.10%, 6/28/63

   150,000      156,180  

National Fuel Gas Co.
3.95%, 9/15/27

     150,000        142,547  

4.75%, 9/1/28

     105,000        101,735  

National Health Investors, Inc.
3.00%, 2/1/31

     50,000        40,146  

National Rural Utilities Cooperative Finance Corp.
4.45%, 3/13/26

     260,000        256,867  

3.90%, 11/1/28

     78,000        74,873  

3.70%, 3/15/29

     142,000        133,427  

1.65%, 6/15/31

     15,000        11,907  

2.75%, 4/15/32

     252,000        212,025  

Netflix, Inc.
5.88%, 11/15/28

     500,000        518,225  

NewMarket Corp.
2.70%, 3/18/31

     179,000        148,898  

Newmont Corp.
2.80%, 10/1/29

     181,000        160,945  

2.60%, 7/15/32

     220,000        181,091  

6.25%, 10/1/39

     138,000        146,170  

5.45%, 6/9/44

     75,000        73,349  

NextEra Energy Capital Holdings, Inc.
6.05%, 3/1/25

     260,000        261,097  

4.45%, 6/20/25

     411,000        405,690  

5.75%, 9/1/25

     250,000        251,375  

1.90%, 6/15/28

     136,000        119,178  

3.50%, 4/1/29

     227,000        210,075  

2.75%, 11/1/29

     60,000        52,908  

2.44%, 1/15/32

     110,000        89,398  

5.05%, 2/28/33

     260,000        253,638  

3.00%, 1/15/52

     370,000        234,943  

5.25%, 2/28/53

     150,000        139,988  

NIKE, Inc.
2.85%, 3/27/30

     180,000        161,933  

3.38%, 3/27/50(d)

     100,000        75,977  

NiSource, Inc.
3.60%, 5/1/30

     515,000        471,709  

5.25%, 2/15/43

     25,000        23,614  

4.80%, 2/15/44

     81,000        72,118  

5.65%, 2/1/45

     94,000        91,656  

4.38%, 5/15/47

     131,000        108,372  

NNN REIT, Inc.
3.50%, 10/15/27

     15,000        14,119  

2.50%, 4/15/30

     200,000        169,480  

3.50%, 4/15/51

     150,000        107,132  

Norfolk Southern Corp.
3.15%, 6/1/27

     60,000        56,878  

3.80%, 8/1/28

     34,000        32,554  

2.55%, 11/1/29

     193,000        169,846  

4.84%, 10/1/41

     120,000        112,121  

3.95%, 10/1/42

     112,000        92,043  

3.94%, 11/1/47

     113,000        89,449  

4.10%, 5/15/49

     113,000        91,946  

3.05%, 5/15/50

     155,000        103,955  

2.90%, 8/25/51

     130,000        83,941  

3.70%, 3/15/53

     510,000        380,011  

4.10%, 5/15/2121

     195,000        141,295  

 

See Notes to Financial Statements.

 

132   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Northern Trust Corp.
4.00%, 5/10/27

   $ 350,000      $ 340,070  

Northrop Grumman Corp.
5.15%, 5/1/40

     185,000        179,835  

5.05%, 11/15/40

     26,000        25,028  

4.03%, 10/15/47

     318,000        256,502  

5.25%, 5/1/50

     205,000        198,118  

NOV, Inc.
3.95%, 12/1/42

     180,000        134,496  

NSTAR Electric Co.
3.20%, 5/15/27

     125,000        119,193  

Nucor Corp.
2.00%, 6/1/25

     250,000        239,915  

NVIDIA Corp.
2.85%, 4/1/30

     565,000        509,099  

O’Reilly Automotive, Inc.
3.60%, 9/1/27

     50,000        47,674  

4.20%, 4/1/30

     225,000        213,703  

1.75%, 3/15/31

     125,000        100,318  

Occidental Petroleum Corp.
5.55%, 3/15/26

     300,000        302,007  

7.50%, 5/1/31

     500,000        552,730  

6.45%, 9/15/36

     500,000        527,870  

Oglethorpe Power Corp.
5.95%, 11/1/39

     60,000        59,768  

5.25%, 9/1/50

     80,000        74,020  

Oklahoma Gas & Electric Co.
3.80%, 8/15/28(d)

     135,000        129,398  

Old Republic International Corp.
3.85%, 6/11/51

     25,000        18,157  

Omega Healthcare Investors, Inc.
4.50%, 4/1/27

     40,000        38,502  

4.75%, 1/15/28

     135,000        129,616  

3.63%, 10/1/29

     112,000        98,404  

Omnicom Group, Inc.
2.45%, 4/30/30

     168,000        143,833  

Oncor Electric Delivery Co. LLC
4.55%, 9/15/32

     500,000        480,540  

ONEOK, Inc.
2.20%, 9/15/25

     500,000        475,745  

4.55%, 7/15/28

     157,000        153,486  

3.40%, 9/1/29

     269,000        245,863  

3.25%, 6/1/30

     152,000        135,981  

6.05%, 9/1/33

     150,000        154,607  

5.15%, 10/15/43

     147,000        133,258  

4.25%, 9/15/46

     123,000        96,447  

4.95%, 7/13/47

     575,000        495,966  

4.20%, 10/3/47

     201,000        154,692  

7.15%, 1/15/51

     250,000        278,155  

Oracle Corp.
2.50%, 4/1/25

     810,000        784,598  

2.80%, 4/1/27

     387,000        361,145  

2.95%, 4/1/30

     195,000        172,080  

2.88%, 3/25/31

     455,000        392,847  

6.25%, 11/9/32

     250,000        264,145  

4.90%, 2/6/33

     250,000        241,725  

3.80%, 11/15/37

     740,000        609,738  

6.50%, 4/15/38

   301,000      321,835  

3.60%, 4/1/40

     264,000        204,120  

5.38%, 7/15/40

     570,000        545,530  

4.13%, 5/15/45

     165,000        130,645  

4.00%, 7/15/46

     501,000        385,835  

4.00%, 11/15/47

     630,000        482,668  

3.60%, 4/1/50

     233,000        164,416  

3.95%, 3/25/51

     85,000        63,481  

5.55%, 2/6/53

     500,000        479,150  

4.38%, 5/15/55

     183,000        143,750  

3.85%, 4/1/60

     301,000        209,628  

4.10%, 3/25/61

     438,000        321,343  

Oshkosh Corp.
4.60%, 5/15/28

     46,000        44,792  

Otis Worldwide Corp.
2.57%, 2/15/30

     448,000        390,696  

3.11%, 2/15/40

     15,000        11,416  

Ovintiv, Inc.
7.20%, 11/1/31

     431,000        465,777  

Owens Corning
7.00%, 12/1/36

     182,000        202,491  

4.30%, 7/15/47

     74,000        60,747  

4.40%, 1/30/48

     175,000        144,337  

PACCAR Financial Corp.
3.55%, 8/11/25

     300,000        293,895  

Pacific Gas & Electric Co.
3.45%, 7/1/25

     273,000        265,170  

2.10%, 8/1/27

     272,000        243,957  

3.75%, 7/1/28

     338,000        314,783  

4.55%, 7/1/30

     535,000        503,531  

2.50%, 2/1/31

     805,000        660,615  

4.40%, 3/1/32

     45,000        41,026  

4.50%, 7/1/40

     277,000        232,971  

4.45%, 4/15/42

     225,000        181,775  

3.75%, 8/15/42

     350,000        258,135  

4.60%, 6/15/43

     50,000        41,134  

4.75%, 2/15/44

     87,000        72,758  

4.00%, 12/1/46

     100,000        73,405  

4.95%, 7/1/50

     226,000        192,166  

3.50%, 8/1/50

     513,000        345,531  

PacifiCorp
6.25%, 10/15/37

     45,000        47,207  

3.30%, 3/15/51

     352,000        231,553  

Packaging Corp. of America
3.00%, 12/15/29

     132,000        118,434  

4.05%, 12/15/49

     26,000        20,557  

Paramount Global
2.90%, 1/15/27

     49,000        44,167  

4.95%, 1/15/31

     246,000        215,634  

5.90%, 10/15/40

     150,000        122,715  

4.85%, 7/1/42

     155,000        111,789  

5.85%, 9/1/43

     452,000        366,075  

5.25%, 4/1/44

     448,000        333,944  

4.95%, 5/19/50

     42,000        30,134  

Parker-Hannifin Corp.
3.25%, 3/1/27

     145,000        137,986  

3.25%, 6/14/29

     227,000        208,967  

4.10%, 3/1/47(e)

     100,000        82,266  

 

See Notes to Financial Statements.

 

WisdomTree Trust      133  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.00%, 6/14/49

   $ 105,000      $ 85,793  

PartnerRe Finance B LLC

     

4.50%, 10/1/50, (4.50% fixed rate until 4/1/30; 5-year Constant Maturity Treasury Rate + 3.815% thereafter)(c)

     50,000        44,899  

PayPal Holdings, Inc.
3.90%, 6/1/27

     306,000        296,037  

2.30%, 6/1/30

     290,000        247,016  

3.25%, 6/1/50

     25,000        17,433  

Pentair Finance SARL
4.50%, 7/1/29

     229,000        221,029  

Pepsico Singapore Financing I Pte. Ltd.
4.70%, 2/16/34

     500,000        492,085  

PepsiCo, Inc.
2.25%, 3/19/25

     1,000,000        971,300  

3.00%, 10/15/27

     130,000        122,586  

4.65%, 2/15/53

     60,000        55,902  

Pfizer Investment Enterprises Pte. Ltd.
4.45%, 5/19/26

     750,000        740,497  

4.45%, 5/19/28

     500,000        490,625  

Pfizer, Inc.
3.60%, 9/15/28

     225,000        215,082  

3.45%, 3/15/29(d)

     116,000        109,135  

2.63%, 4/1/30

     596,000        527,400  

1.70%, 5/28/30

     32,000        26,681  

4.13%, 12/15/46

     500,000        419,790  

PG&E Recovery Funding LLC
5.26%, 1/15/40, Series A-2

     1,050,000        1,062,810  

5.54%, 7/15/49, Series A-3

     1,050,000        1,077,184  

PG&E Wildfire Recovery Funding LLC
4.45%, 12/1/49, Series A-4

     150,000        134,996  

4.67%, 12/1/53, Series A-5

     530,000        493,902  

5.10%, 6/1/54, Series A-5

     710,000        701,253  

Philip Morris International, Inc.
4.88%, 2/13/26

     500,000        497,635  

4.88%, 2/15/28

     510,000        507,282  

4.25%, 11/10/44

     400,000        330,204  

Phillips 66
3.75%, 3/1/28

     120,000        114,499  

4.65%, 11/15/34

     322,000        302,796  

5.88%, 5/1/42

     155,000        160,251  

4.88%, 11/15/44

     53,000        48,484  

4.90%, 10/1/46

     100,000        89,675  

3.30%, 3/15/52

     300,000        205,275  

5.65%, 6/15/54

     150,000        148,793  

Physicians Realty LP
3.95%, 1/15/28

     75,000        71,394  

Piedmont Natural Gas Co., Inc.
3.64%, 11/1/46

     250,000        176,938  

Pilgrim’s Pride Corp.
6.88%, 5/15/34

     350,000        368,854  

Pioneer Natural Resources Co.
1.90%, 8/15/30

     408,000        340,276  

Plains All American Pipeline LP/PAA Finance Corp.
4.50%, 12/15/26

     171,000        167,778  

3.55%, 12/15/29

     145,000        131,588  

6.65%, 1/15/37

   252,000      266,578  

4.70%, 6/15/44

     42,000        34,806  

PNC Financial Services Group, Inc.

     

5.81%, 6/12/26, (5.812% fixed rate until 6/12/25; Secured Overnight Financing Rate + 1.322% thereafter)(c)

     500,000        500,765  

6.62%, 10/20/27, (6.615% fixed rate until 10/20/26; Secured Overnight Financing Index + 1.73% thereafter)(c)

     500,000        513,635  

2.55%, 1/22/30

     577,000        495,683  

PPG Industries, Inc.
2.55%, 6/15/30

     25,000        21,590  

PPL Capital Funding, Inc.
3.10%, 5/15/26

     156,000        148,719  

Principal Financial Group, Inc.
3.70%, 5/15/29

     251,000        234,334  

Progress Energy, Inc.
7.75%, 3/1/31

     253,000        286,204  

Progressive Corp.
6.63%, 3/1/29

     105,000        112,824  

Prologis LP
3.25%, 6/30/26

     541,000        519,917  

1.63%, 3/15/31

     50,000        39,720  

4.75%, 6/15/33

     38,000        36,854  

3.00%, 4/15/50

     67,000        45,393  

Prospect Capital Corp.
3.36%, 11/15/26(d)

     65,000        58,678  

Providence St. Joseph Health Obligated Group
3.93%, 10/1/48, Series A

     170,000        132,401  

Prudential Financial, Inc.
3.88%, 3/27/28

     70,000        67,295  

4.50%, 9/15/47, (4.50% fixed rate until 9/15/27; Secured Overnight Financing Rate + 2.655% thereafter)(c)(d)

     400,000        375,128  

6.75%, 3/1/53, (6.75% fixed rate until 12/1/32; 5-year Constant Maturity Treasury Rate + 2.848% thereafter)(c)

     250,000        260,027  

Public Service Co. of Colorado
3.70%, 6/15/28

     277,000        264,316  

5.25%, 4/1/53

     300,000        284,220  

Public Service Electric & Gas Co.
3.20%, 5/15/29

     300,000        276,789  

Public Service Enterprise Group, Inc.
1.60%, 8/15/30

     380,000        305,729  

Public Storage Operating Co.
3.09%, 9/15/27

     50,000        47,097  

2.30%, 5/1/31

     100,000        83,991  

2.25%, 11/9/31

     185,000        152,629  

Puget Energy, Inc.
2.38%, 6/15/28

     104,000        92,422  

PulteGroup, Inc.
6.00%, 2/15/35

     190,000        195,328  

QUALCOMM, Inc.
3.25%, 5/20/27

     250,000        238,445  

2.15%, 5/20/30

     260,000        222,596  

 

See Notes to Financial Statements.

 

134   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Quanta Services, Inc.
3.05%, 10/1/41

   $ 160,000      $ 112,582  

Quest Diagnostics, Inc.
2.95%, 6/30/30

     185,000        162,994  

4.70%, 3/30/45

     25,000        22,194  

Realty Income Corp.
4.13%, 10/15/26

     55,000        53,547  

3.00%, 1/15/27

     46,000        43,383  

3.65%, 1/15/28

     186,000        176,536  

3.40%, 1/15/30

     88,000        79,819  

4.65%, 3/15/47

     135,000        118,004  

Regal Rexnord Corp.
6.05%, 2/15/26(e)

     250,000        251,307  

6.40%, 4/15/33(e)

     545,000        559,808  

Regency Centers LP
4.13%, 3/15/28

     25,000        23,898  

2.95%, 9/15/29

     122,000        108,076  

4.40%, 2/1/47

     48,000        38,487  

Regeneron Pharmaceuticals, Inc.
1.75%, 9/15/30

     224,000        181,140  

2.80%, 9/15/50

     150,000        93,593  

Regions Financial Corp.
1.80%, 8/12/28

     200,000        170,420  

Reinsurance Group of America, Inc.
6.00%, 9/15/33

     397,000        407,850  

Republic Services, Inc.
0.88%, 11/15/25

     250,000        231,987  

3.95%, 5/15/28

     34,000        32,736  

1.45%, 2/15/31

     280,000        220,690  

1.75%, 2/15/32

     303,000        237,913  

Revvity, Inc.
2.55%, 3/15/31

     200,000        167,630  

Rockwell Automation, Inc.
3.50%, 3/1/29

     168,000        160,220  

Roper Technologies, Inc.
3.80%, 12/15/26

     140,000        135,383  

2.00%, 6/30/30

     285,000        236,881  

Ross Stores, Inc.
1.88%, 4/15/31

     210,000        170,757  

Royalty Pharma PLC
2.20%, 9/2/30

     290,000        238,838  

3.30%, 9/2/40

     46,000        33,763  

3.55%, 9/2/50

     245,000        166,992  

RPM International, Inc.
3.75%, 3/15/27

     73,000        69,722  

4.55%, 3/1/29

     45,000        43,325  

2.95%, 1/15/32

     40,000        33,779  

4.25%, 1/15/48(d)

     23,000        18,619  

RTX Corp.
5.00%, 2/27/26

     250,000        249,452  

7.20%, 8/15/27

     116,000        124,084  

4.13%, 11/16/28

     139,000        133,547  

2.25%, 7/1/30

     186,000        157,496  

1.90%, 9/1/31

     285,000        227,319  

2.38%, 3/15/32

     320,000        259,658  

5.15%, 2/27/33

     250,000        247,690  

4.45%, 11/16/38

     182,000        161,938  

4.88%, 10/15/40

   168,000      155,676  

4.50%, 6/1/42

     299,000        261,792  

4.15%, 5/15/45

     129,000        105,623  

3.75%, 11/1/46

     150,000        114,080  

4.35%, 4/15/47

     252,000        210,921  

4.05%, 5/4/47

     130,000        104,303  

4.63%, 11/16/48

     90,000        78,375  

3.13%, 7/1/50

     104,000        70,009  

2.82%, 9/1/51

     60,000        37,494  

3.03%, 3/15/52

     495,000        322,824  

5.38%, 2/27/53

     250,000        241,885  

Ryder System, Inc.
4.63%, 6/1/25

     317,000        314,157  

S&P Global, Inc.
2.95%, 1/22/27

     25,000        23,707  

4.25%, 5/1/29

     210,000        203,698  

Sabine Pass Liquefaction LLC
5.00%, 3/15/27

     60,000        59,589  

4.20%, 3/15/28

     56,000        54,057  

4.50%, 5/15/30

     212,000        203,051  

Sabra Health Care LP
5.13%, 8/15/26

     168,000        164,983  

3.90%, 10/15/29

     174,000        155,192  

San Diego Gas & Electric Co.
5.35%, 4/1/53

     200,000        193,842  

Santander Holdings USA, Inc.
4.40%, 7/13/27

     212,000        203,257  

6.50%, 3/9/29, (6.499% fixed rate until 3/9/28; Secured Overnight Financing Rate + 2.356% thereafter)(c)

     500,000        507,970  

Sempra
5.40%, 8/1/26

     200,000        200,560  

3.25%, 6/15/27

     50,000        47,060  

3.40%, 2/1/28

     156,000        146,863  

3.80%, 2/1/38

     400,000        328,700  

6.00%, 10/15/39

     88,000        88,949  

ServiceNow, Inc.
1.40%, 9/1/30

     284,000        228,046  

Sherwin-Williams Co.
2.95%, 8/15/29

     155,000        139,443  

2.30%, 5/15/30

     322,000        273,822  

4.50%, 6/1/47

     255,000        220,412  

Shire Acquisitions Investments Ireland DAC
3.20%, 9/23/26

     170,000        162,019  

Simon Property Group LP
3.38%, 6/15/27

     166,000        157,617  

3.38%, 12/1/27

     37,000        34,911  

1.75%, 2/1/28

     25,000        22,136  

2.45%, 9/13/29

     99,000        86,331  

SITE Centers Corp.
4.70%, 6/1/27

     130,000        127,946  

Skyworks Solutions, Inc.
1.80%, 6/1/26

     231,000        213,744  

3.00%, 6/1/31

     110,000        92,346  

Snap-on, Inc.
3.25%, 3/1/27

     150,000        143,769  

 

See Notes to Financial Statements.

 

WisdomTree Trust      135  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Solventum Corp.
5.40%, 3/1/29(e)

   $ 200,000      $ 199,784  

5.60%, 3/23/34(e)

     300,000        299,019  

6.00%, 5/15/64(e)

     200,000        194,460  

Sonoco Products Co.
2.25%, 2/1/27

     50,000        45,927  

3.13%, 5/1/30

     66,000        58,625  

2.85%, 2/1/32

     95,000        80,225  

Southern California Edison Co.
4.90%, 6/1/26

     500,000        496,780  

3.65%, 3/1/28, Series B

     125,000        118,524  

4.20%, 3/1/29, Series A

     180,000        173,293  

6.65%, 4/1/29

     208,000        218,544  

5.95%, 11/1/32

     300,000        312,837  

Southern Co.
3.70%, 4/30/30, Series A

     25,000        23,072  

4.25%, 7/1/36

     397,000        351,289  

4.40%, 7/1/46

     80,000        67,734  

4.00%, 1/15/51, Series B, (4.00% fixed rate until 10/15/25; 5-year Constant Maturity Treasury Rate + 3.733% thereafter)(c)

     340,000        327,097  

Southern Co. Gas Capital Corp.
5.75%, 9/15/33

     350,000        358,949  

5.88%, 3/15/41

     150,000        150,353  

3.95%, 10/1/46

     25,000        19,027  

4.40%, 5/30/47

     174,000        141,462  

3.15%, 9/30/51, Series 21A

     116,000        74,865  

Southern Power Co.
5.15%, 9/15/41

     350,000        324,779  

5.25%, 7/15/43

     235,000        218,273  

4.95%, 12/15/46, Series F

     60,000        52,842  

Southwest Airlines Co.
3.00%, 11/15/26

     25,000        23,616  

5.13%, 6/15/27

     225,000        224,325  

3.45%, 11/16/27

     100,000        94,111  

Southwest Gas Corp.
3.80%, 9/29/46

     50,000        36,764  

4.15%, 6/1/49

     150,000        115,704  

Southwestern Electric Power Co.
1.65%, 3/15/26, Series N

     408,000        379,701  

4.10%, 9/15/28, Series M

     89,000        85,376  

3.85%, 2/1/48, Series L

     50,000        36,812  

3.25%, 11/1/51

     200,000        131,218  

Spectra Energy Partners LP
5.95%, 9/25/43

     100,000        99,754  

Sprint Capital Corp.
8.75%, 3/15/32

     422,000        510,118  

Stanley Black & Decker, Inc.
4.25%, 11/15/28(d)

     79,000        76,288  

2.30%, 3/15/30

     175,000        147,044  

4.85%, 11/15/48

     260,000        225,672  

Starbucks Corp.
2.00%, 3/12/27

     100,000        91,675  

4.00%, 11/15/28

     233,000        225,194  

3.55%, 8/15/29

     89,000        83,495  

3.00%, 2/14/32

     33,000        28,623  

4.80%, 2/15/33

   350,000      345,376  

4.30%, 6/15/45

     300,000        256,644  

4.45%, 8/15/49

     247,000        211,563  

3.50%, 11/15/50

     35,000        25,628  

State Street Corp.

     

5.10%, 5/18/26, (5.104% fixed rate until 5/18/25; Secured Overnight Financing Rate + 1.13% thereafter)(c)

     500,000        498,245  

3.03%, 11/1/34, (3.031% fixed rate until 11/1/29; Secured Overnight Financing Rate + 1.49% thereafter)(c)

     246,000        217,211  

Steel Dynamics, Inc.
3.45%, 4/15/30

     133,000        120,925  

3.25%, 1/15/31

     100,000        88,690  

STERIS Irish FinCo Unlimited Co.
2.70%, 3/15/31

     239,000        203,532  

Stifel Financial Corp.
4.00%, 5/15/30

     175,000        158,235  

STORE Capital Corp.
4.50%, 3/15/28

     30,000        28,250  

4.63%, 3/15/29

     75,000        70,008  

Stryker Corp.
3.50%, 3/15/26

     123,000        119,294  

4.10%, 4/1/43

     25,000        21,176  

4.63%, 3/15/46

     218,000        197,737  

2.90%, 6/15/50

     28,000        19,081  

Synchrony Financial
3.70%, 8/4/26

     133,000        125,576  

3.95%, 12/1/27

     110,000        101,948  

5.15%, 3/19/29

     90,000        85,939  

Sysco Corp.
3.25%, 7/15/27

     109,000        102,797  

5.95%, 4/1/30

     123,000        128,000  

5.38%, 9/21/35

     72,000        72,770  

4.50%, 4/1/46

     25,000        21,442  

6.60%, 4/1/50

     262,000        296,186  

3.15%, 12/14/51

     250,000        169,408  

T-Mobile USA, Inc.
3.50%, 4/15/25

     160,000        156,467  

2.25%, 2/15/26

     386,000        363,739  

3.75%, 4/15/27

     355,000        340,374  

3.88%, 4/15/30

     510,000        473,729  

2.55%, 2/15/31

     88,000        74,247  

2.25%, 11/15/31

     250,000        202,980  

2.70%, 3/15/32

     120,000        99,809  

5.05%, 7/15/33

     900,000        880,983  

4.38%, 4/15/40

     275,000        241,233  

3.00%, 2/15/41

     186,000        134,426  

4.50%, 4/15/50

     480,000        406,282  

3.30%, 2/15/51

     698,000        480,629  

3.40%, 10/15/52

     513,000        356,909  

5.80%, 9/15/62

     282,000        286,371  

Tampa Electric Co.
4.10%, 6/15/42

     87,000        72,185  

Tapestry, Inc.
7.85%, 11/27/33

     650,000        704,015  

Targa Resources Corp.
4.95%, 4/15/52

     235,000        201,296  

 

See Notes to Financial Statements.

 

136   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

Targa Resources Partners LP/Targa Resources Partners Finance Corp.
4.88%, 2/1/31

   $ 690,000      $ 655,238  

Target Corp.
2.25%, 4/15/25(d)

     520,000        503,849  

3.38%, 4/15/29

     130,000        121,882  

TC PipeLines LP
3.90%, 5/25/27

     147,000        140,284  

TD SYNNEX Corp.
1.75%, 8/9/26

     216,000        196,966  

2.65%, 8/9/31

     243,000        194,067  

Teledyne FLIR LLC
2.50%, 8/1/30

     135,000        114,163  

Teledyne Technologies, Inc.
2.75%, 4/1/31(d)

     200,000        169,834  

Texas Instruments, Inc.
2.25%, 9/4/29(d)

     105,000        92,722  

5.15%, 2/8/54

     300,000        297,489  

Textron, Inc.
3.65%, 3/15/27

     203,000        194,387  

3.38%, 3/1/28

     205,000        192,308  

Thermo Fisher Scientific, Inc.
5.20%, 1/31/34

     500,000        505,925  

Thomas Jefferson University
3.85%, 11/1/57

     40,000        29,780  

Time Warner Cable LLC
6.55%, 5/1/37

     323,000        303,775  

7.30%, 7/1/38

     226,000        225,367  

5.50%, 9/1/41

     370,000        305,117  

4.50%, 9/15/42

     75,000        54,905  

Timken Co.
4.50%, 12/15/28

     206,000        200,271  

TJX Cos., Inc.
4.50%, 4/15/50

     250,000        228,317  

Toll Brothers Finance Corp.

4.88%, 3/15/27

     45,000        44,258  

3.80%, 11/1/29

     150,000        138,015  

Toyota Motor Credit Corp.
3.95%, 6/30/25

     260,000        256,071  

5.60%, 9/11/25

     800,000        806,912  

4.45%, 5/18/26

     500,000        494,850  

1.90%, 1/13/27

     228,000        210,093  

1.15%, 8/13/27

     400,000        354,588  

2.15%, 2/13/30

     110,000        94,571  

Trane Technologies Financing Ltd.
3.80%, 3/21/29

     216,000        204,282  

4.50%, 3/21/49

     150,000        133,263  

Trane Technologies Global Holding Co. Ltd.
3.75%, 8/21/28

     58,000        55,351  

5.75%, 6/15/43

     50,000        51,774  

Transcontinental Gas Pipe Line Co. LLC
7.85%, 2/1/26

     250,000        259,785  

4.00%, 3/15/28

     220,000        211,242  

4.60%, 3/15/48

     465,000        407,619  

Travelers Cos., Inc.
3.75%, 5/15/46

     300,000        238,206  

Trimble, Inc.
4.90%, 6/15/28

     175,000        173,574  

Truist Bank
3.30%, 5/15/26

   188,000      179,292  

Truist Financial Corp.

     

4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(c)

     540,000        529,054  

5.90%, 10/28/26, (5.90% fixed rate until 10/28/25; Secured Overnight Financing Rate + 1.626% thereafter)(c)

     750,000        752,280  

1.95%, 6/5/30

     233,000        190,655  

4.92%, 7/28/33, (4.916% fixed rate until 7/28/32; Secured Overnight Financing Rate + 2.24% thereafter)(c)

     150,000        137,963  

5.12%, 1/26/34, (5.122% fixed rate until 1/26/33; Secured Overnight Financing Rate + 1.85% thereafter)(c)

     129,000        122,496  

Tyson Foods, Inc.
4.35%, 3/1/29

     70,000        67,399  

4.88%, 8/15/34

     126,000        119,808  

4.55%, 6/2/47

     50,000        40,523  

5.10%, 9/28/48

     289,000        255,144  

U.S. Bancorp
1.45%, 5/12/25

     750,000        717,832  

5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(c)

     774,000        777,491  

5.85%, 10/21/33, (5.85% fixed rate until 10/21/32; Secured Overnight Financing Rate + 2.09% thereafter)(c)

     250,000        252,900  

UDR, Inc.
2.95%, 9/1/26

     40,000        37,740  

4.40%, 1/26/29

     129,000        123,527  

3.20%, 1/15/30

     110,000        98,525  

3.00%, 8/15/31

     105,000        90,149  

Union Pacific Corp.
3.25%, 8/15/25

     32,000        31,178  

4.75%, 2/21/26

     500,000        499,025  

6.63%, 2/1/29

     122,000        131,984  

2.40%, 2/5/30

     47,000        40,957  

3.35%, 8/15/46

     500,000        361,630  

3.80%, 4/6/71

     160,000        117,349  

United Airlines Pass-Through Trust

     

4.30%, 2/15/27, Series 2013-1, Class A

     261,519        255,224  

4.00%, 10/11/27, Series 2014-1, Class A

     21,570        20,763  

3.75%, 3/3/28, Series 2014-2, Class A

     197,540        189,455  

3.45%, 1/7/30, Series 2016-1, Class A

     19,711        17,810  

4.15%, 2/25/33, Series 2019-1, Class AA

     33,080        30,630  

United Parcel Service, Inc.
3.90%, 4/1/25

     300,000        295,989  

3.05%, 11/15/27

     49,000        46,068  

4.25%, 3/15/49

     200,000        172,198  

5.05%, 3/3/53

     85,000        82,549  

UnitedHealth Group, Inc.
5.15%, 10/15/25

     760,000        761,778  

1.15%, 5/15/26

     196,000        180,728  

 

See Notes to Financial Statements.

 

WisdomTree Trust      137  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

3.45%, 1/15/27

   $ 93,000      $ 89,778  

3.38%, 4/15/27

     355,000        340,370  

3.70%, 5/15/27

     10,000        9,685  

3.88%, 12/15/28

     129,000        123,888  

4.20%, 1/15/47

     800,000        677,392  

5.05%, 4/15/53

     250,000        238,082  

Universal Health Services, Inc.
2.65%, 1/15/32

     310,000        252,104  

University of Miami
4.06%, 4/1/52, Series 2022

     37,000        31,222  

Unum Group
5.75%, 8/15/42

     122,000        118,606  

4.50%, 12/15/49

     75,000        59,565  

Valero Energy Corp.
2.15%, 9/15/27

     154,000        139,559  

2.80%, 12/1/31

     275,000        232,416  

6.63%, 6/15/37

     36,000        38,660  

4.90%, 3/15/45

     200,000        181,476  

3.65%, 12/1/51

     97,000        68,432  

Valmont Industries, Inc.
5.00%, 10/1/44

     55,000        48,094  

Ventas Realty LP
4.00%, 3/1/28

     115,000        109,633  

2.50%, 9/1/31

     170,000        138,499  

Verisk Analytics, Inc.
5.50%, 6/15/45

     125,000        119,611  

3.63%, 5/15/50

     70,000        51,396  

Verizon Communications, Inc.
0.85%, 11/20/25

     295,000        273,819  

4.13%, 3/16/27

     398,000        387,166  

4.33%, 9/21/28

     141,000        136,918  

3.88%, 2/8/29

     197,000        187,217  

4.02%, 12/3/29

     173,000        164,265  

3.15%, 3/22/30

     109,000        97,626  

1.68%, 10/30/30

     154,000        124,090  

2.55%, 3/21/31

     247,000        208,268  

2.36%, 3/15/32

     875,000        709,677  

4.40%, 11/1/34

     141,000        131,144  

5.25%, 3/16/37

     360,000        359,327  

4.81%, 3/15/39

     250,000        233,690  

2.65%, 11/20/40

     340,000        234,590  

3.40%, 3/22/41

     486,000        372,825  

2.85%, 9/3/41

     224,000        158,113  

4.13%, 8/15/46

     220,000        180,558  

4.86%, 8/21/46

     100,000        91,873  

4.00%, 3/22/50

     549,000        434,050  

2.88%, 11/20/50

     470,000        299,860  

3.55%, 3/22/51

     616,000        448,214  

5.50%, 2/23/54

     200,000        197,820  

5.01%, 8/21/54

     100,000        92,884  

2.99%, 10/30/56

     606,000        377,223  

3.70%, 3/22/61

     383,000        272,910  

VF Corp.
2.80%, 4/23/27

     130,000        117,966  

2.95%, 4/23/30

     160,000        132,024  

Viatris, Inc.
2.70%, 6/22/30

     210,000        176,797  

3.85%, 6/22/40

   71,000      52,184  

4.00%, 6/22/50

     275,000        187,690  

VICI Properties LP
4.38%, 5/15/25

     664,000        653,217  

Virginia Electric & Power Co.
3.10%, 5/15/25, Series A

     260,000        253,292  

2.40%, 3/30/32

     177,000        145,729  

VMware LLC
4.50%, 5/15/25

     150,000        148,383  

3.90%, 8/21/27

     117,000        111,597  

2.20%, 8/15/31

     340,000        274,492  

Vontier Corp.
2.95%, 4/1/31

     110,000        90,629  

Voya Financial, Inc.
4.80%, 6/15/46

     52,000        44,234  

4.70%, 1/23/48, (4.70% fixed rate until 1/23/28; Secured Overnight Financing Rate + 2.359% thereafter)(c)

     235,000        198,272  

Vulcan Materials Co.
3.90%, 4/1/27

     20,000        19,383  

4.50%, 6/15/47

     80,000        69,361  

4.70%, 3/1/48

     255,000        229,153  

Walt Disney Co.
1.75%, 1/13/26

     500,000        471,475  

2.00%, 9/1/29

     149,000        128,586  

3.80%, 3/22/30

     270,000        254,985  

4.75%, 11/15/46

     200,000        181,558  

4.70%, 3/23/50

     250,000        229,212  

Warnermedia Holdings, Inc.
3.64%, 3/15/25

     700,000        685,328  

4.28%, 3/15/32

     325,000        286,946  

5.05%, 3/15/42

     625,000        525,894  

5.14%, 3/15/52

     318,000        258,540  

5.39%, 3/15/62

     525,000        422,982  

Waste Connections, Inc.
3.50%, 5/1/29

     161,000        150,921  

2.20%, 1/15/32

     231,000        187,154  

Waste Management, Inc.
3.15%, 11/15/27

     175,000        164,763  

1.15%, 3/15/28

     14,000        12,138  

2.95%, 6/1/41

     350,000        259,304  

WEC Energy Group, Inc.
5.00%, 9/27/25

     300,000        298,701  

1.38%, 10/15/27

     85,000        74,855  

Wells Fargo & Co.
3.00%, 4/22/26

     610,000        582,172  

3.91%, 4/25/26, (3.908% fixed rate until 4/25/25; Secured Overnight Financing Rate + 1.32% thereafter)(c)

     500,000        490,425  

4.54%, 8/15/26, (4.54% fixed rate until 8/15/25; Secured Overnight Financing Rate + 1.56% thereafter)(c)

     250,000        246,620  

4.30%, 7/22/27

     750,000        728,235  

3.53%, 3/24/28, (3.526% fixed rate until 3/24/27; Secured Overnight Financing Rate + 1.51% thereafter)(c)

     1,000,000        948,450  

 

See Notes to Financial Statements.

 

138   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c)

   $ 510,000      $ 465,390  

4.15%, 1/24/29

     800,000        766,256  

5.57%, 7/25/29, (5.574% fixed rate until 7/25/28; Secured Overnight Financing Rate + 1.74% thereafter)(c)

     250,000        251,852  

4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; 3-month Secured Overnight Financing Rate + 4.032% thereafter)(c)

     283,000        269,501  

3.90%, 5/1/45

     400,000        320,676  

5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; 3-month Secured Overnight Financing Rate + 4.502% thereafter)(c)

     350,000        324,201  

5.95%, 12/1/86

     132,000        134,693  

Welltower OP LLC
4.25%, 4/15/28

     70,000        67,771  

4.13%, 3/15/29

     185,000        175,981  

3.10%, 1/15/30

     218,000        194,574  

2.80%, 6/1/31

     225,000        191,212  

Western Midstream Operating LP
4.05%, 2/1/30

     250,000        231,517  

5.25%, 2/1/50

     350,000        310,523  

Western Union Co.
1.35%, 3/15/26

     100,000        92,104  

Westinghouse Air Brake Technologies Corp.
4.70%, 9/15/28

     149,000        145,400  

Westlake Corp.
5.00%, 8/15/46

     85,000        75,762  

4.38%, 11/15/47

     85,000        70,009  

3.13%, 8/15/51

     150,000        94,638  

WestRock MWV LLC
8.20%, 1/15/30

     36,000        40,982  

Weyerhaeuser Co.
6.95%, 10/1/27

     75,000        79,619  

4.00%, 4/15/30

     69,000        64,521  

7.38%, 3/15/32

     227,000        256,567  

3.38%, 3/9/33

     43,000        37,201  

Whirlpool Corp.
2.40%, 5/15/31

     205,000        168,446  

4.60%, 5/15/50

     210,000        169,667  

Williams Cos., Inc.
3.75%, 6/15/27

     149,000        142,589  

2.60%, 3/15/31

     330,000        278,246  

5.65%, 3/15/33

     200,000        203,382  

6.30%, 4/15/40

     305,000        316,184  

5.75%, 6/24/44

     67,000        65,720  

5.10%, 9/15/45

     206,000        188,418  

Willis North America, Inc.
4.65%, 6/15/27

     183,000        179,691  

4.50%, 9/15/28

     140,000        135,218  

2.95%, 9/15/29

     160,000        142,306  

Wisconsin Electric Power Co.
4.30%, 10/15/48

     200,000        168,376  

Wisconsin Power & Light Co.
3.00%, 7/1/29

     110,000        100,847  

Workday, Inc.
3.50%, 4/1/27

     239,000        227,604  

WR Berkley Corp.
4.75%, 8/1/44

   308,000      268,059  

4.00%, 5/12/50

     185,000        142,637  

WRKCo, Inc.
4.00%, 3/15/28

     74,000        70,689  

3.00%, 6/15/33

     285,000        240,514  

Xcel Energy, Inc.

     

1.75%, 3/15/27

     160,000        144,483  

3.40%, 6/1/30

     90,000        81,284  

2.35%, 11/15/31

     85,000        69,381  

6.50%, 7/1/36

     130,000        140,440  

Xylem, Inc.
1.95%, 1/30/28

     95,000        84,939  

Zimmer Biomet Holdings, Inc.
5.75%, 11/30/39

     153,000        152,653  

Zoetis, Inc.

     

3.00%, 9/12/27

     173,000        162,049  

4.70%, 2/1/43

     50,000        45,742  

3.95%, 9/12/47

     100,000        80,697  

4.45%, 8/20/48

     80,000        70,266  
     

 

 

 
Total United States               356,807,743  
TOTAL CORPORATE BONDS
(Cost: $446,110,262)
              425,316,385  
FOREIGN GOVERNMENT AGENCIES – 0.3%      
Japan – 0.3%      

Japan Bank for International Cooperation
2.88%, 4/14/25

     1,000,000        974,350  

1.88%, 7/21/26

     250,000        233,375  

2.88%, 6/1/27

     320,000        302,278  

2.88%, 7/21/27

     250,000        235,742  

1.88%, 4/15/31

     940,000        780,943  

Japan International Cooperation Agency
2.13%, 10/20/26

     250,000        233,228  

TOTAL FOREIGN GOVERNMENT AGENCIES

(Cost: $2,981,466)

              2,759,916  
FOREIGN GOVERNMENT OBLIGATIONS – 2.4%

 

  
Chile – 0.1%      

Chile Government International Bonds
2.75%, 1/31/27

     300,000        281,235  

3.24%, 2/6/28

     200,000        187,474  

2.45%, 1/31/31

     250,000        213,053  

4.95%, 1/5/36

     200,000        193,576  
     

 

 

 
Total Chile               875,338  
Hungary – 0.0%      

Hungary Government International Bonds
7.63%, 3/29/41

     158,000        181,169  
Indonesia – 0.3%      

Indonesia Government International Bonds
4.10%, 4/24/28

     460,000        445,119  

2.85%, 2/14/30

     550,000        488,714  

3.85%, 10/15/30

     300,000        279,546  

4.35%, 1/11/48

     625,000        540,675  

5.35%, 2/11/49

     200,000        199,904  

4.20%, 10/15/50

     220,000        183,445  

5.45%, 9/20/52

     300,000        299,109  

 

See Notes to Financial Statements.

 

WisdomTree Trust      139  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

4.45%, 4/15/70

   $ 387,000      $ 322,479  
     

 

 

 
Total Indonesia               2,758,991  
Israel – 0.0%      

State of Israel
2.50%, 1/15/30

     200,000        171,166  

Italy – 0.1%

     

Republic of Italy Government International Bonds
2.88%, 10/17/29

     550,000        485,150  

5.38%, 6/15/33

     53,000        52,122  

4.00%, 10/17/49

     550,000        397,254  
     

 

 

 
Total Italy               934,526  
Mexico – 0.7%      

Mexico Government International Bonds
11.50%, 5/15/26

     55,000        63,041  

3.25%, 4/16/30

     1,175,000        1,041,555  

2.66%, 5/24/31

     1,663,000        1,379,691  

4.75%, 4/27/32

     555,000        523,282  

6.35%, 2/9/35

     200,000        205,244  

6.00%, 5/7/36

     300,000        299,475  

6.05%, 1/11/40, Series A

     102,000        100,130  

4.28%, 8/14/41

     275,000        218,875  

4.75%, 3/8/44

     354,000        292,946  

5.55%, 1/21/45

     700,000        646,611  

4.60%, 1/23/46

     250,000        199,918  

4.35%, 1/15/47

     205,000        158,492  

4.60%, 2/10/48

     200,000        158,512  

4.50%, 1/31/50

     303,000        236,334  

4.40%, 2/12/52

     290,000        219,408  

6.40%, 5/7/54

     200,000        197,644  

3.77%, 5/24/61

     745,000        480,354  

5.75%, 10/12/2110

     310,000        268,816  
     

 

 

 
Total Mexico               6,690,328  
Panama – 0.3%      

Panama Government International Bonds
8.88%, 9/30/27

     380,000        410,404  

9.38%, 4/1/29

     200,000        221,496  

3.30%, 1/19/33

     500,000        378,555  

6.70%, 1/26/36

     235,000        222,622  

4.50%, 5/15/47

     200,000        133,930  

4.30%, 4/29/53

     295,000        185,924  

4.50%, 4/1/56

     525,000        332,451  

3.87%, 7/23/60

     300,000        168,435  

4.50%, 1/19/63

     640,000        398,592  
     

 

 

 
Total Panama

 

     2,452,409  
Peru – 0.2%      

Peru Government International Bonds

     

4.13%, 8/25/27

     64,000        61,996  

2.78%, 1/23/31

     525,000        447,416  

8.75%, 11/21/33

     190,000        233,803  

3.00%, 1/15/34

     196,000        159,777  

6.55%, 3/14/37

     55,000        59,451  

3.30%, 3/11/41

     500,000        371,935  

5.63%, 11/18/50

     70,000        69,476  

2.78%, 12/1/60

     300,000        172,551  

3.60%, 1/15/72

   313,000      206,245  

3.23%, 7/28/2121

     110,000        63,077  
     

 

 

 
Total Peru               1,845,727  
Philippines – 0.4%

 

Bangko Sentral ng Pilipinas International Bonds
8.60%, 6/15/27, Series A

     300,000        328,842  

Philippines Government International Bonds

     

3.00%, 2/1/28

     1,370,000        1,273,853  

9.50%, 2/2/30

     230,000        282,891  

6.38%, 1/15/32

     160,000        173,261  

5.00%, 1/13/37

     500,000        493,270  

3.95%, 1/20/40

     480,000        411,624  

3.70%, 3/1/41

     200,000        163,860  

3.70%, 2/2/42

     525,000        427,108  

3.20%, 7/6/46

     500,000        357,645  
     

 

 

 
Total Philippines

 

     3,912,354  
Poland – 0.1%

 

Republic of Poland Government International Bonds

     

3.25%, 4/6/26

     275,000        267,803  

5.50%, 4/4/53

     200,000        200,274  
     

 

 

 
Total Poland

 

     468,077  
Uruguay – 0.2%

 

Uruguay Government International Bonds

     

4.38%, 1/23/31

     355,000        346,405  

7.63%, 3/21/36

     260,000        313,030  

4.13%, 11/20/45

     120,000        104,791  

5.10%, 6/18/50

     310,000        298,372  

4.98%, 4/20/55

     475,000        443,294  
     

 

 

 
Total Uruguay

 

     1,505,892  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $24,324,962)

 

 

     21,795,977  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.7%

 

United States – 6.7%

 

BANK

     

2.00%, 11/15/53, Series 2020-BNK29, Class A4

     509,000        406,370  

2.04%, 2/15/54, Series 2021-BNK31, Class A4

     500,000        410,474  

2.93%, 2/15/55, Series 2022-BNK39, Class A4^(c)

     325,000        279,923  

3.25%, 7/15/60, Series 2017-BNK6, Class A4

     1,000,000        939,893  

2.76%, 9/15/62, Series 2019-BNK20, Class A2

     1,933,533        1,706,069  

2.55%, 4/15/63, Series 2020-BNK27, Class AS

     850,000        696,137  

2.13%, 9/15/64, Series 2021-BNK36, Class A2

     750,000        674,129  

Bank5

     

6.26%, 4/15/56, Series 2023-5YR1, Class A3^(c)

     500,000        516,078  

 

See Notes to Financial Statements.

 

140   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

BBCMS Mortgage Trust

     

3.66%, 4/15/55, Series 2022-C15, Class A5^(c)

   $ 1,000,000      $ 898,308  

6.80%, 11/15/56, Series 2023-C22, Class A5^(c)

     700,000        787,179  

Benchmark Mortgage Trust

     

2.70%, 9/15/43, Series 2020-IG1, Class A1

     289,558        267,986  

3.94%, 7/15/51, Series 2018-B5, Class A3

     1,000,000        951,191  

2.58%, 11/15/54, Series 2021-B30, Class A5

     400,000        333,667  

3.46%, 3/15/55, Series 2022-B33, Class A5

     350,000        307,940  

3.79%, 4/15/55, Series 2022-B34, Class A5^(c)

     750,000        659,144  

6.54%, 5/15/55, Series 2023-V2, Class AS^(c)

     500,000        516,295  

5.53%, 4/15/56, Series 2023-B38, Class A4

     354,000        363,072  

3.72%, 3/15/62, Series 2019-B10, Class A4

     1,000,000        930,611  

BMO Mortgage Trust

     

4.81%, 7/15/54, Series 2022-C2, Class A5^(c)

     500,000        492,530  

5.96%, 9/15/56, Series 2023-C6, Class A5^(c)

     500,000        529,263  

CD Mortgage Trust

     

3.17%, 8/15/50, Series 2017-CD5, Class A3

     525,000        489,572  

Citigroup Commercial Mortgage Trust

     

3.15%, 11/15/49, Series 2016-C3, Class A4

     616,000        576,875  

3.20%, 9/15/50, Series 2017-P8, Class A3

     500,000        466,287  

3.30%, 11/10/52, Series 2019-GC43, Class AS

     500,000        431,250  

2.69%, 8/10/56, Series 2019-GC41, Class A2

     236,339        233,400  

2.87%, 8/10/56, Series 2019-GC41, Class A5

     250,000        221,618  

COMM Mortgage Trust

     

3.76%, 8/10/48, Series 2015-CR25, Class A4

     250,000        242,683  

3.63%, 10/10/48, Series 2015-CR26, Class A4

     300,000        289,237  

2.87%, 8/15/57, Series 2019-GC44, Class ASB

     500,000        465,487  

CSAIL Commercial Mortgage Trust

     

3.49%, 11/15/48, Series 2016-C5, Class A4

     117,779        113,845  

3.76%, 11/15/48, Series 2016-C5, Class A5

     550,000        531,864  

4.22%, 8/15/51, Series 2018-CX12, Class A4^(c)

     779,577        744,799  

3.33%, 6/15/52, Series 2019-C16, Class A3

     1,000,000        907,497  

Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates

     

2.81%, 1/25/25, Series K044, Class A2

   807,732      790,706  

3.31%, 9/25/25, Series K051, Class A2

     780,000        760,190  

3.15%, 11/25/25, Series K052, Class A2

     700,000        679,608  

2.57%, 7/25/26, Series K057, Class A2

     650,000        619,143  

2.96%, 7/25/26, Series K060, Class A1

     436,106        424,216  

3.41%, 12/25/26, Series K062, Class A2

     500,000        482,303  

3.12%, 6/25/27, Series K066, Class A2

     750,000        714,262  

3.19%, 7/25/27, Series K067, Class A2

     500,000        476,300  

3.19%, 9/25/27, Series K069, Class A2^(c)

     625,000        594,267  

1.60%, 12/25/27, Series K741, Class A2

     500,000        446,918  

3.35%, 1/25/28, Series K073, Class A2

     1,250,000        1,189,957  

4.82%, 6/25/28, Series K505, Class A2

     1,100,000        1,102,030  

3.93%, 7/25/28, Series K080, Class A2^(c)

     400,000        387,244  

4.86%, 10/25/28, Series K511, Class A2

     750,000        753,004  

2.12%, 3/25/29, Series K749, Class A2^(c)

     350,000        310,945  

2.79%, 6/25/29, Series K095, Class A2

     2,000,000        1,824,501  

2.07%, 1/25/30, Series K106, Class A2

     2,000,000        1,727,884  

1.38%, 7/25/30, Series K116, Class A2

     1,500,000        1,226,067  

1.55%, 10/25/30, Series K121, Class A2

     500,000        409,677  

1.66%, 12/25/30, Series K124, Class A2

     1,100,000        904,432  

3.90%, 12/25/30, Series K158, Class A2^(c)

     1,500,000        1,423,560  

2.11%, 1/25/31, Series K127, Class A2

     1,000,000        846,326  

2.13%, 11/25/31, Series K136, Class A2

     750,000        624,375  

2.40%, 3/25/32, Series K142, Class A2

     1,220,000        1,030,314  

2.58%, 5/25/32, Series K145, Class A2

     1,200,000        1,024,155  

2.92%, 6/25/32, Series K146, Class A2

     500,000        437,772  

3.46%, 11/25/32, Series K154, Class A3^(c)

     1,100,000        1,000,606  

4.50%, 7/25/33, Series K159, Class A2^(c)

     400,000        392,023  

4.90%, 10/25/33, Series K-161, Class A2

     300,000        303,057  

Federal National Mortgage Association-Aces

     

3.27%, 2/25/29, Series 2019-M5, Class A2

     1,459,926        1,374,616  

2.89%, 6/25/29, Series 2019-M12, Class A2^(c)

     328,799        302,813  

2.44%, 10/25/29, Series 2020-M1, Class A2

     2,000,000        1,778,083  

1.27%, 7/25/30, Series 2020-M42, Class A2

     150,000        121,610  

1.47%, 11/25/30, Series 2021-M1G, Class A2^(c)

     1,000,000        812,736  

3.61%, 2/25/31, Series 2019-M4, Class A2

     1,830,941        1,699,548  

 

See Notes to Financial Statements.

 

WisdomTree Trust      141  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

1.94%, 1/25/32, Series 2022-M10, Class A2^(c)

   $ 1,000,000      $ 818,689  

2.59%, 6/25/32, Series 2022-M13, Class A2^(c)

     400,000        341,901  

4.51%, 4/25/33, Series 2023-M1S, Class A2^(c)

     100,000        98,040  

2.94%, 7/25/39, Series 2016-M11, Class AL

     148,371        132,517  

GS Mortgage Securities Trust

     

3.43%, 8/10/50, Series 2017-GS7, Class A4

     500,000        464,287  

3.99%, 3/10/51, Series 2018-GS9, Class A4^(c)

     750,000        694,202  

2.90%, 2/13/53, Series 2020-GC45, Class A2

     630,000        592,680  

1.66%, 12/12/53, Series 2020-GSA2, Class AAB

     780,000        695,653  

JP Morgan Chase Commercial Mortgage Securities Trust

     

3.65%, 12/15/49, Series 2016-JP4, Class A4^(c)

     132,000        124,606  

JPMBB Commercial Mortgage Securities Trust

     

3.60%, 11/15/48, Series 2015-C32, Class A5

     1,000,000        953,773  

Morgan Stanley Bank of America Merrill Lynch Trust

     

3.08%, 3/15/48, Series 2015-C21, Class A3

     96,075        93,871  

3.31%, 4/15/48, Series 2015-C22, Class A4

     600,000        582,248  

3.54%, 1/15/49, Series 2016-C28, Class A4

     1,000,000        958,613  

Morgan Stanley Capital I Trust

     

3.59%, 3/15/49, Series 2016-UBS9, Class A4

     278,000        264,791  

3.53%, 6/15/50, Series 2017-H1, Class A5

     500,000        469,672  

4.18%, 7/15/51, Series 2018-H3, Class A5

     1,000,000        952,648  

2.57%, 10/15/54, Series 2021-L7, Class A5

     450,000        375,657  

UBS Commercial Mortgage Trust

     

3.49%, 8/15/50, Series 2017-C2, Class A4

     1,000,000        939,600  

Wells Fargo Commercial Mortgage Trust

     

3.15%, 5/15/48, Series 2015-NXS1, Class A5

     831,000        807,083  

2.93%, 7/15/48, Series 2016-C35, Class A4

     525,000        493,575  

3.72%, 12/15/48, Series 2015-NXS4, Class A4

     500,000        483,516  

3.37%, 10/15/49, Series 2016-LC24, Class AS

     860,000        784,732  

3.42%, 9/15/50, Series 2017-C39, Class A5

     500,000        468,133  

3.75%, 3/15/51, Series 2018-C43, Class A3

     461,138        434,996  

3.58%, 6/15/52, Series 2019-C51, Class AS

   750,000      660,853  

4.00%, 4/15/55, Series 2022-C62, Class A4^(c)

     100,000        92,156  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $63,232,204)

 

 

     61,154,413  
MUNICIPAL BONDS – 0.1%

 

United States – 0.1%

 

Los Angeles County Public Works Financing Authority
7.62%, 8/1/40

     100,000        122,017  

Los Angeles Department of Water & Power
6.57%, 7/1/45

     70,000        81,636  

Municipal Electric Authority of Georgia
6.64%, 4/1/57, Series A

     210,000        237,311  

Sales Tax Securitization Corp.
4.64%, 1/1/40, Series A

     90,000        86,552  

San Jose Redevelopment Successor Agency
3.38%, 8/1/34, Series A-T

     60,000        54,045  

State of Illinois
6.63%, 2/1/35, Series 1

     84,615        88,483  

University of California
4.86%, 5/15/2112, Series AD

     56,000        51,459  

TOTAL MUNICIPAL BONDS

(Cost: $854,136)

 

 

     721,503  
ASSET-BACKED SECURITIES – 5.1%

 

United States – 5.1%

 

American Express Credit Account Master Trust

     

3.39%, 5/15/27, Series 2022-2, Class A

     2,000,000        1,957,556  

3.75%, 8/15/27, Series 2022-3, Class A

     900,000        882,314  

4.95%, 10/15/27, Series 2022-4, Class A

     400,000        399,062  

4.87%, 5/15/28, Series 2023-1, Class A

     1,000,000        998,174  

4.80%, 5/15/30, Series 2023-2, Class A

     600,000        600,168  

BA Credit Card Trust

     

3.53%, 11/15/27, Series 2022-A1, Class A1

     650,000        636,386  

4.79%, 5/15/28, Series 2023-A1, Class A1

     1,700,000        1,693,716  

Barclays Dryrock Issuance Trust
3.07%, 2/15/28, Series 2022-1, Class A

     1,250,000        1,220,396  

Capital One Multi-Asset Execution Trust

     

3.49%, 5/15/27, Series 2022-A2, Class A

     1,850,000        1,811,961  

4.95%, 10/15/27, Series 2022-A3, Class A

     500,000        498,589  

4.42%, 5/15/28, Series 2023-A1, Class A

     800,000        790,619  

2.06%, 8/15/28, Series 2019-A3, Class A3

     700,000        653,597  

1.39%, 7/15/30, Series 2021-A2, Class A2

     1,600,000        1,387,674  

Capital One Prime Auto Receivables Trust

     

0.77%, 9/15/26, Series 2021-1, Class A3

     331,992        322,097  

 

See Notes to Financial Statements.

 

142   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  

CarMax Auto Owner Trust

     

2.03%, 6/16/25, Series 2020-1, Class A4

   $ 273,259      $ 272,953  

3.97%, 4/15/27, Series 2022-3, Class A3

     1,095,000        1,079,169  

4.75%, 10/15/27, Series 2023-1, Class A3

     737,000        731,586  

Chase Issuance Trust

     

5.16%, 9/15/28, Series 2023-A1, Class A

     275,000        276,549  

CNH Equipment Trust

     

0.70%, 5/17/27, Series 2021-B, Class A4

     1,000,000        935,661  

Discover Card Execution Note Trust

     

1.96%, 2/15/27, Series 2022-A1, Class A1

     350,000        339,127  

3.32%, 5/15/27, Series 2022-A2, Class A

     545,000        532,779  

3.56%, 7/15/27, Series 2022-A3, Class A3

     1,000,000        978,340  

4.31%, 3/15/28, Series 2023-A1, Class A

     500,000        493,243  

Exeter Automobile Receivables Trust

     

5.70%, 8/17/26, Series 2022-6A, Class A3

     730,265        730,309  

Ford Credit Auto Lease Trust

     

4.83%, 5/15/26, Series 2023-A, Class A4

     500,000        496,793  

Ford Credit Auto Owner Trust

     

2.04%, 12/15/26, Series 2020-B, Class C

     750,000        749,079  

3.93%, 8/15/27, Series 2022-B, Class A4

     750,000        734,993  

4.65%, 2/15/28, Series 2023-A, Class A3

     500,000        495,500  

5.23%, 5/15/28, Series 2023-B, Class A3

     300,000        300,881  

GM Financial Automobile Leasing Trust

     

5.16%, 1/20/27, Series 2023-1, Class A4

     645,000        643,490  

GM Financial Consumer Automobile Receivables Trust

     

3.71%, 12/16/27, Series 2022-3, Class A4

     1,250,000        1,215,833  

4.66%, 2/16/28, Series 2023-1, Class A3

     1,000,000        991,938  

Honda Auto Receivables Owner Trust

     

3.73%, 7/20/26, Series 2022-2, Class A3

     845,000        832,501  

5.04%, 4/21/27, Series 2023-1, Class A3

     868,000        865,037  

Hyundai Auto Receivables Trust

     

0.60%, 2/16/27, Series 2021-B, Class A4

     1,000,000        949,482  

5.39%, 6/15/27, Series 2022-C, Class A3

     500,000        500,301  

5.54%, 10/16/28, Series 2023-C, Class A3

     1,000,000        1,010,728  

John Deere Owner Trust

     

5.18%, 3/15/28, Series 2023-B, Class A3

   1,000,000      1,000,941  

Mercedes-Benz Auto Lease Trust

     

4.74%, 1/15/27, Series 2023-A, Class A3

     1,000,000        993,393  

Mercedes-Benz Auto Receivables Trust

     

4.51%, 11/15/27, Series 2023-1, Class A3

     500,000        495,120  

Nissan Auto Receivables Owner Trust

     

5.93%, 3/15/28, Series 2023-B, Class A3

     500,000        507,833  

Santander Drive Auto Receivables Trust

     

3.44%, 9/15/27, Series 2022-2, Class B

     1,000,000        983,998  

5.93%, 7/17/28, Series 2023-6, Class A3

     1,250,000        1,267,357  

Synchrony Card Funding LLC

     

3.86%, 7/15/28, Series 2022-A2, Class A

     900,000        882,199  

5.54%, 7/15/29, Series 2023-A1, Class A

     1,000,000        1,008,089  

Toyota Auto Receivables Owner Trust

     

0.53%, 10/15/26, Series 2021-B, Class A4

     1,500,000        1,421,314  

3.76%, 4/15/27, Series 2022-C, Class A3

     250,000        245,640  

3.77%, 2/15/28, Series 2022-C, Class A4

     774,000        751,584  

4.71%, 2/15/28, Series 2023-B, Class A3

     400,000        396,870  

Verizon Master Trust

     

0.50%, 5/20/27, Series 2021-1, Class A

     1,200,000        1,187,082  

1.53%, 7/20/28, Series 2022-2, Class A

     500,000        483,198  

3.67%, 1/22/29, Series 2022-6, Class A

     1,850,000        1,810,583  

Volkswagen Auto Lease Trust

     

3.65%, 1/20/27, Series 2022-A, Class A4

     1,250,000        1,233,842  

Volkswagen Auto Loan Enhanced Trust

     

5.02%, 6/20/28, Series 2023-1, Class A3

     180,000        179,711  

5.57%, 4/22/30, Series 2023-2, Class A4

     250,000        254,729  

World Omni Auto Receivables Trust

     

0.64%, 9/15/27, Series 2021-C, Class A4

     1,000,000        933,211  

1.90%, 3/15/28, Series 2022-A, Class A4

     350,000        329,095  

World Omni Automobile Lease Securitization Trust

     

5.04%, 7/17/28, Series 2023-A, Class A4

     95,000        94,570  

TOTAL ASSET-BACKED SECURITIES

(Cost: $46,761,676)

 

 

     46,468,940  

 

See Notes to Financial Statements.

 

WisdomTree Trust      143  


Schedule of Investments (unaudited) (concluded)

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)

February 29, 2024

 

 

 

Investments in Long Securities    Principal
Amount
     Value  
REPURCHASE AGREEMENT – 0.5%

 

United States – 0.5%

 

Citigroup, Inc., tri-party repurchase agreement dated 2/29/24 (tri-party custodian: The Bank of New York Mellon Corp.), 5.30% due 3/1/24; Proceeds at maturity – $4,980,733 (fully collateralized by Federal Home Loan Bank, 5.59% due 9/27/24 ; Market value including accrued interest – $5,233,084)

     
(Cost: $4,980,000)    $ 4,980,000      $ 4,980,000  
      Shares          
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 0.3%

 

United States – 0.3%

 

State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(f)

     
(Cost: $2,968,058)      2,968,058        2,968,058  

TOTAL INVESTMENTS IN LONG SECURITIES BEFORE
TBA SALE COMMITMENTS – 99.9%

(Cost: $978,421,749)

 

 

     917,177,317  
TBA Sale Commitments    Principal
Amount
    Value  
U.S. GOVERNMENT AGENCIES TBA SALE COMMITMENTS – (0.1)%

 

Uniform Mortgage-Backed Securities – (0.1)%

 

4.00%, 3/18/39(b)

   $ (100,000   $ (96,403

3.00%, 3/1/54(b)

     (950,000     (812,753
TOTAL TBA SALE COMMITMENTS

 

 

(Proceeds: $920,162)

 

    (909,156

Other Assets less Liabilities – 0.2%

 

    1,875,343  
    

 

 

 
NET ASSETS – 100.0%

 

  $ 918,143,504  
^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

 

(a) 

Represents a zero coupon bond. Rate shown reflects the effective yield as of February 29, 2024.

 

(b) 

To-be-announced (“TBA”) security (See Note 2). TBA securities are non-income producing.

 

(c) 

Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates.

 

(d) 

Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,845,271 and the total market value of the collateral held by the Fund was $4,994,739. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $2,026,681.

 

(e) 

This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers.

 

(f) 

Rate shown represents annualized 7-day yield as of February 29, 2024.

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
    

Other

Significant
Observable

Inputs
(Level 2)

    Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

    

Investments in Securities

 

    

U.S. Government Agencies

   $      $ 154,570,205     $      $ 154,570,205  

U.S. Government Obligations

            196,441,920              196,441,920  

Corporate Bonds

            425,316,385              425,316,385  

Foreign Government Agencies

            2,759,916              2,759,916  

Foreign Government Obligations

            21,795,977              21,795,977  

Commercial Mortgage-Backed Securities

            61,154,413              61,154,413  

Municipal Bonds

            721,503              721,503  

Asset-Backed Securities

            46,468,940              46,468,940  

Repurchase Agreement

            4,980,000              4,980,000  

Investment of Cash Collateral for Securities Loaned

            2,968,058              2,968,058  

Total Investments in Securities

   $      $ 917,177,317     $      $ 917,177,317  

Liabilities:

 

    

TBA Sale Commitments

  

U.S. Government Agencies

   $      $ (909,156   $      $ (909,156

Total – Net

   $      $ 916,268,161     $      $ 916,268,161  

 

See Notes to Financial Statements.

 

144   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  
U.S. GOVERNMENT AGENCIES – 6.1%

 

Federal National Mortgage Association – 6.1%

 

1.50%, 12/1/36

   $ 201,280      $ 173,901  

2.00%, 1/1/37

     1,574,981        1,388,645  

2.50%, 3/1/37

     1,122,658        1,019,578  

TOTAL U.S. GOVERNMENT AGENCIES

(Cost: $2,604,448)

 

 

     2,582,124  
U.S. GOVERNMENT OBLIGATIONS – 36.7%

 

U.S. Treasury Bill – 0.3%

 

5.39%, 3/19/24*

     100,000        99,735  
U.S. Treasury Notes – 36.4%

 

0.50%, 3/31/25

     2,968,000        2,828,643  

4.88%, 11/30/25

     1,775,000        1,779,507  

0.75%, 4/30/26

     1,836,000        1,692,634  

0.63%, 7/31/26

     3,304,000        3,012,964  

1.13%, 2/28/27

     608,100        552,611  

2.50%, 3/31/27

     1,713,000        1,620,123  

2.75%, 4/30/27

     881,000        838,395  

2.75%, 7/31/27

     1,491,000        1,414,528  

3.50%, 1/31/28

     871,100        845,069  

3.75%, 12/31/28

     844,600        825,531  
     

 

 

 
Total U.S. Treasury Notes

 

     15,410,005  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $16,035,702)

 

 

     15,509,740  
CORPORATE BONDS – 48.5%

 

Bermuda – 0.2%

 

RenaissanceRe Holdings Ltd. 3.60%, 4/15/29

     105,000        96,908  
Canada – 2.3%

 

Bank of Montreal

 

1.85%, 5/1/25

     1,000        961  

0.95%, 1/22/27, (0.949% fixed rate until 1/22/26; Secured Overnight Financing Rate + 0.603% thereafter)(a)

     179,000        165,210  

Bank of Nova Scotia

     

1.30%, 6/11/25

     100,000        95,054  

1.05%, 3/2/26

     40,000        36,898  

1.30%, 9/15/26

     5,000        4,554  

Canadian Imperial Bank of Commerce

     

2.25%, 1/28/25

     26,000        25,295  

0.95%, 10/23/25

     15,000        14,023  

1.25%, 6/22/26

     20,000        18,341  

Canadian Pacific Railway Co.
1.75%, 12/2/26

     50,000        45,856  

Royal Bank of Canada

     

1.60%, 1/21/25

     30,000        29,027  

1.15%, 6/10/25

     42,000        39,912  

0.88%, 1/20/26

     35,000        32,410  

1.20%, 4/27/26

     50,000        46,035  

1.15%, 7/14/26

     20,000        18,281  

TELUS Corp.
2.80%, 2/16/27

     98,000        91,870  

Toronto-Dominion Bank
1.15%, 6/12/25

     309,000        293,331  
     

 

 

 
Total Canada

 

     957,058  
Chile – 0.1%

 

Enel Americas SA
4.00%, 10/25/26

   40,000      38,488  
China – 0.2%

 

Tencent Music Entertainment Group
1.38%, 9/3/25

     110,000        103,505  
France – 0.4%

 

BPCE SA
4.00%, 4/15/24

     170,000        169,684  

TotalEnergies Capital International SA
2.43%, 1/10/25

     2,000        1,954  
     

 

 

 
Total France

 

     171,638  
Germany – 0.5%

 

Deutsche Bank AG

     

2.31%, 11/16/27, (2.311% fixed rate until 11/16/26; Secured Overnight Financing Rate + 1.219% thereafter)(a)

     94,000        85,432  

2.55%, 1/7/28, (2.552% fixed rate until 1/7/27; Secured Overnight Financing Rate + 1.318% thereafter)(a)

     146,000        133,095  
     

 

 

 
Total Germany

 

     218,527  
Japan – 2.8%

 

Mitsubishi UFJ Financial Group, Inc.
2.76%, 9/13/26

     305,000        287,658  

1.54%, 7/20/27, (1.538% fixed rate until 7/20/26; 1-year Constant Maturity Treasury Rate + 0.75% thereafter)(a)

     315,000        288,278  

Mizuho Financial Group, Inc.

     

2.65%, 5/22/26, (2.651% fixed rate until 5/22/25; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(a)

     147,000        141,923  

Sumitomo Mitsui Financial Group, Inc.
0.95%, 1/12/26

     215,000        198,877  

2.17%, 1/14/27

     200,000        184,726  

Toyota Motor Corp.
1.34%, 3/25/26

     73,000        67,805  
     

 

 

 
Total Japan

 

     1,169,267  
Mexico – 0.1%

 

Southern Copper Corp.
3.88%, 4/23/25

     60,000        58,858  
Netherlands – 0.8%

 

ING Groep NV
3.55%, 4/9/24

     140,000        139,703  

1.73%, 4/1/27, (1.726% fixed rate until 4/1/26; Secured Overnight Financing Rate + 1.005% thereafter)(a)

     200,000        185,200  
     

 

 

 
Total Netherlands

 

     324,903  
Spain – 0.2%

 

Banco Santander SA

     

4.18%, 3/24/28, (4.175% fixed rate until 3/24/27; 1-year Constant Maturity Treasury Rate + 2.00% thereafter)(a)

     101,000        96,715  

 

See Notes to Financial Statements.

 

WisdomTree Trust      145  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  
Switzerland – 0.3%

 

Credit Suisse AG
1.25%, 8/7/26

   $ 135,000      $ 122,650  
United Kingdom – 4.5%

 

Astrazeneca Finance LLC
1.20%, 5/28/26

     147,000        135,246  

AstraZeneca PLC
3.13%, 6/12/27

     5,000        4,753  

Barclays PLC
5.20%, 5/12/26

     200,000        197,708  

2.28%, 11/24/27, (2.279% fixed rate until 11/24/26; 1-year Constant Maturity Treasury Rate + 1.05% thereafter)(a)

     114,000        104,250  

BAT International Finance PLC
1.67%, 3/25/26

     95,000        88,056  

Diageo Capital PLC
1.38%, 9/29/25

     200,000        188,644  

HSBC Holdings PLC

     

2.10%, 6/4/26, (2.099% fixed rate until 6/4/25; Secured Overnight Financing Rate + 1.929% thereafter)(a)

     500,000        478,385  

Lloyds Banking Group PLC

     

3.57%, 11/7/28, (3.574% fixed rate until 11/7/27; Secured Overnight Financing Rate + 1.480% thereafter)(a)

     310,000        289,453  

NatWest Group PLC

     

1.64%, 6/14/27, (1.642% fixed rate until 6/14/26; 1-year Constant Maturity Treasury Rate + 0.90% thereafter)(a)

     305,000        278,941  

Santander U.K. Group Holdings PLC

     

2.47%, 1/11/28, (2.469% fixed rate until 1/11/27; Secured Overnight Financing Rate + 1.22% thereafter)(a)

     141,000        128,435  
     

 

 

 
Total United Kingdom

 

     1,893,871  
United States – 36.1%

 

AbbVie, Inc.
3.60%, 5/14/25

     7,000        6,860  

2.95%, 11/21/26

     110,000        104,336  

Air Products & Chemicals, Inc.
1.50%, 10/15/25

     104,000        98,349  

Alexandria Real Estate Equities, Inc.
3.45%, 4/30/25

     20,000        19,536  

Alphabet, Inc.
0.45%, 8/15/25

     92,000        86,517  

Amazon.com, Inc.
0.80%, 6/3/25

     50,000        47,490  

American Express Co.
4.20%, 11/6/25

     20,000        19,735  

3.13%, 5/20/26

     16,000        15,363  

1.65%, 11/4/26

     33,000        30,184  

2.55%, 3/4/27

     40,000        37,172  

3.30%, 5/3/27

     40,000        37,932  

American Express Credit Corp.
3.30%, 5/3/27

     10,000        9,496  

American Honda Finance Corp.
1.20%, 7/8/25

     80,000        75,891  

4.70%, 1/12/28

     50,000        49,785  

Amgen, Inc.
2.20%, 2/21/27

   75,000      69,146  

Ares Capital Corp.
3.88%, 1/15/26

     8,000        7,678  

AT&T, Inc. 1.70%, 3/25/26

     100,000        93,035  

2.95%, 7/15/26

     10,000        9,511  

AvalonBay Communities, Inc.
3.30%, 6/1/29

     121,000        111,619  

Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc.
3.34%, 12/15/27

     50,000        47,167  

Bank of America Corp.

     

1.53%, 12/6/25, (1.53% fixed rate until 12/6/24; Secured Overnight Financing Rate + 0.65% thereafter)(a)

     55,000        53,255  

2.02%, 2/13/26, (2.015% fixed rate until 2/13/25; 3-month Secured Overnight Financing Rate + 0.902% thereafter)(a)

     41,000        39,613  

1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(a)

     85,000        80,502  

1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(a)

     70,000        65,238  

1.66%, 3/11/27, Series N, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(a)

     80,000        74,300  

1.73%, 7/22/27, (1.734% fixed rate until 7/22/26; Secured Overnight Financing Rate + 0.96% thereafter)(a)

     160,000        146,734  

2.55%, 2/4/28, (2.551% fixed rate until 2/4/27; Secured Overnight Financing Rate + 1.05% thereafter)(a)

     53,000        49,037  

3.59%, 7/21/28, (3.593% fixed rate until 7/21/27; 3-month Secured Overnight Financing Rate + 1.632% thereafter)(a)

     45,000        42,655  

3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month Secured Overnight Financing Rate + 1.302% thereafter)(a)

     140,000        130,866  

2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate + 1.06% thereafter)(a)

     70,000        61,496  

4.27%, 7/23/29, (4.271% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.572% thereafter)(a)

     41,000        39,409  

Bank of New York Mellon Corp.
1.60%, 4/24/25

     31,000        29,785  

0.75%, 1/28/26

     20,000        18,456  

2.45%, 8/17/26

     20,000        18,823  

1.05%, 10/15/26

     15,000        13,554  

3.40%, 1/29/28

     20,000        18,939  

1.65%, 7/14/28

     9,000        7,892  

3.00%, 10/30/28

     36,000        33,029  

Baxter International, Inc.
1.92%, 2/1/27

     25,000        22,735  

Berkshire Hathaway Finance Corp.
1.85%, 3/12/30

     85,000        72,275  

 

See Notes to Financial Statements.

 

146   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  

Berry Global, Inc.
1.57%, 1/15/26

   $ 80,000      $ 74,541  

Blackstone Private Credit Fund
2.70%, 1/15/25

     13,000        12,627  

2.63%, 12/15/26

     140,000        126,542  

Boeing Co.
2.75%, 2/1/26

     407,000        386,516  

Bristol-Myers Squibb Co.
0.75%, 11/13/25

     30,000        27,915  

1.13%, 11/13/27

     75,000        65,757  

Capital One Financial Corp.

     

2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(a)

     71,000        68,879  

Cardinal Health, Inc.
3.41%, 6/15/27

     50,000        47,407  

Caterpillar Financial Services Corp.
1.15%, 9/14/26

     50,000        45,587  

1.70%, 1/8/27

     102,000        93,833  

Celanese U.S. Holdings LLC
6.05%, 3/15/25

     14,000        14,034  

CenterPoint Energy, Inc.
1.45%, 6/1/26

     120,000        110,495  

Charles Schwab Corp.
1.15%, 5/13/26

     94,000        86,274  

Cigna Group
1.25%, 3/15/26

     16,000        14,785  

Cisco Systems, Inc.
3.50%, 6/15/25(b)

     27,000        26,502  

Citigroup, Inc.

     

2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(a)

     375,000        362,362  

1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(a)

     301,000        277,591  

Citizens Financial Group, Inc.
2.85%, 7/27/26

     15,000        14,034  

3.25%, 4/30/30

     65,000        56,316  

CMS Energy Corp.
3.00%, 5/15/26

     10,000        9,525  

Coca-Cola Co.
2.90%, 5/25/27

     45,000        42,715  

Comcast Corp.
3.15%, 3/1/26

     155,000        149,626  

Conagra Brands, Inc.
1.38%, 11/1/27

     25,000        21,741  

ConocoPhillips Co.
2.40%, 3/7/25

     3,000        2,916  

Cummins, Inc.
0.75%, 9/1/25

     140,000        131,352  

CVS Health Corp.
3.88%, 7/20/25

     31,000        30,377  

Dell International LLC/EMC Corp.
6.02%, 6/15/26

     29,000        29,325  

Discovery Communications LLC
4.90%, 3/11/26

     18,000        17,728  

Duke Energy Corp.
0.90%, 9/15/25

   44,000      41,182  

Eaton Vance Corp.
3.50%, 4/6/27

     5,000        4,764  

Ecolab, Inc.
2.70%, 11/1/26

     62,000        58,787  

1.65%, 2/1/27

     30,000        27,432  

Emerson Electric Co.
1.80%, 10/15/27

     35,000        31,522  

Energy Transfer LP
2.90%, 5/15/25

     2,000        1,937  

Entergy Louisiana LLC
0.95%, 10/1/24

     1,000        975  

Equinix, Inc.
1.25%, 7/15/25

     44,000        41,522  

1.00%, 9/15/25

     109,000        101,936  

Eversource Energy
2.90%, 3/1/27

     60,000        56,156  

Federal Realty OP LP
1.25%, 2/15/26

     20,000        18,450  

Fidelity National Information Services, Inc.
1.15%, 3/1/26

     23,000        21,284  

Ford Motor Credit Co. LLC
6.95%, 3/6/26

     200,000        203,662  

Fortinet, Inc.
1.00%, 3/15/26

     97,000        89,061  

FS KKR Capital Corp.
3.40%, 1/15/26

     36,000        34,064  

General Dynamics Corp.
3.50%, 5/15/25

     31,000        30,413  

General Mills, Inc.
3.20%, 2/10/27

     4,000        3,803  

General Motors Financial Co., Inc.
1.25%, 1/8/26

     175,000        162,206  

Gilead Sciences, Inc.
3.65%, 3/1/26

     30,000        29,142  

Global Payments, Inc.
4.80%, 4/1/26

     20,000        19,744  

Goldman Sachs Group, Inc.

     

1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(a)

     680,000        630,258  

2.64%, 2/24/28, (2.64% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.114% thereafter)(a)

     569,000        527,298  

HCA, Inc.
5.25%, 4/15/25

     17,000        16,926  

Home Depot, Inc.
2.88%, 4/15/27

     120,000        113,290  

Honeywell International, Inc.
1.10%, 3/1/27

     60,000        53,924  

HP, Inc.
2.20%, 6/17/25

     142,000        136,330  

Humana, Inc.
1.35%, 2/3/27

     25,000        22,432  

Huntington Ingalls Industries, Inc.
3.48%, 12/1/27

     105,000        98,434  

 

See Notes to Financial Statements.

 

WisdomTree Trust      147  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  

Huntsman International LLC
4.50%, 5/1/29

   $ 3,000      $ 2,851  

Intel Corp.
3.70%, 7/29/25

     29,000        28,411  

Intercontinental Exchange, Inc.
3.75%, 12/1/25

     3,000        2,926  

Intuit, Inc.
0.95%, 7/15/25

     181,000        170,810  

John Deere Capital Corp.
3.40%, 6/6/25

     133,000        130,327  

1.75%, 3/9/27

     75,000        68,609  

JPMorgan Chase & Co.

     

1.56%, 12/10/25, (1.561% fixed rate until 12/10/24; Secured Overnight Financing Rate + 0.605% thereafter)(a)

     65,000        63,017  

2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; 3-month Secured Overnight Financing Rate + 1.585% thereafter)(a)

     65,000        62,662  

2.08%, 4/22/26(a)

     99,000        95,283  

1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(a)

     75,000        69,784  

1.04%, 2/4/27, (1.04% fixed rate until 2/4/26; 3-month Secured Overnight Financing Rate + 0.695% thereafter)(a)

     55,000        50,708  

1.58%, 4/22/27, (1.578% fixed rate until 4/22/26; Secured Overnight Financing Rate + 0.885% thereafter)(a)

     100,000        92,467  

1.47%, 9/22/27, (1.47% fixed rate until 9/22/26; Secured Overnight Financing Rate + 0.765% thereafter)(a)

     75,000        68,175  

3.63%, 12/1/27

     25,000        23,781  

2.95%, 2/24/28, (2.947% fixed rate until 2/24/27; Secured Overnight Financing Rate + 1.17% thereafter)(a)

     40,000        37,469  

3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month Secured Overnight Financing Rate + 1.642% thereafter)(a)

     60,000        57,054  

2.18%, 6/1/28, (2.182% fixed rate until 6/1/27; Secured Overnight Financing Rate + 1.89% thereafter)(a)

     35,000        31,893  

3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month Secured Overnight Financing Rate + 1.207% thereafter)(a)

     55,000        51,831  

2.07%, 6/1/29, (2.069% fixed rate until 6/1/28; Secured Overnight Financing Rate + 1.015% thereafter)(a)

     45,000        39,658  

4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month Secured Overnight Financing Rate + 1.552% thereafter)(a)

     8,000        7,690  

Juniper Networks, Inc.
1.20%, 12/10/25

     45,000        41,734  

Kinder Morgan, Inc.
1.75%, 11/15/26

     100,000        91,358  

Lam Research Corp.
3.75%, 3/15/26

     7,000        6,832  

Lennox International, Inc.
1.35%, 8/1/25

     56,000        52,818  

Lockheed Martin Corp.
3.55%, 1/15/26

   25,000      24,364  

Marsh & McLennan Cos., Inc.
2.25%, 11/15/30

     74,000        62,472  

Martin Marietta Materials, Inc.
3.50%, 12/15/27

     22,000        20,887  

Mastercard, Inc.
3.35%, 3/26/30

     98,000        90,542  

McCormick & Co., Inc.
0.90%, 2/15/26

     115,000        105,810  

Merck & Co., Inc.
0.75%, 2/24/26

     30,000        27,750  

Molson Coors Beverage Co.
3.00%, 7/15/26

     95,000        90,504  

Mondelez International, Inc.
1.50%, 5/4/25

     111,000        106,138  

Morgan Stanley

     

2.63%, 2/18/26, (2.63% fixed rate until 2/18/25; Secured Overnight Financing Rate + 0.94% thereafter)(a)

     24,000        23,303  

2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(a)

     86,000        82,779  

3.13%, 7/27/26

     105,000        100,168  

0.99%, 12/10/26, (0.985% fixed rate until 12/10/25; Secured Overnight Financing Rate + 0.72% thereafter)(a)

     70,000        64,601  

1.59%, 5/4/27, (1.593% fixed rate until 5/4/26; Secured Overnight Financing Rate + 0.879% thereafter)(a)

     100,000        92,221  

1.51%, 7/20/27, (1.512% fixed rate until 7/20/26; Secured Overnight Financing Rate + 0.858% thereafter)(a)

     85,000        77,768  

2.48%, 1/21/28, (2.475% fixed rate until 1/21/27; Secured Overnight Financing Rate + 1.00% thereafter)(a)

     55,000        50,891  

3.59%, 7/22/28(a)

     70,000        66,272  

3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month Secured Overnight Financing Rate + 1.402% thereafter)(a)

     70,000        66,186  

MPLX LP
1.75%, 3/1/26

     100,000        93,308  

National Rural Utilities Cooperative Finance Corp.
1.00%, 6/15/26

     15,000        13,695  

3.05%, 4/25/27

     10,000        9,497  

5.25%, 4/20/46, (5.25% fixed rate until 4/20/26; Secured Overnight Financing Rate + 3.905% thereafter)(a)

     9,000        8,750  

NetApp, Inc.
1.88%, 6/22/25

     80,000        76,328  

NextEra Energy Capital Holdings, Inc.
1.88%, 1/15/27

     198,000        180,732  

NiSource, Inc.
0.95%, 8/15/25

     170,000        159,625  

NVIDIA Corp.
2.85%, 4/1/30

     92,000        82,898  

ONEOK, Inc.
4.00%, 7/13/27

     15,000        14,460  

 

See Notes to Financial Statements.

 

148   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  

Oracle Corp.
2.65%, 7/15/26

   $ 84,000      $ 79,136  

Otis Worldwide Corp.
2.06%, 4/5/25

     30,000        28,904  

Packaging Corp. of America
3.40%, 12/15/27

     95,000        89,860  

Paramount Global
3.38%, 2/15/28

     131,000        115,114  

PayPal Holdings, Inc.
2.65%, 10/1/26

     40,000        37,732  

PepsiCo, Inc.
2.38%, 10/6/26

     30,000        28,273  

2.63%, 3/19/27

     10,000        9,406  

3.00%, 10/15/27

     80,000        75,438  

Pfizer Investment Enterprises Pte. Ltd.
4.65%, 5/19/25

     62,000        61,634  

Pfizer, Inc.
3.00%, 12/15/26

     84,000        80,128  

Philip Morris International, Inc.
1.50%, 5/1/25

     27,000        25,876  

0.88%, 5/1/26

     184,000        168,183  

Phillips 66
1.30%, 2/15/26

     25,000        23,149  

Pinnacle West Capital Corp.
1.30%, 6/15/25

     104,000        98,723  

Pioneer Natural Resources Co.
1.13%, 1/15/26

     110,000        102,068  

PNC Financial Services Group, Inc.
3.15%, 5/19/27

     138,000        129,952  

PPG Industries, Inc.
1.20%, 3/15/26

     25,000        23,115  

Procter & Gamble Co.
1.90%, 2/1/27

     84,000        77,840  

Prologis LP
2.13%, 4/15/27

     75,000        68,854  

Prudential Financial, Inc.
1.50%, 3/10/26

     75,000        69,904  

Public Service Electric & Gas Co.
0.95%, 3/15/26

     267,000        247,189  

Public Storage Operating Co.
1.50%, 11/9/26

     133,000        121,522  

Qorvo, Inc.
4.38%, 10/15/29

     86,000        80,087  

Realty Income Corp.
3.00%, 1/15/27

     191,000        180,132  

Regions Financial Corp.
2.25%, 5/18/25

     105,000        100,607  

Ryder System, Inc.
1.75%, 9/1/26

     80,000        73,527  

Sabine Pass Liquefaction LLC
5.63%, 3/1/25

     11,000        10,991  

Simon Property Group LP
3.30%, 1/15/26

     6,000        5,792  

Southern California Edison Co.
3.70%, 8/1/25, Series E

     27,000        26,378  

Southern California Gas Co.
2.95%, 4/15/27

     196,000        184,448  

Southern Co. Gas Capital Corp.
3.25%, 6/15/26

   99,000      94,713  

Southwestern Electric Power Co.
1.65%, 3/15/26, Series N

     130,000        120,983  

Stanley Black & Decker, Inc.
3.40%, 3/1/26

     25,000        24,104  

Starbucks Corp.
2.45%, 6/15/26

     15,000        14,165  

State Street Corp.

     

1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(a)

     50,000        48,229  

Synchrony Financial
3.70%, 8/4/26

     119,000        112,357  

T-Mobile USA, Inc.
2.25%, 2/15/26

     50,000        47,116  

Target Corp.
1.95%, 1/15/27

     147,000        135,916  

Texas Instruments, Inc.
2.90%, 11/3/27

     110,000        103,322  

Textron, Inc.
3.38%, 3/1/28

     110,000        103,190  

Thermo Fisher Scientific, Inc.
4.80%, 11/21/27

     25,000        25,021  

Toyota Motor Credit Corp.
0.80%, 10/16/25

     245,000        229,090  

3.05%, 3/22/27

     80,000        75,894  

Truist Bank
1.50%, 3/10/25

     250,000        240,280  

U.S. Bancorp
1.45%, 5/12/25

     100,000        95,711  

5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(a)

     75,000        75,338  

Union Pacific Corp.
2.15%, 2/5/27

     100,000        92,745  

United Airlines Pass-Through Trust
5.88%, 4/15/29, Series 2020-1, Class A

     44,923        45,223  

United Parcel Service, Inc.
3.05%, 11/15/27

     50,000        47,008  

UnitedHealth Group, Inc.
1.15%, 5/15/26

     50,000        46,104  

3.45%, 1/15/27

     60,000        57,922  

2.95%, 10/15/27

     100,000        93,931  

Verizon Communications, Inc.
0.85%, 11/20/25

     104,000        96,533  

1.45%, 3/20/26

     75,000        69,564  

Viatris, Inc.
1.65%, 6/22/25

     85,000        80,673  

VMware LLC
1.40%, 8/15/26

     77,000        70,031  

Wells Fargo & Co.

     

2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; 3-month Secured Overnight Financing Rate + 1.087% thereafter)(a)

     38,000        37,186  

 

See Notes to Financial Statements.

 

WisdomTree Trust      149  


Schedule of Investments (unaudited) (continued)

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  

2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month Secured Overnight Financing Rate + 1.012% thereafter)(a)

   $ 372,000      $ 359,962  

2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(a)

     144,000        138,190  
     

 

 

 
Total United States

 

     15,264,191  

TOTAL CORPORATE BONDS

(Cost: $20,856,959)

 

 

     20,516,579  
FOREIGN GOVERNMENT AGENCIES—0.7%

 

Japan—0.7%

 

Japan Bank for International Cooperation
2.13%, 2/10/25

     140,000        135,938  

0.63%, 7/15/25

     168,000        158,011  
TOTAL FOREIGN GOVERNMENT AGENCIES
(Cost: $299,942)

 

     293,949  
FOREIGN GOVERNMENT OBLIGATIONS—0.6%

 

Chile—0.3%

 

Chile Government International Bonds
3.13%, 3/27/25

     110,000        107,449  
Panama – 0.2%

 

Panama Government International Bonds
7.13%, 1/29/26

     100,000        101,719  
Philippines – 0.0%

 

Philippines Government International Bonds
10.63%, 3/16/25

     4,000        4,229  
Poland - 0.1%

 

Republic of Poland Government International Bonds
5.50%, 11/16/27

     50,000        51,291  

TOTAL FOREIGN GOVERNMENT OBLIGATIONS

(Cost: $270,578)

 

 

     264,688  
COMMERCIAL MORTGAGE-BACKED SECURITIES – 6.8%

 

United States – 6.8%

 

BANK
3.73%, 11/15/50, Series 2017-BNK8, Class AS

     180,000        161,536  

Bank of America Merrill Lynch Commercial Mortgage Trust

     

4.83%, 7/15/49, Series 2016-UB10, Class C^(a)

   150,000      139,326  

Benchmark Mortgage Trust
3.75%, 3/15/52, Series 2019-B9, Class A4

     200,000        185,624  

Citigroup Commercial Mortgage Trust

     

3.82%, 11/10/48, Series 2015-GC35, Class A4

     175,000        169,041  

4.07%, 11/10/48, Series 2015-GC35, Class AS^(a)

     200,000        182,973  

3.70%, 10/10/49, Series 2016-P5, Class B^(a)

     110,000        96,237  

COMM Mortgage Trust
3.70%, 8/10/48, Series 2015-CR24, Class A5

     184,000        178,642  

4.61%, 2/10/49, Series 2016-CR28, Class B^(a)

     250,000        235,742  

CSAIL Commercial Mortgage Trust
4.04%, 4/15/50, Series 2015-C1, Class B^(a)

     150,000        143,557  

GS Mortgage Securities Trust
3.73%, 11/10/48, Series 2015-GS1, Class A3

     284,000        273,878  

2.85%, 10/10/49, Series 2016-GS3, Class A4

     125,000        116,698  

4.14%, 3/10/51, Series 2018-GS9, Class AS^(a)

     237,000        218,744  

Morgan Stanley Bank of America Merrill Lynch Trust
2.74%, 4/15/48, Series 2015-C22, Class A2

     244,309        240,206  

3.10%, 11/15/49, Series 2016-C31, Class A5

     300,000        279,675  

Morgan Stanley Capital I Trust
4.32%, 12/15/50, Series 2017-HR2, Class C^(a)

     160,000        143,806  

Wells Fargo Commercial Mortgage Trust
3.87%, 5/15/48, Series 2015-C28, Class AS^(a)

     120,000        115,309  

2.60%, 6/15/49, Series 2016-C34, Class A2

     14,599        14,070  

TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES

(Cost: $2,958,425)

 

 

     2,895,064  

TOTAL INVESTMENTS IN SECURITIES – 99.4%

(Cost: $43,026,054)

        42,062,144  

Other Assets less Liabilities – 0.6%

 

     237,143  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 42,299,287  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

^ 

Variable coupon rate based on weighted average interest rate of underlying mortgage.

 

(a) 

Rate shown reflects the accrual rate as of February 29, 2024 on securities with variable or step rates.

 

(b) 

Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $23,557 and the total market value of the collateral held by the Fund was $24,360, which was entirely composed of non-cash U.S. Government securities.

 

FINANCIAL DERIVATIVE INSTRUMENTS                                
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Long Exposure    Contracts      Expiration
Date
     Notional
Value
     Unrealized
Appreciation
 

10 Year U.S. Treasury Note

     6        6/18/24      $ 662,625      $ 188  

 

See Notes to Financial Statements.

 

150   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)

February 29, 2024

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

      Quoted
Prices in
Active
Markets
(Level 1)
    

Other

Significant
Observable

Inputs
(Level 2)

     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Agencies

   $      $ 2,582,124      $      $ 2,582,124  

U.S. Government Obligations

            15,509,740               15,509,740  

Corporate Bonds

            20,516,579               20,516,579  

Foreign Government Agencies

            293,949               293,949  

Foreign Government Obligations

            264,688               264,688  

Commercial Mortgage-Backed Securities

            2,895,064               2,895,064  

Total Investments in Securities

   $      $ 42,062,144      $      $ 42,062,144  

Financial Derivative Instruments

  

Futures Contracts1

   $ 188      $      $      $ 188  

Total – Net

   $ 188      $ 42,062,144      $      $ 42,062,332  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      151  


Schedule of Investments (unaudited)

WisdomTree Alternative Income Fund (HYIN)

February 29, 2024

 

 

 

Investments    Shares      Value  
COMMON STOCKS – 65.5%

 

United States – 65.5%

 

Capital Markets – 20.7%

 

Ares Capital Corp.

     22,800      $ 461,244  

Blackstone Secured Lending Fund(a)

     16,140        477,744  

Blue Owl Capital Corp.(a)

     29,980        452,098  

FS KKR Capital Corp.

     22,741        429,350  

Golub Capital BDC, Inc.(a)

     30,020        467,412  

Main Street Capital Corp.

     10,478        478,949  

Prospect Capital Corp.(a)

     74,184        409,496  
     

 

 

 
Total Capital Markets

 

     3,176,293  
Mortgage Real Estate Investment Trusts (REITs) – 44.8%

 

AGNC Investment Corp.(a)

     46,279        442,427  

Angel Oak Mortgage REIT, Inc.

     41,048        429,773  

Annaly Capital Management, Inc.

     22,628        431,968  

Apollo Commercial Real Estate Finance, Inc.

     37,276        417,864  

Arbor Realty Trust, Inc.

     29,316        392,834  

Blackstone Mortgage Trust, Inc., Class A

     20,111        409,661  

Chimera Investment Corp.

     90,785        395,823  

Claros Mortgage Trust, Inc.

     31,800        307,824  

Ellington Financial, Inc.

     35,124        397,955  

Ladder Capital Corp.

     39,293        424,757  

MFA Financial, Inc.

     39,122        438,949  

New York Mortgage Trust, Inc.

     51,967        374,682  

Ready Capital Corp.

     41,888        369,871  

Redwood Trust, Inc.

     59,721        366,090  

Rithm Capital Corp.

     41,425        449,047  

Starwood Property Trust, Inc.

     20,732        422,725  

Two Harbors Investment Corp.

     31,913        404,338  
     

 

 

 
Total Mortgage Real Estate Investment Trusts (REITs)

 

     6,876,588  

TOTAL COMMON STOCKS

(Cost: $10,740,370)

 

 

     10,052,881  
CLOSED-END MUTUAL FUNDS – 33.9%

 

United States – 33.9%

 

BlackRock Corporate High Yield Fund, Inc.

     48,575      471,178  

BlackRock Limited Duration Income Trust

     33,183        465,889  

Eagle Point Credit Co., Inc.

     47,853        482,358  

Eaton Vance Limited Duration Income Fund

     46,663        461,031  

Guggenheim Strategic Opportunities Fund

     33,908        484,545  

Invesco Senior Income Trust

     109,295        453,574  

Nuveen Credit Strategies Income Fund

     86,762        478,926  

Nuveen Floating Rate Income Fund

     55,523        480,274  

Oxford Lane Capital Corp.

     92,463        470,637  

PIMCO Corporate & Income Opportunity Fund

     33,629        479,886  

PIMCO Dynamic Income Fund

     25,156        480,731  

TOTAL CLOSED-END MUTUAL FUNDS

(Cost: $5,323,372)

 

 

     5,209,029  
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 13.5%

 

United States – 13.5%

 

State Street Navigator Securities Lending Government Money Market Portfolio, 5.33%(b)

     
(Cost: $2,082,329)      2,082,329        2,082,329  

TOTAL INVESTMENTS IN SECURITIES – 112.9%

(Cost: $18,146,071)

 

 

     17,344,239  

Other Assets less Liabilities – (12.9)%

 

     (1,987,485
     

 

 

 
NET ASSETS – 100.0%

 

   $ 15,356,754  
(a) 

Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,016,470 and the total market value of the collateral held by the Fund was $2,082,329.

 

(b) 

Rate shown represents annualized 7-day yield as of February 29, 2024.

 

 

FAIR VALUATION SUMMARY

 

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

     

Quoted

Prices in
Active

Markets
(Level 1)

     Other
Significant
Observable
Inputs
(Level 2)
     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

 

     

Investments in Securities

  

Common Stocks

   $ 10,052,881      $      $      $ 10,052,881  

Closed-End Mutual Funds

     5,209,029                      5,209,029  

Investment of Cash Collateral for Securities Loaned

            2,082,329               2,082,329  

Total Investments in Securities

   $ 15,261,910      $ 2,082,329      $      $ 17,344,239  

 

See Notes to Financial Statements.

 

152   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  
COMMON STOCKS – 89.9%      
Brazil – 0.2%      
Banks – 0.1%      

NU Holdings Ltd., Class A*

     1,032      $ 11,435  
Broadline Retail—0.1%      

MercadoLibre, Inc.*

     10        15,953  
Total Brazil               27,388  
China – 0.1%      
Hotels, Restaurants & Leisure – 0.0%      

Yum China Holdings, Inc.

     120        5,147  
Semiconductors & Semiconductor Equipment – 0.1%

 

NXP Semiconductors NV

     73        18,230  
Total China               23,377  
Ireland – 0.0%      
Trading Companies & Distributors – 0.0%      

AerCap Holdings NV*

     47        3,627  
Israel – 0.0%      
Software – 0.0%      

Check Point Software Technologies Ltd.*

     22        3,529  
South Korea – 0.1%      
Broadline Retail – 0.1%      

Coupang, Inc.*

     516        9,556  
United Kingdom – 0.0%

 

Beverages – 0.0%

 

Coca-Cola Europacific Partners PLC

     50        3,432  
United States – 89.5%

 

Aerospace & Defense – 1.3%

 

Axon Enterprise, Inc.*

     17        5,225  

Boeing Co.*

     185        37,688  

General Dynamics Corp.

     87        23,773  

Howmet Aerospace, Inc.

     102        6,788  

L3Harris Technologies, Inc.

     51        10,795  

Lockheed Martin Corp.

     86        36,829  

Northrop Grumman Corp.

     45        20,746  

RTX Corp.

     473        42,414  

Textron, Inc.

     66        5,878  

TransDigm Group, Inc.

     14        16,488  
     

 

 

 
Total Aerospace & Defense               206,624  
Air Freight & Logistics – 0.4%      

Expeditors International of Washington, Inc.

     53        6,339  

FedEx Corp.

     73        18,175  

United Parcel Service, Inc., Class B

     236        34,989  
     

 

 

 
Total Air Freight & Logistics               59,503  
Automobile Components – 0.1%

 

Aptiv PLC*

     125        9,936  
Automobiles – 1.4%

 

Ford Motor Co.

     1,073        13,348  

General Motors Co.

     437        17,908  

Rivian Automotive, Inc., Class A*

     349        3,951  

Tesla, Inc.*

     928        187,345  
     

 

 

 
Total Automobiles

 

     222,552  
Banks – 2.9%

 

Bank of America Corp.

     1,975      68,177  

Citigroup, Inc.

     646        35,846  

Citizens Financial Group, Inc.

     386        12,116  

Fifth Third Bancorp

     348        11,950  

First Citizens BancShares, Inc., Class A

     4        6,295  

Huntington Bancshares, Inc.

     567        7,394  

JPMorgan Chase & Co.

     968        180,106  

M&T Bank Corp.

     40        5,590  

PNC Financial Services Group, Inc.

     163        23,994  

Regions Financial Corp.

     293        5,459  

Truist Financial Corp.

     263        9,200  

U.S. Bancorp

     381        15,987  

Wells Fargo & Co.

     1,238        68,820  
     

 

 

 
Total Banks

 

     450,934  
Beverages – 1.3%

 

Brown-Forman Corp., Class B

     112        6,746  

Coca-Cola Co.

     1,345        80,727  

Constellation Brands, Inc., Class A

     64        15,905  

Keurig Dr. Pepper, Inc.

     348        10,408  

Molson Coors Beverage Co., Class B

     78        4,869  

Monster Beverage Corp.*

     230        13,593  

PepsiCo, Inc.

     408        67,459  
     

 

 

 
Total Beverages

 

     199,707  
Biotechnology – 1.7%

 

AbbVie, Inc.

     562        98,940  

Alnylam Pharmaceuticals, Inc.*

     26        3,928  

Amgen, Inc.

     171        46,825  

Biogen, Inc.*

     41        8,897  

BioMarin Pharmaceutical, Inc.*

     59        5,090  

Exact Sciences Corp.*

     52        2,992  

Gilead Sciences, Inc.

     374        26,965  

Incyte Corp.*

     55        3,210  

Moderna, Inc.*

     33        3,044  

Regeneron Pharmaceuticals, Inc.*

     30        28,983  

Sarepta Therapeutics, Inc.*

     19        2,430  

Vertex Pharmaceuticals, Inc.*

     72        30,293  
     

 

 

 
Total Biotechnology

 

     261,597  
Broadline Retail – 3.5%

 

Amazon.com, Inc.*

     3,069        542,476  

eBay, Inc.

     139        6,572  
     

 

 

 
Total Broadline Retail

 

     549,048  
Building Products – 0.4%

 

Builders FirstSource, Inc.*

     29        5,660  

Carlisle Cos., Inc.

     19        6,650  

Carrier Global Corp.

     175        9,727  

Johnson Controls International PLC

     228        13,514  

Lennox International, Inc.

     7        3,298  

Masco Corp.

     92        7,062  

Owens Corning

     19        2,846  

Trane Technologies PLC

     62        17,482  
     

 

 

 
Total Building Products

 

     66,239  

 

See Notes to Financial Statements.

 

WisdomTree Trust      153  


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  
Capital Markets – 2.8%

 

Ameriprise Financial, Inc.

     29      $ 11,813  

Ares Management Corp., Class A

     36        4,775  

Bank of New York Mellon Corp.

     265        14,864  

BlackRock, Inc.

     48        38,944  

Blackstone, Inc.

     274        35,023  

Charles Schwab Corp.

     364        24,308  

CME Group, Inc.

     122        26,883  

Coinbase Global, Inc., Class A*

     75        15,267  

FactSet Research Systems, Inc.

     14        6,476  

Goldman Sachs Group, Inc.

     112        43,574  

Intercontinental Exchange, Inc.

     199        27,545  

KKR & Co., Inc.

     268        26,334  

LPL Financial Holdings, Inc.

     31        8,304  

Moody’s Corp.

     55        20,868  

Morgan Stanley

     417        35,879  

MSCI, Inc.

     28        15,707  

Nasdaq, Inc.

     123        6,913  

Northern Trust Corp.

     42        3,449  

Raymond James Financial, Inc.

     84        10,107  

S&P Global, Inc.

     109        46,693  

State Street Corp.

     123        9,069  

T Rowe Price Group, Inc.

     59        6,688  
     

 

 

 
Total Capital Markets

 

     439,483  
Chemicals – 1.4%

 

Air Products & Chemicals, Inc.

     72        16,851  

Albemarle Corp.

     19        2,619  

Celanese Corp.

     41        6,231  

CF Industries Holdings, Inc.

     61        4,924  

Corteva, Inc.

     254        13,594  

Dow, Inc.

     206        11,511  

DuPont de Nemours, Inc.

     167        11,555  

Ecolab, Inc.

     88        19,786  

International Flavors & Fragrances, Inc.

     96        7,248  

Linde PLC

     164        73,606  

LyondellBasell Industries NV, Class A

     98        9,827  

PPG Industries, Inc.

     83        11,753  

Sherwin-Williams Co.

     83        27,559  
     

 

 

 
Total Chemicals

 

     217,064  
Commercial Services & Supplies – 0.6%

 

Cintas Corp.

     30        18,858  

Copart, Inc.*

     253        13,447  

Republic Services, Inc.

     76        13,954  

Rollins, Inc.

     141        6,214  

Waste Connections, Inc.

     94        15,645  

Waste Management, Inc.

     120        24,678  
     

 

 

 
Total Commercial Services & Supplies

 

     92,796  
Communications Equipment – 0.7%

 

Arista Networks, Inc.*

     80        22,203  

Cisco Systems, Inc.

     1,295        62,639  

Motorola Solutions, Inc.

     51        16,850  
     

 

 

 
Total Communications Equipment

 

     101,692  
Construction & Engineering – 0.1%

 

Quanta Services, Inc.

     35      8,453  
Construction Materials – 0.1%

 

Martin Marietta Materials, Inc.

     17        9,821  

Vulcan Materials Co.

     37        9,837  
     

 

 

 
Total Construction Materials

 

     19,658  
Consumer Finance – 0.5%

 

American Express Co.

     211        46,298  

Capital One Financial Corp.

     139        19,128  

Discover Financial Services

     99        11,949  
     

 

 

 
Total Consumer Finance

 

     77,375  
Consumer Staples Distribution & Retail – 1.6%

 

Albertsons Cos., Inc., Class A

     209        4,238  

Costco Wholesale Corp.

     149        110,840  

Dollar General Corp.

     15        2,180  

Dollar Tree, Inc.*

     87        12,761  

Kroger Co.

     202        10,021  

Sysco Corp.

     167        13,522  

Target Corp.

     64        9,787  

Walgreens Boots Alliance, Inc.

     35        744  

Walmart, Inc.

     1,461        85,629  
     

 

 

 
Total Consumer Staples Distribution & Retail

 

     249,722  
Containers & Packaging – 0.2%

 

Amcor PLC

     515        4,666  

Avery Dennison Corp.

     30        6,496  

Ball Corp.

     80        5,121  

International Paper Co.

     139        4,915  

Packaging Corp. of America

     31        5,617  
     

 

 

 
Total Containers & Packaging

 

     26,815  
Distributors – 0.1%

 

Genuine Parts Co.

     43        6,418  

LKQ Corp.

     112        5,856  

Pool Corp.

     13        5,176  
     

 

 

 
Total Distributors

 

     17,450  
Diversified REITs – 0.0%

 

WP Carey, Inc.

     32        1,803  
Diversified Telecommunication Services – 0.6%

 

AT&T, Inc.

     2,288        38,736  

Verizon Communications, Inc.

     1,321        52,866  
     

 

 

 
Total Diversified Telecommunication Services

 

     91,602  

Electric Utilities – 1.1%

 

Alliant Energy Corp.

     98        4,680  

American Electric Power Co., Inc.

     121        10,308  

Constellation Energy Corp.

     86        14,487  

Duke Energy Corp.

     270        24,794  

Edison International

     129        8,775  

Entergy Corp.

     58        5,891  

Evergy, Inc.

     95        4,706  

Eversource Energy

     24        1,409  

Exelon Corp.

     240        8,602  

FirstEnergy Corp.

     189        6,919  

NextEra Energy, Inc.

     584        32,231  

 

See Notes to Financial Statements.

 

154   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  

PG&E Corp.

     871      $ 14,537  

PPL Corp.

     277        7,304  

Southern Co.

     358        24,075  

Xcel Energy, Inc.

     205        10,801  
     

 

 

 
Total Electric Utilities

 

     179,519  

Electrical Equipment – 0.6%

 

AMETEK, Inc.

     68        12,252  

Eaton Corp. PLC

     127        36,703  

Emerson Electric Co.

     197        21,050  

Hubbell, Inc.

     11        4,187  

Rockwell Automation, Inc.

     33        9,408  

Vertiv Holdings Co., Class A

     84        5,680  
     

 

 

 
Total Electrical Equipment

 

     89,280  

Electronic Equipment, Instruments & Components – 0.5%

 

Amphenol Corp., Class A

     176        19,226  

CDW Corp.

     37        9,110  

Corning, Inc.

     372        11,993  

Jabil, Inc.

     24        3,458  

Keysight Technologies, Inc.*

     67        10,338  

TE Connectivity Ltd.

     102        14,643  

Teledyne Technologies, Inc.*

     15        6,409  

Trimble, Inc.*

     100        6,119  

Zebra Technologies Corp., Class A*

     14        3,913  
     

 

 

 
Total Electronic Equipment, Instruments & Components

 

     85,209  

Energy Equipment & Services – 0.3%

 

Baker Hughes Co.

     288        8,522  

Halliburton Co.

     272        9,539  

Schlumberger NV

     455        21,990  
     

 

 

 
Total Energy Equipment & Services

 

     40,051  

Entertainment – 1.3%

 

Electronic Arts, Inc.

     86        11,995  

Liberty Media Corp.-Liberty Formula One, Class C*

     79        5,748  

Live Nation Entertainment, Inc.*

     63        6,110  

Netflix, Inc.*

     141        85,012  

ROBLOX Corp., Class A*

     208        8,299  

Spotify Technology SA*

     45        11,539  

Take-Two Interactive Software, Inc.*

     57        8,375  

Walt Disney Co.

     526        58,691  

Warner Bros Discovery, Inc.*

     755        6,636  
     

 

 

 
Total Entertainment

 

     202,405  

Financial Services – 3.8%

 

Apollo Global Management, Inc.

     136        15,205  

Berkshire Hathaway, Inc., Class B*

     552        225,989  

Block, Inc.*

     70        5,563  

Fidelity National Information Services, Inc.

     136        9,410  

Fiserv, Inc.*

     194        28,958  

FleetCor Technologies, Inc.*

     22        6,144  

Global Payments, Inc.

     96        12,451  

Mastercard, Inc., Class A

     277        131,509  

PayPal Holdings, Inc.*

     248        14,964  

Visa, Inc., Class A

     536        151,495  
     

 

 

 
Total Financial Services

 

     601,688  

Food Products – 0.6%

 

Archer-Daniels-Midland Co.

     193      10,250  

Bunge Global SA

     52        4,907  

Conagra Brands, Inc.

     94        2,640  

General Mills, Inc.

     188        12,066  

Hershey Co.

     22        4,134  

Hormel Foods Corp.

     99        3,497  

JM Smucker Co.

     20        2,403  

Kellanova

     70        3,860  

Kraft Heinz Co.

     277        9,773  

Lamb Weston Holdings, Inc.

     50        5,110  

McCormick & Co., Inc., Non-Voting Shares

     55        3,787  

Mondelez International, Inc., Class A

     438        32,005  

Tyson Foods, Inc., Class A

     98        5,316  
     

 

 

 
Total Food Products

 

     99,748  

Gas Utilities – 0.0%

 

Atmos Energy Corp.

     53        5,984  

Ground Transportation – 1.1%

 

CSX Corp.

     814        30,883  

JB Hunt Transport Services, Inc.

     30        6,189  

Norfolk Southern Corp.

     77        19,510  

Old Dominion Freight Line, Inc.

     28        12,390  

Uber Technologies, Inc.*

     648        51,516  

Union Pacific Corp.

     206        52,260  
     

 

 

 
Total Ground Transportation

 

     172,748  

Health Care Equipment & Supplies – 2.0%

 

Abbott Laboratories

     536        63,591  

Align Technology, Inc.*

     3        907  

Baxter International, Inc.

     114        4,665  

Becton Dickinson & Co.

     100        23,555  

Boston Scientific Corp.*

     436        28,868  

Cooper Cos., Inc.

     68        6,365  

Dexcom, Inc.*

     151        17,376  

Edwards Lifesciences Corp.*

     112        9,505  

GE HealthCare Technologies, Inc.

     59        5,385  

Hologic, Inc.*

     77        5,683  

IDEXX Laboratories, Inc.*

     26        14,956  

Intuitive Surgical, Inc.*

     103        39,717  

Medtronic PLC

     333        27,759  

ResMed, Inc.

     7        1,216  

STERIS PLC

     34        7,919  

Stryker Corp.

     122        42,586  

Zimmer Biomet Holdings, Inc.

     103        12,809  
     

 

 

 
Total Health Care Equipment & Supplies

 

     312,862  
Health Care Providers & Services – 2.4%

 

Cardinal Health, Inc.

     90        10,078  

Cencora, Inc.

     48        11,309  

Centene Corp.*

     157        12,314  

Cigna Group

     102        34,286  

CVS Health Corp.

     448        33,318  

Elevance Health, Inc.

     78        39,097  

HCA Healthcare, Inc.

     67        20,884  

Humana, Inc.

     36        12,612  

 

See Notes to Financial Statements.

 

WisdomTree Trust      155  


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  

Laboratory Corp. of America Holdings

     33      $ 7,122  

McKesson Corp.

     44        22,942  

Molina Healthcare, Inc.*

     19        7,484  

Quest Diagnostics, Inc.

     44        5,495  

UnitedHealth Group, Inc.

     308        152,029  
     

 

 

 
Total Health Care Providers & Services

 

     368,970  
Health Care REITs – 0.1%

 

Ventas, Inc.

     145        6,132  

Welltower, Inc.

     174        16,036  
     

 

 

 
Total Health Care REITs

 

     22,168  
Health Care Technology – 0.1%

 

Veeva Systems, Inc., Class A*

     57        12,854  
Hotel & Resort REITs – 0.0%

 

Host Hotels & Resorts, Inc.

     292        6,056  
Hotels, Restaurants & Leisure – 1.9%

 

Airbnb, Inc., Class A*

     151        23,778  

Booking Holdings, Inc.*

     11        38,157  

Carnival Corp.*

     422        6,693  

Chipotle Mexican Grill, Inc.*

     9        24,199  

Darden Restaurants, Inc.

     39        6,658  

Domino’s Pizza, Inc.

     10        4,483  

DoorDash, Inc., Class A*

     121        15,073  

DraftKings, Inc., Class A*

     135        5,848  

Expedia Group, Inc.*

     45        6,157  

Hilton Worldwide Holdings, Inc.

     91        18,593  

Las Vegas Sands Corp.

     134        7,306  

Marriott International, Inc., Class A

     80        19,990  

McDonald’s Corp.

     237        69,270  

Royal Caribbean Cruises Ltd.*

     59        7,278  

Starbucks Corp.

     386        36,631  

Yum! Brands, Inc.

     78        10,797  
     

 

 

 
Total Hotels, Restaurants & Leisure

 

     300,911  
Household Durables – 0.3%

 

DR Horton, Inc.

     78        11,656  

Garmin Ltd.

     58        7,966  

Lennar Corp., Class A

     84        13,315  

NVR, Inc.*

     1        7,626  

PulteGroup, Inc.

     52        5,636  
     

 

 

 
Total Household Durables

 

     46,199  
Household Products – 1.1%

 

Church & Dwight Co., Inc.

     70        7,008  

Clorox Co.

     22        3,373  

Colgate-Palmolive Co.

     283        24,485  

Kimberly-Clark Corp.

     103        12,481  

Procter & Gamble Co.

     787        125,086  
     

 

 

 
Total Household Products

 

     172,433  
Independent Power & Renewable Electricity Producers – 0.0%

 

Vistra Corp.

     111        6,054  
Industrial Conglomerates – 0.7%

 

3M Co.

     124        11,423  

General Electric Co.

     299      46,910  

Honeywell International, Inc.

     224        44,516  
     

 

 

 
Total Industrial Conglomerates

 

     102,849  
Industrial REITs – 0.2%

 

Prologis, Inc.

     267        35,583  
Insurance – 1.8%

 

Aflac, Inc.

     163        13,160  

Allstate Corp.

     55        8,773  

American International Group, Inc.

     244        17,785  

Aon PLC, Class A

     64        20,223  

Arch Capital Group Ltd.*

     107        9,372  

Arthur J Gallagher & Co.

     62        15,124  

Brown & Brown, Inc.

     65        5,474  

Chubb Ltd.

     131        32,969  

Cincinnati Financial Corp.

     31        3,534  

Everest Group Ltd.

     11        4,058  

Hartford Financial Services Group, Inc.

     102        9,776  

Loews Corp.

     70        5,259  

Markel Group, Inc.*

     3        4,477  

Marsh & McLennan Cos., Inc.

     149        30,138  

MetLife, Inc.

     228        15,901  

Principal Financial Group, Inc.

     86        6,954  

Progressive Corp.

     187        35,448  

Prudential Financial, Inc.

     125        13,624  

Travelers Cos., Inc.

     74        16,351  

Willis Towers Watson PLC

     29        7,906  

WR Berkley Corp.

     85        7,106  
     

 

 

 
Total Insurance

 

     283,412  
Interactive Media & Services – 5.4%

 

Alphabet, Inc., Class A*

     1,950        269,997  

Alphabet, Inc., Class C*

     1,702        237,905  

Match Group, Inc.*

     194        6,992  

Meta Platforms, Inc., Class A

     668        327,407  

Pinterest, Inc., Class A*

     226        8,294  
     

 

 

 
Total Interactive Media & Services

 

     850,595  
IT Services – 1.5%

 

Accenture PLC, Class A

     224        83,951  

Akamai Technologies, Inc.*

     43        4,770  

Cloudflare, Inc., Class A*

     96        9,460  

Cognizant Technology Solutions Corp., Class A

     175        13,828  

EPAM Systems, Inc.*

     18        5,479  

Gartner, Inc.*

     21        9,777  

International Business Machines Corp.

     289        53,474  

MongoDB, Inc.*

     23        10,294  

Okta, Inc.*

     63        6,760  

Snowflake, Inc., Class A*

     130        24,476  

VeriSign, Inc.*

     34        6,640  
     

 

 

 
Total IT Services

 

     228,909  
Life Sciences Tools & Services – 1.2%

 

Agilent Technologies, Inc.

     79        10,851  

Avantor, Inc.*

     226        5,569  

Danaher Corp.

     227        57,463  

 

See Notes to Financial Statements.

 

156   WisdomTree Trust


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  

Illumina, Inc.*

     2      $ 280  

IQVIA Holdings, Inc.*

     57        14,088  

Mettler-Toledo International, Inc.*

     7        8,730  

Revvity, Inc.

     35        3,836  

Thermo Fisher Scientific, Inc.

     114        65,000  

Waters Corp.*

     39        13,159  

West Pharmaceutical Services, Inc.

     21        7,526  
     

 

 

 
Total Life Sciences Tools & Services

 

     186,502  
Machinery – 1.6%

 

Caterpillar, Inc.

     154        51,430  

Cummins, Inc.

     50        13,431  

Deere & Co.

     91        33,220  

Dover Corp.

     51        8,434  

Fortive Corp.

     119        10,131  

Graco, Inc.

     67        6,114  

IDEX Corp.

     31        7,313  

Illinois Tool Works, Inc.

     87        22,807  

Ingersoll Rand, Inc.

     92        8,402  

Nordson Corp.

     21        5,579  

Otis Worldwide Corp.

     151        14,390  

PACCAR, Inc.

     150        16,634  

Parker-Hannifin Corp.

     40        21,418  

Snap-on, Inc.

     21        5,789  

Stanley Black & Decker, Inc.

     59        5,268  

Westinghouse Air Brake Technologies Corp.

     67        9,466  

Xylem, Inc.

     89        11,307  
     

 

 

 
Total Machinery

 

     251,133  
Media – 0.6%

 

Charter Communications, Inc., Class A*

     36        10,582  

Comcast Corp., Class A

     1,386        59,390  

Omnicom Group, Inc.

     69        6,099  

Trade Desk, Inc., Class A*

     140        11,960  
     

 

 

 
Total Media

 

     88,031  
Metals & Mining – 0.4%

 

Freeport-McMoRan, Inc.

     479        18,111  

Newmont Corp.

     391        12,219  

Nucor Corp.

     76        14,615  

Reliance, Inc.

     13        4,176  

Steel Dynamics, Inc.

     63        8,430  
     

 

 

 
Total Metals & Mining

 

     57,551  
Multi-Utilities – 0.5%

 

Ameren Corp.

     77        5,482  

CenterPoint Energy, Inc.

     218        5,995  

CMS Energy Corp.

     107        6,138  

Consolidated Edison, Inc.

     119        10,378  

Dominion Energy, Inc.

     134        6,409  

DTE Energy Co.

     103        11,160  

Public Service Enterprise Group, Inc.

     162        10,109  

Sempra

     190        13,414  

WEC Energy Group, Inc.

     92        7,221  
     

 

 

 
Total Multi-Utilities

 

     76,306  
Office REITs – 0.0%

 

Alexandria Real Estate Equities, Inc.

     33      4,116  
Oil, Gas & Consumable Fuels – 3.1%

 

APA Corp.

     103        3,068  

Cheniere Energy, Inc.

     68        10,554  

Chevron Corp.

     528        80,261  

ConocoPhillips

     389        43,778  

Coterra Energy, Inc.

     227        5,852  

Devon Energy Corp.

     145        6,389  

Diamondback Energy, Inc.

     63        11,499  

EOG Resources, Inc.

     189        21,633  

EQT Corp.

     153        5,684  

Exxon Mobil Corp.

     1,317        137,653  

Hess Corp.

     77        11,223  

Kinder Morgan, Inc.

     719        12,503  

Marathon Oil Corp.

     233        5,650  

Marathon Petroleum Corp.

     117        19,800  

Occidental Petroleum Corp.

     229        13,880  

ONEOK, Inc.

     201        15,099  

Phillips 66

     146        20,807  

Pioneer Natural Resources Co.

     64        15,052  

Targa Resources Corp.

     56        5,502  

Texas Pacific Land Corp.

     3        4,726  

Valero Energy Corp.

     118        16,692  

Williams Cos., Inc.

     413        14,843  
     

 

 

 
Total Oil, Gas & Consumable Fuels

 

     482,148  
Passenger Airlines – 0.1%

 

Delta Air Lines, Inc.

     223        9,426  

Southwest Airlines Co.

     81        2,776  

United Airlines Holdings, Inc.*

     88        4,003  
     

 

 

 
Total Passenger Airlines

 

     16,205  
Personal Care Products – 0.0%

 

Estee Lauder Cos., Inc., Class A

     11        1,634  
Pharmaceuticals – 3.5%

 

Bristol-Myers Squibb Co.

     351        17,813  

Eli Lilly & Co.

     260        195,957  

Johnson & Johnson

     848        136,850  

Merck & Co., Inc.

     807        102,610  

Pfizer, Inc.

     1,756        46,640  

Royalty Pharma PLC, Class A

     358        10,862  

Viatris, Inc.

     517        6,395  

Zoetis, Inc.

     158        31,336  
     

 

 

 
Total Pharmaceuticals

 

     548,463  
Professional Services – 0.7%

 

Automatic Data Processing, Inc.

     132        33,149  

Booz Allen Hamilton Holding Corp.

     28        4,136  

Broadridge Financial Solutions, Inc.

     41        8,347  

Equifax, Inc.

     36        9,849  

Jacobs Solutions, Inc.

     40        5,866  

Leidos Holdings, Inc.

     56        7,160  

Paychex, Inc.

     110        13,488  

Paycom Software, Inc.

     31        5,654  

 

See Notes to Financial Statements.

 

WisdomTree Trust      157  


Schedule of Investments (unaudited) (continued)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  

SS&C Technologies Holdings, Inc.

     80      $ 5,101  

TransUnion

     76        5,900  

Verisk Analytics, Inc.

     40        9,676  
     

 

 

 
Total Professional Services

 

     108,326  
Real Estate Management & Development – 0.1%

 

CBRE Group, Inc., Class A*

     112        10,292  

CoStar Group, Inc.*

     136        11,836  
     

 

 

 
Total Real Estate Management & Development

 

     22,128  
Residential REITs – 0.2%

 

AvalonBay Communities, Inc.

     51        9,028  

Equity Residential

     114        6,864  

Essex Property Trust, Inc.

     25        5,785  

Invitation Homes, Inc.

     213        7,257  

Mid-America Apartment Communities, Inc.

     31        3,896  

Sun Communities, Inc.

     25        3,344  
     

 

 

 
Total Residential REITs

 

     36,174  
Retail REITs – 0.2%

 

Realty Income Corp.

     154        8,025  

Simon Property Group, Inc.

     111        16,444  
     

 

 

 
Total Retail REITs

 

     24,469  
Semiconductors & Semiconductor Equipment – 8.4%

 

Advanced Micro Devices, Inc.*

     545        104,929  

Analog Devices, Inc.

     163        31,267  

Applied Materials, Inc.

     266        53,631  

Broadcom, Inc.

     136        176,867  

Enphase Energy, Inc.*

     7        889  

Entegris, Inc.

     54        7,255  

First Solar, Inc.*

     26        4,001  

Intel Corp.

     1,304        56,137  

KLA Corp.

     42        28,656  

Lam Research Corp.

     43        40,345  

Marvell Technology, Inc.

     267        19,133  

Microchip Technology, Inc.

     184        15,482  

Micron Technology, Inc.

     362        32,801  

Monolithic Power Systems, Inc.

     17        12,241  

NVIDIA Corp.

     754        596,504  

ON Semiconductor Corp.*

     128        10,102  

QUALCOMM, Inc.

     360        56,804  

Skyworks Solutions, Inc.

     62        6,505  

Teradyne, Inc.

     56        5,801  

Texas Instruments, Inc.

     303        50,701  
     

 

 

 
Total Semiconductors & Semiconductor Equipment

 

     1,310,051  
Software – 10.5%

 

Adobe, Inc.*

     136        76,198  

ANSYS, Inc.*

     30        10,025  

Atlassian Corp., Class A*

     50        10,371  

Autodesk, Inc.*

     92        23,752  

Bentley Systems, Inc., Class B

     54        2,774  

Cadence Design Systems, Inc.*

     80        24,350  

Crowdstrike Holdings, Inc., Class A*

     84        27,229  

Datadog, Inc., Class A*

     112        14,724  

Fair Isaac Corp.*

     7        8,889  

Fortinet, Inc.*

     259      17,899  

HubSpot, Inc.*

     11        6,807  

Intuit, Inc.

     92        60,986  

Microsoft Corp.

     2,420        1,001,009  

Oracle Corp.

     425        47,464  

Palantir Technologies, Inc., Class A*

     637        15,976  

Palo Alto Networks, Inc.*

     103        31,987  

PTC, Inc.*

     29        5,307  

Roper Technologies, Inc.

     29        15,797  

Salesforce, Inc.*

     344        106,234  

ServiceNow, Inc.*

     69        53,222  

Splunk, Inc.*

     53        8,280  

Synopsys, Inc.*

     47        26,965  

Tyler Technologies, Inc.*

     17        7,431  

Workday, Inc., Class A*

     72        21,216  

Zoom Video Communications, Inc., Class A*

     205        14,500  

Zscaler, Inc.*

     41        9,921  
     

 

 

 
Total Software

 

     1,649,313  
Specialized REITs – 1.0%

 

American Tower Corp.

     162        32,215  

Crown Castle, Inc.

     210        23,087  

Digital Realty Trust, Inc.

     103        15,122  

Equinix, Inc.

     30        26,665  

Extra Space Storage, Inc.

     35        4,934  

Gaming & Leisure Properties, Inc.

     108        4,912  

Iron Mountain, Inc.

     105        8,257  

Public Storage

     43        12,206  

SBA Communications Corp.

     22        4,603  

VICI Properties, Inc.

     336        10,057  

Weyerhaeuser Co.

     232        7,976  
     

 

 

 
Total Specialized REITs

 

     150,034  
Specialty Retail – 1.9%

 

AutoZone, Inc.*

     4        12,024  

Best Buy Co., Inc.

     87        7,037  

CarMax, Inc.*

     66        5,214  

Home Depot, Inc.

     348        132,452  

Lowe’s Cos., Inc.

     197        47,412  

O’Reilly Automotive, Inc.*

     19        20,661  

Ross Stores, Inc.

     108        16,088  

TJX Cos., Inc.

     365        36,186  

Tractor Supply Co.

     36        9,155  

Ulta Beauty, Inc.*

     20        10,971  
     

 

 

 
Total Specialty Retail

 

     297,200  
Technology Hardware, Storage & Peripherals – 5.8%

 

Apple, Inc.

     4,789        865,612  

Dell Technologies, Inc., Class C

     79        7,478  

Hewlett Packard Enterprise Co.

     459        6,991  

HP, Inc.

     299        8,471  

NetApp, Inc.

     70        6,238  

Western Digital Corp.*

     120        7,136  
     

 

 

 
Total Technology Hardware, Storage & Peripherals

 

     901,926  

 

See Notes to Financial Statements.

 

158   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  
Textiles, Apparel & Luxury Goods – 0.3%

 

Lululemon Athletica, Inc.*

     37      $ 17,283  

NIKE, Inc., Class B

     354        36,791  
     

 

 

 
Total Textiles, Apparel & Luxury Goods

 

     54,074  
Tobacco – 0.4%

 

Altria Group, Inc.

     492        20,128  

Philip Morris International, Inc.

     411        36,973  
     

 

 

 
Total Tobacco

 

     57,101  
Trading Companies & Distributors – 0.3%

 

Fastenal Co.

     200        14,602  

United Rentals, Inc.

     20        13,865  

WW Grainger, Inc.

     12      11,682  
     

 

 

 
Total Trading Companies & Distributors

 

     40,149  
Water Utilities – 0.0%

 

American Water Works Co., Inc.

     62        7,350  
Wireless Telecommunication Services – 0.2%

 

T-Mobile U.S., Inc.

     199        32,497  
Total United States

 

     13,999,421  

TOTAL INVESTMENTS IN SECURITIES – 89.9%

(Cost: $11,254,544)

 

 

     14,070,330  

Other Assets less Liabilities – 10.1%

 

     1,579,985  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 15,650,315  
* 

Non-income producing security.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Long Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation
 

Gold 100 Ounce

    66       4/26/24     $ 13,561,020     $ 129,099  

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

     

Quoted

Prices in

Active

Markets
(Level 1)

    

Other

Significant

Observable

Inputs
(Level 2)

    

Significant

Unobservable

Inputs
(Level 3)

     Total  

Assets:

 

     

Investments in Securities

  

Common Stocks

   $ 14,070,330      $      $      $ 14,070,330  

Total Investments in Securities

   $ 14,070,330      $      $      $ 14,070,330  

Financial Derivative Instruments

  

Futures Contracts1

   $ 129,099      $      $      $ 129,099  

Total – Net

   $ 14,199,429      $      $      $ 14,199,429  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      159  


Schedule of Investments (unaudited)

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)

February 29, 2024

 

 

 

Investments    Shares      Value  
COMMON STOCKS – 88.9%

 

Australia – 12.0%

 

De Grey Mining Ltd.*

     37,805      $ 31,140  

Evolution Mining Ltd.

     63,002        121,020  

Genesis Minerals Ltd.*

     6,008        5,986  

Gold Road Resources Ltd.

     29,883        28,798  

Northern Star Resources Ltd.

     40,480        340,026  

OceanaGold Corp.

     22,122        36,697  

Perseus Mining Ltd.

     43,626        49,854  

Ramelius Resources Ltd.

     28,229        26,561  

Regis Resources Ltd.*

     26,375        31,171  

Silver Lake Resources Ltd.*

     30,156        21,207  

St. Barbara Ltd.*(a)

     23,022        2,249  

West African Resources Ltd.*

     30,202        17,306  

Westgold Resources Ltd.*

     15,038        19,192  
     

 

 

 
Total Australia

 

     731,207  
Brazil – 4.2%

 

Wheaton Precious Metals Corp.(a)

     6,186        254,801  
Canada – 38.9%

 

Agnico Eagle Mines Ltd.(a)

     8,225        395,293  

Alamos Gold, Inc., Class A

     13,306        157,144  

B2Gold Corp.

     35,817        85,961  

Barrick Gold Corp.

     36,529        535,515  

Centerra Gold, Inc.

     7,195        36,125  

Dundee Precious Metals, Inc.

     6,413        43,404  

Equinox Gold Corp.*(a)

     9,395        38,050  

Franco-Nevada Corp.

     3,717        389,390  

GoGold Resources, Inc.*(a)

     9,193        6,710  

IAMGOLD Corp.*

     15,964        41,506  

K92 Mining, Inc.*

     7,673        31,736  

Kinross Gold Corp.

     42,490        208,201  

Lundin Gold, Inc.

     2,733        31,857  

New Gold, Inc.*

     23,037        28,566  

Osisko Gold Royalties Ltd.

     5,309        77,458  

Pan American Silver Corp.

     12,361        153,400  

Sandstorm Gold Ltd.(a)

     6,514        27,098  

SSR Mining, Inc.

     7,189        30,913  

Torex Gold Resources, Inc.*

     2,920        30,570  

Wesdome Gold Mines Ltd.*

     4,597        30,673  
     

 

 

 
Total Canada

 

     2,379,570  
China – 2.9%

 

Shandong Gold Mining Co. Ltd., Class A

     9,700        29,200  

Zhaojin Mining Industry Co. Ltd., Class H

     45,500        47,367  

Zijin Mining Group Co. Ltd., Class A

     56,200        102,256  
     

 

 

 
Total China

 

     178,823  
Peru – 1.9%

 

Cia de Minas Buenaventura SAA, ADR

     7,767        117,282  
Russia – 0.0%

 

Petropavlovsk PLC*

     40,769        0  

Polymetal International PLC*

     4,821        0  
     

 

 

 
Total Russia

 

     0  
South Africa – 6.6%

 

Gold Fields Ltd., ADR(a)

     22,820      297,573  

Harmony Gold Mining Co. Ltd., ADR(a)

     18,213        103,996  
     

 

 

 
Total South Africa

 

     401,569  
Turkey – 1.0%

 

Eldorado Gold Corp.*(a)

     6,197        64,387  
United Kingdom – 7.3%

 

Anglogold Ashanti PLC

     14,147        263,276  

Centamin PLC

     37,902        43,294  

Endeavour Mining PLC

     6,240        102,639  

Fresnillo PLC

     6,255        36,032  
     

 

 

 
Total United Kingdom

 

     445,241  
United States – 14.1%

 

Argonaut Gold, Inc.*

     10,559        1,790  

Coeur Mining, Inc.*

     8,820        22,844  

Newmont Corp.

     14,966        467,687  

Newmont Corp., CDI

     6,146        184,051  

Royal Gold, Inc.

     1,817        186,479  
     

 

 

 
Total United States

 

     862,851  

TOTAL COMMON STOCKS

(Cost: $6,738,214)

 

 

     5,435,731  
INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED – 9.0%

 

United States – 9.0%

 

State Street Navigator Securities Lending
Government Money Market Portfolio, 5.33%(b)

     
(Cost: $546,125)      546,125        546,125  

TOTAL INVESTMENTS IN SECURITIES – 97.9%

(Cost: $7,284,339)

        5,981,856  

Other Assets less Liabilities – 2.1%

 

     131,199  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 6,113,055  
* 

Non-income producing security.

 

 

This security is being fair valued using significant unobservable inputs (i.e., Level 3 on the fair value hierarchy) by WisdomTree Asset Management, Inc., as valuation designee, in accordance with valuation procedures approved by the Board of Trustees of WisdomTree Trust. The aggregate value of Level 3 fair valued securities is $0, which represents 0.0% of net assets.

 

(a) 

Security, or portion thereof, was on loan at February 29, 2024 (See Note 2). At February 29, 2024, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $940,439 and the total market value of the collateral held by the Fund was $952,130. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $406,005.

 

(b) 

Rate shown represents annualized 7-day yield as of February 29, 2024.

 

See Notes to Financial Statements.

 

160   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)

February 29, 2024

 

FINANCIAL DERIVATIVE INSTRUMENTS                                
FUTURES CONTRACTS (EXCHANGE-TRADED)  
Long Exposure    Contracts      Expiration
Date
     Notional
Value
     Unrealized
Appreciation
 

Gold 100 Ounce

     26        4/26/24      $ 5,342,220      $ 50,869  

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

     

Quoted

Prices in

Active

Markets
(Level 1)

    

Other

Significant

Observable

Inputs
(Level 2)

    

Significant

Unobservable

Inputs
(Level 3)

     Total  

Assets:

 

     

Investments in Securities

  

Common Stocks

           

Russia

   $      $      $ 0 *     $ 0  

Other

     5,435,731                      5,435,731  

Investment of Cash Collateral for Securities Loaned

            546,125               546,125  

Total Investments in Securities

   $ 5,435,731      $ 546,125      $ 0      $ 5,981,856  

Financial Derivative Instruments

  

Futures Contracts1

   $ 50,869      $      $      $ 50,869  

Total – Net

   $ 5,486,600      $ 546,125      $ 0      $ 6,032,725  
* 

Fair valuations using significant unobservable inputs were determined by a valuation committee of WisdomTree Asset Management, Inc. in accordance with valuation procedures approved by the Board of Trustees of WisdomTree Trust.

 

1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      161  


Schedule of Investments (unaudited)

WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  
U.S. GOVERNMENT OBLIGATIONS – 76.6%

 

U.S. Treasury Bill – 76.6%

 

5.33%, 8/8/24*

     
(Cost: $89,903,831)    $ 92,000,000      $ 89,903,832  
     
Shares
         
EXCHANGE-TRADED FUND – 4.6%

 

United States – 4.6%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $5,404,443)      107,600        5,412,280  

TOTAL INVESTMENTS IN SECURITIES – 81.2%

(Cost: $95,308,274)

   95,316,112  

Other Assets less Liabilities – 18.8%

     22,086,729  
     

 

 

 
NET ASSETS – 100.0%    $ 117,402,841  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a) 

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

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 29, 2024 were as follows:

 

Affiliate   Value at
8/31/2023
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
   

Change in
Unrealized
Appreciation/

Depreciation

    Value at
2/29/2024
    Dividend
Income
 

WisdomTree Floating Rate Treasury Fund

  $ 7,481,128     $     $ 2,059,789     $ (244   $ (8,815   $ 5,412,280     $ 183,479  

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Aluminum

    153       3/18/24     $ (8,404,367   $ 158,981  

Aluminum

    1       12/16/24       (57,894     (1,188

Copper

    20       12/15/25       (4,283,500     73,069  

Nickel

    43       3/18/24       (4,571,631     (426,915

Zinc

    84       3/18/24       (5,025,825     109,313  

Zinc

    1       7/15/24       (60,969     (116
      $ (22,404,186   $ (86,856
Long Exposure  

Aluminum

    153       3/18/24     $ 8,404,366     $ 220,773  

Aluminum

    100       12/16/24       5,789,425       (2,075

Bitcoin

    14       3/28/24       4,393,200       711,587  

Brent Crude

    147       9/30/24       11,492,460       649,740  

Cattle Feeder

    6       8/29/24       799,950       (11,225

Cocoa

    68       5/15/24       4,113,320       1,472,200  

Coffee “C”

    42       5/20/24       2,903,513       (55,125

Copper

    63       12/15/25       13,493,025       (102,375

Corn

    243       9/13/24       5,470,537       (669,988

Cotton No. 2

    25       12/6/24       1,047,625       12,625  

Gasoline RBOB

    47       11/29/24       4,074,139       232,466  

Gold 100 Ounce

    56       6/26/24       11,617,760       288,280  

HRW Wheat

    47       7/12/24       1,349,488       (82,838

Lean Hogs

    49       4/12/24       1,697,850       178,360  

Live Cattle

    40       6/28/24       2,899,600       (125,480

Low Sulphur Gasoil

    67       4/11/24       5,401,875       551,075  

Natural Gas

    112       3/26/24       2,083,200       (1,838,690

Nickel

    43       3/18/24       4,571,631       301,473  

Nickel

    30       7/15/24       3,247,920       330,750  

NY Harbor ULSD

    45       5/31/24       4,832,163       378,143  

Platinum

    42       4/26/24       1,856,400       (75,180

Silver

    47       5/29/24       5,377,975       (65,095

Soybeans

    90       11/14/24       5,099,625       (551,588

 

See Notes to Financial Statements.

 

162   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)

February 29, 2024

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Long Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Sugar No. 11

    136       4/30/24     $ 3,303,821     $ (217,918

Tin

    14       6/17/24       1,862,070       (70

Wheat

    108       7/12/24       3,127,950       (263,250

WTI Crude Oil

    150       1/21/25       10,822,500       510,660  

Zinc

    84       3/18/24       5,025,825       (28,881

Zinc

    58       7/15/24       3,536,187       37,700  
      $ 139,695,400     $ 1,786,054  

Total – Net

 

  $ 117,291,214     $ 1,699,198  

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 — Fair Value Measurement):

 

     

Quoted

Prices

in Active

Markets
(Level 1)

    

Other

Significant

Observable

Inputs
(Level 2)

    

Significant

Unobservable

Inputs
(Level 3)

     Total  

Assets:

 

     

Investments in Securities

  

U.S. Government Obligations

   $      $ 89,903,832      $      $ 89,903,832  

Exchange-Traded Fund

     5,412,280                      5,412,280  

Total Investments in Securities

   $ 5,412,280      $ 89,903,832      $      $ 95,316,112  

Financial Derivative Instruments

           

Futures Contracts1

   $ 6,217,195      $      $      $ 6,217,195  

Liabilities:

 

     

Financial Derivative Instruments

  

Futures Contracts1

   $ (4,517,997    $      $      $ (4,517,997

Total – Net

   $ 7,111,478      $ 89,903,832      $      $ 97,015,310  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      163  


Schedule of Investments (unaudited)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  
U.S. GOVERNMENT OBLIGATIONS – 82.7%

 

U.S. Treasury Bill – 82.7%

 

5.33%, 8/8/24*

     
(Cost: $170,181,015)    $ 174,148,000      $ 170,180,135  
      Shares          
EXCHANGE-TRADED FUND – 4.1%

 

United States – 4.1%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $8,470,909)      168,615        8,481,335  

TOTAL INVESTMENTS IN SECURITIES – 86.8%

(Cost: $178,651,924)

 

 

     178,661,470  

Other Assets less Liabilities – 13.2%

 

     27,281,012  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 205,942,482  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a) 

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

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 29, 2024 were as follows:

 

Affiliate   Value at
8/31/2023
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
   

Change in
Unrealized
Appreciation/

Depreciation

    Value at
2/29/2024
    Dividend
Income
 

WisdomTree Floating Rate Treasury Fund

  $ 6,808,787     $ 1,680,870     $     $     $ (8,322   $ 8,481,335     $ 202,541  

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Short Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

Corn

    231       5/14/24     $ (4,960,725   $ 274,425  

HRW Wheat

    168       5/14/24       (4,932,900     214,163  

Lead

    96       3/18/24       (4,972,800     152,019  

Natural Gas

    250       3/26/24       (4,650,000     535,000  

Nickel

    54       3/18/24       (5,741,118     (597,036
      $ (25,257,543   $ 578,571  
Long Exposure  

10 Year U.S. Treasury Note

    59       6/18/24     $ 6,515,813     $ (56,156

Bitcoin

    14       3/28/24       4,393,200       711,587  

Brent Crude

    68       3/28/24       5,569,880       284,240  

Cattle Feeder

    43       3/28/24       5,353,500       134,375  

E-Mini Russell 2000 Index

    161       3/15/24       16,561,265       1,259,268  

Euro Stoxx 50 Index

    315       3/15/24       16,682,538 ^      1,342,164  

Gasoline RBOB

    52       3/28/24       5,636,904       333,060  

Gold 100 Ounce

    25       4/26/24       5,136,750       29,430  

Lean Hogs

    156       4/12/24       5,405,400       276,120  

Live Cattle

    71       4/30/24       5,263,940       85,200  

Low Sulphur Gasoil

    67       4/11/24       5,401,875       165,825  

Nikkei 225 Index

    65       6/13/24       16,937,262 ^      1,252,489  

NY Harbor ULSD

    48       3/28/24       5,342,198       (20,160

S&P 500 E-Mini Index

    64       3/15/24       16,332,000       1,451,648  

S&P/TSX 60 Index

    84       3/14/24       15,985,609 ^      735,310  

U.S. Dollar Index

    191       3/18/24       19,882,718       (42,345

 

See Notes to Financial Statements.

 

164   WisdomTree Trust


Schedule of Investments (unaudited) (concluded)

WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)

February 29, 2024

 

FINANCIAL DERIVATIVE INSTRUMENTS                            
FUTURES CONTRACTS (EXCHANGE-TRADED)                            
Long Exposure   Contracts     Expiration
Date
    Notional
Value
    Unrealized
Appreciation/
(Depreciation)
 

U.S. Treasury Long Bond

    54       6/18/24     $ 6,439,500     $ (50,469

Zinc

    85       3/18/24       5,085,656       (29,863
      $ 167,926,008     $ 7,861,723  

Total – Net

 

  $ 142,668,465     $ 8,440,294  
^ 

Notional value has been converted to USD using the relevant foreign exchange rate as of February 29, 2024.

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):

 

     

Quoted

Prices

in Active

Markets
(Level 1)

    

Other

Significant
Observable

Inputs
(Level 2)

    

Significant

Unobservable

Inputs
(Level 3)

     Total  

Assets:

           

Investments in Securities

           

U.S. Government Obligations

   $      $ 170,180,135      $      $ 170,180,135  

Exchange-Traded Fund

     8,481,335                      8,481,335  

Total Investments in Securities

   $ 8,481,335      $ 170,180,135      $      $ 178,661,470  

Financial Derivative Instruments

           

Futures Contracts1

   $ 9,236,323      $      $      $ 9,236,323  

Liabilities:

        

Financial Derivative Instruments

  

Futures Contracts1

   $ (796,029    $      $      $ (796,029

Total – Net

   $ 16,921,629      $ 170,180,135      $      $ 187,101,764  
1 

Amount shown represents the unrealized appreciation (depreciation) on the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      165  


Schedule of Investments (unaudited)

WisdomTree PutWrite Strategy Fund (PUTW)

February 29, 2024

 

 

 

Investments    Principal
Amount
     Value  
U.S. GOVERNMENT OBLIGATIONS – 95.2%

 

U.S. Treasury Bills – 95.2%

 

5.52%, 3/21/24*

   $ 36,857,000      $ 36,748,784  

5.34%, 4/18/24*

     47,800,000        47,464,444  

TOTAL U.S. GOVERNMENT OBLIGATIONS

(Cost: $84,217,279)

 

 

     84,213,228  
     
Shares
     Value  
EXCHANGE-TRADED FUND – 4.3%

 

United States – 4.3%

 

WisdomTree Floating Rate Treasury Fund(a)

     
(Cost: $3,801,033)      75,814      $ 3,813,444  

TOTAL INVESTMENTS IN SECURITIES – 99.5%

(Cost: $88,018,312)

 

 

     88,026,672  

Other Assets less Liabilities – 0.5%

 

     459,809  
     

 

 

 
NET ASSETS – 100.0%

 

   $ 88,486,481  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a) 

Affiliated holding. See “Investment in Affiliates” supplementary table included in this Schedule of Investments for additional information.

 

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 29, 2024 were as follows:

 

Affiliate   Value at
8/31/2023
    Purchases/
Additions
    Sales/
Reductions
    Realized
Gain/(Loss)
   

Change in
Unrealized
Appreciation/

Depreciation

    Value at
2/29/2024
    Dividend
Income
 

WisdomTree Floating Rate Treasury Fund

  $ 4,025,438     $ 828,823     $ 1,036,328     $ (1,286   $ (3,203   $ 3,813,444     $ 101,556  

 

FINANCIAL DERIVATIVE INSTRUMENTS  
WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED)  
Put Options   Number of
Contracts
    Notional
Amount1
    Strike
Price
    Expiration
Date
    Premiums
Received
    Unrealized
Appreciation
    Value  

SPDR S&P 500 ETF Trust

    (898   $ (45,708,200   $ 509       3/15/2024     $ (927,634   $ 460,674     $ (466,960

SPDR S&P 500 ETF Trust

    (891     (45,886,500     515       4/5/2024       (948,915     47,223       (901,692
      $ (1,876,549   $ 507,897     $ (1,368,652
1 

Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price.

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):

 

     

Quoted

Prices in

Active
Markets
(Level 1)

    

Other

Significant
Observable

Inputs
(Level 2)

     Significant
Unobservable
Inputs
(Level 3)
     Total  

Assets:

           

Investments in Securities

           

U.S. Government Obligations

   $      $ 84,213,228      $      $ 84,213,228  

Exchange-Traded Fund

     3,813,444                      3,813,444  

Total Investments in Securities

   $ 3,813,444      $ 84,213,228      $      $ 88,026,672  

Liabilities:

           

Financial Derivative Instruments

           

Written Options1

   $      $ (1,368,652    $      $ (1,368,652

Total – Net

   $ 3,813,444      $ 82,844,576      $      $ 86,658,020  
1 

Amount shown represents the market value of the financial instrument.

 

See Notes to Financial Statements.

 

166   WisdomTree Trust


Schedule of Investments (unaudited)

WisdomTree Target Range Fund (GTR)

February 29, 2024

 

 

 

Investments   

Principal

Amount

     Value  
U.S. GOVERNMENT OBLIGATIONS – 70.8%      
U.S. Treasury Bill – 70.8%      

5.31%, 8/8/24*

     
(Cost: $43,588,274)    $ 44,600,000      $ 43,583,814  
PURCHASED OPTIONS (EXCHANGE-TRADED) – 24.0%  
Call Options  

Number of

Contracts

   

Notional

Amount(a)

   

Strike

Price

    Expiration
Date
   

Premiums

Paid

    Unrealized
Appreciation
    Value  

iShares MSCI EAFE ETF

    1,644     $ 10,357,200     $ 63       1/17/25     $ 2,284,108     $ 346,292     $ 2,630,400  

iShares MSCI Emerging Markets ETF

    1,595       5,263,500       33       1/17/25       1,135,113       260,512       1,395,625  

iShares Russell 2000 ETF

    635       10,350,500       163       1/17/25       2,412,968       676,307       3,089,275  

SPDR S&P 500 ETF Trust

    636       25,758,000       405       1/17/25       5,966,011       1,717,505       7,683,516  

TOTAL PURCHASED OPTIONS (EXCHANGE-TRADED)

(Cost: $11,798,200)

 

 

    14,798,816  

TOTAL INVESTMENTS IN SECURITIES – 94.8%

(Cost: $55,386,474)

 

 

    58,382,630  

Other Assets less Liabilities – 5.2%

 

    3,182,176  
 

 

 

 
NET ASSETS – 100.0%

 

  $ 61,564,806  
* 

Interest rate shown reflects the yield to maturity at the time of purchase.

 

(a) 

Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price.

 

FINANCIAL DERIVATIVE INSTRUMENTS  
WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED)  
Call Options   Number of
Contracts
    Notional
Amount1
    Strike
Price
    Expiration
Date
    Premiums
Received
   

Unrealized

Depreciation

    Value  

SPDR S&P 500 ETF Trust

    (636   $ (34,980,000   $ 550       1/17/2025     $ (357,432   $ (621,372   $ (978,804

iShares MSCI EAFE ETF

    (1,644     (13,974,000     85       1/17/2025       (179,196     (239,202     (418,398

iShares MSCI Emerging Markets ETF

    (1,595     (7,018,000     44       1/17/2025       (153,120     (76,560     (229,680

iShares Russell 2000 ETF

    (635     (13,970,000     220       1/17/2025       (394,646     (327,984     (722,630
      $ (1,084,394   $ (1,265,118   $ (2,349,512
1 

Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price.

 

FAIR VALUATION SUMMARY

The following is a summary of the fair valuations according to the inputs used in valuing the Fund’s investments (See Note 2 – Fair Value Measurement):

 

     

Quoted

Prices in

Active

Markets

(Level 1)

    

Other

Significant

Observable

Inputs
(Level 2)

    

Significant

Unobservable

Inputs
(Level 3)

     Total  

Assets:

           

Investments in Securities

           

U.S. Government Obligations

   $      $ 43,583,814      $      $ 43,583,814  

Purchased Options

            14,798,816               14,798,816  

Total Investments in Securities

   $      $ 58,382,630      $      $ 58,382,630  

Liabilities:

 

     

Financial Derivative Instruments

  

Written Options1

   $      $ (2,349,512    $      $ (2,349,512

Total – Net

   $      $ 56,033,118      $      $ 56,033,118  
1 

Amount shown represents the market value of the financial instrument.

 

See Notes to Financial Statements.

 

WisdomTree Trust      167  


Statements of Assets and Liabilities (unaudited)

WisdomTree Trust

February 29, 2024

 

 

 

     

WisdomTree

Bloomberg

U.S. Dollar

Bullish Fund

    

WisdomTree

Emerging

Currency

Strategy Fund

    

WisdomTree

Bianco Total

Return Fund

    

WisdomTree

Emerging

Markets

Corporate

Bond Fund

    

WisdomTree

Emerging

Markets Local

Debt Fund

 

ASSETS:

              

Investments, at cost

   $ 166,571,569      $ 4,258,032      $ 3,655,529      $ 47,371,885      $ 86,287,443  

Investment in affiliates, at cost (Note 3)

     7,359,256        341,394        314,484                

Repurchase agreements, at cost

            2,240,000                      4,570,000  

Foreign currency, at cost

                          450        1,316,703  

Investments in securities, at value1,2 (Note 2)

     166,556,396        4,257,911        3,627,985        45,879,029        77,522,801  

Investment in affiliates, at value (Note 3)

     7,368,950        342,040        314,476                

Repurchase agreements, at value (Note 2)

            2,240,000                      4,570,000  

Cash

     821,837        262,941        185        2,582,146        234,462  

Deposits at broker for futures contracts

                          108,157         

Foreign currency, at value

                          483        1,364,060  

Unrealized appreciation on foreign currency contracts

     1,294,344        24,496                      50,901  

Receivables:

              

Investment securities sold

                   13,199        168,795         

Capital shares sold

                          3,209,076         

Securities lending income

                          761         

Interest

            330               571,340        1,417,490  

Foreign tax reclaims

                                 158,489  

Total Assets

     176,041,527        7,127,718        3,955,845        52,519,787        85,318,203  

LIABILITIES:

              

Unrealized depreciation on foreign currency contracts

     346,068        43,074                      82,480  

Payables:

              

Cash collateral received for securities loaned (Note 2)

                          566,353         

Investment securities purchased

                   12,469        3,793,074        224,099  

Advisory fees (Note 3)

     65,521        3,040        1,150        21,330        37,104  

Service fees (Note 2)

     584        25        11        156        297  

Net variation margin on futures contracts

                          1,384         

Foreign capital gains tax

                                 34,331  

Total Liabilities

     412,173        46,139        13,630        4,382,297        378,311  

NET ASSETS

   $ 175,629,354      $ 7,081,579      $ 3,942,215      $ 48,137,490      $ 84,939,892  

NET ASSETS:

              

Paid-in capital

   $ 201,965,201      $ 55,175,243      $ 3,977,162      $ 64,538,828      $ 127,020,308  

Total distributable earnings (loss)

     (26,335,847      (48,093,664      (34,947      (16,401,338      (42,080,416

NET ASSETS

   $ 175,629,354      $ 7,081,579      $ 3,942,215      $ 48,137,490      $ 84,939,892  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     6,750,000        400,000        160,000        750,000        3,100,000  

Net asset value per share

   $ 26.02      $ 17.70      $ 24.64      $ 64.18      $ 27.40  

1 Includes market value of securities out on loan of:

                        $ 781,596         

2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).

  

 

See Notes to Financial Statements.

 

168   WisdomTree Trust


Statements of Assets and Liabilities (unaudited) (continued)

WisdomTree Trust

February 29, 2024

 

 

 

     

WisdomTree

Floating Rate

Treasury Fund

    

WisdomTree

Interest Rate

Hedged High
Yield Bond Fund

    

WisdomTree

Interest Rate

Hedged U.S.

Aggregate

Bond Fund

    

WisdomTree

Mortgage Plus

Bond Fund

    

WisdomTree

Voya Yield

Enhanced USD

Universal

Bond Fund

 

ASSETS:

              

Investments, at cost

   $ 17,338,256,386      $ 174,682,638      $ 176,102,777      $ 48,868,575      $ 1,207,056,851  

Repurchase agreements, at cost

                   4,400,000                

Foreign currency, at cost

                   77               455  

Investments in securities, at value1,2 (Note 2)

     17,341,949,837        167,424,980        165,429,721        46,583,507        1,180,792,168  

Repurchase agreements, at value (Note 2)

                   4,400,000                

Cash

     243,561        1,516,030        98,455        2,167,258        53,293,333  

Deposits at broker for TBA securities

                                 542,000  

Deposits at broker for futures contracts

            1,837,042        3,312,320        68,649        1,580,948  

Foreign currency, at value

                   84               454  

Receivables:

              

Investment securities sold

     1,589,608,507               2,485,019        389,219        3,778,633  

Due from broker for TBA sale commitments (Note 2)

                   2,126,616                

Capital shares sold

     26,653,763        2,181,090        6,250                

Securities lending income

     187        11,447        735                

Interest

     79,152,315        2,444,599        988,896        148,834        10,098,832  

Foreign tax reclaims

                                 8,125  

Net variation margin on futures contracts

                          1,289        143,742  

Total Assets

     19,037,608,170        175,415,188        178,848,096        49,358,756        1,250,238,235  

LIABILITIES:

              

TBA sale commitments, at value3

                   2,098,884                

Payables:

              

Cash collateral received for securities loaned (Note 2)

            13,916,485        569,308                

Investment securities purchased

     1,605,053,108        2,183,698        13,002,052        1,882,529        14,462,349  

Capital shares redeemed

     11,063,826                              

Advisory fees (Note 3)

     2,065,767        53,454        28,312        16,927        147,466  

Service fees (Note 2)

     60,596        547        542        166        4,326  

Net variation margin on futures contracts

            37,327        160,178                

Interest on TBA sale commitments

                   2,617                

Total Liabilities

     1,618,243,297        16,191,511        15,861,893        1,899,622        14,614,141  

NET ASSETS

   $ 17,419,364,873      $ 159,223,677      $ 162,986,203      $ 47,459,134      $ 1,235,624,094  

NET ASSETS:

              

Paid-in capital

   $ 17,424,527,234      $ 183,859,409      $ 184,616,549      $ 52,878,959      $ 1,268,805,131  

Total distributable earnings (loss)

     (5,162,361      (24,635,732      (21,630,346      (5,419,825      (33,181,037

NET ASSETS

   $ 17,419,364,873      $ 159,223,677      $ 162,986,203      $ 47,459,134      $ 1,235,624,094  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     346,377,500        7,300,000        7,400,000        1,100,000        25,500,000  

Net asset value per share

   $ 50.29      $ 21.81      $ 22.03      $ 43.14      $ 48.46  

1 Includes market value of securities out on loan of:

          $ 14,330,595      $ 2,115,844                

2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).

  

3 TBA sale commitments, proceeds:

                 $ 2,123,999                

 

See Notes to Financial Statements.

 

WisdomTree Trust      169  


Statements of Assets and Liabilities (unaudited) (continued)

WisdomTree Trust

February 29, 2024

 

 

 

     

WisdomTree

Yield Enhanced

U.S. Aggregate

Bond Fund

    

WisdomTree

Yield Enhanced

U.S. Short-Term

Aggregate

Bond Fund

    

WisdomTree

Alternative

Income Fund

    

WisdomTree

Efficient Gold

Plus Equity

Strategy Fund

(consolidated)

    

WisdomTree

Efficient Gold

Plus Gold Miners

Strategy Fund

(consolidated)

 

ASSETS:

              

Investments, at cost

   $ 973,441,749      $ 43,026,054      $ 18,146,071      $ 11,254,544      $ 7,284,339  

Repurchase agreements, at cost

     4,980,000                              

Foreign currency, at cost

     119                             598  

Investments in securities, at value1,2 (Note 2)

     912,197,317        42,062,144        17,344,239        14,070,330        5,981,856  

Repurchase agreements, at value (Note 2)

     4,980,000                              

Cash

     1,074,732        11,940        48,007        874,447        292,078  

Deposits at broker for futures contracts

            12,749               610,984        346,882  

Foreign currency, at value

     130                             137  

Receivables:

              

Investment securities sold

     29,709,002                              

Due from broker for TBA sale commitments (Note 2)

     921,301                              

Dividends

                   50,138        18,685        8,530  

Securities lending income

     2,207        5        2,743               156  

Interest

     8,012,380        216,727                       

Foreign tax reclaims

                          7        743  

Net variation margin on futures contracts

            563               79,200        31,304  

Total Assets

     956,897,069        42,304,128        17,445,127        15,653,653        6,661,686  

LIABILITIES:

              

Foreign currency due to custodian, at value4

            16                       

TBA sale commitments, at value3

     909,156                              

Payables:

              

Cash collateral received for securities loaned (Note 2)

     2,968,058               2,082,329               546,125  

Investment securities purchased

     34,783,549                              

Advisory fees (Note 3)

     88,420        4,654        5,991        2,422        2,222  

Service fees (Note 2)

     3,243        171        53        916        284  

Interest on TBA sale commitments

     1,139                              

Total Liabilities

     38,753,565        4,841        2,088,373        3,338        548,631  

NET ASSETS

   $ 918,143,504      $ 42,299,287      $ 15,356,754      $ 15,650,315      $ 6,113,055  

NET ASSETS:

              

Paid-in capital

   $ 1,072,058,245      $ 48,212,906      $ 17,985,249      $ 13,220,657      $ 9,146,672  

Total distributable earnings (loss)

     (153,914,741      (5,913,619      (2,628,495      2,429,658        (3,033,617

NET ASSETS

   $ 918,143,504      $ 42,299,287      $ 15,356,754      $ 15,650,315      $ 6,113,055  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     21,300,000        900,000        840,000        550,000        300,000  

Net asset value per share

   $ 43.11      $ 47.00      $ 18.28      $ 28.46      $ 20.38  

1 Includes market value of securities out on loan of:

   $ 4,845,271      $ 23,557      $ 2,016,470             $ 940,439  

2 Investments in securities include investment of cash collateral for securities loaned (see Schedule of Investments for additional information).

  

3 TBA sale commitments, proceeds:

   $ 920,162                              

4 Foreign currency due to custodian, proceeds

   $      $ 15      $      $      $  

 

See Notes to Financial Statements.

 

170   WisdomTree Trust


Statements of Assets and Liabilities (unaudited) (concluded)

WisdomTree Trust

February 29, 2024

 

 

 

     

WisdomTree

Enhanced

Commodity

Strategy Fund

(consolidated)

    

WisdomTree

Managed

Futures

Strategy Fund

(consolidated)

    

WisdomTree

PutWrite

Strategy Fund

    

WisdomTree

Target Range

Fund

 

ASSETS:

           

Investments, at cost

   $ 89,903,831      $ 170,181,015      $ 84,217,279      $ 55,386,474  

Investment in affiliates, at cost (Note 3)

     5,404,443        8,470,909        3,801,033         

Foreign currency deposits at broker for futures contracts, at cost

            6,917,500                

Investments in securities, at value

     89,903,832        170,180,135        84,213,228        58,382,630  

Investment in affiliates, at value (Note 3)

     5,412,280        8,481,335        3,813,444         

Cash

     10,075,242        10,593,045        1,864,189        1,835,911  

Cash collateral segregated for written options

                          3,730,563  

Deposits at broker for futures contracts

     11,690,520        9,232,481                

Foreign currency deposits at broker for futures contracts, at value

            6,839,730                

Receivables:

           

Net variation margin on futures contracts

     371,752        720,161                

Total Assets

     117,453,626        206,046,887        89,890,861        63,949,104  

LIABILITIES:

           

Written options, at value1

                   1,368,652        2,349,512  

Payables:

           

Due to broker

                   5,134         

Advisory fees (Note 3)

     50,484        103,697        30,287        34,569  

Service fees (Note 2)

     301        708        307        217  

Total Liabilities

     50,785        104,405        1,404,380        2,384,298  

NET ASSETS

   $ 117,402,841      $ 205,942,482      $ 88,486,481      $ 61,564,806  

NET ASSETS:

           

Paid-in capital

   $ 189,624,649      $ 245,063,342      $ 96,073,046      $ 62,572,126  

Total distributable earnings (loss)

     (72,221,808      (39,120,860      (7,586,565      (1,007,320

NET ASSETS

   $ 117,402,841      $ 205,942,482      $ 88,486,481      $ 61,564,806  

Outstanding beneficial interest shares of $0.001 par value (unlimited number of shares authorized)

     6,750,000        5,650,000        2,700,000        2,650,000  

Net asset value per share

   $ 17.39      $ 36.45      $ 32.77      $ 23.23  

1 Premiums received on written options:

                 $ 1,876,549      $ 1,084,394  

 

See Notes to Financial Statements.

 

WisdomTree Trust      171  


Statements of Operations (unaudited)

WisdomTree Trust

For the Six Months or Period Ended February 29, 2024

 

 

 

     

WisdomTree

Bloomberg

U.S. Dollar

Bullish Fund

    

WisdomTree

Emerging

Currency

Strategy Fund

    

WisdomTree

Bianco Total

Return Fund1

    

WisdomTree

Emerging

Markets

Corporate

Bond Fund

    

WisdomTree

Emerging

Markets Local

Debt Fund

 

INVESTMENT INCOME:

              

Dividends

   $      $      $ 7,651      $      $  

Dividends from affiliates (Note 3)

     245,417        11,590        2,283                

Interest

     5,305,064        268,844               1,169,938        3,053,095  

Securities lending income, net (Note 2)

                          2,649        489  

Less: Foreign withholding taxes on interest

                          (879      (60,734

Total investment income

     5,550,481        280,434        9,934        1,171,708        2,992,850  

EXPENSES:

              

Advisory fees (Note 3)

     516,067        28,441        2,335        122,242        249,848  

Service fees (Note 2)

     4,541        227        21        896        1,999  

Total expenses

     520,608        28,668        2,356        123,138        251,847  

Expense waivers (Note 3)

     (6,790      (318      (196              

Net expenses

     513,818        28,350        2,160        123,138        251,847  

Net investment income

     5,036,663        252,084        7,774        1,048,570        2,741,003  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

              

Net realized gain (loss) from:

              

Investment transactions2

     4,813        74        (694      (271,040      (1,246,346

Investment transactions in affiliates (Note 3)

     (7,692      (304      (20              

In-kind redemptions

                          17,807        (540,605

Futures contracts

                          8,768         

Foreign currency contracts

     3,249,686        (160,162             45        (28,104

Foreign currency related transactions

                                 (43,072

Net realized gain (loss)

     3,246,807        (160,392      (714      (244,420      (1,858,127

Net increase (decrease) in unrealized appreciation/depreciation:

              

Investment transactions3

     (5,700      496        (27,544      1,612,206        1,109,287  

Investment transactions in affiliates (Note 3)

     (4,173      (272      (8              

Futures contracts

                          29,992         

Foreign currency contracts

     (2,993,578      195,879                      (23,223

Translation of assets and liabilities denominated in foreign currencies

                          40        (21,810

Net increase (decrease) in unrealized appreciation/depreciation

     (3,003,451      196,103        (27,552      1,642,238        1,064,254  

Net realized and unrealized gain (loss) on investments

     243,356        35,711        (28,266      1,397,818        (793,873

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

   $ 5,280,019      $ 287,795      $ (20,492    $ 2,446,388      $ 1,947,130  

1 For the period December 20, 2023 (commencement of operations) through February 29, 2024.

  

2 Net of foreign capital gains (tax) and capital gains tax refund, if applicable, of:

                               $ (336

3 Includes net increase (decrease) in accrued foreign capital gain taxes of:

                               $ (8,931

 

See Notes to Financial Statements.

 

172   WisdomTree Trust


Statements of Operations (unaudited) (continued)

WisdomTree Trust

For the Six Months Ended February 29, 2024

 

 

 

     

WisdomTree

Floating Rate

Treasury Fund

    

WisdomTree

Interest Rate

Hedged High

Yield Bond Fund

    

WisdomTree

Interest Rate

Hedged U.S.

Aggregate

Bond Fund

    

WisdomTree

Mortgage Plus

Bond Fund

    

WisdomTree

Voya Yield

Enhanced USD

Universal Bond

Fund

 

INVESTMENT INCOME:

              

Interest

   $ 497,443,232      $ 4,976,313      $ 3,687,061      $ 624,974      $ 28,409,791  

Payment-in-kind interest

                          50,625         

Securities lending income, net (Note 2)

            83,167        4,555                

Less: Foreign withholding taxes on interest

                   (62              

Total investment income

     497,443,232        5,059,480        3,691,554        675,599        28,409,791  

EXPENSES:

              

Advisory fees (Note 3)

     13,477,852        328,301        211,771        78,449        895,254  

Service fees (Note 2)

     395,350        3,359        4,051        767        26,261  

Total expenses

     13,873,202        331,660        215,822        79,216        921,515  

Net investment income

     483,570,030        4,727,820        3,475,732        596,383        27,488,276  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

              

Net realized gain (loss) from:

              

Investment transactions

     (1,706,517      (4,668,809      (3,473,215      (88,485      (1,434,654

In-kind redemptions

     1,552,784        (446,652      (1,477,913              

Futures contracts

            567,171        1,086,682        15,576        700,195  

Net realized loss

     (153,733      (4,548,290      (3,864,446      (72,909      (734,459

Net increase (decrease) in unrealized appreciation/depreciation:

              

Investment transactions

     (2,260,823      7,893,898        6,027,877        487,441        8,666,996  

Futures contracts

            524,024        964,122        (11,266      37,249  

Translation of assets and liabilities denominated in foreign currencies

                                 (1

Net increase (decrease) in unrealized appreciation/depreciation

     (2,260,823      8,417,922        6,991,999        476,175        8,704,244  

Net realized and unrealized gain (loss) on investments

     (2,414,556      3,869,632        3,127,553        403,266        7,969,785  

NET INCREASE IN NET ASSETS RESULTING FROM OPERATIONS

   $ 481,155,474      $ 8,597,452      $ 6,603,285      $ 999,649      $ 35,458,061  

 

See Notes to Financial Statements.

 

WisdomTree Trust      173  


Statements of Operations (unaudited) (continued)

WisdomTree Trust

For the Six Months Ended February 29, 2024

 

 

 

     

WisdomTree

Yield Enhanced

U.S. Aggregate

Bond Fund

    

WisdomTree

Yield Enhanced

U.S. Short-Term

Aggregate

Bond Fund

    

WisdomTree

Alternative

Income Fund

    

WisdomTree

Efficient Gold

Plus Equity

Strategy Fund

(consolidated)

    

WisdomTree

Efficient Gold

Plus Gold Miners

Strategy Fund

(consolidated)

 

INVESTMENT INCOME:

 

Dividends

   $      $      $ 798,573      $ 89,173      $ 74,268  

Interest

     19,084,431        1,680,244        215        20,538        11,516  

Securities lending income, net (Note 2)

     15,164        177        15,739               530  

Less: Foreign withholding taxes on interest

     (176                    (33      (5,129

Total investment income

     19,099,419        1,680,421        814,527        109,678        81,185  

EXPENSES:

              

Advisory fees (Note 3)

     534,707        54,011        33,552        13,252        14,896  

Service fees (Note 2)

     19,606        1,980        295        292        146  

Total expenses

     554,313        55,991        33,847        13,544        15,042  

Net investment income

     18,545,106        1,624,430        780,680        96,134        66,143  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

              

Net realized gain (loss) from:

              

Investment transactions

     (9,859,620      (1,285,047      (373,410      (102,152      (369,536

In-kind redemptions

     (4,291,349      (30,288                     

Futures contracts

            (19,620             (2,071      (47,991

Foreign currency contracts

                                 (2,566

Foreign currency related transactions

                                 2,653  

Net realized loss

     (14,150,969      (1,334,955      (373,410      (104,223      (417,440

Net increase (decrease) in unrealized appreciation/depreciation:

              

Investment transactions

     22,920,786        2,598,762        71,725        1,717,809        (227,564

Futures contracts

            188               289,582        164,048  

Foreign currency contracts

                                 25  

Translation of assets and liabilities denominated in foreign currencies

                                 (58

Net increase (decrease) in unrealized appreciation/depreciation

     22,920,786        2,598,950        71,725        2,007,391        (63,549

Net realized and unrealized gain (loss) on investments

     8,769,817        1,263,995        (301,685      1,903,168        (480,989

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

   $ 27,314,923      $ 2,888,425      $ 478,995      $ 1,999,302      $ (414,846

 

See Notes to Financial Statements.

 

174   WisdomTree Trust


Statements of Operations (unaudited) (concluded)

WisdomTree Trust

For the Six Months Ended February 29, 2024

 

 

 

     

WisdomTree

Enhanced

Commodity

Strategy Fund
(consolidated)

    

WisdomTree

Managed

Futures

Strategy Fund
(consolidated)

    

WisdomTree

PutWrite

Strategy Fund

    

WisdomTree

Target Range

Fund

 

INVESTMENT INCOME:

 

Dividends from affiliates (Note 3)

   $ 183,479      $ 202,541      $ 101,556      $  

Interest

     3,801,762        4,201,204        2,192,860        1,237,224  

Total investment income

     3,985,241        4,403,745        2,294,416        1,237,224  

EXPENSES:

 

Advisory fees (Note 3)

     420,180        562,118        192,283        215,888  

Service fees (Note 2)

     3,361        3,805        1,923        1,357  

Total expenses

     423,541        565,923        194,206        217,245  

Expense waivers (Note 3)

     (5,073      (5,495      (2,799       

Net expenses

     418,468        560,428        191,407        217,245  

Net investment income

     3,566,773        3,843,317        2,103,009        1,019,979  

NET REALIZED AND UNREALIZED GAIN (LOSS) ON INVESTMENTS:

 

Net realized gain (loss) from:

 

Investment transactions

     6,760        (649      (3,190,144      3,367,189  

Investment transactions in affiliates (Note 3)

     (244             (1,286       

Futures contracts

     (7,386,382      5,736,051                

Written options

                   7,722,912        135,332  

Foreign currency related transactions

            (645              

Net realized gain (loss)

     (7,379,866      5,734,757        4,531,482        3,502,521  

Net increase (decrease) in unrealized appreciation/depreciation:

 

Investment transactions

     9,209        6,668        (671      982,032  

Investment transactions in affiliates (Note 3)

     (8,815      (8,322      (3,203       

Futures contracts

     2,590,719        6,602,947                

Written options

                   (628,920      (1,647,705

Translation of assets and liabilities denominated in foreign currencies

            (51,576              

Net increase (decrease) in unrealized appreciation/depreciation

     2,591,113        6,549,717        (632,794      (665,673

Net realized and unrealized gain (loss) on investments

     (4,788,753      12,284,474        3,898,688        2,836,848  

NET INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS

   $ (1,221,980    $ 16,127,791      $ 6,001,697      $ 3,856,827  

 

See Notes to Financial Statements.

 

WisdomTree Trust      175  


Statements of Changes in Net Assets

WisdomTree Trust

 

 

 

 

    

WisdomTree Bloomberg

U.S. Dollar Bullish Fund

   

WisdomTree Emerging

Currency Strategy Fund

   

WisdomTree Bianco

Total Return Fund

 
    

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

   

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

   

For the Period

December 20, 2023*

through

February 29, 2024

(unaudited)

 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 5,036,663     $ 11,218,296     $ 252,084     $ 313,448     $ 7,774  

Net realized gain (loss) on investments and foreign currency contracts

    3,246,807       (12,218,111     (160,392     675,222       (714

Net increase (decrease) in unrealized appreciation/depreciation on investments and foreign currency contracts

    (3,003,451     (3,398,952     196,103       (317,058     (27,552

Net increase (decrease) in net assets resulting from operations

    5,280,019       (4,398,767     287,795       671,612       (20,492

DISTRIBUTIONS TO SHAREHOLDERS:

 

Distributable earnings

    (11,670,750     (30,189,364     (396,000     (67,060     (14,455

CAPITAL SHARE TRANSACTIONS:

 

Net proceeds from sale of shares

    183,601,618       484,884,700       12,573,471             3,977,162  

Cost of shares redeemed

    (198,158,554     (651,301,859     (14,222,905           (100

Net increase (decrease) in net assets resulting from capital share transactions

    (14,556,936     (166,417,159     (1,649,434           3,977,062  

Net Increase (Decrease) in Net Assets

    (20,947,667     (201,005,290     (1,757,639     604,552       3,942,115  

NET ASSETS:

 

Beginning of period

  $ 196,577,021     $ 397,582,311     $ 8,839,218     $ 8,234,666     $ 100  

End of period

  $ 175,629,354     $ 196,577,021     $ 7,081,579     $ 8,839,218     $ 3,942,215  

SHARES CREATED AND REDEEMED:

 

Shares outstanding, beginning of period

    7,300,000       13,800,000       500,000       500,000       4  

Shares created

    6,800,000       17,450,000       700,000             160,000  

Shares redeemed

    (7,350,000     (23,950,000     (800,000           (4

Shares outstanding, end of period

    6,750,000       7,300,000       400,000       500,000       160,000  

*   Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

    

 

See Notes to Financial Statements.

 

176   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 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

   

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

   

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 1,048,570     $ 2,021,304     $ 2,741,003     $ 5,557,587     $ 483,570,030     $ 659,329,668  

Net realized loss on investments, futures contracts, foreign currency contracts and foreign currency related transactions

    (244,420     (4,548,889     (1,858,127     (5,407,599     (153,733     (5,845,074

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, foreign currency contracts and translation of assets and liabilities denominated in foreign currencies

    1,642,238       4,792,493       1,064,254       11,251,873       (2,260,823     12,928,652  

Net increase in net assets resulting from operations

    2,446,388       2,264,908       1,947,130       11,401,861       481,155,474       666,413,246  

DISTRIBUTIONS TO SHAREHOLDERS:

           

Distributable earnings

    (1,161,370     (2,011,150     (2,400,000     (2,924,159     (483,552,914     (659,971,821

Tax return of capital

                      (1,992,841            

Total distributions to shareholders

    (1,161,370     (2,011,150     (2,400,000     (4,917,000     (483,552,914     (659,971,821

CAPITAL SHARE TRANSACTIONS:

           

Net proceeds from sale of shares

    9,579,937             1,375,639       23,572,731       3,235,657,652       12,398,272,031  

Cost of shares redeemed

    (3,201,575     (12,434,694     (18,684,197     (14,899,926     (3,869,793,809     (2,401,058,039

Net increase (decrease) in net assets resulting from capital share transactions

    6,378,362       (12,434,694     (17,308,558     8,672,805       (634,136,157     9,997,213,992  

Net Increase (Decrease) in Net Assets

    7,663,380       (12,180,936     (17,761,428     15,157,666       (636,533,597     10,003,655,417  

NET ASSETS:

           

Beginning of period

  $ 40,474,110     $ 52,655,046     $ 102,701,320     $ 87,543,654     $ 18,055,898,470     $ 8,052,243,053  

End of period

  $ 48,137,490     $ 40,474,110     $ 84,939,892     $ 102,701,320     $ 17,419,364,873     $ 18,055,898,470  

SHARES CREATED AND REDEEMED:

           

Shares outstanding, beginning of period

    650,000       850,000       3,750,000       3,400,000       358,927,500       160,267,500  

Shares created

    150,000             50,000       900,000       64,280,000       246,370,000  

Shares redeemed

    (50,000     (200,000     (700,000     (550,000     (76,830,000     (47,710,000

Shares outstanding, end of period

    750,000       650,000       3,100,000       3,750,000       346,377,500       358,927,500  

 

See Notes to Financial Statements.

 

WisdomTree Trust      177  


Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

    

WisdomTree Interest Rate Hedged

High Yield Bond Fund

   

WisdomTree Interest Rate Hedged

U.S. Aggregate Bond Fund

   

WisdomTree Mortgage

Plus Bond Fund

 
    

For the

Six Months Ended

February 29, 2024
(unaudited)

   

For the

Year Ended

August 31, 2023

   

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

   

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 4,727,820     $ 9,425,008     $ 3,475,732     $ 8,968,292     $ 596,383     $ 631,093  

Net realized gain (loss) on investments and futures contracts

    (4,548,290     (3,349,698     (3,864,446     50,514       (72,909     (1,445,742

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies

    8,417,922       8,383,950       6,991,999       7,050,554       476,175       (136,534

Net increase (decrease) in net assets resulting from operations

    8,597,452       14,459,260       6,603,285       16,069,360       999,649       (951,183

DISTRIBUTIONS TO SHAREHOLDERS:

           

Distributable earnings

    (4,859,140     (9,529,600     (8,122,543     (29,161,948     (604,460     (734,000

CAPITAL SHARE TRANSACTIONS:

           

Net proceeds from sale of shares

    12,774,052       37,619,564       26,532,370       28,309,732       21,372,674       4,315,436  

Cost of shares redeemed

    (8,469,596     (74,410,287     (62,856,547     (180,755,502           (13,396,567

Net increase (decrease) in net assets resulting from capital share transactions

    4,304,456       (36,790,723     (36,324,177     (152,445,770     21,372,674       (9,081,131

Net Increase (Decrease) in Net Assets

    8,042,768       (31,861,063     (37,843,435     (165,538,358     21,767,863       (10,766,314

NET ASSETS:

           

Beginning of period

  $ 151,180,909     $ 183,041,972     $ 200,829,638     $ 366,367,996     $ 25,691,271     $ 36,457,585  

End of period

  $ 159,223,677     $ 151,180,909     $ 162,986,203     $ 200,829,638     $ 47,459,134     $ 25,691,271  

SHARES CREATED AND REDEEMED:

           

Shares outstanding, beginning of period

    7,100,000       8,900,000       9,050,000       16,000,000 1      600,000       800,000  

Shares created

    600,000       1,800,000       1,200,000       1,250,000 1      500,000       100,000  

Shares redeemed

    (400,000     (3,600,000     (2,850,000     (8,200,000 )1            (300,000

Shares outstanding, end of period

    7,300,000       7,100,000       7,400,000       9,050,000 1      1,100,000       600,000  

1 Shares were adjusted to reflect a 2:1 share split effective August 10, 2023.

  

 

See Notes to Financial Statements.

 

178   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

Six Months Ended

February 29, 2024

(unaudited)

   

For the Period

February 7, 2023*

through

August 31, 2023

   

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

   

For the

Six Months Ended

February 29, 2024

(unaudited)

   

For the

Year Ended

August 31, 2023

 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

  $ 27,488,276     $ 28,108,063     $ 18,545,106     $ 30,508,835     $ 1,624,430     $ 2,214,123  

Net realized loss on investments, futures contracts and foreign currency related transactions

    (734,459     (7,904,045     (14,150,969     (62,925,274     (1,334,955     (3,901,829

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies

    8,704,244       (34,764,904     22,920,786       23,878,701       2,598,950       2,755,755  

Net increase (decrease) in net assets resulting from operations

    35,458,061       (14,560,886     27,314,923       (8,537,738     2,888,425       1,068,049  

DISTRIBUTIONS TO SHAREHOLDERS:

 

Distributable earnings

    (27,336,196     (26,966,060     (19,434,160     (31,267,800     (1,652,580     (2,170,000

CAPITAL SHARE TRANSACTIONS:

 

Net proceeds from sale of shares

    74,139,481       1,292,137,938       102,487,476       330,719,000       4,737,469       41,724,047  

Cost of shares redeemed

          (97,248,344     (91,773,196     (342,770,762     (61,618,205     (37,322,440

Net increase (decrease) in net assets resulting from capital share transactions

    74,139,481       1,194,889,594       10,714,280       (12,051,762     (56,880,736     4,401,607  

Net Increase (Decrease) in Net Assets

    82,261,346       1,153,362,648       18,595,043       (51,857,300     (55,644,891     3,299,656  

NET ASSETS:

 

Beginning of period

  $ 1,153,362,748     $ 100     $ 899,548,461     $ 951,405,761     $ 97,944,178     $ 94,644,522  

End of period

  $ 1,235,624,094     $ 1,153,362,748     $ 918,143,504     $ 899,548,461     $ 42,299,287     $ 97,944,178  

SHARES CREATED AND REDEEMED:

 

Shares outstanding, beginning of period

    23,960,000       2       21,100,000       21,400,000       2,100,000       2,000,000  

Shares created

    1,540,000       25,920,000       2,400,000       7,700,000       100,000       900,000  

Shares redeemed

          (1,960,002     (2,200,000     (8,000,000     (1,300,000     (800,000

Shares outstanding, end of period

    25,500,000       23,960,000       21,300,000       21,100,000       900,000       2,100,000  

*   Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

    

 

See Notes to Financial Statements.

 

WisdomTree Trust      179  


Statements of Changes in Net Assets (continued)

WisdomTree Trust

 

 

 

 

     

WisdomTree Alternative

Income Fund

    

WisdomTree Efficient Gold Plus Equity
Strategy Fund

(consolidated)

    

WisdomTree Efficient Gold Plus

Gold Miners Strategy Fund

(consolidated)

 
     

For the

Six Months Ended

February 29, 2024

(unaudited)

    

For the

Year Ended

August 31, 2023

    

For the

Six Months Ended

February 29, 2024

(unaudited)

    

For the

Year Ended

August 31, 2023

    

For the

Six Months Ended

February 29, 2024

(unaudited)

    

For the

Year Ended

August 31, 2023

 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

   $ 780,680      $ 1,093,104      $ 96,134      $ 91,125      $ 66,143      $ 116,545  

Net realized gain (loss) on investments, futures contracts, foreign currency contracts and foreign currency related transactions

     (373,410      (1,017,936      (104,223      78,789        (417,440      168,033  

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts and translation of assets and liabilities denominated in foreign currencies

     71,725        463,891        2,007,391        1,156,665        (63,549      1,637,809  

Net increase (decrease) in net assets resulting from operations

     478,995        539,059        1,999,302        1,326,579        (414,846      1,922,387  

DISTRIBUTIONS TO SHAREHOLDERS:

 

Distributable earnings

     (891,400      (1,097,180      (307,865      (29,464      (552,534      (108,732

Tax return of capital

            (214,620                            

Total distributions to shareholders

     (891,400      (1,311,800      (307,865      (29,464      (552,534      (108,732

CAPITAL SHARE TRANSACTIONS:

 

Net proceeds from sale of shares

     3,706,550        4,117,174        2,572,627        6,956,371               1,143,090  

Cost of shares redeemed

            (1,475,157                           (2,492,429

Net increase (decrease) in net assets resulting from capital share transactions

     3,706,550        2,642,017        2,572,627        6,956,371               (1,349,339

Net Increase (Decrease) in Net Assets

     3,294,145        1,869,276        4,264,064        8,253,486        (967,380      464,316  

NET ASSETS:

 

Beginning of period

   $ 12,062,609      $ 10,193,333      $ 11,386,251      $ 3,132,765      $ 7,080,435      $ 6,616,119  

End of period

   $ 15,356,754      $ 12,062,609      $ 15,650,315      $ 11,386,251      $ 6,113,055      $ 7,080,435  

SHARES CREATED AND REDEEMED:

 

Shares outstanding, beginning of period

     640,000        500,000        450,000        150,000        300,000        350,000  

Shares created

     200,000        220,000        100,000        300,000               50,000  

Shares redeemed

            (80,000                           (100,000

Shares outstanding, end of period

     840,000        640,000        550,000        450,000        300,000        300,000  

 

See Notes to Financial Statements.

 

180   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 29, 2024
(unaudited)

    

For the

Year Ended

August 31, 2023

    

For the

Six Months Ended

February 29, 2024

(unaudited)

    

For the

Year Ended
August 31, 2023

    

For the

Six Months Ended

February 29, 2024

(unaudited)

    

For the

Year Ended

August 31, 2023

 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

   $ 3,566,773      $ 5,666,477      $ 3,843,317      $ 4,181,315      $ 2,103,009      $ 3,506,075  

Net realized gain (loss) on investments, futures contracts, written options and foreign currency related transactions

     (7,379,866      (28,210,882      5,734,757        2,066,150        4,531,482        (104,849

Net increase (decrease) in unrealized appreciation/depreciation on investments, futures contracts, written options and translation of assets and liabilities denominated in foreign currencies

     2,591,113        13,879,414        6,549,717        2,059,028        (632,794      6,245,588  

Net increase (decrease) in net assets resulting from operations

     (1,221,980      (8,664,991      16,127,791        8,306,493        6,001,697        9,646,814  

DISTRIBUTIONS TO SHAREHOLDERS:

 

Distributable earnings

     (6,008,710      (47,895,505      (7,722,950      (6,642,066      (3,954,500      (3,506,281

Tax return of capital

                                        (5,830,787

Total distributions to shareholders

     (6,008,710      (47,895,505      (7,722,950      (6,642,066      (3,954,500      (9,337,068

CAPITAL SHARE TRANSACTIONS:

 

Net proceeds from sale of shares

     15,197,301        42,637,612        50,373,024        45,812,785        9,444,356        15,779,740  

Cost of shares redeemed

     (57,300,548      (116,063,950      (6,980,322      (33,930,890      (21,801,671      (21,614,436

Net increase (decrease) in net assets resulting from capital share transactions

     (42,103,247      (73,426,338      43,392,702        11,881,895        (12,357,315      (5,834,696

Net Increase (Decrease) in Net Assets

     (49,333,937      (129,986,834      51,797,543        13,546,322        (10,310,118      (5,524,950

NET ASSETS:

 

Beginning of period

   $ 166,736,778      $ 296,723,612      $ 154,144,939      $ 140,598,617      $ 98,796,599      $ 104,321,549  

End of period

   $ 117,402,841      $ 166,736,778      $ 205,942,482      $ 154,144,939      $ 88,486,481      $ 98,796,599  

SHARES CREATED AND REDEEMED:

 

Shares outstanding, beginning of period

     9,250,000        13,050,000        4,400,000        4,050,000        3,100,000        3,300,000  

Shares created

     850,000        2,350,000        1,450,000        1,350,000        300,000        500,000  

Shares redeemed

     (3,350,000      (6,150,000      (200,000      (1,000,000      (700,000      (700,000

Shares outstanding, end of period

     6,750,000        9,250,000        5,650,000        4,400,000        2,700,000        3,100,000  

 

See Notes to Financial Statements.

 

WisdomTree Trust      181  


Statements of Changes in Net Assets (concluded)

WisdomTree Trust

 

 

 

 

      WisdomTree Target Range Fund  
     

For the

Six Months Ended

February 29, 2024

(unaudited)

    

For the

Year Ended

August 31, 2023

 

INCREASE (DECREASE) IN NET ASSETS RESULTING FROM OPERATIONS:

 

Net investment income

   $ 1,019,979      $ 1,419,098  

Net realized gain (loss) on investments and written options

     3,502,521        (6,017,393

Net increase (decrease) in unrealized appreciation/depreciation on investments and written options

     (665,673      6,461,766  

Net increase in net assets resulting from operations

     3,856,827        1,863,471  

DISTRIBUTIONS TO SHAREHOLDERS:

 

Distributable earnings

     (1,831,250      (255,407

CAPITAL SHARE TRANSACTIONS:

 

Net proceeds from sale of shares

     563,168        15,071,197  

Cost of shares redeemed

     (5,070,371      (4,308,280

Net increase (decrease) in net assets resulting from capital share transactions

     (4,507,203      10,762,917  

Net Increase (Decrease) in Net Assets

     (2,481,626      12,370,981  

NET ASSETS:

 

Beginning of period

   $ 64,046,432      $ 51,675,451  

End of period

   $ 61,564,806      $ 64,046,432  

SHARES CREATED AND REDEEMED:

 

Shares outstanding, beginning of period

     2,850,000        2,350,000  

Shares created

     25,000        700,000  

Shares redeemed

     (225,000      (200,000

Shares outstanding, end of period

     2,650,000        2,850,000  

 

See Notes to Financial Statements.

 

182   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 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 26.93     $ 28.81     $ 25.57     $ 26.23     $ 28.11     $ 26.73  

Investment operations:

 

Net investment income (loss)1

    0.65       0.96       0.06       (0.12     0.05       0.47  

Net realized and unrealized gain (loss)

    0.20       (0.80     3.18       (0.37     (1.11     1.15  

Net increase from payment by affiliate

                0.00 2                   

Total from investment operations

    0.85       0.16       3.24       (0.49     (1.06     1.62  

Dividends and distributions to shareholders:

 

Net investment income

    (1.76     (0.28           (0.17     (0.82     (0.24

Capital gains

          (1.76                        

Total dividends and distributions to shareholders

    (1.76     (2.04           (0.17     (0.82     (0.24

Net asset value, end of period

  $ 26.02     $ 26.93     $ 28.81     $ 25.57     $ 26.23     $ 28.11  

TOTAL RETURN3

    3.34     0.71     12.67 %4      (1.85 )%      (3.87 )%      6.09

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 175,629     $ 196,577     $ 397,582     $ 143,168     $ 83,951     $ 44,974  

Ratios to average net assets of:

 

Expenses5,6

    0.50 %7      0.50     0.50     0.50     0.50     0.50

Net investment income (loss)

    4.88 %7      3.52     0.21     (0.45 )%      0.19     1.71

Portfolio turnover rate8,9

    31     78     156     55     266     23

 

             
WisdomTree Emerging Currency Strategy Fund   For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 17.68     $ 16.47     $ 18.19     $ 17.55     $ 18.19     $ 17.97  

Investment operations:

 

Net investment income (loss)1

    0.43       0.63       (0.04     (0.09     0.12       0.31  

Net realized and unrealized gain (loss)

    (0.05 )10      0.71       (1.68     0.85       (0.41     0.25  

Total from investment operations

    0.38       1.34       (1.72     0.76       (0.29     0.56  

Dividends to shareholders:

 

Net investment income

    (0.36     (0.13           (0.12     (0.35     (0.34

Net asset value, end of period

  $ 17.70     $ 17.68     $ 16.47     $ 18.19     $ 17.55     $ 18.19  

TOTAL RETURN3

    2.13     8.20     (9.46 )%      4.31     (1.68 )%      3.12

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 7,082     $ 8,839     $ 8,235     $ 12,732     $ 10,532     $ 20,009  

Ratios to average net assets of:

 

Expenses5,6

    0.55 %7      0.55     0.55     0.55     0.55     0.55

Net investment income (loss)

    4.87 %7      3.67     (0.21 )%      (0.51 )%      0.65     1.68

Portfolio turnover rate8

    122 %9      0     36 %9      26 %9      0     0
1 

Based on average shares outstanding.

 

2 

Amount represents less than $0.005.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

4 

Includes a voluntary reimbursement from the sub-advisor for investment losses on certain foreign exchange transactions during the period. Excluding this voluntary reimbursement, total return would have been unchanged.

 

5 

The expense ratio includes investment advisory fee waivers. Without these investment advisory fee waivers, the expense ratio would have been unchanged.

 

6 

Does not include expenses of the Underlying Funds in which the Fund invests.

 

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).

 

10 

The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

See Notes to Financial Statements.

 

WisdomTree Trust      183  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Bianco Total Return Fund    For the Period
December 20, 2023*
through
February 29, 2024
(unaudited)
 

Net asset value, beginning of period

   $ 24.97  

Investment operations:

 

Net investment income1

     0.08  

Net realized and unrealized loss

     (0.29

Total from investment operations

     (0.21

Dividends to shareholders:

 

Net investment income

     (0.12

Net asset value, end of period

   $ 24.64  

TOTAL RETURN2

     (0.84 )% 

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

   $ 3,942  

Ratios to average net assets of:

 

Expenses, net of expense waivers3

     0.47 %4 

Expenses, prior to expense waivers3

     0.50 %4 

Net investment income

     1.66 %4 

Portfolio turnover rate5

     4

 

             
WisdomTree Emerging Markets
Corporate Bond Fund
  For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 62.27     $ 61.95     $ 76.11     $ 74.14     $ 72.72     $ 68.58  

Investment operations:

 

Net investment income1

    1.60       2.74       2.53       2.63       2.99       3.00  

Net realized and unrealized gain (loss)

    2.12       0.33       (14.16     1.94       1.47 6      4.17  

Total from investment operations

    3.72       3.07       (11.63     4.57       4.46       7.17  

Dividends to shareholders:

 

Net investment income

    (1.81     (2.75     (2.53     (2.60     (3.04     (3.03

Net asset value, end of period

  $ 64.18     $ 62.27     $ 61.95     $ 76.11     $ 74.14     $ 72.72  

TOTAL RETURN2

    6.08     5.11     (15.52 )%      6.26     6.37     10.69

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 48,137     $ 40,474     $ 52,655     $ 53,279     $ 29,655     $ 36,362  

Ratios to average net assets of:

 

Expenses

    0.60 %4      0.60     0.60     0.60     0.60     0.60

Net investment income

    5.15 %4      4.45     3.70     3.48     4.13     4.26

Portfolio turnover rate5

    85     142     36     56     43     54
*

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees for the WisdomTree Bianco Total Return Fund, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

3 

Does not include expenses of the Underlying Funds in which the Fund invests.

 

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 

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.

 

184   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 29, 2024

(unaudited)

    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 27.39     $ 25.75     $ 32.48     $ 32.70     $ 34.35     $ 32.47  

Investment operations:

 

Net investment income1

    0.81       1.50       1.57       1.64       1.83       1.96  

Net realized and unrealized gain (loss)

    (0.08     1.46       (6.89     (0.33     (1.76 )2      1.72  

Total from investment operations

    0.73       2.96       (5.32     1.31       0.07       3.68  

Dividends and distributions to shareholders:

 

Net investment income

    (0.72     (0.79     (0.48     (0.52     (0.60     (0.82

Tax return of capital

          (0.53     (0.93     (1.01     (1.12     (0.98

Total dividends and distributions to shareholders

    (0.72     (1.32     (1.41     (1.53     (1.72     (1.80

Net asset value, end of period

  $ 27.40     $ 27.39     $ 25.75     $ 32.48     $ 32.70     $ 34.35  

TOTAL RETURN3

    2.73     11.83     (16.69 )%      4.06     0.20     11.54

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 84,940     $ 102,701     $ 87,544     $ 134,784     $ 127,519     $ 195,783  

Ratios to average net assets of:

 

Expenses

    0.55 %4      0.55     0.55     0.55     0.55     0.55

Net investment income

    6.03 %4      5.68     5.47     4.97     5.42     5.77

Portfolio turnover rate5

    6     21     31     31     29     27

 

             
WisdomTree Floating Rate Treasury
Fund
  For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 20226
    For the
Year Ended
August 31, 20216
    For the
Year Ended
August 31, 20206
    For the
Year Ended
August 31, 20196
 

Net asset value, beginning of period

  $ 50.31     $ 50.24     $ 50.21     $ 50.23     $ 50.11     $ 50.15  

Investment operations:

 

Net investment income (loss)1

    1.35       2.37       0.56       (0.01     0.48       1.12  

Net realized and unrealized gain (loss)

    (0.01     (0.04 )2      (0.24     0.01       0.13       (0.10

Total from investment operations

    1.34       2.33       0.32       0.00 7      0.61       1.02  

Dividends and distributions to shareholders:

 

Net investment income

    (1.36     (2.26     (0.29     (0.01     (0.49     (1.06

Capital gains

          (0.00 )7      (0.00 )7      (0.01            

Total dividends and distributions to shareholders

    (1.36     (2.26     (0.29     (0.02     (0.49     (1.06

Net asset value, end of period

  $ 50.29     $ 50.31     $ 50.24     $ 50.21     $ 50.23     $ 50.11  

TOTAL RETURN3

    2.69     4.75     0.63     0.00 %8      1.26     2.06

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 17,419,365     $ 18,055,898     $ 8,052,243     $ 1,086,455     $ 1,491,940     $ 1,652,361  

Ratios to average net assets of:

 

Expenses

    0.15 %4      0.15     0.15     0.15     0.15     0.15

Net investment income (loss)

    5.38 %4      4.71     1.12     (0.02 )%      0.95     2.22

Portfolio turnover rate5

    80     167     170     147     163     170
1 

Based on average shares outstanding.

 

2 

The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

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 

Per share amounts were adjusted to reflect a 1:2 reverse share split effective March 24, 2022.

 

7 

Amount represents less than $0.005.

 

8 

Amount represents less than 0.005%.

 

See Notes to Financial Statements.

 

WisdomTree Trust      185  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Interest Rate Hedged High
Yield Bond Fund
  For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 21.29     $ 20.57     $ 22.19     $ 21.40     $ 23.13     $ 24.07  

Investment operations:

 

Net investment income1

    0.66       1.20       0.98       0.96       1.20       1.30  

Net realized and unrealized gain (loss)

    0.54       0.74       (1.65 )2      0.78       (1.73     (0.91

Net increase from payment by affiliate

                      0.01              

Total from investment operations

    1.20       1.94       (0.67     1.75       (0.53     0.39  

Dividends and distributions to shareholders:

 

Net investment income

    (0.68     (1.22     (0.95     (0.96     (1.20     (1.30

Capital gains

                                  (0.03

Total dividends and distributions to shareholders

    (0.68     (1.22     (0.95     (0.96     (1.20     (1.33

Net asset value, end of period

  $ 21.81     $ 21.29     $ 20.57     $ 22.19     $ 21.40     $ 23.13  

TOTAL RETURN3

    5.73     9.74     (3.11 )%      8.33 %4      (2.26 )%      1.68

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 159,224     $ 151,181     $ 183,042     $ 166,447     $ 128,377     $ 247,466  

Ratios to average net assets of:

 

Expenses

    0.43 %5      0.43     0.43     0.43     0.43     0.43

Net investment income

    6.19 %5      5.77     4.53     4.40     5.43     5.52

Portfolio turnover rate6

    16     21     23     40     101 %7,8      61

 

             
WisdomTree Interest Rate Hedged U.S.
Aggregate Bond Fund
  For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 20239
    For the
Year Ended
August 31, 20229
    For the
Year Ended
August 31, 20219
    For the
Year Ended
August 31, 20209
    For the
Year Ended
August 31, 20199
 

Net asset value, beginning of period

  $ 22.19     $ 22.90     $ 23.41     $ 23.52     $ 23.85     $ 23.91  

Investment operations:

 

Net investment income1

    0.42       0.74       0.42       0.35       0.56       0.68  

Net realized and unrealized gain (loss)

    0.39       0.63       (0.51 )2      (0.03     (0.30     (0.05

Total from investment operations

    0.81       1.37       (0.09     0.32       0.26       0.63  

Dividends and distributions to shareholders:

 

Net investment income

    (0.46     (0.77     (0.42     (0.43     (0.59     (0.69

Capital gains

    (0.51     (1.31                        

Total dividends and distributions to shareholders

    (0.97     (2.08     (0.42     (0.43     (0.59     (0.69

Net asset value, end of period

  $ 22.03     $ 22.19     $ 22.90     $ 23.41     $ 23.52     $ 23.85  

TOTAL RETURN3

    3.74     6.35     (0.39 )%      1.34     1.08     2.69

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 162,986     $ 200,830     $ 366,368     $ 215,330     $ 94,088     $ 76,337  

Ratios to average net assets of:

 

Expenses

    0.23 %5      0.23     0.23     0.23     0.23     0.23

Net investment income

    3.77 %5      3.34     1.79     1.47     2.36     2.86

Portfolio turnover rate6

    55     171     131     81     70     39

Portfolio turnover rate excluding TBA roll transactions6

    27     132     42     23     33     12
1 

Based on average shares outstanding.

 

2 

The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

4 

Includes a voluntary reimbursement from the sub-advisor for an operational error that resulted in investment transaction losses. Excluding the voluntary reimbursement, total return would have been 0.05% lower.

 

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.

 

9 

Per share amounts were adjusted to reflect a 2:1 share split effective August 10, 2023.

 

See Notes to Financial Statements.

 

186   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 29, 2024

(unaudited)

    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the Period
November 14, 2019*
through
August 31, 2020
 

Net asset value, beginning of period

  $ 42.82     $ 45.57     $ 50.94     $ 51.64     $ 50.26  

Investment operations:

 

Net investment income1

    0.72       1.21       0.50       0.45       0.66  

Net realized and unrealized gain (loss)

    0.32       (2.51     (5.19     0.06       1.55  

Total from investment operations

    1.04       (1.30     (4.69     0.51       2.21  

Dividends and distributions to shareholders:

 

Net investment income

    (0.72     (1.45     (0.68     (0.88     (0.83

Capital gains

                      (0.32      

Tax return of capital

                      (0.01      

Total dividends and distributions to shareholders

    (0.72     (1.45     (0.68     (1.21     (0.83

Net asset value, end of period

  $ 43.14     $ 42.82     $ 45.57     $ 50.94     $ 51.64  

TOTAL RETURN2

    2.48     (2.87 )%      (9.27 )%      0.99     4.45

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 47,459     $ 25,691     $ 36,458     $ 40,754     $ 30,986  

Ratios to average net assets of:

 

Expenses

    0.45 %3      0.45     0.45     0.45     0.45 %3 

Net investment income

    3.42 %3      2.77     1.02     0.88     1.64 %3 

Portfolio turnover rate4

    63     93     373     430     278

Portfolio turnover rate excluding TBA roll transactions4

    5     41     19     47     70

 

           

WisdomTree Voya Yield Enhanced

USD Universal Bond Fund

                       For the
Six Months Ended
February 29, 2024
(unaudited)
    For the Period
February 7, 2023*
through
August 31, 2023
 

Net asset value, beginning of period

                          $ 48.14     $ 49.64  

Investment operations:

 

Net investment income1

          1.10       1.24  

Net realized and unrealized gain (loss)

                            0.31       (1.54

Total from investment operations

                            1.41       (0.30

Dividends to shareholders:

 

Net investment income

                            (1.09     (1.20

Net asset value, end of period

                          $ 48.46     $ 48.14  

TOTAL RETURN2

                            2.98     (0.61 )% 

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

        $ 1,235,624     $ 1,153,363  

Ratios to average net assets of:

 

Expenses

          0.15 %3      0.15 %3 

Net investment income

                            4.61 %3      4.51 %3 

Portfolio turnover rate4

                            20     57

Portfolio turnover rate excluding TBA roll transactions4

                            10     53
* 

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

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  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Yield Enhanced U.S.
Aggregate Bond Fund
  For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 42.63     $ 44.46     $ 52.61     $ 53.93     $ 52.71     $ 48.68  

Investment operations:

 

Net investment income1

    0.88       1.49       0.96       0.85       1.28       1.61  

Net realized and unrealized gain (loss)

    0.52       (1.80     (8.05     (0.76     1.38       4.05  

Total from investment operations

    1.40       (0.31     (7.09     0.09 2      2.66       5.66  

Dividends and distributions to shareholders:

 

Net investment income

    (0.92     (1.52     (1.04     (1.14     (1.44     (1.63

Capital gains

                (0.02     (0.27            

Total dividends and distributions to shareholders

    (0.92     (1.52     (1.06     (1.41     (1.44     (1.63

Net asset value, end of period

  $ 43.11     $ 42.63     $ 44.46     $ 52.61     $ 53.93     $ 52.71  

TOTAL RETURN3

    3.33     (0.66 )%      (13.62 )%      0.18     5.14     11.92

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 918,144     $ 899,548     $ 951,406     $ 1,089,075     $ 1,315,856     $ 880,193  

Ratios to average net assets of:

 

Expenses, net of expense waivers

    0.12 %4      0.12     0.12     0.12 %5      0.12     0.12

Expenses, prior to expense waivers

    0.12 %4      0.12     0.12     0.15     0.20     0.20

Net investment income

    4.16 %4      3.46     1.97     1.61     2.43     3.25

Portfolio turnover rate6

    49     117     293     148     88     54

Portfolio turnover rate excluding TBA roll transactions6

    26     50     40     41     65     44

 

             
WisdomTree Yield Enhanced U.S.
Short-Term Aggregate Bond Fund
  For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 46.64     $ 47.32     $ 51.23     $ 51.60     $ 50.58     $ 48.88  

Investment operations:

           

Net investment income1

    0.84       1.19       0.49       0.50       1.19       1.40  

Net realized and unrealized gain (loss)

    0.38       (0.74     (3.81     (0.14     1.05       1.69  

Total from investment operations

    1.22       0.45       (3.32     0.36       2.24       3.09  

Dividends and distributions to shareholders:

           

Net investment income

    (0.86     (1.13     (0.53     (0.51     (1.22     (1.39

Capital gains

                (0.06     (0.22            

Total dividends and distributions to shareholders

    (0.86     (1.13     (0.59     (0.73     (1.22     (1.39

Net asset value, end of period

  $ 47.00     $ 46.64     $ 47.32     $ 51.23     $ 51.60     $ 50.58  

TOTAL RETURN3

    2.64     0.96     (6.52 )%      0.69     4.51     6.43

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

  $ 42,299     $ 97,944     $ 94,645     $ 199,802     $ 113,529     $ 91,052  

Ratios to average net assets of:

           

Expenses, net of expense waivers

    0.12 %4      0.12     0.12     0.12 %5      0.12     0.12

Expenses, prior to expense waivers

    0.12 %4      0.12     0.12     0.15     0.20     0.20

Net investment income

    3.61 %4      2.54     1.00     0.97     2.34     2.83

Portfolio turnover rate6

    106     124     193     224     106     49

Portfolio turnover rate excluding TBA roll transactions6

    57     19     21     49     46     24
1 

Based on average shares outstanding.

 

2 

The total from investment operations per share does not correspond with the amount reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

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.

 

188   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 29, 2024

(unaudited)

     For the
Year Ended
August 31, 2023
     For the
Year Ended
August 31, 2022
     For the Period
May 6, 2021*
through
August 31, 2021
 

Net asset value, beginning of period

   $ 18.85      $ 20.39      $ 25.79      $ 24.96  

Investment operations:

 

Net investment income1

     1.06        1.94        1.49        0.43  

Net realized and unrealized gain (loss)

     (0.43      (1.15      (4.82      0.40  

Total from investment operations

     0.63        0.79        (3.33      0.83  

Dividends and distributions to shareholders:

 

Net investment income

     (1.20      (1.97      (1.66       

Capital gains

                   (0.01       

Tax return of capital

            (0.36      (0.40       

Total dividends and distributions to shareholders

     (1.20      (2.33      (2.07       

Net asset value, end of period

   $ 18.28      $ 18.85      $ 20.39      $ 25.79  

TOTAL RETURN2

     3.54      5.28      (13.50 )%       3.33

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

   $ 15,357      $ 12,063      $ 10,193      $ 10,315  

Ratios to average net assets of:

           

Expenses

     0.50 %3       0.50      0.50      0.50 %3 

Net investment income

     11.63 %3       10.64      6.35      5.39 %3 

Portfolio turnover rate4

     14      33      52      2

 

         
WisdomTree Efficient Gold Plus Equity Strategy Fund
(consolidated)
           For the
Six Months Ended
February 29, 2024
(unaudited)
     For the
Year Ended
August 31, 2023
     For the Period
March 17, 2022*
through
August 31, 2022
 

Net asset value, beginning of period

            $ 25.30      $ 20.89      $ 25.31  

Investment operations:

 

Net investment income1

        0.19        0.34        0.13  

Net realized and unrealized gain (loss)

              3.58        4.24        (4.55

Total from investment operations

              3.77        4.58        (4.42

Dividends to shareholders:

 

Net investment income

              (0.61      (0.17       

Net asset value, end of period

            $ 28.46      $ 25.30      $ 20.89  

TOTAL RETURN2

              15.34      22.14      (17.46 )% 

RATIOS/SUPPLEMENTAL DATA:

           

Net assets, end of period (000’s omitted)

      $ 15,650      $ 11,386      $ 3,133  

Ratios to average net assets of:

           

Expenses

        0.20 %3       0.20      0.20 %3 

Net investment income

              1.45 %3       1.46      1.26 %3 

Portfolio turnover rate4

              5      20      12
* 

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

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      189  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
(consolidated)
   For the
Six Months Ended
February 29, 2024
(unaudited)
     For the
Year Ended
August 31, 2023
     For the Period
December 16, 2021*
through
August 31, 2022
 

Net asset value, beginning of period

   $ 23.60      $ 18.90      $ 24.49  

Investment operations:

 

Net investment income1

     0.22        0.38        0.26  

Net realized and unrealized gain (loss)

     (1.60      4.65        (5.85

Total from investment operations

     (1.38      5.03        (5.59

Dividends to shareholders:

 

Net investment income

     (1.84      (0.33       

Net asset value, end of period

   $ 20.38      $ 23.60      $ 18.90  

TOTAL RETURN2

     (6.39 )%       26.95      (22.83 )% 

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

   $ 6,113      $ 7,080      $ 6,616  

Ratios to average net assets of:

 

Expenses

     0.45 %3       0.45      0.45 %3 

Net investment income

     2.00 %3       1.62      1.40 %3 

Portfolio turnover rate4

     8      16      27
* 

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

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.

 

190   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 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
   

For the Period

December 19, 2020

through

August 31,2021

          

For the Period

January 1, 2020

through

December 18, 2020

    For the
Year Ended
December 31, 2019
    For the
Year Ended
December 31, 2018
 

Net asset value, beginning of period

  $ 18.03     $ 22.74     $ 22.12     $ 18.74             $ 18.80     $ 17.50     $ 19.25  

Investment operations:

 

 

Net investment income (loss)1

    0.41       0.53       (0.01     (0.08       (0.03     0.23       0.18  

Net realized and unrealized gain (loss)

    (0.43     (1.14     2.66       3.46         (0.03     1.07       (1.93

Net increase from payment by affiliate

                      0.00 2              0.00 2             

Total from investment operations

    (0.02     (0.61     2.65       3.38               (0.06     1.30       (1.75

Dividends and distributions to shareholders:

 

 

Net investment income

    (0.62     (4.10     (2.03                          

Capital gains

                (0.00 )2                                 

Total dividends and distributions to shareholders

    (0.62     (4.10     (2.03                                

Net asset value, end of period

  $ 17.39     $ 18.03     $ 22.74     $ 22.12             $ 18.74     $ 18.80     $ 17.50  

TOTAL RETURN3

    (0.08 )%      (2.56 )%      12.81     18.04 %4              (0.32 )%4      7.43     (9.09 )% 

RATIOS/SUPPLEMENTAL DATA:

 

 

Net assets, end of period (000’s omitted)

  $ 117,403     $ 166,737     $ 296,724     $ 193,552       $ 99,333     $ 127,836     $ 154,855  

Ratios to average net assets of:

 

 

Expenses, net of expense waivers

    0.55 %5,6      0.55 %5      0.55 %5      0.55 %5,6        0.75 %6      0.75     0.75

Expenses, prior to expense waivers

    0.55 %5,6      0.55 %5      0.55 %5      0.55 %5,6        0.85 %6      0.85     0.85

Net investment income (loss)

    4.67 %6      2.87     (0.06 )%      (0.52 )%6              (0.18 )%6      1.30     0.94

Portfolio turnover rate7

    0     0     47 %8      22 %8              0     0     0
^ 

After the close of business on December 18, 2020, the WisdomTree Continuous Commodity Index Fund (the “Predecessor Fund”), a commodity pool that was not registered under the Investment Company Act of 1940, as amended (“1940 Act”), was reorganized into the WisdomTree Enhanced Commodity Strategy Fund (the “Successor Fund”), an investment company registered under the 1940 Act. The Successor Fund adopted the financial information for the Predecessor Fund. Accordingly, information presented prior to the close of business on December 18, 2020 is that of the Predecessor Fund prior to the reorganization into a regulated investment company under the 1940 Act.

 

1 

Based on average shares outstanding.

 

2 

Amount represents less than $0.005.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor (or the Managing Owner, with respect to the Predecessor Fund) waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

4 

Includes a voluntary reimbursement from the advisor for brokerage commissions incurred in connection with the Reorganization. Excluding this reimbursement, total return would have been unchanged.

 

5 

Does not include expenses of the Underlying Funds in which the Fund invests.

 

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      191  


Financial Highlights (continued)

WisdomTree Trust

Selected data for a share of beneficial interest outstanding throughout the period is presented below:

 

 

WisdomTree Managed Futures Strategy
Fund
(consolidated)
  For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 2023
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 35.03     $ 34.72     $ 41.41     $ 35.31     $ 39.08     $ 40.57  

Investment operations:

 

Net investment income (loss)1

    0.77       1.02       (0.09     (0.23     0.17       0.55  

Net realized and unrealized gain (loss)

    2.31       0.96       (1.39     6.50       (3.34     (0.65

Net increase from payment by affiliate

                      0.00 2             

Total from investment operations

    3.08       1.98       (1.48     6.27       (3.17     (0.10

Dividends to shareholders:

 

Net investment income

    (1.66     (1.67     (5.21     (0.17     (0.60     (1.39

Net asset value, end of period

  $ 36.45     $ 35.03     $ 34.72     $ 41.41     $ 35.31     $ 39.08  

TOTAL RETURN3

    9.19     6.00     (3.91 )%      17.83 %4      (8.17 )%      (0.22 )% 

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 205,942     $ 154,145     $ 140,599     $ 147,001     $ 112,993     $ 216,875  

Ratios to average net assets of:

 

Expenses, net of expense waivers

    0.65 %5,6      0.65 %6      0.65 %6      0.65 %6,7      0.65 %6      0.65

Expenses, prior to expense waivers

    0.65 %5,6      0.65 %6      0.65 %6      0.68 %6      0.75 %6      0.75

Net investment income (loss)

    4.44 %5      3.05     (0.24 )%      (0.60 )%      0.46     1.40

Portfolio turnover rate8

    0     16 %9      7 %9      25 %9      97 %9      0

 

             
WisdomTree PutWrite Strategy Fund   For the
Six Months Ended
February 29, 2024
(unaudited)
    For the
Year Ended
August 31, 202310
    For the
Year Ended
August 31, 2022
    For the
Year Ended
August 31, 2021
    For the
Year Ended
August 31, 2020
    For the
Year Ended
August 31, 2019
 

Net asset value, beginning of period

  $ 31.87     $ 31.61     $ 32.79     $ 26.64     $ 27.45     $ 30.57  

Investment operations:

 

Net investment income (loss)1

    0.76       1.14       0.01       (0.11     0.24       0.49  

Net realized and unrealized gain (loss)

    1.59       2.14       (1.19 )11      6.67       (0.63 )11      (1.96

Total from investment operations

    2.35       3.28       (1.18     6.56       (0.39     (1.47

Dividends and distributions to shareholders:

 

Net investment income

    (1.45     (1.09           (0.41     (0.42     (0.25

Capital gains

                                  (1.40

Tax return of capital

          (1.93                        

Total dividends and distributions to shareholders

    (1.45     (3.02           (0.41     (0.42     (1.65

Net asset value, end of period

  $ 32.77     $ 31.87     $ 31.61     $ 32.79     $ 26.64     $ 27.45  

TOTAL RETURN3

    7.61     11.06     (3.60 )%      24.87     (1.52 )%      (4.72 )% 

RATIOS/SUPPLEMENTAL DATA:

 

Net assets, end of period (000’s omitted)

  $ 88,486     $ 98,797     $ 104,322     $ 63,940     $ 117,225     $ 211,350  

Ratios to average net assets of:

 

Expenses, net of expense waivers

    0.44 %5,6      0.44 %6      0.44 %6      0.44 %6      0.41 %6      0.38

Expenses, prior to expense waivers

    0.44 %5,6      0.44 %6      0.44 %6      0.44 %6      0.44 %6      0.44

Net investment income (loss)

    4.81 %5      3.64     0.02     (0.38 )%      0.90     1.78

Portfolio turnover rate8

    22 %9      12 %9,10      8 %9      18 %9      72 %9      0
1 

Based on average shares outstanding.

 

2 

Amount represents less than $0.005.

 

3 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized. For the periods in which the investment advisor waived advisory fees, the total return would have been lower if certain expenses had not been waived (Notes 2 and 3).

 

4 

Includes a voluntary reimbursement from the sub-advisor for investment losses on certain futures contract transactions during the period. Excluding this voluntary reimbursement, total return would have been unchanged.

 

5 

Annualized.

 

6 

Does not include expenses of the Underlying Funds in which the Fund invests.

 

7 

The investment advisor had contractually agreed to limit the advisory fee to 0.65% through December 31, 2020. On December 31, 2020, the contractual waiver expired and the advisory fee was permanently reduced to 0.65%.

 

8 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

9 

During the periods noted, the WisdomTree Floating Rate Treasury Fund was the only security held or transacted during the period. It is considered a long-term security for portfolio turnover calculation and therefore the variability in the portfolio turnover was primarily caused by transactions in this security alone (see the “Investment in Affiliates” supplementary table included in the Schedule of Investments for transaction activity related to this security for the current fiscal period).

 

10 

The information reflects the investment objective and strategy of the WisdomTree CBOE S&P 500 PutWrite Strategy Fund through October 24, 2022 and the investment objective and strategy of the WisdomTree PutWrite Strategy Fund thereafter.

 

11 

The amount of net realized and unrealized loss per share does not correspond with the amounts reported within the Statements of Changes due to the timing of capital share transactions of Fund shares and fluctuating market values during the fiscal year.

 

See Notes to Financial Statements.

 

192   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 29, 2024
(unaudited)
     For the
Year Ended
August 31, 2023
     For the Period
October 7, 2021*
through
August 31, 2022
 

Net asset value, beginning of period

   $ 22.47      $ 21.99      $ 24.99  

Investment operations:

        

Net investment income (loss)1

     0.37        0.53        (0.01

Net realized and unrealized gain (loss)

     1.05        0.05        (2.99

Total from investment operations

     1.42        0.58        (3.00

Dividends to shareholders:

        

Net investment income

     (0.66      (0.10       

Net asset value, end of period

   $ 23.23      $ 22.47      $ 21.99  

TOTAL RETURN2

     6.45      2.65      (12.00 )% 

RATIOS/SUPPLEMENTAL DATA:

        

Net assets, end of period (000’s omitted)

   $ 61,565      $ 64,046      $ 51,675  

Ratios to average net assets of:

        

Expenses

     0.70 %3       0.70      0.70 %3 

Net investment income (loss)

     3.31 %3       2.42      (0.06 )%3 

Portfolio turnover rate4

     0      5      0
* 

Commencement of operations. The commencement of operations date is considered to be the date that the Fund began trading in the secondary market.

 

1 

Based on average shares outstanding.

 

2 

Total return is calculated assuming an initial investment made at the net asset value at the beginning of the period, reinvestment of all dividends and distributions at net asset value during the period and redemption on the last day of the period. Total return calculated for a period of less than one year is not annualized.

 

3 

Annualized.

 

4 

Portfolio turnover rate is not annualized for fiscal periods less than one year and excludes the value of the portfolio securities received or delivered as a result of in-kind creations or redemptions of the Fund’s capital shares. Short-term securities with maturities less than or equal to 365 days are excluded from the portfolio turnover calculation.

 

See Notes to Financial Statements.

 

WisdomTree Trust      193  


Notes to Financial Statements (unaudited)

 

1. ORGANIZATION

WisdomTree Trust (the “Trust”) is registered under the Investment Company Act of 1940, as amended (the “1940 Act”), as an open-end management investment company. The Trust was established as a Delaware statutory trust on December 15, 2005 and is authorized to have multiple series of portfolios (each a “Fund”, collectively, the “Funds”). These notes relate only to the Funds listed below. In accordance with Accounting Standards Codification Topic 946, Financial Services-Investment Companies, each Fund listed below qualifies as an investment company and is applying the accounting and reporting guidance for investment companies.

 

   
Fund    Commencement
of Operations
 

WisdomTree Bloomberg U.S. Dollar Bullish Fund (“U.S. Dollar Bullish Fund” and also referred to herein as “Currency Strategy Funds”)

     December 18, 2013  

WisdomTree Emerging Currency Strategy Fund (“Emerging Currency Strategy Fund” and also referred to herein as “Currency Strategy Funds”)

     May 6, 2009  

WisdomTree Bianco Total Return Fund (“Bianco Total Return Fund”)

     December 20, 2023  

WisdomTree Emerging Markets Corporate Bond Fund (“Emerging Markets Corporate Bond Fund”)

     March 8, 2012  

WisdomTree Emerging Markets Local Debt Fund (“Emerging Markets Local Debt Fund”)

     August 9, 2010  

WisdomTree Floating Rate Treasury Fund (“Floating Rate Treasury Fund”)

     February 4, 2014  

WisdomTree Interest Rate Hedged High Yield Bond Fund (“Interest Rate Hedged High Yield Bond Fund” and also referred to herein as “Duration Funds”)

     December 18, 2013  

WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (“Interest Rate Hedged U.S. Aggregate Bond Fund” and also referred to herein as “Duration Funds”)

     December 18, 2013  

WisdomTree Mortgage Plus Bond Fund (“Mortgage Plus Bond Fund”)

     November 14, 2019  

WisdomTree Voya Yield Enhanced USD Universal Bond Fund (“Voya Yield Enhanced USD Universal Bond Fund”)

     February 7, 2023  

WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (“Yield Enhanced U.S. Aggregate Bond Fund”)

     July 9, 2015  

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (“Yield Enhanced U.S. Short-Term Aggregate Bond Fund”)

     May 18, 2017  

WisdomTree Alternative Income Fund (“Alternative Income Fund”)

     May 6, 2021  

WisdomTree Efficient Gold Plus Equity Strategy Fund (“Efficient Gold Plus Equity Strategy Fund”) (consolidated)

     March 17, 2022  

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (“Efficient Gold Plus Gold Miners Strategy Fund”) (consolidated)

     December 16, 2021  

WisdomTree Enhanced Commodity Strategy Fund (“Enhanced Commodity Strategy Fund”) (consolidated)

     January 23, 2008 * 

WisdomTree Managed Futures Strategy Fund (“Managed Futures Strategy Fund”) (consolidated)

     January 5, 2011  

WisdomTree PutWrite Strategy Fund (“PutWrite Strategy Fund”)

     February 24, 2016  

WisdomTree Target Range Fund (“Target Range Fund”)

     October 7, 2021  
  * 

Commencement of operations date shown is that of the predecessor fund. After the close of business December 18, 2020, the predecessor fund was reorganized into the Enhanced Commodity Strategy Fund.

Each Fund is actively managed except for the Bianco Total Return Fund, Floating Rate Treasury Fund, Interest Rate Hedged High Yield Bond Fund, Interest Rate Hedged U.S. Aggregate Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund, Yield Enhanced U.S. Short-Term Aggregate Bond Fund, Alternative Income Fund, and PutWrite Strategy Fund, which seek to track the price and yield performance, before fees and expenses, of a particular index (“Index”) developed by WisdomTree, Inc. (“WisdomTree”) or an Index developed by a third party. WisdomTree is the parent company of WisdomTree Asset Management, Inc. (“WTAM”), the investment adviser to each Fund and the Trust. “WisdomTree” is a registered trademark of WisdomTree and has been licensed for use by the Trust. Each Fund described herein is considered to be non-diversified as defined under the 1940 Act.

In the normal course of business, the Funds may enter into contracts that contain a variety of representations or that provide indemnification for certain liabilities. The Funds’ maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims or losses pursuant to these contracts and believe such exposure to be remote.

2. SIGNIFICANT ACCOUNTING POLICIES

The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (the “Codification”) is the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants.

The following is a summary of significant accounting policies followed by the Funds:

Basis of Consolidation The financial statements of the Efficient Gold Plus Equity Strategy Fund, Efficient Gold Plus Gold Miners Strategy Fund, Enhanced Commodity Strategy Fund and Managed Futures Strategy Fund (each a “Parent Fund”), include the

 

194   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

accounts of WisdomTree Efficient Gold Plus Equity Strategy Portfolio I, WisdomTree Efficient Gold Plus Gold Miners Strategy Portfolio I, WisdomTree Enhanced Commodity Strategy Portfolio I and WisdomTree Managed Futures Portfolio I, respectively, each a wholly-owned and controlled Cayman Islands subsidiary (each a “Subsidiary”). For each Parent Fund, the accompanying financial statements reflect the financial position and results of operations on a consolidated basis with its Subsidiary. All intercompany accounts and transactions have been eliminated in consolidation. Each Parent Fund seeks to gain exposure to commodity markets, in whole or in part, through investments in its Subsidiary. Each Parent Fund’s investment in its Subsidiary may not exceed 25% of the respective Parent Fund’s total assets at the end of each fiscal quarter in order to meet the requirements for qualification as a regulated investment company under the Internal Revenue Code of 1986, as amended (the “Code”).

Use of Estimates — The preparation of financial statements in conformity with GAAP requires management to make certain estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in the net assets from operations during the reporting period. Actual results could differ from those estimates.

Investment Valuation — The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions (e.g., broker-dealers) may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees of the Trust (the “Board of Trustees”). Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less and to-be-announced (“TBA”) securities) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities, may consider such factors as recent transactions, indications from yields and quoted prices from broker-dealers on similar securities, and market sentiment for the type of security. U.S. fixed income securities may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Repurchase agreements are valued at par which represents their fair value. For all Funds, except for U.S. Dollar Bullish Fund, foreign currency contracts that settle within two business days after the trade date (“Spot Contracts”) and foreign currency contracts having a settlement period greater than two business days after the trade date (“Forward Contracts”) are valued on the measurement date using an interpolated foreign exchange rate between the closest preceding and subsequent settlement period, as calculated using the 4:00 p.m. London time closing spot and forward rates provided by an independent pricing service provider except for Forward Contracts in certain Asian currencies (Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, New Taiwan dollar, and the Thai baht) which are valued on the measurement date using an interpolated foreign exchange rate between the closest preceding and subsequent settlement period, as calculated using the 2:00 pm Singapore time closing spot and forward rates provided by an independent pricing service provider. U.S. Dollar Bullish Fund values foreign currency contracts on the measurement date using an interpolated foreign exchange rate between the closest preceding and subsequent settlement period, as calculated using the 4:00 p.m. Eastern time closing spot and forward rates provided by an independent pricing service provider. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Option contracts generally are valued at the mean of the closing bid/ask price on the primary exchange on which they trade. Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and exchange-traded funds (“ETFs” or “ETF”), or exchange-traded notes (“ETNs” or “ETN”) or closed-end mutual funds (“CEFs” or “CEF”) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the ETF, ETN or CEF has not traded on its principal exchange.

Pursuant to Board-approved valuation procedures established by the Trust and WTAM, the Board has appointed WTAM as the Funds’ valuation designee (the “Valuation Designee”) to perform all fair valuations of the Funds’ portfolio investments, subject to the Board’s oversight. As the Valuation Designee, WTAM has established procedures for its fair valuation of a Fund’s portfolio investments. These procedures address, among other things, determining when market quotations are not readily available or reliable and the methodologies to be used for determining the fair value of investments, as well as the use and oversight of third-party pricing services for fair valuation. The Valuation Designee is comprised of senior representatives of WTAM and reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from the exchange or system on which it is principally traded, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Valuation Designee may value the financial instrument in good faith under the policies and

 

WisdomTree Trust      195  


Notes to Financial Statements (unaudited) (continued)

 

procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events”. An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.

Fair Value Measurement In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Valuation Designee will perform other procedures (consistent with GAAP) to value an investment when a market quote is not available. ASC 820 established a three-tier hierarchy of inputs to be used when determining fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk — for example, the risk inherent in a particular valuation technique used to measure fair value (such as a pricing model) and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad levels listed below:

Level 1 – quoted prices in active markets for identical securities

Level 2 – other significant observable inputs (including quoted prices for similar securities, interest rates,

prepayment speeds, credit risk, etc.)

Level 3 – significant unobservable inputs (including each Fund’s assumptions in determining the fair value of

investments)

The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.

Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended (either due to events affecting the issuer of the security specifically or events affecting the primary trading exchange more broadly) or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets in which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).

The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:

Financial instruments, such as fixed income securities, are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details (e.g., credit rating, debt ranking, coupon date, maturity date, etc.), interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.

 

196   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

Determination of a fair value by the Valuation Designee may include significant unobservable inputs and therefore such financial instruments would be reflected as a Level 3 of the fair value hierarchy. The Valuation Designee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, and other relevant information to determine fair value. The Valuation Designee may also use an income-based valuation approach in which anticipated future cash flows of the financial instrument are discounted to calculate fair value.

The summary of fair valuations according to the inputs used in valuing each Fund’s assets as of the measurement date is included in a “Fair Valuation Summary” supplementary table in each applicable Fund’s Schedule of Investments.

During the six months or period ended February 29, 2024, there were no significant transfers into or out of Level 3 of the fair value hierarchy.

Derivatives and Hedging Disclosure — Codification Topic 815 (“ASC 815”), Derivatives and Hedging, requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts as well as gains and losses on derivative instruments, and disclosures about credit-risk-related contingent features in derivative agreements. The Funds have invested in derivatives, specifically foreign currency contracts, foreign currency futures contracts, commodity futures contracts, interest rate futures contracts, equity futures contracts, digital assets futures contracts and equity options contracts during the fiscal period ended February 29, 2024 and open positions in such derivatives as of February 29, 2024 are detailed in each Fund’s Schedule of Investments. All of the derivative instruments disclosed and described herein are subject to credit risk. Risks may arise upon entering into foreign currency contracts from potential inability of a counterparty to meet the terms of their contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar or each other. Any collateral posted (or received) with respect to the derivative positions would be used to offset or reduce the payment due to (or due from) a counterparty in the event of default. Information with respect to the amounts and types of collateral received and/or posted for derivative instruments as of February 29, 2024, if any, is reflected as a footnote within each Fund’s Schedule of Investments. The Funds’ maximum credit risk exposure to derivatives agreements would be the total value of derivatives disclosed in the table included in Note 2 — Master Netting Arrangements under the column entitled “Assets: Net Amount”.

As of February 29, 2024, the effects of such derivative instruments on each Fund’s financial position as reflected in the Statements of Assets and Liabilities are presented in the summary below:

 

     
    Asset Derivatives     Liability Derivatives  
Fund   Balance Sheet Location    Value     Balance Sheet Location    Value  

U.S. Dollar Bullish Fund

         

Foreign currency risk

  Unrealized appreciation on
foreign currency contracts
   $ 1,294,344     Unrealized depreciation on
foreign currency contracts
   $ 346,068  

Emerging Currency Strategy Fund

         

Foreign currency risk

  Unrealized appreciation on
foreign currency contracts
     24,496     Unrealized depreciation on
foreign currency contracts
     43,074  

Emerging Markets Corporate Bond Fund

         

Interest rate risk

  Unrealized appreciation on
futures contracts*
     27,996     Unrealized depreciation on
futures contracts*
     22,512  

Emerging Markets Local Debt Fund

         

Foreign currency risk

  Unrealized appreciation on
foreign currency contracts
     50,901     Unrealized depreciation on
foreign currency contracts
     82,480  

Interest Rate Hedged High Yield Bond Fund

         

Interest rate risk

  Unrealized appreciation on
futures contracts*
     2,039     Unrealized depreciation on
futures contracts*
     263,734  

Interest Rate Hedged U.S. Aggregate Bond Fund

         

Interest rate risk

  Unrealized appreciation on
futures contracts*
     3,516     Unrealized depreciation on
futures contracts*
     567,551  

Mortgage Plus Bond Fund

         

Interest rate risk

  Unrealized appreciation on
futures contracts*
     2,662     Unrealized depreciation on
futures contracts*
     1,016  

Voya Yield Enhanced USD Universal Bond Fund

         

Interest rate risk

  Unrealized appreciation on
futures contracts*
     213,735     Unrealized depreciation on
futures contracts*
     9,711  

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

         

Interest rate risk

  Unrealized appreciation on
futures contracts*
     188     Unrealized depreciation on
futures contracts*
      

 

WisdomTree Trust      197  


Notes to Financial Statements (unaudited) (continued)

 

     
    Asset Derivatives     Liability Derivatives  
Fund   Balance Sheet Location    Value     Balance Sheet Location    Value  

Efficient Gold Plus Equity Strategy Fund (consolidated)

         

Commodity risk

  Unrealized appreciation on
futures contracts*
   $ 129,099     Unrealized depreciation on
futures contracts*
   $  

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

         

Commodity risk

  Unrealized appreciation on
futures contracts*
     50,869     Unrealized depreciation on
futures contracts*
      

Enhanced Commodity Strategy Fund (consolidated)

         

Commodity risk

  Unrealized appreciation on
futures contracts*
     5,505,608     Unrealized depreciation on
futures contracts*
     4,517,997  

Digital assets risk

  Unrealized appreciation on
futures contracts*
     711,587     Unrealized depreciation on
futures contracts*
      

Managed Futures Strategy Fund (consolidated)

         

Commodity risk

  Unrealized appreciation on
futures contracts*
     2,483,857     Unrealized depreciation on
futures contracts*
     647,059  

Digital assets risk

  Unrealized appreciation on
futures contracts*
     711,587     Unrealized depreciation on
futures contracts*
      

Equity risk

  Unrealized appreciation on
futures contracts*
     6,040,879     Unrealized depreciation on
futures contracts*
      

Foreign currency risk

  Unrealized appreciation on
futures contracts*
         Unrealized depreciation on
futures contracts*
     42,345  

Interest rate risk

  Unrealized appreciation on
futures contracts*
         Unrealized depreciation on
futures contracts*
     106,625  

PutWrite Strategy Fund

         

Equity risk

               Written options, at value      1,368,652  

Target Range Fund

         

Equity risk

  Purchased options, at
value**
     14,798,816     Written options, at value      2,349,512  
  *

Includes cumulative appreciation (depreciation) of futures contracts as reported in each Fund’s Schedule of Investments. Only current day’s variation margin is reported within the Statements of Assets and Liabilities. Please see Note 2 (Futures Contracts) on page 202 for additional information regarding balance sheet location of balances associated with futures contracts.

 

  **

Purchased options, at value are reported in the Fund’s Investment in securities, at value within the Statements of Assets and Liabilities.

For the six months ended February 29, 2024, the effects of derivative instruments on each applicable Fund’s financial performance as reflected in the Statements of Operations are presented in the summary below:

 

     
Fund    Amount of Realized Gain
or (Loss) on Derivatives
Recognized1
     Change in Unrealized
Appreciation or
(Depreciation) on
Derivatives  Recognized2
 

U.S. Dollar Bullish Fund

     

Foreign currency risk

   $ 3,249,686      $ (2,993,578

Emerging Currency Strategy Fund

     

Foreign currency risk

     (160,162      195,879  

Emerging Markets Corporate Bond Fund

     

Foreign currency risk

     45         

Interest rate risk

     8,768        29,992  

Emerging Markets Local Debt Fund

     

Foreign currency risk

     (28,104      (23,223

Interest Rate Hedged High Yield Bond Fund

     

Interest rate risk

     567,171        524,024  

Interest Rate Hedged U.S. Aggregate Bond Fund

     

Interest rate risk

     1,086,682        964,122  

Mortgage Plus Bond Fund

     

Interest rate risk

     15,576        (11,266

Voya Yield Enhanced USD Universal Bond Fund

     

Interest rate risk

     700,195        37,249  

 

198   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
 

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

     

Interest rate risk

   $ (19,620    $ 188  

Efficient Gold Plus Equity Strategy Fund (consolidated)

     

Commodity risk

     (2,071      289,582  

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

     

Commodity risk

     (47,991      164,048  

Foreign currency risk

     (2,566      25  

Enhanced Commodity Strategy Fund (consolidated)

     

Commodity risk

     (10,936,470      1,881,532  

Digital asset risk

     3,550,088        709,187  

Managed Futures Strategy Fund (consolidated)

     

Commodity risk

     1,649,419        931,013  

Digital asset risk

     1,999,103        704,912  

Equity risk

     2,164,058        5,092,508  

Foreign currency risk

     (175,268      (133,135

Interest rate risk

     98,739        7,649  

PutWrite Strategy Fund

     

Equity risk

     10,471,084        (628,920

Target Range Fund

     

Equity risk

     3,502,324        (663,826
  1 

Realized gains (losses) on derivatives are located on the Statements of Operations as follows:

 

Commodity risk

   Net realized gain (loss) from futures contracts

Digital assets risk

   Net realized gain (loss) from futures contracts

Equity risk

  

Net realized gain (loss) from purchased options are included in net realized gain (loss) from investment transactions

Net realized gain (loss) from written options

Net realized gain (loss) from futures contracts

Foreign currency risk

  

Net realized gain (loss) from foreign currency contracts

Net realized gain (loss) from futures contracts

Interest rate risk

   Net realized gain (loss) from futures contracts

 

  2 

Change in unrealized appreciation (depreciation) is located on the Statements of Operations as follows:

 

Commodity risk

   Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Digital assets risk

   Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Equity risk

  

Net realized gain (loss) from purchased options are included in net increase (decrease) in unrealized appreciation/depreciation from investment transactions

Net increase (decrease) in unrealized appreciation/depreciation from written options

Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Foreign currency risk

  

Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

Net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts

Interest rate risk

   Net increase (decrease) in unrealized appreciation/depreciation from futures contracts

 

WisdomTree Trust      199  


Notes to Financial Statements (unaudited) (continued)

 

During the six months ended February 29, 2024, the volume of derivative activity (based on the average of month-end balances, except where footnoted) for each Fund was as follows:

 

   
    Average Notional  
Fund   Foreign currency
contracts
(to deliver
USD)
    Foreign currency
contracts
(to receive
USD)
    Futures
contracts
(long)
    Futures
contracts
(short)
    Purchased
options
    Written
options
 

U.S. Dollar Bullish Fund

           

Foreign currency risk

  $ 234,635,376     $ 438,083,929     $     $     $     $  

Emerging Currency Strategy Fund

           

Foreign currency risk

    14,309,691       4,325,916                          

Emerging Markets Corporate Bond Fund

           

Foreign currency risk1

          147                          

Interest rate risk

                7,286,574       6,987,902              

Emerging Markets Local Debt Fund

           

Foreign currency risk

    7,457,294       1,381,169                          

Interest Rate Hedged High Yield Bond Fund

           

Interest rate risk

                2,047,935       140,392,134              

Interest Rate Hedged U.S. Aggregate Bond Fund

           

Interest rate risk

                      215,285,998              

Mortgage Plus Bond Fund

           

Interest rate risk

                3,297,935       727,007              

Voya Yield Enhanced USD Universal Bond Fund

           

Interest rate risk

                56,090,039       14,676,234              

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

           

Interest rate risk

                287,705                    

Efficient Gold Plus Equity Strategy Fund (consolidated)

           

Commodity risk

                11,958,476                    

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

           

Commodity risk

                5,991,020                    

Foreign currency risk

    9,142                                

Enhanced Commodity Strategy Fund (consolidated)

           

Commodity risk

                170,995,660       24,742,292              

Digital risk

                4,751,918                    

Managed Futures Strategy Fund (consolidated)

           

Commodity risk

                26,361,747       37,109,114              

Digital risk

                4,008,114                    

Equity risk

                59,770,959                    

Foreign currency risk

                17,235,725                    

Interest rate risk

                12,546,336       13,528,047              

PutWrite Strategy Fund

           

Equity risk

                            10,954,214       89,099,186  

Target Range Fund

           

Equity risk

                            51,831,043       70,047,057  
  1

The volume of derivative activity for the period is based on intra-month balances.

Investment Transactions and Investment Income — Investment transactions are recorded as of the date that the securities are purchased or sold (trade date). Realized gains and losses on sales of portfolio securities are calculated using the identified-cost method. Interest income (including amortization of premiums and accretion of discounts), less any foreign taxes withheld, is accrued daily. Generally, amortization of premiums and accretion of discounts are recognized daily using the effective interest method (also known as scientific amortization method). Payment-in-kind (“PIK”) interest income is accrued daily and the increase in a security’s principal amount related to such PIK interest income is recorded on the coupon payment date. Dividend income net of foreign withholding taxes, if any, is recognized on the ex-dividend date. Upon notification from real estate investment trust (“REIT”) issuers or as estimated by management, all or a portion of the dividend income received from a REIT may be redesignated as a reduction of cost of the related investment and/or as a realized gain. On each measurement date, the Funds evaluate the collectability of receivable balances. Generally, the Funds will write-off interest receivable balances in default by the issuer as of the date any applicable interest payment grace period or forbearance period expires or as of the date any interest payment cancellation notification was publicly made available or when it becomes probable that interest will not be collected and the amount of uncollectable interest can be reasonably estimated.

 

200   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

Foreign Currency Translation — The accounting records of the Funds are maintained in U.S. dollars. Foreign currencies, as well as investment securities and other assets and liabilities denominated in foreign currencies, are translated into U.S. dollars using exchange rates prevailing on the respective dates of such transactions that are deemed appropriate by WTAM. Realized and unrealized foreign exchange gains and losses on investments are included as a component of “net realized gain (loss) from investment transactions” and “net increase (decrease) in unrealized appreciation/depreciation from investment transactions”, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses from foreign currency contracts are included in “net realized gain (loss) from foreign currency contracts” and “net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts”, respectively, on the Statements of Operations. Realized and unrealized foreign exchange gains or losses arising from sales of foreign currencies, currency gains or losses recognized between the trade and settlement dates on investment transactions, and the difference between the amounts of dividends/interest and foreign withholding taxes recorded on the Funds’ books and the U.S. dollar equivalent of the amounts actually received or paid are included in “net realized gain (loss) from foreign currency related transactions” and/or “net increase (decrease) in unrealized appreciation/depreciation from translation of assets and liabilities denominated in foreign currencies” in the Statements of Operations. Certain foreign exchange gains and losses included in realized and unrealized gains or losses are included in, or are a reduction of, ordinary income in accordance with U.S. Federal income tax regulations.

Expenses — Under the investment advisory agreement for each Fund, except for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of trustees who are not interested persons of the Funds (“Independent Trustees”); (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s Chief Compliance Officer (“CCO”); (vi) extraordinary expenses; (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; and (viii) the advisory fee payable to WTAM.

Under the investment advisory agreement for Funds that commenced operations on or after March 26, 2013, WTAM has agreed to pay all expenses of the Trust, except for: (i) brokerage expenses and other fees, charges, taxes, levies or expenses (such as stamp taxes) incurred in connection with the execution of portfolio transactions or in connection with creation and redemption transactions (including without limitation any fees, charges, taxes, levies or expenses related to the purchase or sale of an amount of any currency, or the patriation or repatriation of any security or other asset, related to the execution of portfolio transactions or any creation or redemption transactions); (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) compensation and expenses of each Independent Trustee; (iv) compensation and expenses of counsel to the Independent Trustees; (v) compensation and expenses of the Trust’s CCO; (vi) extraordinary expenses (in each case as determined by a majority of the Independent Trustees); (vii) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (viii) interest and taxes of any kind or nature (including, but not limited to, income, excise, transfer and withholding taxes); (ix) fees and expenses related to the provision of securities lending services; and (x) the advisory fee payable to WTAM.

Acquired fund fees and expenses (“AFFEs”) (which are fees and expenses incurred indirectly by a Fund through its investments in certain underlying investment companies) are not operating expenses of the Funds and are not paid by WTAM.

Pursuant to a separate contractual arrangement, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees. WTAM receives a fee, as shown on the Statements of Operations under “Service fees”, of up to 0.0044% per annum of each Fund’s average daily net assets for providing such services and paying such expenses. WTAM provides CCO services to the Trust.

Repurchase Agreements — Each Fund may enter into repurchase agreements with counterparties that are deemed to present acceptable credit risks. A repurchase agreement is a transaction in which a Fund acquires securities or other obligations as collateral from a commercial bank or securities broker-dealer and simultaneously commits to resell them to the counterparty at an agreed upon date or upon demand and at a price reflecting a market rate of interest unrelated to the coupon rate or maturity of the acquired obligations. This is designed to result in a fixed rate of return for the Fund insulated from market fluctuations during the holding period. Each Fund maintains custody of the acquired collateral prior to their repurchase, either through its regular custodian or through a special “tri-party” custodian or sub-custodian that maintains separate accounts for both the Fund and the counterparty. Because repurchase agreements are collateralized by securities, they are subject to market and credit risk on the acquired collateral in addition to counterparty credit risk. The acquired collateral is valued on a daily basis at fair value to ensure that the value, including accrued interest, is at least equal to the repurchase price. If the acquired collateral declines in value and becomes less than the repurchase price, plus any agreed-upon additional amount, the counterparty must provide additional collateral so that at all times the collateral value is at least equal to the repurchase price plus any agreed-upon additional amount. In the event of default of the obligation to repurchase, a Fund has the right to liquidate the collateral and apply the proceeds in satisfaction of the obligations. Under certain circumstances, in the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings.

 

WisdomTree Trust      201  


Notes to Financial Statements (unaudited) (continued)

 

Foreign Currency Contracts — The U.S. Dollar Bullish Fund utilized foreign currency contracts to obtain net short exposure to foreign currencies consistent its investment strategy. The Emerging Currency Strategy Fund utilized foreign currency contracts to obtain net long exposure to foreign currencies consistent with its investment strategy. The Emerging Markets Corporate Bond Fund utilized foreign currency contracts primarily to facilitate foreign security settlements. The Emerging Markets Local Debt Fund utilized foreign currency contracts to obtain long and short exposures to foreign currencies consistent with its investment objective. The Efficient Gold Plus Gold Miners Strategy Fund utilized foreign currency contracts primarily to facilitate foreign security settlements. A foreign currency contract involves an obligation to purchase or sell a specific currency at a future date, which may be any fixed number of days from the date of the contract agreed upon by the parties, at a price set at the time of the contract. These contracts are principally traded in the inter-bank market conducted directly between currency traders (usually large, commercial banks) and their customers. A foreign currency contract generally does not require an initial margin deposit and no commissions are charged at any stage for trades.

Risks may arise upon entering into foreign currency contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of foreign currencies relative to the U.S. dollar or each other.

Fluctuations in the value of open foreign currency contracts are recorded for book purposes as unrealized gains or losses on foreign currency contracts by the Funds and are included in “net increase (decrease) in unrealized appreciation/depreciation from foreign currency contracts” on the Statements of Operations. Realized gains and losses on foreign currency contracts include net gains or losses recognized by the Funds on contracts which have settled are included in “net realized gain (loss) from foreign currency contracts” on the Statements of Operations.

Futures Contracts — The Duration Funds utilized futures contracts to obtain net short exposure to U.S. Treasury bonds to hedge against a rise in interest rates. The Emerging Markets Corporate Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund and Yield Enhanced U.S. Short-Term Aggregate Bond Fund each utilized futures contracts on U.S. Treasury bonds to manage interest rate risk. The Efficient Gold Plus Equity Strategy Fund and Efficient Gold Plus Gold Miners Strategy Fund utilized futures contracts to obtain long exposure to commodities consistent with its investment objective. The Enhanced Commodity Strategy Fund utilized futures contracts to obtain long and short exposures to commodities and digital assets consistent with its investment objective. The Managed Futures Strategy Fund utilized futures contracts to obtain long and short exposures to currencies, commodities, digital assets, interest rates and equity indexes consistent with its investment objective. When a Fund purchases a listed futures contract, it agrees to purchase a specified reference asset (e.g., commodity, currency, equity, digital asset or U.S. Treasury security, collectively herein, “Reference Asset”) at a specified future date. When a Fund sells a listed futures contract, it agrees to sell a specified Reference Asset at a future date. The price at which the purchase and sale will take place is fixed when the Fund enters into the contract. A Fund may also cash settle upon the expiration date of a futures contract in which no physical delivery (or receipt) of the specified Reference Asset comprising the futures contract is made. Instead, settlement in cash would occur upon the expiration of the contract, with the cash settlement being the difference between the contract price and the actual price of the specified Reference Asset at the expiration date. The exchange clearing corporation is the ultimate counterparty for all exchange-listed contracts, so credit risk is limited to the creditworthiness of the exchange clearing corporation.

Upon entering into a futures contract, a Fund is required to deliver to a broker an amount of cash and/or U.S. government securities equal to a certain percentage of the contract amount. This amount is known as the “initial margin”. Cash deposited as initial margin, if any, is shown as “Deposits at broker for futures contracts” in the Statements of Assets and Liabilities, and U.S. government securities deposited, if any, are designated in the Schedule of Investments. Subsequent payments, known as “variation margin”, generally are made or received by the Fund each day or at other agreed-upon time periods depending on the fluctuations in the value of the underlying futures contracts, except that in the case of certain futures contracts, variation margin payments may be made or received when the futures contract expires. Variation margin is recorded for financial statement purposes on a daily basis as an unrealized gain or loss on futures until the financial futures contract is closed, at which time the unrealized net gain or loss is reclassified to realized gain or loss on futures. The current one-day variation margin on open futures contracts is shown on the Statements of Assets and Liabilities as either a receivable or a payable for “Net variation margin on futures contracts”. The variation margin received or paid by the Funds, that is on deposit with the broker, on both open and closed futures contracts and certain futures contracts where variation margin is received or paid by the Funds on the expiration date, are shown in the Statements of Assets and Liabilities, in whole or in part, as a component of, or an offset to, “Deposits at broker for futures contracts”, “Foreign currency deposits at broker for futures contracts”, “Deposits due to broker for futures contracts”, or “Foreign currency deposits due to broker for futures contracts”. Deposits at broker utilized for futures contract margin requirements generally are restricted from withdrawal. The Funds have adopted a derivatives risk management program pursuant to Rule 18f-4 under the 1940 Act to assess and manage the Funds’ derivatives risk. Rule 18f-4 limits the amount of derivatives a fund can enter into and replaces the asset segregation framework previously used by the Funds to comply with Section 18 of the 1940 Act.

Options Contracts — The PutWrite Strategy Fund utilized option contracts by purchasing and writing put options on the SPDR® S&P 500 ETF Trust. The Target Range Fund utilized option contracts by purchasing long call options and writing short call options on a portfolio of four exchanged traded funds (“ETFs”) that track the performance of large-and mid-capitalization companies in the

 

202   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

United States, developed market countries and emerging market countries, respectively, consisting of the SPDR® S&P 500 ETF Trust, iShares Russell 2000 ETF, iShares MSCI EAFE ETF, and iShares MSCI Emerging Markets ETF consistent with its investment objective. A put option gives the purchaser of the option the right to sell, and the writer of the option the obligation to buy, the underlying security or financial instrument. A call option gives the purchaser of the option the right to buy, and the writer of the option the obligation to sell, the underlying security or financial instrument. A premium is paid to the writer of an option as consideration for undertaking the obligation in the contract. The PutWrite Strategy Fund and Target Range Fund may purchase and write options on an exchange or over the counter (“OTC”). OTC options differ from exchange-traded options in several respects. They are transacted directly with dealers and not with a clearing corporation, and therefore entail the risk of nonperformance by the dealer. OTC options are available for a greater variety of securities and for a wider range of expiration dates and exercise prices than are available for exchange-traded options. Because OTC options are not traded on an exchange, pricing is done normally by reference to information from a market maker.

When an option is purchased, an amount equal to the premium paid is recorded as an asset, the value of which is marked-to-market to reflect the current market value of the option purchased. If the purchased option expires, a loss equal to the amount of premium paid is realized. When a security or financial instrument is purchased or sold through the exercise of an option, the related premium paid is added to the basis of the security or financial instrument acquired or deducted from the proceeds of the security or financial instrument sold.

When an option is written, an amount equal to the premium received is recorded as a liability, the value of which is marked-to-market daily to reflect the current market value of the option written. If the option expires, the premium received is recorded as a realized gain. When a written call option is exercised, the difference between the premium received plus the option exercise price and the basis in the underlying security (in the case of a covered written call option), or the cost to purchase the underlying security (in the case of an uncovered written call option), including brokerage commission, is recognized as a realized gain or loss. When a written put option is exercised, the amount of the premium received is subtracted from the cost of the security purchased from the exercise of the written put option to form the basis in the underlying security purchased.

The purchaser or writer of an option may close the position before the exercise of the option by entering into a closing transaction. In the case of a written option, the cost of a closing transaction is deducted from the original premium received resulting in a realized gain or loss. With respect to a purchased option, the original premium paid is deducted from the proceeds received from a closing transaction resulting in a realized gain or loss.

The maximum payout for written put options is limited to the number of contracts written and the associated strike prices. At February 29, 2024, the maximum payout for written put options for the PutWrite Strategy Fund was $91,594,700. The maximum payout for written call options is potentially unlimited to the extent that the written call option is uncovered.

The risk associated with purchasing put and call options is limited to the premiums paid. The risk in writing a covered call option is that the writer of the option may forego the opportunity of profit if the market price of the underlying security increases and the option is exercised. The risk in writing an uncovered call option is that the writer of the option is exposed to the risk of loss if the market price of the underlying security increases. The risk in writing a put option is that the writer of the option may incur a loss if the market price of the underlying security decreases and the option is exercised. In addition, there is the risk that the purchaser or writer of an option may not be able to enter into a closing transaction because of an illiquid secondary market.

Other significant risks associated with the use of options contracts may include the following: (1) the success of a strategy may depend on the investment adviser’s ability to predict movements in the prices of individual commodities, currencies or securities, fluctuations in markets and movements in interest rates; (2) there may be an imperfect or no correlation between the changes in market value of the commodities, currencies or securities and the price of options; (3) although the PutWrite Strategy Fund and Target Range Fund intend to enter into options contracts only if there is an active market for such contracts, there is no assurance that an active market will exist for the contracts at any particular time; (4) trading restrictions or limitations may be imposed by an exchange; and (5) government regulations may restrict trading in options contracts.

Securities Lending — Each Fund may lend portfolio securities to certain creditworthy borrowers, including the Funds’ securities lending agent. It is the Funds’ policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral in the form of cash and/or securities issued or guaranteed by the U.S. government or its agencies, equivalent to at least 100% of the market value of securities, is maintained at all times. The cash collateral can be invested in certain money market mutual funds which also have exposure to the fluctuations of the market. The values of the investments of cash collateral for securities on loan along with the obligations to return such collateral are included on the Statements of Assets and Liabilities. The total value of securities received as collateral for securities on loan is included in a footnote following each Schedule of Investments, but is not included within the Statements of Assets and Liabilities because the receiving Fund does not have the right to sell or repledge the securities received as collateral. As compensation for lending its securities, each Fund retains all or a portion of the interest received on investment of cash collateral or receives a fee from

 

WisdomTree Trust      203  


Notes to Financial Statements (unaudited) (continued)

 

the borrower (net of any fee rebates paid to the borrower). The lending agent receives a portion of the income earned by the Funds in connection with the lending program. The net securities lending income earned by the Funds is disclosed on the Statements of Operations. The dividend and interest income earned on the securities loaned is accounted for in the same manner as other dividend and interest income. The borrower pays to the Funds an amount equal to any dividends or interest received on loaned securities. Dividends received while a security is out on loan are not considered Qualified Dividend Income (“QDI”) under the specific criteria issued by the Internal Revenue Service and are subject to taxation at the shareholder’s ordinary income tax rate instead of the lower long-term capital gains tax rate. Lending portfolio securities could result in a loss or delay in recovering each Fund’s securities if the borrower defaults. In the event of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower if the value of the collateral received is insufficient to cover the market value of the securities loaned.

Master Netting Arrangements — Codification Topic 210 (“ASC 210”), Balance Sheet, requires disclosures generally intended to (i) help investors and other financial statement users to better assess the effect or potential effect of offsetting arrangements on a company’s financial position, (ii) improve transparency in the reporting of how companies mitigate credit risk, and (iii) facilitate comparisons between those entities that prepare their financial statements on the basis of GAAP and those entities that prepare their financial statements on the basis of international financial reporting standards. ASC 210 requires entities to disclose (i) gross and net information about both instruments and transactions eligible for offset in the financial statements, and (ii) instruments and transactions subject to an agreement similar to a master netting agreement. ASC 210 is limited in scope to the following financial instruments, to the extent they are offset in the financial statements or subject to an enforceable master netting arrangement or similar agreement: (i) recognized derivative instruments accounted for under ASC 815 (Derivatives and Hedging); (ii) repurchase agreements and reverse repurchase agreements; and (iii) securities borrowing and securities lending transactions.

In order to better define its contractual rights and to secure rights that will help a Fund mitigate its counterparty risk, a Fund enters into an International Swaps and Derivatives Association, Inc. Master Agreement (“ISDA Master Agreement”) with its counterparties. An ISDA Master Agreement is a bilateral agreement between a Fund and a counterparty that governs over-the-counter derivatives (“OTC”), such as foreign currency contracts, and typically contains, among other things, collateral posting terms, netting and rights of set-off provisions in the event of a default and/or termination event. Under an ISDA Master Agreement, a Fund may, under certain circumstances, offset with the counterparty certain derivative financial instruments’ payables and receivables to create a single net payment. The provisions of the ISDA Master Agreement typically permit a single net payment in the event of a default (close-out netting) or similar event, including the bankruptcy or insolvency of the counterparty.

Collateral requirements generally differ by type of derivative. Collateral terms are contract-specific for OTC derivatives (e.g., foreign currency contracts, options and certain swaps). To the extent amounts due to a Fund from its derivatives counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from a counterparty’s non-performance.

Repurchase agreements are subject to the terms and conditions of a Master Repurchase Agreement (“Master Repurchase Agreement”) between a Fund and a counterparty. In the event of a default or failure by a party to perform an obligation with respect to a repurchase transaction, the Master Repurchase Agreement gives the non-defaulting party the right to set-off claims and to apply collateral held by it in connection with a repurchase transaction against obligations owed to the non-defaulting party.

The Funds’ securities lending activities are governed by a Securities Lending Authorization Agreement (“Lending Agreement”) between the Funds and the lending agent. The Lending Agreement authorizes the lending agent to lend qualifying U.S. and foreign securities held by a Fund to approved borrowers (each a “Borrower”). To mitigate borrower risk, a Fund typically receives from a Borrower collateral in the form of U.S. dollar cash and/or securities issued or guaranteed by the U.S. government or its agencies in excess of the market value of the securities loaned. Under the provisions of the Lending Agreement, a Fund shall have, as to the collateral, all of the rights and remedies of a secured party under applicable law. A Fund is exposed to risk of loss if a Borrower defaults on its obligation to return borrowed securities and the value of the collateral a Fund received is insufficient to cover the market value of the securities loaned. Also, the lending agent is permitted to invest the cash collateral it receives from a Borrower into a money market fund which is subject to market fluctuation. Therefore, a Fund is exposed to risk of loss if the value of invested cash collateral is insufficient to satisfy the Fund’s obligation to return the full amount owed to such Borrower. However, in the event of a borrower default with respect to the failure to return to each Fund some or all of the securities loaned, the securities lending agent shall indemnify each Fund against the failure of the borrower if the value of the collateral received is insufficient to cover the market value of the securities loaned.

The Funds’ futures contracts and option contracts are all exchange traded and are not subject to master netting arrangements. Therefore, all futures contracts and option contracts are excluded from the netting table.

For financial reporting purposes, the Funds elect to not offset assets and liabilities subject to an ISDA Master Agreement, Master Repurchase Agreement or Lending Agreement, if any, in the Statements of Assets and Liabilities. Therefore, all qualifying transactions are presented on a gross basis in the Statements of Assets and Liabilities. As of February 29, 2024, the impact of netting

 

204   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

of assets and liabilities and the offsetting of collateral pledged or received based on contractual netting/set-off provisions in the ISDA Master Agreement, Master Repurchase Agreement and the Lending Agreement are detailed in the following table:

 

     
    Assets     Liabilities  
   

Gross Amounts
in the
Statements of

Assets and
Liabilities

    Gross Amounts Not Offset
in the Statements of
Assets and Liabilities
   

Net Amount

   

Gross Amounts
in the
Statements of

Assets and
Liabilities

    Gross Amounts Not Offset
in the Statements of
Assets and Liabilities
   

Net Amount

 
Fund   Financial
Instruments
    Collateral
Received
    Financial
Instruments
    Collateral
Posted
 

U.S. Dollar Bullish Fund

 

Foreign Currency Contracts

  $ 1,294,344     $ (155,869   $     $ 1,138,475     $ 346,068     $ (155,869   $     $ 190,199  

Emerging Currency Strategy Fund

 

Repurchase Agreements

    2,240,000             (2,240,000 )1                               

Foreign Currency Contracts

    24,496       (16,830           7,666       43,074       (16,830           26,244  

Emerging Markets Corporate Bond Fund

 

Securities Lending

    781,596             (781,596 )1                               

Emerging Markets Local Debt Fund

 

Repurchase Agreements

    4,570,000             (4,570,000 )1                               

Foreign Currency Contracts

    50,901       (4,462           46,439       82,480       (4,462           78,018  

Interest Rate Hedged High Yield Bond Fund

               

Securities Lending

    14,330,595             (14,330,595 )1                               

Interest Rate Hedged U.S. Aggregate Bond Fund

               

Securities Lending

    2,115,844             (2,115,844 )1                               

Repurchase Agreements

    4,400,000             (4,400,000 )1                               

Yield Enhanced U.S. Aggregate Bond Fund

               

Securities Lending

    4,845,271             (4,845,271 )1                               

Repurchase Agreements

    4,980,000             (4,980,000 )1                               

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

               

Securities Lending

    23,557             (23,557 )1                               

Alternative Income Fund

               

Securities Lending

    2,016,470             (2,016,470 )1                               

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

 

           

Securities Lending

    940,439             (940,439 )1                               
  1 

The amount of collateral presented has been limited such that the net amount by counterparty cannot be less than zero.

Short-Term Investments — Each Fund may invest a portion of its assets in high-quality money market instruments on an ongoing basis to provide liquidity or for other reasons. The instruments include short-term obligations issued by the U.S. government, its agencies, non-U.S. government agencies, negotiable certificates of deposit (“CDs”), fixed time deposits and bankers’ acceptances of U.S. and foreign banks and similar institutions, commercial papers, repurchase agreements and money market funds. CDs are short-term negotiable obligations of commercial banks. Time deposits are non-negotiable deposits maintained in banking institutions for specified periods of time at stated interest rates. Banker’s acceptances are time drafts drawn on commercial banks by borrowers, usually in connection with international transactions.

Interest-Only and Principal-Only Securities — The Funds may invest in interest-only (“IO”) and principal-only (“PO”) securities which are typically created by splitting a traditional mortgage-backed security or pool of loans into an IO and a PO security. In general, the IO security is entitled to receive the interest payments on the underlying debt obligation(s) and the PO security is entitled to receive the principal payments of the underlying debt obligation(s). Both IO and PO securities are subject to prepayments and therefore prepayment risk. IO securities are at risk for faster than anticipated prepayments and PO securities are at risk for slower than anticipated prepayments. Assumptions regarding the rates of prepayment play a significant role in the value of these securities. If the underlying debt obligation experiences greater than anticipated prepayments of principal, a Fund may not fully recoup its initial investment in the IO security.

Collateralized Loan Obligations — The Funds may invest in the debt tranche of collateralized loan obligations (“CLOs”). CLOs bear many of the same risks as other forms of asset-backed securities, including interest rate risk, credit risk and default risk. As CLOs are backed by pools of loans, they also bear similar risks to investing in loans directly. CLOs issue classes or “tranches” that vary in risk profile and yield. CLOs may experience substantial losses attributable to loan defaults. Losses caused by defaults on underlying assets are borne first by the holders of subordinate tranches. The value of an investment in a CLO may decline as a result of, but not

 

WisdomTree Trust      205  


Notes to Financial Statements (unaudited) (continued)

 

limited to, underlying loan defaults and/or market anticipation of defaults, credit impairment on the underlying loans or the disappearance of one of more subordinate tranches resulting from changes in the credit profile of the underlying loans.

To-be-announced Transactions — Interest Rate Hedged U.S. Aggregate Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund and the Yield Enhanced U.S. Short-Term Aggregate Bond Fund invest in U.S. agency mortgage-backed pass-through securities which are securities issued by entities such as Government National Mortgage Association and Federal National Mortgage Association that are backed by pools of mortgages. Most transactions in mortgage-backed pass-through securities occur for future delivery in which the exact mortgage pools to be delivered are not specified until a few days prior to settlement, referred to as a “to-be-announced transaction” or “TBA Transaction”. In a TBA Transaction, the buyer and seller agree upon general trade parameters such as agency, settlement date, par amount and price. The actual pools delivered generally are determined a few days prior to the settlement date; however, it is not anticipated that the Interest Rate Hedged U.S. Aggregate Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund and the Yield Enhanced U.S. Short-Term Aggregate Bond Fund will take delivery of pools, but instead will participate in rolling TBA Transactions whereby instead of receiving pools on the purchase settlement date, the position is offset by a current sale of the TBA security with a simultaneous forward purchase of a substantially similar TBA security (i.e., same type, coupon, maturity) to settle on a specified future date.

The Interest Rate Hedged U.S. Aggregate Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund, Yield Enhanced U.S. Aggregate Bond Fund and the Yield Enhanced U.S. Short-Term Aggregate Bond Fund may also enter into TBA sale commitments to sell mortgage-backed securities it owns under delayed delivery arrangements or to take a short position in mortgage-backed securities. Proceeds of TBA sale commitments are not received until the contractual settlement date. If the TBA sale commitment is closed through the acquisition of an offsetting TBA purchase commitment, the fund realizes a gain or loss. If the fund delivers securities under the commitment, the fund realizes a gain or loss from the sale of the securities based upon the unit price established at the date the commitment was entered into. Realized gains and losses on TBA sale commitments are included in “net realized gain (loss) from investments” on the Statements of Operations and fluctuations in the value of open TBA sale commitments are included in “net increase (decrease) in unrealized appreciation/depreciation from investments” on the Statements of Operations.

Digital Assets Risk — The Enhanced Commodity Strategy Fund (“GCC”) and Managed Futures Strategy Fund (“WTMF”) each invest up to 5% of its net assets in bitcoin futures contracts. GCC and WTMF only invest in cash-settled bitcoin futures traded on the Chicago Mercantile Exchange, which is a futures exchange registered with the Commodity Futures Trading Commission. Bitcoin is a digital asset (i.e., a cryptocurrency) whose ownership and behavior are determined by participants in an online, peer-to-peer network that connects computers that run publicly accessible, or “open source,” software that follows the rules and procedures governing the Bitcoin network. GCC and WTMF do not invest in bitcoin directly. Bitcoin and bitcoin futures are a relatively new asset class. They are subject to unique and substantial risks, and historically, have been subject to significant price volatility. The market for bitcoin futures is also relatively new and commenced trading on the Chicago Mercantile Exchange in 2017. As a result, the market for bitcoin futures may be less developed, and potentially less liquid and more volatile, than more established futures markets. While the bitcoin futures market has grown substantially since bitcoin futures commenced trading, there can be no assurances that this growth will continue. The price of bitcoin could drop precipitously (including to zero), which would be expected to have a similar impact on the bitcoin futures price. Each of these factors and events could have a significant negative impact on GCC and WTMF.

Tax Information and Dividends and Distributions to Shareholders — It is each Fund’s policy to comply with all requirements of the Internal Revenue Code of 1986, as amended (the “Code”). A portion of the Code, known as subchapter M (“Subchapter M”), addresses the ways by which investment companies and investment trusts may pass income through to shareholders in order to avoid double taxation. Each Fund intends to qualify for and to elect treatment as a separate Regulated Investment Company (“RIC”) under Subchapter M of the Code so that it will not be subject to federal income tax on income and gains that are timely distributed to Fund shareholders. Accordingly, no provision for U.S. federal income taxes is required. In order to qualify for the special tax treatment accorded to RICs and their shareholders, each Fund must, among other things, distribute with respect to each taxable year an amount equal to or greater than the sum of 90% of its investment company taxable income and 90% of its net tax-exempt interest income. There can be no guarantee that a Fund will pay dividends. Taxable net realized gains from investment transactions, reduced by capital loss carryforwards, if any, are declared and distributed to shareholders at least annually. The capital loss carryforward amount, if any, is available to offset future net capital gains. The Funds may occasionally be required to make supplemental distributions at some other time during the year. The Trust reserves the right to declare special distributions if, in its reasonable discretion, such action is necessary or advisable to preserve the status of each Fund as a RIC or to avoid imposition of income or excise taxes on undistributed income. Dividends and distributions to shareholders are recorded on the ex-dividend date. The amount of dividends and distributions from net investment income and net realized capital gains is determined in accordance with the requirements of the Code and the U.S. Treasury regulations (i.e., tax basis) which may differ to amounts determined under GAAP (i.e., book basis). These book/tax differences are either considered temporary or permanent in nature. To the extent these differences are permanent in nature, such amounts are reclassified within the components of net assets based on their Federal tax basis treatment; temporary differences do not require reclassification. Dividends and distributions that exceed earnings and profit for tax purposes are reported for tax purposes as a return of capital.

 

206   WisdomTree Trust


Notes to Financial Statements (unaudited) (continued)

 

3. ADVISORY FEES AND OTHER TRANSACTIONS WITH AFFILIATES

WTAM has overall responsibility for the general management and administration of the Trust. WTAM provides an investment program for each Fund. WTAM has arranged for Mellon Investments Corporation (“Mellon”) to provide sub-advisory services to the Funds, except for Emerging Markets Corporate Bond Fund, Interest Rate Hedged High Yield Bond Fund, Mortgage Plus Bond Fund, Voya Yield Enhanced USD Universal Bond Fund and Yield Enhanced U.S. Short-Term Aggregate Bond Fund which are sub-advised by Voya Investment Management Co., LLC (“Voya”) and Enhanced Commodity Strategy Fund, Managed Futures Strategy Fund, PutWrite Strategy Fund and Target Range Fund which are sub-advised by Newton Investment Management North America, LLC (“Newton”). Mellon, Voya and Newton are compensated by WTAM at no additional cost to the Funds. WTAM also arranges for transfer agency, custody, fund accounting, fund administration, securities lending and all other non-distribution related services necessary for the Funds to operate, which are generally under separate agreements entered into between the Trust on behalf of the Funds and the applicable service provider. Under the investment advisory agreement for each Fund, WTAM agrees to pay all expenses of the Funds, except for certain expenses described in Note 2.

Pursuant to a separate contractual arrangement, as also described in Note 2, WTAM arranges for the provision of CCO services with respect to each Fund, and is liable and responsible for, and administers, payments to the CCO, the Independent Trustees and counsel to the Independent Trustees in exchange for a fee, accrued daily and paid monthly in arrears, of up to 0.0044% per annum of each Fund’s average daily net assets.

WTAM expects to receive annual advisory fees from each Fund, based on a percentage of the Fund’s average daily net assets, as shown in the following table:

 

       
Fund   

Advisory

Fee Rate
(before fee waiver)

     Advisory
Fee Waiver1
     Advisory
Fee Waiver
Expiration Date
 

U.S. Dollar Bullish Fund

     0.50              

Emerging Currency Strategy Fund

     0.55              

Bianco Total Return Fund2

     0.50      (0.03 )%       December 31, 2024  

Emerging Markets Corporate Bond Fund

     0.60              

Emerging Markets Local Debt Fund

     0.55              

Floating Rate Treasury Fund

     0.15              

Interest Rate Hedged High Yield Bond Fund

     0.43              

Interest Rate Hedged U.S. Aggregate Bond Fund

     0.23              

Mortgage Plus Bond Fund

     0.45              

Voya Yield Enhanced USD Universal Bond Fund

     0.15              

Yield Enhanced U.S. Aggregate Bond Fund

     0.12              

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

     0.12              

Alternative Income Fund

     0.50              

Efficient Gold Plus Equity Strategy Fund (consolidated)

     0.20              

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

     0.45              

Enhanced Commodity Strategy Fund (consolidated)

     0.55              

Managed Futures Strategy Fund (consolidated)

     0.65              

PutWrite Strategy Fund

     0.44              

Target Range Fund

     0.70              
  1 

WTAM has contractually agreed to waive a portion of its advisory fee by the waiver amount listed per annum based on the average daily net assets through the expiration date listed, unless earlier terminated by the Board of Trustees of the Trust for any reason. The dollar amount of contractual fee waivers are included in “Expense waivers” on the Statements of Operations.

 

  2 

Since the commencement of operations on December 20, 2023.

Affiliated holdings are investments in entities in which the Fund owns 5% or more of the outstanding voting securities or are investments in entities which are under common ownership or control. Transactions in shares of affiliated ETFs for the fiscal period ended February 29, 2024, as applicable, are included in an “Investment in Affiliates” supplementary table in each applicable Fund’s Schedule of Investments. For these transactions, WTAM voluntarily waives its advisory fees that it would otherwise charge, for each Fund’s investment in affiliated funds. The waivers may be reduced to offset the incremental costs related to these investments (e.g., fund accounting, safekeeping, transaction fees, etc.) that are paid by WTAM out of its advisory fee. The dollar amount of advisory fees waived during the period for the Funds, if any, are included in the Statements of Operations in “Expense waivers”.

WTAM and Voya IM collaborated on the creation of the Voya Yield Enhanced USD Universal Bond Fund (the “UNIY Fund”), which is designed, in part, to meet certain of the investment needs of the Voya Index Solution Portfolios (the “Voya Portfolios”). As such,

 

WisdomTree Trust      207  


Notes to Financial Statements (unaudited) (continued)

 

the UNIY Fund expects the Voya Portfolios to be significant investors in the UNIY Fund, including, in particular, at the outset of the UNIY Fund’s operations. The UNIY Fund, Voya Portfolios, and their respective service providers will collectively coordinate the provision of investor services with respect to the shareholders of the Voya Portfolios. Voya Investments, LLC, an affiliate of Voya IM, and Voya IM serve as adviser and sub-adviser, respectively, to the Voya Portfolios. Due to the investment and servicing relationship between the UNIY Fund and the Voya Portfolios and their common sub-adviser, Voya IM, the UNIY Fund and Voya Portfolios are considered to be part of the “same group of investment companies” or “related funds” for purposes of the Investment Company Act of 1940 (the investment Company Act) and the rules thereunder.

WTAM and/or WisdomTree (collectively herein, “WT”) may from time to time own shares of a Fund. As of and for the six months ended February 29, 2024, WT held shares of and received distributions from the following Funds, which were purchased through an unaffiliated broker in ordinary brokerage transactions in the secondary market in which the Funds’ shares trade:

 

       
     At February 29, 2024          For the Six Months Ended
February 29, 2024
 
Fund    Fund Shares
held by WT
     Market Value of
Fund Shares
held by WT
       Dividends and
Distributions paid to WT on
Fund Shares held by WT
 

Emerging Markets Local Debt Fund

     114      $ 3,116          $ 69  

Floating Rate Treasury Fund

     558,038        28,069,311            935,645  

Interest Rate Hedged High Yield Bond Fund

     117        2,553            84  

Mortgage Plus Bond Fund

     29,573        1,277,554            21,314  

Yield Enhanced U.S. Aggregate Bond Fund

     1,990        85,809            1,709  

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

     230        10,815            198  

PutWrite Strategy Fund

     192        6,309            281  

Enhanced Commodity Strategy Fund (consolidated)

     136        2,366            112  

Managed Futures Strategy Fund (consolidated)

     366        13,322            471  

Target Range Fund

     65        1,515            36  

During the fiscal period ended February 29, 2024, in connection with the organization of the Bianco Total Return Fund, a newly launched Fund, WTAM contributed $100 to the Fund in exchange for 4 shares in the Bianco Total Return Fund. Prior to February 29, 2024, WTAM redeemed the aforementioned 4 shares for proceeds of $100.

4. CAPITAL SHARE TRANSACTIONS

As of February 29, 2024, there were an unlimited number of $0.001 par value shares of beneficial interest authorized by the Trust. Shares are issued and redeemed by each Fund only in creation units or multiples thereof to an authorized participant (“AP”). Except when aggregated in creation units (“Creation Unit Aggregations”), shares of each Fund are not redeemable. Transactions in shares for each Fund are disclosed in detail in the Statements of Changes in Net Assets. The consideration for the purchase of creation units of a Fund generally consists of the in-kind contribution of a basket of securities (“Deposit Securities”) and/or an amount of cash (“Cash Component”). Creation Unit Aggregations may be created in advance of receipt by a Fund of all or a portion of the applicable Deposit Securities from APs. In these circumstances, the initial deposit received from the AP will have a value greater than the NAV of the applicable Fund’s shares on the date the order is placed in proper form since, in addition to available Deposit Securities, U.S. cash must be deposited by the AP in an amount equal to the sum of (i) the Cash Component, plus (ii) generally between 102%-110%, as directed by the Trust or WTAM, which the Trust or WTAM may change from time to time, of the market value of the undelivered Deposit Securities (the “Additional Cash Deposit”) with the Fund pending delivery of any missing Deposit Securities. The Fund will return any unused portion of the Additional Cash Deposit once all of the missing Deposit Securities have been properly received from the AP or purchased by the Fund. Amounts due to be returned to an AP as of February 29, 2024, if any, is shown in the Statements of Assets and Liabilities in “Payables: Deposit due to authorized participant”.

5. INVESTMENT PORTFOLIO TRANSACTIONS

Purchases and sales of investments (excluding purchases and sales resulting from in-kind capital share transactions and short-term investments) and the cost of purchases and the proceeds from sales resulting from in-kind capital share transactions (excluding short-term investments) for the six months or period ended February 29, 2024 are shown in the following table. Realized gains and losses on sales resulting from in-kind capital share redemptions, as shown on the Statements of Operations, are not recognized by the Funds for tax purposes.

 

       
    Non-U.S. Government Securities     U.S. Government Securities     In-kind Capital Share Transactions  
Fund   Purchases     Sales     Purchases     Sales     Purchases     Sales  

U.S. Dollar Bullish Fund

  $ 2,772,665     $ 4,276,861     $     $     $     $  

Emerging Currency Strategy Fund

    503,770       503,466                          

 

208   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  

Bianco Total Return Fund1

  $ 116,344     $ 121,812     $     $     $ 3,976,196     $  

Emerging Markets Corporate Bond Fund

    33,191,309       33,569,815                   9,235,434       3,050,461  

Emerging Markets Local Debt Fund

    5,246,190       12,737,509                   510,815       7,386,861  

Floating Rate Treasury Fund

                15,676,208,753       14,385,929,046       1,881,290,008       3,794,241,591  

Interest Rate Hedged High Yield Bond Fund

    25,377,179       24,285,671                   12,524,667       8,312,657  

Interest Rate Hedged U.S. Aggregate Bond Fund

    5,724,556       11,338,972       95,323,353       111,291,218       17,047,987       34,758,473  

Mortgage Plus Bond Fund

    3,459,841       379,395       38,807,589       21,497,100              

Voya Yield Enhanced USD Universal Bond Fund

    9,535,075       7,888,890       235,724,062       224,667,421       55,509,909        

Yield Enhanced U.S. Aggregate Bond Fund

    90,549,297       85,971,456       347,285,236       352,121,436       67,128,197       63,963,082  

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

    14,979,168       15,264,803       78,077,154       82,055,707       3,375,448       53,164,833  

Alternative Income Fund

    1,809,265       2,025,156                   3,765,859        

Efficient Gold Plus Equity Strategy Fund (consolidated)

    609,198       606,523                   2,295,329        

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)

    450,230       781,082                          

Enhanced Commodity Strategy Fund (consolidated)

          2,059,789                          

Managed Futures Strategy Fund (consolidated)

    1,680,869                                

PutWrite Strategy Fund

    828,823       1,036,328                          

Target Range Fund

          13,794,274                          
  1 

For the period December 20, 2023 (commencement of operations) through February 29, 2024.

6. FEDERAL INCOME TAXES

At February 29, 2024, the cost of investments (including securities on loan, derivatives and TBA sale commitments) for Federal income tax purposes was as follows:

 

         
    Investments in Long Securities          

Investments in TBA Sale Commitments and

Financial Derivatives1

       
Fund   Tax Cost     Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
   

Net Unrealized
Appreciation/

(Depreciation)

           Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
   

Net Unrealized
Appreciation/

(Depreciation)

   

Total Net
Unrealized
Appreciation/

(Depreciation)

 

U.S. Dollar Bullish Fund

  $ 173,932,855     $ 9,970     $ (17,479   $ (7,509           $ 79,008     $ (22,429   $ 56,579     $ 49,070  

Emerging Currency Strategy Fund

    6,839,426       645       (120     525               4,315       (13,494     (9,179     (8,654

Bianco Total Return Fund

    3,970,013       2,252       (29,804     (27,552                               (27,552

Emerging Markets Corporate Bond Fund

    47,371,885       649,622       (2,142,478     (1,492,856                               (1,492,856

Emerging Markets Local Debt Fund

    90,760,285       1,958,444       (10,625,928     (8,667,484             2,865       (11,511     (8,646     (8,676,130

Floating Rate Treasury Fund

    17,338,994,946       3,745,187       (790,296     2,954,891                                 2,954,891  

Interest Rate Hedged High Yield Bond Fund

    174,683,976       1,497,347       (8,756,343     (7,258,996                               (7,258,996

Interest Rate Hedged U.S. Aggregate Bond Fund

    180,571,476       516,244       (11,257,999     (10,741,755             25,175       (60     25,115       (10,716,640

Mortgage Plus Bond Fund

    48,868,575       411,616       (2,696,684     (2,285,068                               (2,285,068

Voya Yield Enhanced USD Universal Bond Fund

    1,207,813,043       5,348,053       (32,368,928     (27,020,875                               (27,020,875

Yield Enhanced U.S. Aggregate Bond Fund

    978,967,957       4,419,882       (66,210,522     (61,790,640             11,006             11,006       (61,779,634

 

WisdomTree Trust      209  


Notes to Financial Statements (unaudited) (continued)

 

         
    Investments in Long Securities          

Investments in TBA Sale Commitments and

Financial Derivatives1

       
Fund   Tax Cost     Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
   

Net Unrealized
Appreciation/

(Depreciation)

           Gross
Unrealized
Appreciation
    Gross
Unrealized
Depreciation
   

Net Unrealized
Appreciation/

(Depreciation)

   

Total Net
Unrealized
Appreciation/

(Depreciation)

 

Yield Enhanced U.S. Short-Term Aggregate Bond Fund

  $ 43,026,054     $ 103,408     $ (1,067,318   $ (963,910           $     $     $     $ (963,910

Alternative Income Fund

    18,228,204       556,185       (1,440,150     (883,965                               (883,965

Efficient Gold Plus Equity Strategy Fund (consolidated)2

    12,667,768       2,968,789       (182,404     2,786,385                                 2,786,385  

Efficient Gold Plus Gold Miners Strategy Fund (consolidated)2

    8,214,077       213,187       (2,399,932     (2,186,745                               (2,186,745

Enhanced Commodity Strategy Fund (consolidated)2

    129,574,376       7,837       (15,379,224     (15,371,387                               (15,371,387

Managed Futures Strategy Fund (consolidated)2

    240,164,203       10,426       (47,840,115     (47,829,689                               (47,829,689

PutWrite Strategy Fund

    88,018,312       13,125       (4,765     8,360               507,897             507,897       516,257  

Target Range Fund

    55,386,572       3,000,616       (4,558     2,996,058                     (1,265,118     (1,265,118     1,730,940  
  1 

Certain financial derivatives may be considered section 1256 contracts under the Code. Each section 1256 contract held at the close of a taxable year shall be treated as sold for its fair market value on the last business day of such taxable year (and any realized gain and loss shall be taken into account for the taxable year). As such, the unrealized appreciation/(depreciation) for financial derivatives on a tax basis may not correspond to the unrealized appreciation/(depreciation) on a GAAP basis. The unrealized appreciation/(depreciation) for financial derivatives on a GAAP basis is located in the respective financial derivatives tables in each Fund’s Schedule of Investments.

 

  2 

“Tax Cost” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the Parent Fund’s investment in the Subsidiary. “Gross Unrealized Depreciation” under “Investments in Long Securities” is presented on a non-consolidated basis and includes the tax-basis unrealized depreciation associated with the Parent Fund’s investment in the Subsidiary.

GAAP provides guidance on tax provisions that prescribe a minimum threshold for financial statement recognition of the benefit of a tax position taken or expected to be taken in a tax return. Foreign withholding taxes, as applicable, are accrued based on each Fund’s understanding of the tax rules and rates that exist in the foreign markets in which it invests. Foreign withholding taxes are accrued and applied to foreign income, net realized capital gains and net unrealized appreciation, as applicable, as the foreign income is earned or capital gains and unrealized appreciation are recorded. The dollar amount of applicable foreign withholding taxes on foreign income is included in the Statements of Operations in “Less: Foreign withholding taxes”, the foreign capital gains tax applicable on the disposal of securities is included in the Statements of Operations in “Net realized gain (loss) from investment transactions” and the dollar amount of deferred foreign capital gains tax applicable on the unrealized appreciation on securities held is included in the Statements of Operations in “Net increase (decrease) in unrealized appreciation/depreciation from investment transactions”. The Funds record a foreign tax reclaim receivable on the ex-dividend date if the tax reclaim is “more likely than not” to be sustained assuming examination by tax authorities. This determination is based on, among other things, a jurisdiction’s legal obligation to pay reclaims as well as payment history and market convention. Foreign tax reclaims that have been recorded but not yet received are shown on the Statements of Assets and Liabilities in “Receivables: Foreign tax reclaims”.

7. SUBSEQUENT EVENT

Effective April 3, 2024, for WTMF and April 5, 2024, for GCC (collectively, the “Funds”), the Funds may invest up to 10% of its net assets in any combination of shares of one or more exchange-traded products that primarily hold bitcoin (each, a “bitcoin ETP”) and bitcoin futures contracts. The Funds may invest in the WisdomTree Bitcoin Fund (ticker: BTCW), a bitcoin ETP sponsored by an affiliate of WTAM.

8. ADDITIONAL INFORMATION

Russia’s military invasion of Ukraine initiated in February 2022 and the economic and diplomatic responses by the United States and other countries have led to increased volatility and uncertainty in the financial markets and could continue to adversely affect regional and global economies for the foreseeable future. In response to Russia’s actions, the governments of the United States, the European Union, the United Kingdom, and many other countries collectively imposed heavy and broad-ranging economic sanctions on certain Russian individuals, corporate and banking entities, and other industries and businesses. The sanctions restrict companies from doing business with Russia and Russian companies, prohibit transactions with the Russian central bank and other key Russian financial institutions and entities, ban Russian airlines and ships from using many other countries’ airspace and ports, respectively, and place a freeze on certain Russian assets. The sanctions also removed some Russian banks from the Society for Worldwide Interbank Financial Telecommunications (SWIFT), the

 

210   WisdomTree Trust


Notes to Financial Statements (unaudited) (concluded)

 

electronic network that connects banks globally to facilitate cross-border payments. In addition, the United States has banned oil and other energy imports from Russia, as well as other popular Russian exports, such as diamonds, seafood and vodka. The European Union, the United Kingdom and other countries have also placed restrictions on certain oil, energy and luxury goods imports from Russia.

These sanctions, as well as other economic consequences related to the invasion, such as additional sanctions, boycotts, changes in consumer or purchaser preferences, or cyberattacks on governments, companies or individuals, may further decrease the value and liquidity of certain Russian securities as well as securities of issuers in other countries that are subject to or otherwise adversely affected by economic sanctions related to Russia’s invasion of Ukraine, including Russian counter measures. To the extent a Fund has exposure to Russian investments or investments in countries affected by the invasion or the sanctions, the Fund’s ability to price, buy, sell, receive or deliver, or receive dividends and interest payments on such investments may be impaired. In certain circumstances, such as when there is no market for a security or other means of valuing or disposing of a security, a Fund may determine to value the affected security at zero. In addition, any exposure a Fund may have to counterparties in Russia or in countries affected by the invasion could negatively affect the Fund’s portfolio. The extent and duration of Russia’s military actions and the repercussions of such actions are impossible to predict, but could result in continued significant market disruptions, including in the oil and natural gas markets, and may negatively affect global supply chains, inflation and global growth. Further an escalation of the military conflict beyond Ukraine’s borders could result in significant, long-lasting damage to the economies of Eastern and Western Europe as well as the global economy. These and any related events could significantly and adversely affect a Fund’s performance and the value of an investment in the Fund, even in the absence of direct exposure to Russian issuers or issuers in other countries affected by the invasion.

* * * * * *

Financial markets around the world may experience extreme volatility, depressed valuations, decreased liquidity and heightened uncertainty and turmoil resulting from major cybersecurity events, geopolitical events (including wars, such as Russia’s invasion of Ukraine, terror attacks, and disruptions to foreign economic and trade relationships), public health emergencies, such as the COVID-19 pandemic, measures to address budget deficits, downgrading of sovereign debt, and public sentiment, among other events. Resulting market volatility, dramatic changes to interest rates, and otherwise unfavorable economic conditions may negatively impact Fund performance or impair a Fund’s ability to achieve its investment objective.

In March 2023, the financial distress of certain financial institutions raised economic concerns over disruption in the U.S. banking system and regarding the solvency of certain financial services firms. There can be no certainty that the actions taken by the U.S. government to strengthen public confidence in the U.S. banking system will be effective in mitigating the effects of financial institution failures on the economy and restoring public confidence in the U.S. banking system.

* * * * * *

Raising the ceiling on U.S. government debt has become increasingly politicized. Any failure to increase the total amount that the U.S. government is authorized to borrow could lead to a default on U.S. government obligations, with unpredictable consequences for economies and markets in the U.S. and elsewhere. On August 1, 2023, Fitch Ratings, Inc. downgraded its U.S. debt rating from the highest AAA rating to AA+, citing “a high and growing general government debt burden, and the erosion of governance relative to ‘AA’ and ‘AAA’ rated peers over the last two decades that has manifested in repeated debt limit standoffs and last-minute resolutions”. The impacts, if any, of the downgrade on financial markets are unknown at this time. The downgrade has potential market impacts, including but not limited to, steep stock market declines and rising bond yields.

 

WisdomTree Trust      211  


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited)

 

Consideration of the Approval and Renewal of Investment Advisory and Sub-Advisory Agreements

At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 18-19, 2023 (the “Meeting”), the Trustees, including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the renewal of (i) the investment advisory agreements between WisdomTree Asset Management, Inc. (“WTAM”) and the Trust, on behalf of its applicable series (each, a “Fund,” and, collectively, the “Funds”), pursuant to which WTAM provides the Funds with investment advisory services (the “Advisory Agreements”), and (ii) each respective sub-advisory agreement between WTAM and Mellon Investments Corporation (“Mellon”), Voya Investment Management Co. LLC (“Voya”), and Newton Investment Management North America, LLC (“Newton,” and, together with Mellon and Voya, the “Sub-Advisers”), pursuant to which the Sub-Advisers coordinate the investment and reinvestment of the assets of the applicable Funds (“Sub-Advisory Agreements” and, together with the Advisory Agreements, the “Agreements”).

The Trustees requested, and WTAM provided, such information as the Trustees, with advice from counsel to the Trust and independent legal counsel, deemed reasonably necessary to evaluate the Agreements. At a meeting of a committee of Independent Trustees (the “Contracts Review Committee”) held on August 18, 2023, representatives from WTAM presented detailed information to the Trustees relating to the continuance of the Agreements, and the Trustees, including the Independent Trustees, reviewed and discussed such information. Further information was presented at the Board’s request at the Meeting.

The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Advisers. In considering the approval and renewal of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered. Each Fund was considered separately.

Analysis of Nature, Extent, and Quality of Services Provided to the Funds. The Board considered information provided to them at the Meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the Funds, recognizing WTAM’s and the Sub-Advisers’ operational capabilities and resources. The Board also discussed the role of WisdomTree, Inc. (“WT”), the parent of WTAM, as index provider to certain Funds, which comprise the substantial majority of assets in the WisdomTree fund complex. The Board noted that the strategies represented by those Funds tracking affiliated WT indexes are unique, based on WT’s intellectual property and are only available for use by applicable Funds through WTAM. The Board noted WTAM’s belief that shareholders have invested in such Funds on the strength of WT’s intellectual property and WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Funds based on the WT indexes. The Board also noted the extensive responsibilities that WTAM has as investment adviser to the Funds, including: the selection of, and supervisory responsibilities and activities over, the Sub-Advisers, including oversight of the Sub-Advisers’ adherence to each Fund’s investment strategy and restrictions, monitoring of the Sub-Advisers’ buying and selling of securities and derivatives transactions, review of the Sub-Advisers’ performance, review of proxies voted by the Sub-Advisers and oversight of, and the provision of consultation to, the Sub-Advisers with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Funds’ portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Funds. The Board also considered research support available to, and management capabilities of, the Funds’ management personnel and that WTAM provides oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements. Based on management’s representations, the Board expected that there would be no reduction in the scope of services required by or provided by WTAM and the Sub-Advisers under the relevant Agreements. The Board noted that WTAM has continued to commit significant resources toward the fund complex and has made substantial investments to improve the services offered by WTAM, which benefit Fund shareholders.

Based on review of this information and the other factors considered at the Meeting, the Board concluded that the nature, extent and quality of services provided by WTAM and the Sub-Advisers under the Advisory Agreements and Sub-Advisory Agreements, respectively, are adequate and appropriate and supported the Board’s approval of the approval and renewal of the Agreements.

Comparative Analysis of the Funds’ Performance and Management Fee and Expense Ratio. The Board reviewed reports prepared by Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, which included information (1) measuring each index Fund’s performance by how well it tracked the relevant benchmark index, (2) comparing, with respect to the actively-managed Funds, each Fund’s performance with the performance of a group of comparable funds (the “Performance Group”) for various periods ended May 31, 2023, and (3) comparing each Fund’s actual management fees and total expenses with those of a group of comparable funds (the “Expense Group”) and, with respect to total expenses, with a broader group of funds (the “Expense Universe”), the information from which was derived in part from fund financial statements available to Broadridge as of the date of its analysis. The Contracts Review Committee and the Independent Trustees previously had reviewed and discussed the methodology Broadridge used to select the Performance Groups, Expense Groups and Expense Universes. The Board noted that the Performance Groups, Expense Groups and Expense Universes included only pure-index and index-based exchange traded funds (“ETFs”) as comparison funds, except that the Performance Groups, Expense Groups and Expense Universes

 

212   WisdomTree Trust


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)

 

for the actively-managed Funds included only actively-managed ETFs and mutual funds as comparison funds. The Board also noted that due to the special characteristics of certain Funds, there are limitations in providing comparable funds in the Performance Groups, Expense Groups and Expense Universes, and the information in the Broadridge reports may or may not provide meaningful direct comparisons to the Funds.

The Board discussed the index Funds’ performance, noting that the substantial majority of index Funds seek to track their own WisdomTree benchmark index. During the prior year, the Board received periodic reports on the Funds’ performance in comparison to their relevant benchmark indexes. The Board also discussed the performance of the actively-managed Funds and noted that total return performance of the Funds was variously above, at and below the relevant Performance Group medians for the time periods measured.

The Board also reviewed the range of actual management fees and total expenses of the Expense Group funds and, with respect to total expenses, Expense Universe funds, and discussed the results of the comparisons. With respect to comparisons of actual management fees, the Board noted the Funds’ unitary fee structure and that the Expense Groups and Expense Universes generally included both ETFs with and without a unitary fee structure. The Board also noted that certain comparison funds in certain Expense Groups and Expense Universes benefited from waivers of all or a portion of their management fees and reimbursement of certain operating expenses. The Board noted that the total expenses of many of the Funds were within five basis points of the median or average total expenses of the funds in the Funds’ respective Expense Groups. In those specific instances where a Fund’s total expenses departed more significantly from comparative funds, the Independent Trustees sought explanations from WTAM, which generally attributed the disparities to the limitations within peer data and/or the unique attributes of a Fund.

The Board considered the fees to the Sub-Advisers in relation to the fees paid to WTAM by the Funds and the respective services provided by the Sub-Advisers and WTAM. The Board also noted that the Sub-Advisers’ fees are paid by WTAM (out of its fee paid by the relevant Funds) and not the Funds. The Board considered the meaningful differences in the services that WTAM provides to the Funds as compared to the Sub-Advisers, including that the role of a Sub-Adviser in making investment recommendations with respect to a Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the role of a Sub-Adviser in making investment recommendations with respect to a Fund that is model-based, with oversight by WTAM in seeking to ensure consistency with such quantitative models. The Board also considered the entrepreneurial and expense risk borne by WTAM that is associated with Funds’ unitary fee structure, which frequently includes minimum fees (such as those to a Sub-Adviser), regardless of whether the asset size of a Fund has grown to a sufficient size.

Based on this review and the other factors considered at the Meeting, the Board concluded that, with respect to each Fund, the Fund’s performance, the fees paid to WTAM and the relevant Sub-Adviser and the Fund’s total expenses supported the Board’s approval and renewal of the relevant Agreements.

Analysis of Profitability and Economies of Scale. WTAM representatives reviewed the expenses allocated and profit received by WTAM and the resulting profitability percentage for managing each Fund and the aggregate profitability percentage to WTAM for managing the WisdomTree fund complex, and the method used to determine the expenses and profit. The Board considered the profitability analysis (1) as part of its evaluation of whether the fees under the Agreements bear a reasonable relationship to the mix of services provided by WTAM and the Sub-Advisers, including the nature, extent and quality of such services, and (2) in light of the relevant circumstances for each Fund and the extent to which economies of scale would be realized if the Fund grows and whether fee levels reflect these economies of scale for the benefit of Fund shareholders. WTAM representatives noted that a discussion of economies of scale is predicated on a Fund having achieved a substantial size and that, if a Fund’s assets had been decreasing, the possibility that WTAM may have realized material economies of scale would be less. WTAM representatives also noted that, as a result of shared and allocated costs among the WisdomTree funds, the extent of economies of scale could depend substantially on the level of assets in the fund complex as a whole and the relative size and asset size changes among the Funds. The Board noted that, in the past, certain Funds had grown rapidly over a relatively short period of time after longer periods of slow or no growth, during which there were years of losses for WTAM in managing such Funds that had only recently turned profitable and years of substantial cumulative losses to WTAM in managing the fund complex as a whole. WTAM representatives stated that there has been significant volatility in the assets of individual Funds and in the fund complex as a whole over time (including volatility in profitability) and that it was not clear that current asset levels will be maintained. WTAM representatives noted that assets in certain Funds have diminished at times at a rapid rate (including during the last year) and could continue to do so. WTAM representatives also noted that economies of scale currently are shared with the Funds by way of the unitary fee structure of the Trust, as well as through additional investment in the WisdomTree business. The Board noted that the Contracts Review Committee had focused on the issue of economies of scale during its meetings. The Board also noted that it would continue to monitor the sharing of economies of scale, focusing in particular on Funds that have experienced significant asset growth, to determine the appropriateness of adding breakpoints in the future. The Board also considered potential benefits to WTAM and the Sub-Advisers from acting as investment adviser and sub-advisers, respectively, and noted that there were no soft dollar arrangements in effect for trading the Funds’ investments. Based on this review, the Board concluded that the profitability results were consistent with the services rendered and service levels provided by WTAM and the entrepreneurial risk WTAM has undertaken over time.

* * * * * *

 

WisdomTree Trust      213  


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (continued)

 

At the conclusion of these discussions, the Board agreed that it had been furnished with sufficient information to make an informed business decision with respect to the approval to renew the Agreements. In evaluating the Agreements, the Board considered the conclusions and determinations discussed above and also relied on its previous knowledge, gained through meetings and other interactions with WTAM and the Sub-Advisers, of the Funds and the services provided to the Funds by WTAM and the Sub-Advisers. The Board also relied on information received on a routine and regular basis throughout the year relating to the operations of the Funds and the investment advisory and other services provided under the Agreements. In light of the foregoing, the Board, including a majority of the Independent Trustees, determined to approve the renewal of the Agreements.

Consideration of the Approval of Investment Advisory and Sub-Advisory Agreements

WisdomTree Bianco Total Return Fund (the “Fund”)

At a meeting of the Board of Trustees (the “Board” or the “Trustees”) of the WisdomTree Trust (the “Trust”) held on September 18-19, 2023, the Trustees, including those Trustees who are not “interested persons” (as defined in the Investment Company Act of 1940, as amended) of the Trust (the “Independent Trustees”), considered the approval of the investment advisory agreement (the “Advisory Agreement”), pursuant to which WisdomTree Asset Management, Inc. (“WTAM”) will provide the Fund with investment advisory services, and the Sub-Advisory Agreement (together with the Advisory Agreement, the “Agreements”), pursuant to which Mellon Investments Corporation (the “Sub-Adviser”) will coordinate the investment and reinvestment of the assets of the WisdomTree Bianco Total Return Fund.

In considering whether to approve the Agreements, the Trustees considered and discussed information and analysis provided by WTAM and Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data. The Trustees noted that representatives from WTAM presented preliminary information to the Trustees regarding the Fund’s proposed investment objective and principal investment strategies and risks at a meeting of the Trust’s Investment Committee, a committee of Independent Trustees, on June 21, 2023. The Independent Trustees were assisted in their review by independent legal counsel and met with counsel in executive session separate from WTAM representatives and the Sub-Adviser. In considering the approval of the Agreements, the Board considered all factors that it believed to be relevant, including those discussed below. The Board did not identify any one factor as dispositive, and each Trustee may have attributed different weights to the factors considered.

Analysis of Nature, Extent, and Quality of Services to be Provided to the Fund. The Board considered information provided to them at the meeting and in previous presentations throughout the year from WTAM representatives regarding the nature, extent, and quality of the services provided to the WisdomTree funds, recognizing WTAM’s and the Sub-Adviser’s operational capabilities and resources. It was noted that the Fund would be passively managed. The Board noted WTAM’s belief that shareholders will invest in the Fund on the strength of WTAM’s industry standing and reputation and with the expectation that WTAM will have a continuing role in providing advisory services to the Fund. The Board also noted the extensive responsibilities that WTAM will have as investment adviser to the Fund, including: the selection of, and supervisory responsibilities and activities over, the Sub-Adviser, including oversight of the Sub-Adviser’s adherence to the Fund’s investment strategy and restrictions, monitoring of the Sub-Adviser’s buying and selling of securities and derivatives transactions, review of the Sub- Adviser’s performance, review of proxies voted by the Sub-Adviser and oversight of, and the provision of consultation to, the Sub-Adviser with respect to the creation of custom creation or redemption baskets for authorized participants; oversight of the daily valuation of the Fund’s portfolio holdings; oversight of general Fund compliance with federal and state laws; and implementation of Board directives as they relate to the Fund. The Board also considered research support available to, and management capabilities of, the Fund’s management personnel and that WTAM will provide oversight of day-to-day Fund operations, including fund accounting, tax matters, administration, compliance and legal assistance in meeting disclosure and regulatory requirements.

Based on review of this information and the other factors considered at the meeting, the Board concluded that the nature, extent and quality of services to be provided by WTAM and the Sub-Adviser under the Advisory Agreement and Sub-Advisory Agreement, respectively, are adequate and appropriate and supported the Board’s approval of the Agreements.

Comparative Analysis of the Fund’s Performance, Advisory Fees and Fund Expenses. As the Fund has not yet commenced operations, the Board was not able to review the Fund’s performance. The Board discussed with WTAM representatives the portfolio management team and the investment strategies to be employed in the management of the Fund’s assets. The Board noted the reputation and experience of WTAM and the Sub-Adviser.

The Board considered the fees to be paid to WTAM by the Fund. The Board examined the fee to be paid by the Fund in light of fees paid to other investment advisers by comparable funds and the method of computing the Fund’s fee. The Board also considered the fee to be paid to the Sub-Adviser in relation to the fee to be paid to WTAM by the Fund and the respective services to be provided by the Sub-Adviser and WTAM. The Board also noted the Sub-Adviser’s fees will be paid by WTAM (out of its fee paid by the Fund) and not by the Fund. The Board considered the meaningful differences in the services that WTAM will provide to the Fund as compared to the Sub-Adviser, including that the role of the Sub-Adviser in making investment recommendations with respect to the passively

 

214   WisdomTree Trust


Approval of Investment Advisory and Sub-Advisory Agreements (unaudited) (concluded)

 

managed Fund tracking an index is a rules-based function, with oversight by WTAM in seeking to ensure compliance with such rules. The Board also considered the entrepreneurial and expense risk to be borne by WTAM that is associated with the Fund’s unitary fee structure, which includes minimum fees (such as those to the Sub-Adviser), regardless of whether the asset size of the Fund grows to a sufficient size. Based on this review, the Board concluded that the fees to be paid to WTAM and the Sub-Adviser supported the Board’s approval of the Agreements.

Analysis of Profitability and Economies of Scale. As the Fund has not yet commenced operations, WTAM representatives were not able to review the dollar amount of expenses allocated and profit received by WTAM, or any economies of scale. The Board considered potential benefits to WTAM and the Sub- Adviser from acting as investment adviser and sub-adviser, respectively. The Board also considered the uncertainty of the estimated asset levels and the renewal requirements for advisory agreements and their ability to review the advisory fees annually after the initial term of the Agreements. The Board determined that because the Fund had not yet commenced operations, economies of scale were not a factor, but, to the extent in the future it were determined that material economies of scale had not been shared with the Fund, the Board would seek to have those economies of scale shared with the Fund in connection with future renewals.

* * * * * *

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      215  


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.

 

216   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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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: May 3, 2024

   

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By (Signature and Title)

  

/s/ Jonathan L. Steinberg

 
  

Jonathan L. Steinberg, President

 
  

(principal executive officer)

 

      

Date: May 3, 2024

    

By (Signature and Title)

  

/s/ David Castano

 
  

David Castano, Treasurer

 
  

(principal financial officer)

 

Date: May 3, 2024