Schedule of Investments (unaudited)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS - 100.5% |
||||||||
| U.S. Treasury Bills - 100.5% |
||||||||
| 2.89%, 12/8/22* |
$ | 91,045,000 | $ | 90,981,356 | ||||
| 3.30%, 1/26/23* |
95,405,000 | 94,803,949 | ||||||
| 3.78%, 2/7/23* |
97,525,000 | 96,769,724 | ||||||
| 4.32%, 3/16/23* |
94,735,000 | 93,559,126 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $376,360,012) |
376,114,155 | |||||||
|
|
|
|||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND - 4.3% |
||||||||
| United States - 4.3% |
||||||||
| WisdomTree Floating Rate Treasury Fund(a) (Cost: $16,266,126) |
323,500 | 16,255,875 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 104.8% (Cost: $392,626,138) |
392,370,030 | |||||||
| Other Assets less Liabilities - (4.8)% |
(18,082,343 | ) | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% | $ | 374,287,687 | ||||||
|
|
|
|||||||
| * | 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 three-month fiscal period ended November 30, 2022 were as follows:
| Affiliate |
Value at 8/31/2022 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 11/30/2022 |
Dividend Income |
|||||||||||||||||||||
| WisdomTree Floating Rate Treasury Fund |
$ | 16,758,375 | $ | 3,525,025 | $ | 4,025,908 | $ | (3,492 | ) | $ | 1,875 | $ | 16,255,875 | $ | 148,770 | |||||||||||||
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 |
12/5/2022 | 230,000 | CAD | 171,977 | USD | $ | — | $ | (989 | ) | ||||||||||||||||||
| Citibank NA |
12/5/2022 | 75,000 | CHF | 78,865 | USD | 420 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 785,000 | CNH | 110,025 | USD | 1,407 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 475,000 | EUR | 489,660 | USD | 4,724 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 140,000 | GBP | 166,498 | USD | 2,250 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 36,145,000 | GBP | 43,567,556 | USD | — | (522 | ) | ||||||||||||||||||||
| Citibank NA |
12/5/2022 | 9,940,000 | INR | 119,824 | USD | 2,217 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 19,850,000 | INR | 243,219 | USD | 494 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 3,390,000 | INR | 41,458 | USD | 164 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 872,175,000 | INR | 10,724,562 | USD | — | (16,201 | ) | ||||||||||||||||||||
| Citibank NA |
12/5/2022 | 30,810,000 | JPY | 218,395 | USD | 4,793 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 423,000,000 | KRW | 307,239 | USD | 13,459 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 141,000,000 | KRW | 104,441 | USD | 2,459 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 2,770,000 | MXN | 142,386 | USD | 1,105 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 5,875,000 | TWD | 184,678 | USD | 5,458 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 1,935,000 | TWD | 61,957 | USD | 666 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 935,000 | TWD | 30,056 | USD | 204 | — | |||||||||||||||||||||
| Citibank NA |
12/5/2022 | 48,322,940 | USD | 65,820,000 | CAD | — | (609,279 | ) | ||||||||||||||||||||
| Citibank NA |
12/5/2022 | 21,973,297 | USD | 21,925,000 | CHF | — | (1,204,482 | ) | ||||||||||||||||||||
| Citibank NA |
1/6/2023 | 40,055,916 | USD | 33,190,000 | GBP | 43 | — | |||||||||||||||||||||
| Citibank NA |
1/6/2023 | 10,175,894 | USD | 829,315,000 | INR | 10,322 | — | |||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 490,000 | AUD | 328,607 | USD | 4,010 | — | |||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 29,335,000 | AUD | 19,912,774 | USD | 136 | — | |||||||||||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
November 30, 2022
| Goldman Sachs |
12/5/2022 | 955,000 | CAD | 717,620 | USD | — | (7,650 | ) | ||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 215,000 | CHF | 228,429 | USD | — | (1,144 | ) | ||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 3,780,000 | CNH | 537,472 | USD | — | (894 | ) | ||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 1,435,000 | EUR | 1,484,378 | USD | 9,182 | — | |||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 111,210,000 | JPY | 797,452 | USD | 8,156 | — | |||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 7,860,105,000 | JPY | 56,939,252 | USD | — | (483 | ) | ||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 12,705,000 | MXN | 654,456 | USD | 3,688 | — | |||||||||||||||||||||
| Goldman Sachs |
12/5/2022 | 717,680,000 | MXN | 37,178,157 | USD | — | (920 | ) | ||||||||||||||||||||
| Goldman Sachs |
1/6/2023 | 18,238,793 | USD | 26,830,000 | AUD | — | (389 | ) | ||||||||||||||||||||
| Goldman Sachs |
1/6/2023 | 51,158,907 | USD | 7,031,495,000 | JPY | 327 | — | |||||||||||||||||||||
| Goldman Sachs |
1/6/2023 | 34,502,634 | USD | 669,655,000 | MXN | 2,101 | — | |||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 58,440,000 | CAD | 43,447,004 | USD | — | (1,260 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 72,000,000 | KRW | 54,307 | USD | 280 | — | |||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 18,657,690,000 | KRW | 14,308,044 | USD | — | (162,715 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 75,978 | USD | 115,000 | AUD | — | (2,085 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 167,260 | USD | 225,000 | CAD | — | (10 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 78,304 | USD | 75,000 | CHF | — | (981 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 108,149 | USD | 775,000 | CNH | — | (1,864 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 420,240 | USD | 410,000 | EUR | — | (6,491 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 94,583 | USD | 80,000 | GBP | — | (1,844 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 41,015 | USD | 3,355,000 | INR | — | (177 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 212,207 | USD | 30,120,000 | JPY | — | (5,983 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 53,058 | USD | 72,000,000 | KRW | — | (1,529 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 140,367 | USD | 2,750,000 | MXN | — | (2,088 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
12/5/2022 | 29,827 | USD | 930,000 | TWD | — | (271 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
1/6/2023 | 41,789,817 | USD | 56,175,000 | CAD | 2,281 | — | |||||||||||||||||||||
| HSBC Holdings PLC |
1/6/2023 | 12,803,440 | USD | 16,690,565,000 | KRW | 140,847 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 335,000 | AUD | 214,535 | USD | 12,867 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 220,000 | AUD | 145,682 | USD | 3,657 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 110,000 | AUD | 74,445 | USD | 224 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 1,655,000 | AUD | 1,116,455 | USD | 6,977 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 115,000 | AUD | 76,928 | USD | 1,135 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 665,000 | CAD | 488,123 | USD | 6,254 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 440,000 | CAD | 330,214 | USD | — | (3,107 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 220,000 | CAD | 165,622 | USD | — | (2,068 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 3,330,000 | CAD | 2,498,993 | USD | — | (23,388 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 225,000 | CAD | 165,629 | USD | 1,641 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 220,000 | CHF | 220,752 | USD | 11,819 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 150,000 | CHF | 155,725 | USD | 2,846 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 75,000 | CHF | 79,595 | USD | — | (310 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 1,110,000 | CHF | 1,177,483 | USD | — | (4,058 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 75,000 | CHF | 78,662 | USD | 623 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 2,290,000 | CNH | 314,115 | USD | 10,955 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 1,520,000 | CNH | 212,779 | USD | 2,987 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 765,000 | CNH | 108,749 | USD | — | (156 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 11,415,000 | CNH | 1,608,404 | USD | 11,975 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 785,000 | CNH | 109,927 | USD | 1,505 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 200,315,000 | CNH | 28,435,457 | USD | — | (404 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 1,000,000 | EUR | 990,103 | USD | 50,706 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 900,000 | EUR | 919,022 | USD | 17,706 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 465,000 | EUR | 482,041 | USD | 1,935 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 6,965,000 | EUR | 7,250,440 | USD | — | (1,207 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 465,000 | EUR | 480,363 | USD | 3,613 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 410,000 | GBP | 471,246 | USD | 22,944 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 275,000 | GBP | 322,294 | USD | 9,175 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 135,000 | GBP | 160,245 | USD | 2,476 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 2,045,000 | GBP | 2,437,681 | USD | 27,241 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 135,000 | GBP | 161,309 | USD | 1,412 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 6,620,000 | INR | 82,114 | USD | — | (835 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 14,710,000 | INR | 181,394 | USD | — | (788 | ) |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
November 30, 2022
| JP Morgan Chase Bank NA |
12/5/2022 | 3,310,000 | INR | 40,796 | USD | — | (156 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 3,350,000 | INR | 41,025 | USD | 105 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 89,355,000 | JPY | 605,081 | USD | 42,209 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 59,480,000 | JPY | 422,096 | USD | 8,779 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 29,875,000 | JPY | 215,089 | USD | 1,326 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 446,255,000 | JPY | 3,207,237 | USD | 25,443 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 29,910,000 | JPY | 215,602 | USD | 1,067 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 210,450,000 | KRW | 147,508 | USD | 12,044 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 212,000,000 | KRW | 149,549 | USD | 11,179 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 315,000,000 | KRW | 237,826 | USD | 992 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 71,000,000 | KRW | 53,960 | USD | — | (132 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 1,058,000,000 | KRW | 791,501 | USD | 10,621 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 8,185,000 | MXN | 412,794 | USD | 11,205 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 5,440,000 | MXN | 280,216 | USD | 1,586 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 2,725,000 | MXN | 140,228 | USD | 933 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 40,810,000 | MXN | 2,106,733 | USD | 7,306 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 2,720,000 | MXN | 141,319 | USD | — | (418 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 2,950,000 | TWD | 91,360 | USD | 4,113 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 22,160,000 | TWD | 722,224 | USD | — | (5,048 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 920,000 | TWD | 29,820 | USD | — | (45 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 925,000 | TWD | 29,905 | USD | 31 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 21,073,269 | USD | 32,915,000 | AUD | — | (1,269,782 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 150,131 | USD | 225,000 | AUD | — | (2,602 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 336,172 | USD | 450,000 | CAD | 1,631 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 157,456 | USD | 150,000 | CHF | — | (1,115 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 218,479 | USD | 1,555,000 | CNH | — | (2,256 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 966,092 | USD | 935,000 | EUR | — | (7,064 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 46,097,214 | USD | 40,160,000 | GBP | — | (2,309,262 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 326,856 | USD | 275,000 | GBP | — | (4,613 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 81,985 | USD | 6,690,000 | INR | — | (153 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 430,684 | USD | 60,380,000 | JPY | — | (6,710 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 14,680,129 | USD | 20,944,140,000 | KRW | — | (1,198,673 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 107,463 | USD | 144,000,000 | KRW | — | (1,711 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 281,229 | USD | 5,480,000 | MXN | — | (2,646 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 9,099,876 | USD | 293,835,000 | TWD | — | (409,659 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
12/5/2022 | 59,562 | USD | 1,850,000 | TWD | — | (310 | ) | ||||||||||||||||||||
| JP Morgan Chase Bank NA |
1/6/2023 | 26,868,752 | USD | 188,800,000 | CNH | 306 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 330,000 | AUD | 211,294 | USD | 12,713 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 660,000 | CAD | 484,561 | USD | 6,099 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 220,000 | CHF | 220,497 | USD | 12,074 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 19,565,000 | CHF | 20,683,108 | USD | — | (178 | ) | ||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 2,275,000 | CNH | 310,679 | USD | 12,261 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 1,380,000 | EUR | 1,366,959 | USD | 69,357 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 122,830,000 | EUR | 127,842,692 | USD | — | (159 | ) | ||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 405,000 | GBP | 464,885 | USD | 23,278 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 88,760,000 | JPY | 599,129 | USD | 43,850 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 8,130,000 | MXN | 407,978 | USD | 13,172 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 247,150,000 | TWD | 8,040,013 | USD | — | (41,369 | ) | ||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 135,871,534 | USD | 137,165,000 | EUR | — | (6,890,993 | ) | ||||||||||||||||||||
| Morgan Stanley & Co. International |
12/5/2022 | 59,625,487 | USD | 8,833,585,000 | JPY | — | (4,365,192 | ) | ||||||||||||||||||||
| Morgan Stanley & Co. International |
1/6/2023 | 18,932,617 | USD | 17,830,000 | CHF | — | (416 | ) | ||||||||||||||||||||
| Morgan Stanley & Co. International |
1/6/2023 | 117,675,194 | USD | 112,740,000 | EUR | 1,020 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
1/6/2023 | 7,935,447 | USD | 241,555,000 | TWD | 95,705 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 665,000 | AUD | 432,904 | USD | 18,505 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 1,330,000 | CAD | 990,194 | USD | — | (1,439 | ) | ||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 445,000 | CHF | 452,643 | USD | 17,784 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 4,575,000 | CNH | 633,514 | USD | 15,915 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 2,595,000 | EUR | 2,618,114 | USD | 82,785 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 825,000 | GBP | 952,329 | USD | 42,077 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 9,875,000 | INR | 118,847 | USD | 2,396 | — |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
November 30, 2022
| Royal Bank of Canada |
12/5/2022 | 178,325,000 | JPY | 1,228,009 | USD | 63,781 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 16,290,000 | MXN | 830,199 | USD | 13,655 | — | |||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 30,883,837 | USD | 226,175,000 | CNH | — | (1,222,087 | ) | ||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 11,828,259 | USD | 982,810,000 | INR | — | (238,454 | ) | ||||||||||||||||||||
| Royal Bank of Canada |
12/5/2022 | 40,615,991 | USD | 809,225,000 | MXN | — | (1,303,457 | ) | ||||||||||||||||||||
| Standard Chartered Bank |
12/5/2022 | 49,635,000 | INR | 608,645 | USD | 762 | — | |||||||||||||||||||||
| Standard Chartered Bank |
12/5/2022 | 13,765,000 | TWD | 442,889 | USD | 2,595 | — | |||||||||||||||||||||
|
|
|
|
|
|||||||||||||||||||||||||
| $ | 1,124,526 | $ | (21,352,671 | ) | ||||||||||||||||||||||||
|
|
|
|
|
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Bloomberg U.S. Dollar Bullish Fund (USDU)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 376,114,155 | $ | — | $ | 376,114,155 | ||||||||
| Exchange-Traded Fund |
16,255,875 | — | — | 16,255,875 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | 16,255,875 | $ | 376,114,155 | $ | — | $ | 392,370,030 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | 1,124,526 | $ | — | $ | 1,124,526 | ||||||||
| Liabilities: | ||||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | (21,352,671 | ) | $ | — | $ | (21,352,671 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net | $ | 16,255,875 | $ | 355,886,010 | $ | — | $ | 372,141,885 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Chinese Yuan Strategy Fund (CYB)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS - 68.0% |
| |||||||
| U.S. Treasury Bills - 68.0% |
||||||||
| 2.76%, 12/8/22* |
$ | 8,750,000 | $ | 8,743,883 | ||||
| 3.44%, 1/17/23* |
9,650,000 | 9,599,494 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $18,353,121) |
18,343,377 | |||||||
|
|
|
|||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND - 4.2% |
||||||||
| United States - 4.2% |
||||||||
| WisdomTree Floating Rate Treasury Fund(a) (Cost: $1,119,572) |
22,300 | 1,120,575 | ||||||
|
|
|
|||||||
| Principal Amount |
||||||||
| REPURCHASE AGREEMENT - 25.6% |
||||||||
| United States - 25.6% |
||||||||
| Citigroup, Inc., tri-party repurchase agreement dated 11/30/22 (tri-party custodian: The Bank of New York Mellon Corp.), 3.80% due 12/1/22; Proceeds at maturity - $6,900,728 (fully collateralized by Ginnie Mae II Single Family, 2.50% - 3.00% due 9/20/51, Ginnie Mae II Single Family Platinum, 2.00% - 2.50% due 9/20/51; Market value including accrued interest - $7,245,853) (Cost: $6,900,000) |
$ | 6,900,000 | 6,900,000 | |||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 97.8% (Cost: $26,372,693) |
26,363,952 | |||||||
| Other Assets less Liabilities - 2.2% |
|
603,298 | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
|
$ | 26,967,250 | |||||
|
|
|
|||||||
| * | 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 three-month fiscal period ended November 30, 2022 were as follows:
| Affiliate |
Value at 8/31/2022 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 11/30/2022 |
Dividend Income |
|||||||||||||||||||||
| WisdomTree Floating Rate Treasury Fund |
$ | 1,120,575 | $ | — | $ | — | $ | — | $ | — | $ | 1,120,575 | $ | 9,366 | ||||||||||||||
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 |
2/14/2023 | 67,303,000 | CNY | 9,357,777 | USD | $ | 127,340 | $ | — | |||||||||||||||||||
| Goldman Sachs |
1/13/2023 | 28,500,000 | CNH | 3,969,387 | USD | 27,939 | — | |||||||||||||||||||||
| HSBC Holdings PLC |
12/13/2022 | 4,755,814 | USD | 33,947,000 | CNY | — | (6,151 | ) | ||||||||||||||||||||
| HSBC Holdings PLC |
3/13/2023 | 34,500,000 | CNY | 4,854,369 | USD | 15,956 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
1/13/2023 | 61,000,000 | CNY | 8,518,244 | USD | 61,221 | — | |||||||||||||||||||||
| UBS AG |
12/13/2022 | 33,947,000 | CNY | 4,916,008 | USD | — | (154,043 | ) | ||||||||||||||||||||
|
|
|
|
|
|||||||||||||||||||||||||
| $ | 232,456 | $ | (160,194 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|||||||||||||||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Chinese Yuan Strategy Fund (CYB)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 18,343,377 | $ | — | $ | 18,343,377 | ||||||||
| Exchange-Traded Fund |
1,120,575 | — | — | 1,120,575 | ||||||||||||
| Repurchase Agreement |
— | 6,900,000 | — | 6,900,000 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | 1,120,575 | $ | 25,243,377 | $ | — | $ | 26,363,952 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | 232,456 | $ | — | $ | 232,456 | ||||||||
| Liabilities: |
|
|||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | (160,194 | ) | $ | — | $ | (160,194 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | 1,120,575 | $ | 25,315,639 | $ | — | $ | 26,436,214 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Emerging Currency Strategy Fund (CEW)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS - 63.9% |
| |||||||
| U.S. Treasury Bills - 63.9% |
||||||||
| 2.79%, 12/8/22* |
$ | 2,425,000 | $ | 2,423,305 | ||||
| 3.20%, 1/26/23* |
2,920,000 | 2,901,604 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $5,329,568) |
5,324,909 | |||||||
|
|
|
|||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND - 4.1% |
||||||||
| United States - 4.1% |
||||||||
| WisdomTree Floating Rate Treasury Fund(a) (Cost: $341,394) |
6,800 | 341,700 | ||||||
|
|
|
|||||||
| Principal Amount |
||||||||
| REPURCHASE AGREEMENT - 27.9% |
||||||||
| United States - 27.9% |
||||||||
| Citigroup, Inc., tri-party repurchase agreement dated 11/30/22 (tri-party custodian: The Bank of New York Mellon Corp.), 3.80% due 12/1/22; Proceeds at maturity - $2,330,246 (fully collateralized by U.S. Treasury Inflation Indexed Bond, 0.63% due 7/15/32; Market value including accrued interest - $2,376,644) (Cost: $2,330,000) |
$ | 2,330,000 | 2,330,000 | |||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 95.9% (Cost: $8,000,962) |
7,996,609 | |||||||
| Other Assets less Liabilities - 4.1% |
341,341 | |||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
$ | 8,337,950 | ||||||
|
|
|
|||||||
| * | 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 three-month fiscal period ended November 30, 2022 were as follows:
| Affiliate |
Value at 8/31/2022 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 11/30/2022 |
Dividend Income |
|||||||||||||||||||||
| WisdomTree Floating Rate Treasury Fund |
$ | 341,700 | $ | — | $ | — | $ | — | $ | — | $ | 341,700 | $ | 2,856 | ||||||||||||||
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 |
2/3/2023 | 11,655,000 | MXN | 577,944 | USD | $ | 17,053 | $ | — | |||||||||||||||||||
| Bank of America NA |
2/3/2023 | 2,775,000 | PLN | 575,693 | USD | 28,706 | — | |||||||||||||||||||||
| Bank of America NA |
2/3/2023 | 11,680,000 | TRY | 577,146 | USD | 28,995 | — | |||||||||||||||||||||
| Bank of America NA |
2/3/2023 | 10,415,000 | ZAR | 570,783 | USD | 38,450 | — | |||||||||||||||||||||
| Citibank NA |
2/3/2023 | 4,155,000 | CNH | 576,308 | USD | 7,441 | — | |||||||||||||||||||||
| Citibank NA |
2/3/2023 | 9,008,215,000 | IDR | 577,365 | USD | — | (5,745 | ) | ||||||||||||||||||||
| Citibank NA |
2/3/2023 | 47,950,000 | INR | 575,738 | USD | 9,491 | — | |||||||||||||||||||||
| Citibank NA |
2/3/2023 | 815,315,000 | KRW | 574,910 | USD | 43,639 | — | |||||||||||||||||||||
| Citibank NA |
2/3/2023 | 33,660,000 | PHP | 578,162 | USD | 16,419 | — | |||||||||||||||||||||
| HSBC Holdings PLC |
2/3/2023 | 21,645,000 | THB | 578,340 | USD | 38,000 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
2/3/2023 | 3,115,000 | BRL | 572,032 | USD | 13,269 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
2/3/2023 | 553,825,000 | CLP | 583,945 | USD | 27,715 | — | |||||||||||||||||||||
| JP Morgan Chase Bank NA |
2/3/2023 | 2,833,400,000 | COP | 577,655 | USD | 3,891 | — | |||||||||||||||||||||
| Morgan Stanley & Co. International |
2/7/2023 | 2,705,000 | MYR | 572,632 | USD | 33,409 | — | |||||||||||||||||||||
|
|
|
|
|
|||||||||||||||||||||||||
| $ | 306,478 | $ | (5,745 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|||||||||||||||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Currency Strategy Fund (CEW)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 5,324,909 | $ | — | $ | 5,324,909 | ||||||||
| Exchange-Traded Fund |
341,700 | — | — | 341,700 | ||||||||||||
| Repurchase Agreement |
— | 2,330,000 | — | 2,330,000 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | 341,700 | $ | 7,654,909 | $ | — | $ | 7,996,609 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | 306,478 | $ | — | $ | 306,478 | ||||||||
| Liabilities: |
|
|||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | (5,745 | ) | $ | — | $ | (5,745 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | 341,700 | $ | 7,955,642 | $ | — | $ | 8,297,342 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| CORPORATE BONDS - 89.6% |
||||||||
| Argentina - 2.3% |
||||||||
| Arcor SAIC |
||||||||
| 8.25%, 10/9/27(a) |
$ | 510,000 | $ | 530,781 | ||||
| MercadoLibre, Inc. |
||||||||
| 3.13%, 1/14/31(b) |
400,000 | 300,400 | ||||||
| YPF SA |
||||||||
| 8.50%, 7/28/25(c) |
200,000 | 157,617 | ||||||
| 8.50%, 6/27/29(a) |
263,000 | 178,669 | ||||||
|
|
|
|||||||
| Total Argentina | 1,167,467 | |||||||
|
|
|
|||||||
| Austria - 0.4% |
||||||||
| Suzano Austria GmbH |
||||||||
| 7.00%, 3/16/47(a)(b) |
226,000 | 225,576 | ||||||
|
|
|
|||||||
| Brazil - 3.5% |
||||||||
| Banco do Brasil SA |
||||||||
| 9.00%, 6/18/24, (9.00% fixed rate until 6/18/24; 10-year Constant Maturity Treasury Rate + 6.36% thereafter)(c)(d)(e) |
450,000 | 449,471 | ||||||
| Braskem Netherlands Finance BV |
||||||||
| 4.50%, 1/31/30(a) |
400,000 | 340,500 | ||||||
| CSN Resources SA |
||||||||
| 4.63%, 6/10/31(a) |
325,000 | 250,453 | ||||||
| Fibria Overseas Finance Ltd. |
||||||||
| 5.50%, 1/17/27 |
50,000 | 49,756 | ||||||
| Minerva Luxembourg SA |
||||||||
| 4.38%, 3/18/31(a) |
275,000 | 227,178 | ||||||
| Nexa Resources SA |
||||||||
| 6.50%, 1/18/28(c) |
500,000 | 485,625 | ||||||
|
|
|
|||||||
| Total Brazil | 1,802,983 | |||||||
|
|
|
|||||||
| Chile - 4.2% |
||||||||
| ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Partners |
||||||||
| 4.05%, 4/27/26(a) |
300,000 | 261,900 | ||||||
| Banco de Credito e Inversiones SA |
||||||||
| 2.88%, 10/14/31(c) |
450,000 | 362,531 | ||||||
| Celulosa Arauco y Constitucion SA |
||||||||
| 4.50%, 8/1/24 |
200,000 | 197,013 | ||||||
| 5.50%, 11/2/47 |
325,000 | 273,586 | ||||||
| Cia Cervecerias Unidas SA |
||||||||
| 3.35%, 1/19/32(a) |
230,000 | 193,200 | ||||||
| Engie Energia Chile SA |
||||||||
| 3.40%, 1/28/30(c) |
350,000 | 278,600 | ||||||
| Inversiones CMPC SA |
||||||||
| 3.00%, 4/6/31(a) |
325,000 | 268,531 | ||||||
| Telefonica Moviles Chile SA |
||||||||
| 3.54%, 11/18/31(c) |
450,000 | 361,660 | ||||||
|
|
|
|||||||
| Total Chile | 2,197,021 | |||||||
|
|
|
|||||||
| China - 3.4% |
||||||||
| Alibaba Group Holding Ltd. |
||||||||
| 3.60%, 11/28/24 |
350,000 | 337,475 | ||||||
| ENN Clean Energy International Investment Ltd. |
||||||||
| 3.38%, 5/12/26(a) |
300,000 | 261,188 | ||||||
| Lenovo Group Ltd. |
||||||||
| 5.83%, 1/27/28(a) |
350,000 | 337,778 | ||||||
| 6.54%, 7/27/32(a) |
330,000 | 315,675 | ||||||
| Tencent Holdings Ltd. |
||||||||
| 3.98%, 4/11/29(c) |
400,000 | 365,839 | ||||||
| 3.93%, 1/19/38(c) |
200,000 | 155,250 | ||||||
|
|
|
|||||||
| Total China | 1,773,205 | |||||||
|
|
|
|||||||
| Colombia - 5.2% |
||||||||
| 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 | 330,378 | ||||||
| Canacol Energy Ltd. |
||||||||
| 5.75%, 11/24/28(a) |
275,000 | 233,023 | ||||||
| Ecopetrol SA |
||||||||
| 6.88%, 4/29/30 |
525,000 | 471,975 | ||||||
| Geopark Ltd. |
||||||||
| 5.50%, 1/17/27(a) |
375,000 | 326,250 | ||||||
| Millicom International Cellular SA |
||||||||
| 4.50%, 4/27/31(a)(b) |
500,000 | 411,750 | ||||||
| Oleoducto Central SA |
||||||||
| 4.00%, 7/14/27(c) |
450,000 | 390,375 | ||||||
| Promigas SA ESP / Gases del Pacifico SAC |
||||||||
| 3.75%, 10/16/29(a) |
200,000 | 159,146 | ||||||
| Transportadora de Gas Internacional SA ESP |
||||||||
| 5.55%, 11/1/28(a) |
400,000 | 364,555 | ||||||
|
|
|
|||||||
| Total Colombia | 2,687,452 | |||||||
|
|
|
|||||||
| Ghana - 0.7% |
||||||||
| Tullow Oil PLC |
||||||||
| 10.25%, 5/15/26(a) |
439,000 | 379,735 | ||||||
|
|
|
|||||||
| Guatemala - 1.6% |
||||||||
| Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL |
||||||||
| 5.25%, 4/27/29(a) |
460,000 | 413,425 | ||||||
| CT Trust |
||||||||
| 5.13%, 2/3/32(a) |
500,000 | 433,321 | ||||||
|
|
|
|||||||
| Total Guatemala | 846,746 | |||||||
|
|
|
|||||||
| Hong Kong - 1.4% |
||||||||
| Melco Resorts Finance Ltd. |
||||||||
| 5.75%, 7/21/28(a) |
275,000 | 229,625 | ||||||
| 5.75%, 7/21/28(c) |
325,000 | 271,375 | ||||||
| 5.38%, 12/4/29(c) |
250,000 | 198,906 | ||||||
|
|
|
|||||||
| Total Hong Kong | 699,906 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| India - 6.5% |
||||||||
| Adani Ports & Special Economic Zone Ltd. |
||||||||
| 4.38%, 7/3/29(c) |
$ | 450,000 | $ | 381,375 | ||||
| 4.38%, 7/3/29(a) |
200,000 | 169,500 | ||||||
| Bharti Airtel International Netherlands BV |
||||||||
| 5.35%, 5/20/24(a) |
323,000 | 321,485 | ||||||
| Bharti Airtel Ltd. |
||||||||
| 4.38%, 6/10/25(c) |
200,000 | 193,400 | ||||||
| JSW Steel Ltd. |
||||||||
| 5.05%, 4/5/32(a) |
600,000 | 466,250 | ||||||
| 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)(b)(d)(e) |
300,000 | 257,437 | ||||||
| Reliance Industries Ltd. |
||||||||
| 3.67%, 11/30/27(a) |
400,000 | 369,802 | ||||||
| 2.88%, 1/12/32(a) |
335,000 | 276,919 | ||||||
| Summit Digitel Infrastructure Ltd. |
||||||||
| 2.88%, 8/12/31(a) |
550,000 | 419,986 | ||||||
| Vedanta Resources Finance II PLC |
||||||||
| 13.88%, 1/21/24(a) |
275,000 | 236,952 | ||||||
| 8.95%, 3/11/25(a) |
450,000 | 299,250 | ||||||
|
|
|
|||||||
| Total India | 3,392,356 | |||||||
|
|
|
|||||||
| Indonesia - 3.1% |
||||||||
| Medco Bell Pte Ltd. |
||||||||
| 6.38%, 1/30/27(a) |
478,000 | 423,030 | ||||||
| Medco Oak Tree Pte Ltd. |
||||||||
| 7.38%, 5/14/26(c) |
200,000 | 191,760 | ||||||
| Pertamina Persero PT |
||||||||
| 3.10%, 1/21/30(a) |
250,000 | 219,844 | ||||||
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara |
||||||||
| 4.13%, 5/15/27(b)(c) |
541,000 | 510,823 | ||||||
| 3.00%, 6/30/30(c) |
350,000 | 284,283 | ||||||
|
|
|
|||||||
| Total Indonesia | 1,629,740 | |||||||
|
|
|
|||||||
| Ireland - 1.4% |
||||||||
| C&W Senior Financing DAC |
||||||||
| 6.88%, 9/15/27(c) |
800,000 | 715,000 | ||||||
|
|
|
|||||||
| Israel - 5.2% |
||||||||
| Bank Hapoalim BM |
||||||||
| 3.26%, 1/21/32, (3.255% fixed rate until 1/21/27; 5-year Constant Maturity Treasury Rate + 2.155% thereafter)(a)(c)(d) |
475,000 | 407,788 | ||||||
| Bank Leumi Le-Israel BM |
||||||||
| 5.13%, 7/27/27(a)(c) |
250,000 | 248,975 | ||||||
| 3.28%, 1/29/31, (3.275% fixed rate until 1/29/26; 5-year Constant Maturity Treasury Rate + 1.631% thereafter)(a)(c)(d) |
500,000 | 446,406 | ||||||
| Israel Electric Corp. Ltd. |
||||||||
| 4.25%, 8/14/28, Series GMTN(a)(c) |
300,000 | 282,744 | ||||||
| Mizrahi Tefahot Bank Ltd. |
||||||||
| 3.08%, 4/7/31, (3.077% fixed rate until 4/7/26; 5-year Constant Maturity Treasury Rate + 2.25% thereafter)(a)(c)(d) |
550,000 | 482,625 | ||||||
| Teva Pharmaceutical Finance Netherlands III BV |
||||||||
| 3.15%, 10/1/26 |
650,000 | 565,376 | ||||||
| 5.13%, 5/9/29(b) |
300,000 | 267,638 | ||||||
|
|
|
|||||||
| Total Israel | 2,701,552 | |||||||
|
|
|
|||||||
| Jamaica - 0.1% |
||||||||
| Digicel International Finance Ltd. / Digicel International Holdings Ltd. |
||||||||
| 8.75%, 5/25/24(a) |
81,000 | 70,875 | ||||||
|
|
|
|||||||
| Kuwait - 2.2% |
||||||||
| Equate Petrochemical BV |
||||||||
| 4.25%, 11/3/26(c) |
400,000 | 380,608 | ||||||
| 2.63%, 4/28/28(a) |
350,000 | 300,169 | ||||||
| NBK Tier 1 Financing 2 Ltd. |
||||||||
| 4.50%, 8/27/25, (4.50% fixed rate until 8/27/25; 6-year U.S. dollar Swap Rate + 2.832% thereafter)(a)(d)(e) |
500,000 | 455,462 | ||||||
|
|
|
|||||||
| Total Kuwait | 1,136,239 | |||||||
|
|
|
|||||||
| Luxembourg - 1.4% |
||||||||
| Altice Financing SA |
||||||||
| 5.75%, 8/15/29(a) |
525,000 | 427,875 | ||||||
| EIG Pearl Holdings Sarl |
||||||||
| 3.55%, 8/31/36(a) |
325,000 | 272,188 | ||||||
|
|
|
|||||||
| Total Luxembourg | 700,063 | |||||||
|
|
|
|||||||
| Malaysia - 2.1% |
||||||||
| CIMB Bank Bhd |
||||||||
| 2.13%, 7/20/27(a) |
225,000 | 198,609 | ||||||
| GENM Capital Labuan Ltd. |
||||||||
| 3.88%, 4/19/31(a) |
375,000 | 280,781 | ||||||
| Misc Capital Two Labuan Ltd. |
||||||||
| 3.75%, 4/6/27(a) |
450,000 | 411,505 | ||||||
| 3.75%, 4/6/27(c) |
200,000 | 182,891 | ||||||
|
|
|
|||||||
| Total Malaysia | 1,073,786 | |||||||
|
|
|
|||||||
| Mexico - 5.6% |
||||||||
| Alpek SAB de CV |
||||||||
| 4.25%, 9/18/29(a) |
400,000 | 360,844 | ||||||
| 4.25%, 9/18/29(c) |
200,000 | 180,422 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Banco Mercantil del Norte SA |
||||||||
| 7.50%, 6/27/29, (7.50% fixed rate until 6/27/29; 10-year Constant Maturity Treasury Rate + 5.47% thereafter)(a)(d)(e) |
$ | 400,000 | $ | 350,240 | ||||
| Braskem Idesa SAPI |
||||||||
| 6.99%, 2/20/32(a) |
500,000 | 354,375 | ||||||
| Cemex SAB de CV |
||||||||
| 5.20%, 9/17/30(a) |
200,000 | 180,440 | ||||||
| 5.20%, 9/17/30(c) |
300,000 | 270,660 | ||||||
| 3.88%, 7/11/31(a) |
200,000 | 162,897 | ||||||
| GCC SAB de CV Co. |
||||||||
| 3.61%, 4/20/32(a) |
400,000 | 329,301 | ||||||
| Grupo Bimbo SAB de CV |
||||||||
| 5.95%, 4/17/23, (5.95% fixed rate until 4/17/23; 5-year Constant Maturity Treasury Rate + 3.28% thereafter)(a)(d)(e) |
400,000 | 397,000 | ||||||
| Orbia Advance Corp. SAB de CV |
||||||||
| 2.88%, 5/11/31(a) |
400,000 | 317,910 | ||||||
|
|
|
|||||||
| Total Mexico | 2,904,089 | |||||||
|
|
|
|||||||
| Morocco - 0.7% |
||||||||
| OCP SA |
||||||||
| 4.50%, 10/22/25(a) |
200,000 | 196,416 | ||||||
| 6.88%, 4/25/44(c) |
200,000 | 182,049 | ||||||
|
|
|
|||||||
| Total Morocco | 378,465 | |||||||
|
|
|
|||||||
| Netherlands - 0.7% |
||||||||
| Sigma Finance Netherlands BV |
||||||||
| 4.88%, 3/27/28(a) |
385,000 | 365,214 | ||||||
|
|
|
|||||||
| Oman - 1.8% |
||||||||
| OQ SAOC |
||||||||
| 5.13%, 5/6/28(c) |
250,000 | 235,800 | ||||||
| 5.13%, 5/6/28(a) |
500,000 | 471,600 | ||||||
| Oryx Funding Ltd. |
||||||||
| 5.80%, 2/3/31(a) |
250,000 | 237,133 | ||||||
|
|
|
|||||||
| Total Oman | 944,533 | |||||||
|
|
|
|||||||
| Panama - 1.0% |
||||||||
| AES Panama Generation Holdings SRL |
||||||||
| 4.38%, 5/31/30(a) |
625,000 | 526,172 | ||||||
|
|
|
|||||||
| Peru - 1.9% |
||||||||
| Banco de Credito e Inversiones SA |
||||||||
| 3.13%, 7/1/30, (3.125% fixed rate until 7/1/25; 5-year Constant Maturity Treasury Rate + 3.00% thereafter)(c)(d) |
285,000 | 259,213 | ||||||
| InRetail Consumer |
||||||||
| 3.25%, 3/22/28(a) |
375,000 | 319,922 | ||||||
| Southern Copper Corp. |
||||||||
| 5.88%, 4/23/45(b) |
400,000 | 400,498 | ||||||
|
|
|
|||||||
| Total Peru | 979,633 | |||||||
|
|
|
|||||||
| Poland - 0.6% |
||||||||
| Canpack SA / Canpack U.S. LLC |
||||||||
| 3.13%, 11/1/25(a) |
384,000 | 330,480 | ||||||
|
|
|
|||||||
| Qatar - 2.1% |
||||||||
| Commercial Bank PSQC |
||||||||
| 4.50%, 3/3/26, (4.50% fixed rate until 3/3/26; 5-year Constant Maturity Treasury Rate + 3.874% thereafter)(c)(d)(e) |
400,000 | 357,470 | ||||||
| Ooredoo International Finance Ltd. |
||||||||
| 2.63%, 4/8/31(a) |
375,000 | 322,031 | ||||||
| Qatar Energy |
||||||||
| 2.25%, 7/12/31(c) |
200,000 | 166,875 | ||||||
| 3.30%, 7/12/51(a) |
325,000 | 236,919 | ||||||
|
|
|
|||||||
| Total Qatar | 1,083,295 | |||||||
|
|
|
|||||||
| Russia - 0.7% |
||||||||
| 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 | 30,406 | ||||||
| Credit Bank of Moscow Via CBOM Finance PLC |
||||||||
| 3.88%, 9/21/26(a)(f) |
500,000 | 112,500 | ||||||
| Phosagro OAO Via Phosagro Bond Funding DAC |
||||||||
| 2.60%, 9/16/28(a) |
250,000 | 168,750 | ||||||
| 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)(e)(f) |
300,000 | 33,188 | ||||||
|
|
|
|||||||
| Total Russia | 344,844 | |||||||
|
|
|
|||||||
| Saudi Arabia - 3.3% |
||||||||
| Arabian Centres Sukuk II Ltd. |
||||||||
| 5.63%, 10/7/26(a) |
200,000 | 178,993 | ||||||
| EIG Pearl Holdings Sarl |
||||||||
| 3.55%, 8/31/36(c) |
200,000 | 167,500 | ||||||
| 4.39%, 11/30/46(c) |
350,000 | 264,687 | ||||||
| SA Global Sukuk Ltd. |
||||||||
| 2.69%, 6/17/31(a) |
200,000 | 171,277 | ||||||
| 2.69%, 6/17/31(c) |
200,000 | 171,278 | ||||||
| Saudi Arabian Oil Co. |
||||||||
| 2.25%, 11/24/30(a) |
700,000 | 580,650 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Saudi Electricity Global Sukuk Co. 2 |
||||||||
| 5.06%, 4/8/43(c) |
$ | 200,000 | $ | 187,699 | ||||
|
|
|
|||||||
| Total Saudi Arabia | 1,722,084 | |||||||
|
|
|
|||||||
| Singapore - 0.7% |
||||||||
| Oversea-Chinese Banking Corp. Ltd. |
||||||||
| 1.83%, 9/10/30, (1.832% fixed rate until 9/10/25; 5-year Constant Maturity Treasury Rate + 1.58% thereafter)(a)(d) |
425,000 | 379,852 | ||||||
|
|
|
|||||||
| South Africa - 3.2% |
||||||||
| AngloGold Ashanti Holdings PLC |
||||||||
| 3.38%, 11/1/28 |
350,000 | 305,294 | ||||||
| 6.50%, 4/15/40 |
256,000 | 234,240 | ||||||
| Bidvest Group UK PLC |
||||||||
| 3.63%, 9/23/26(a) |
425,000 | 380,064 | ||||||
| Gold Fields Orogen Holdings BVI Ltd. |
||||||||
| 5.13%, 5/15/24(c) |
425,000 | 420,683 | ||||||
| Sasol Financing USA LLC |
||||||||
| 4.38%, 9/18/26 |
350,000 | 317,817 | ||||||
|
|
|
|||||||
| Total South Africa | 1,658,098 | |||||||
|
|
|
|||||||
| South Korea - 4.5% |
||||||||
| Kookmin Bank |
||||||||
| 2.50%, 11/4/30(a) |
475,000 | 377,654 | ||||||
| 2.50%, 11/4/30(c) |
300,000 | 238,518 | ||||||
| KT Corp. |
||||||||
| 4.00%, 8/8/25(a) |
300,000 | 290,142 | ||||||
| POSCO |
||||||||
| 4.38%, 8/4/25(a) |
400,000 | 384,092 | ||||||
| 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)(d)(e) |
300,000 | 253,500 | ||||||
| SK Hynix, Inc. |
||||||||
| 3.00%, 9/17/24(c) |
200,000 | 189,020 | ||||||
| 2.38%, 1/19/31(a) |
300,000 | 222,375 | ||||||
| Woori Bank |
||||||||
| 4.75%, 4/30/24(c) |
400,000 | 392,148 | ||||||
|
|
|
|||||||
| Total South Korea | 2,347,449 | |||||||
|
|
|
|||||||
| Taiwan - 0.7% |
||||||||
| TSMC Global Ltd. |
||||||||
| 4.63%, 7/22/32(a) |
350,000 | 349,304 | ||||||
|
|
|
|||||||
| Thailand - 3.6% |
||||||||
| Bangkok Bank PCL |
||||||||
| 5.00%, 9/23/25, (5.00% fixed rate until 9/23/25; 5-year Constant Maturity Treasury Rate + 4.729% thereafter)(a)(d)(e) |
450,000 | 421,570 | ||||||
| 4.45%, 9/19/28(a) |
300,000 | 287,437 | ||||||
| GC Treasury Center Co. Ltd. |
||||||||
| 2.98%, 3/18/31(c) |
200,000 | 163,125 | ||||||
| 4.40%, 3/30/32(a) |
440,000 | 393,899 | ||||||
| PTTEP Treasury Center Co. Ltd. |
||||||||
| 2.59%, 6/10/27(c) |
200,000 | 176,964 | ||||||
| 3.90%, 12/6/59(a) |
600,000 | 409,359 | ||||||
|
|
|
|||||||
| Total Thailand | 1,852,354 | |||||||
|
|
|
|||||||
| Turkey - 2.2% |
||||||||
| Akbank TAS |
||||||||
| 6.80%, 2/6/26(c) |
300,000 | 281,716 | ||||||
| Turk Telekomunikasyon AS |
||||||||
| 6.88%, 2/28/25(a) |
200,000 | 180,150 | ||||||
| Turkiye Is Bankasi AS |
||||||||
| 6.13%, 4/25/24(c) |
200,000 | 197,995 | ||||||
| Turkiye Sise ve Cam Fabrikalari AS |
||||||||
| 6.95%, 3/14/26(a) |
500,000 | 486,274 | ||||||
|
|
|
|||||||
| Total Turkey | 1,146,135 | |||||||
|
|
|
|||||||
| United Arab Emirates - 5.8% |
||||||||
| Abu Dhabi National Energy Co. PJSC |
||||||||
| 2.00%, 4/29/28(c) |
200,000 | 175,968 | ||||||
| 4.88%, 4/23/30(c) |
200,000 | 204,616 | ||||||
| DP World Ltd. |
||||||||
| 6.85%, 7/2/37(c) |
370,000 | 386,852 | ||||||
| Emirates NBD Bank PJSC |
||||||||
| 6.13%, 3/20/25, (6.13% fixed rate until 3/20/25; 6-year U.S. dollar Swap Rate + 3.656% thereafter)(c)(d)(e) |
350,000 | 343,101 | ||||||
| Galaxy Pipeline Assets Bidco Ltd. |
||||||||
| 1.75%, 9/30/27(c) |
405,995 | 376,009 | ||||||
| 2.16%, 3/31/34(a) |
277,398 | 234,748 | ||||||
| 2.94%, 9/30/40(c) |
193,306 | 154,857 | ||||||
| 2.94%, 9/30/40(a) |
3,782 | 3,030 | ||||||
| MAF Global Securities Ltd. |
||||||||
| 4.75%, 5/7/24(c) |
200,000 | 197,389 | ||||||
| MDGH GMTN RSC Ltd. |
||||||||
| 5.50%, 4/28/33(a) |
650,000 | 683,312 | ||||||
| Sweihan PV Power Co. PJSC |
||||||||
| 3.63%, 1/31/49(a) |
322,793 | 257,629 | ||||||
|
|
|
|||||||
| Total United Arab Emirates | 3,017,511 | |||||||
|
|
|
|||||||
| United Kingdom - 2.9% |
||||||||
| Antofagasta PLC |
||||||||
| 5.63%, 5/13/32(a)(b) |
275,000 | 265,292 | ||||||
| CK Hutchison International 21 Ltd. |
||||||||
| 2.50%, 4/15/31(a) |
350,000 | 288,988 | ||||||
| HSBC Holdings PLC |
||||||||
| 7.39%, 11/3/28, (7.39% fixed rate until 11/3/27; Secured Overnight Financing Rate + 3.35% thereafter)(d) |
900,000 | 947,095 | ||||||
|
|
|
|||||||
| Total United Kingdom | 1,501,375 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| United States - 2.9% |
||||||||
| Dollar General Corp. |
||||||||
| 5.00%, 11/1/32 |
$ | 525,000 | $ | 525,194 | ||||
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. |
||||||||
| 3.63%, 1/15/32(a) |
568,000 | 474,535 | ||||||
| Oncor Electric Delivery Co. LLC |
||||||||
| 4.55%, 9/15/32(a) |
525,000 | 514,402 | ||||||
|
|
|
|||||||
| Total United States |
|
1,514,131 | ||||||
|
|
|
|||||||
| TOTAL CORPORATE BONDS (Cost: $53,364,157) |
|
46,544,720 | ||||||
|
|
|
|||||||
| FOREIGN GOVERNMENT AGENCIES - 2.4% |
||||||||
| South Korea - 2.4% |
||||||||
| Korea Development Bank |
||||||||
| 4.25%, 9/8/32 |
250,000 | 239,149 | ||||||
| Korea Electric Power Corp. |
||||||||
| 3.63%, 6/14/25(a) |
700,000 | 672,157 | ||||||
| 5.50%, 4/6/28(a) |
350,000 | 354,380 | ||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $1,296,703) |
|
1,265,686 | ||||||
|
|
|
|||||||
| FOREIGN GOVERNMENT OBLIGATIONS - 1.6% |
||||||||
| Panama - 0.8% |
||||||||
| Panama Government International Bond |
||||||||
| 6.40%, 2/14/35 |
400,000 | 417,500 | ||||||
|
|
|
|||||||
| Poland - 0.8% |
||||||||
| Poland Government International Bond |
||||||||
| 5.75%, 11/16/32 |
375,000 | 396,353 | ||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $766,876) |
|
813,853 | ||||||
|
|
|
|||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 2.8% |
||||||||
| United States - 2.8% |
||||||||
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.86%(g) (Cost: $1,447,285) |
1,447,285 | 1,447,285 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 96.4% (Cost: $56,875,021) |
|
50,071,544 | ||||||
| Other Assets less Liabilities - 3.6% |
|
1,892,484 | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
|
$ | 51,964,028 | |||||
|
|
|
|||||||
| (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 November 30, 2022. At November 30, 2022, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $2,196,505 and the total market value of the collateral held by the Fund was $2,256,078. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $808,793. |
| (c) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
| (d) | Rate shown reflects the accrual rate as of November 30, 2022 on securities with variable or step rates. |
| (e) | The security has a perpetual maturity; the date displayed is the next call date. |
| (f) | Security in default on interest payments. |
| (g) | Rate shown represents annualized 7-day yield as of November 30, 2022. |
FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS (EXCHANGE-TRADED)
| Short Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
| 10 Year U.S. Treasury Note |
45 | 3/22/23 | $ | (5,107,500 | ) | $ | (26,461 | ) | ||||||||
| Ultra 10 Year U.S. Treasury Note |
54 | 3/22/23 | (6,461,438 | ) | (29,531 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
| $ | (11,568,938) | $ | (55,992 | ) | ||||||||||||
|
|
|
|
|
|||||||||||||
| Long Exposure |
||||||||||||||||
| 2 Year U.S. Treasury Note |
36 | 3/31/23 | $ | 7,392,938 | $ | 18,435 | ||||||||||
| 5 Year U.S. Treasury Note |
27 | 3/31/23 | 2,931,398 | 13,830 | ||||||||||||
| U.S. Treasury Long Bond |
2 | 3/22/23 | 254,000 | 1,063 | ||||||||||||
| U.S. Treasury Ultra Long Term Bond |
7 | 3/22/23 | 953,969 | 2,328 | ||||||||||||
|
|
|
|
|
|||||||||||||
| $ | 11,532,305 | $ | 35,656 | |||||||||||||
|
|
|
|
|
|||||||||||||
| Total - Net |
|
$ | (36,633 | ) | $ | (20,336 | ) | |||||||||
|
|
|
|
|
|||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Markets Corporate Bond Fund (EMCB)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: |
|
|||||||||||||||
| Investments in Securities | ||||||||||||||||
| Corporate Bonds |
$ | — | $ | 46,544,720 | $ | — | $ | 46,544,720 | ||||||||
| Foreign Government Agencies |
— | 1,265,686 | — | 1,265,686 | ||||||||||||
| Foreign Government Obligations |
— | 813,853 | — | 813,853 | ||||||||||||
| Investment of Cash Collateral for Securities Loaned |
— | 1,447,285 | — | 1,447,285 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | — | $ | 50,071,544 | $ | — | $ | 50,071,544 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 35,656 | $ | — | $ | — | $ | 35,656 | ||||||||
| Liabilities: |
|
|||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | (55,992 | ) | $ | — | $ | — | $ | (55,992 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | (20,336 | ) | $ | 50,071,544 | $ | — | $ | 50,051,208 | |||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Emerging Markets Local Debt Fund (ELD)
November 30, 2022
| Investments |
Principal Amount† |
Value | ||||||||||
| FOREIGN GOVERNMENT OBLIGATIONS - 80.5% |
||||||||||||
| Brazil - 8.7% |
||||||||||||
| Brazil Letras do Tesouro Nacional |
||||||||||||
| 6.82%, 7/1/23, Series LTN(a) |
8,495,000 | BRL | $ | 1,497,579 | ||||||||
| 8.09%, 1/1/24, Series LTN(a) |
10,970,000 | BRL | 1,812,879 | |||||||||
| 9.41%, 7/1/24, Series LTN(a) |
7,255,000 | BRL | 1,130,360 | |||||||||
| Brazil Notas do Tesouro Nacional |
||||||||||||
| 10.00%, 1/1/23, Series F |
7,835,000 | BRL | 1,486,097 | |||||||||
| 10.00%, 1/1/25, Series F |
4,249,000 | BRL | 766,032 | |||||||||
| 10.00%, 1/1/27, Series F |
3,780,000 | BRL | 660,139 | |||||||||
| 10.00%, 1/1/29, Series F |
3,560,000 | BRL | 602,467 | |||||||||
| 10.00%, 1/1/31, Series F |
500,000 | BRL | 82,744 | |||||||||
|
|
|
|||||||||||
| Total Brazil |
|
8,038,297 | ||||||||||
|
|
|
|||||||||||
| Chile - 4.5% |
||||||||||||
| Bonos de la Tesoreria de la Republica en pesos |
||||||||||||
| 4.00%, 3/1/23(b)(c) |
200,000,000 | CLP | 219,557 | |||||||||
| 2.50%, 3/1/25 |
765,000,000 | CLP | 785,993 | |||||||||
| 4.50%, 3/1/26 |
880,000,000 | CLP | 942,460 | |||||||||
| 2.30%, 10/1/28(b)(c) |
105,000,000 | CLP | 98,610 | |||||||||
| 5.00%, 10/1/28(b)(c) |
480,000,000 | CLP | 522,581 | |||||||||
| 4.70%, 9/1/30(b)(c) |
175,000,000 | CLP | 186,555 | |||||||||
| 5.00%, 3/1/35 |
650,000,000 | CLP | 703,796 | |||||||||
| 6.00%, 1/1/43, Series 30YR |
550,000,000 | CLP | 659,788 | |||||||||
|
|
|
|||||||||||
| Total Chile |
|
4,119,340 | ||||||||||
|
|
|
|||||||||||
| China - 4.0% |
||||||||||||
| China Development Bank |
||||||||||||
| 3.41%, 6/7/31, Series 2110 |
2,000,000 | CNY | 289,406 | |||||||||
| China Government Bond |
||||||||||||
| 3.12%, 12/5/26, Series 1916 |
2,250,000 | CNY | 324,002 | |||||||||
| 2.85%, 6/4/27, Series INBK |
1,700,000 | CNY | 242,332 | |||||||||
| 3.25%, 11/22/28, Series 1827 |
2,300,000 | CNY | 335,777 | |||||||||
| 3.29%, 5/23/29, Series 1906 |
5,000,000 | CNY | 730,486 | |||||||||
| 3.13%, 11/21/29, Series 1915 |
4,000,000 | CNY | 577,662 | |||||||||
| 2.68%, 5/21/30, Series INBK |
4,970,000 | CNY | 690,593 | |||||||||
| 3.81%, 9/14/50, Series INBK |
3,000,000 | CNY | 462,450 | |||||||||
|
|
|
|||||||||||
| Total China |
|
3,652,708 | ||||||||||
|
|
|
|||||||||||
| Colombia - 6.5% |
||||||||||||
| Colombian TES |
||||||||||||
| 10.00%, 7/24/24, Series B |
2,958,700,000 | COP | 597,344 | |||||||||
| 6.25%, 11/26/25, Series B |
3,102,400,000 | COP | 548,773 | |||||||||
| 7.50%, 8/26/26, Series B |
5,104,300,000 | COP | 902,618 | |||||||||
| 5.75%, 11/3/27, Series B |
5,079,700,000 | COP | 793,559 | |||||||||
| 6.00%, 4/28/28, Series B |
4,422,600,000 | COP | 681,680 | |||||||||
| 7.75%, 9/18/30, Series B |
562,200,000 | COP | 87,541 | |||||||||
| 7.00%, 3/26/31, Series B |
3,300,000,000 | COP | 479,318 | |||||||||
| 7.00%, 6/30/32, Series B |
3,041,800,000 | COP | 427,022 | |||||||||
| 7.25%, 10/18/34, Series B |
2,210,400,000 | COP | 302,388 | |||||||||
| 6.25%, 7/9/36, Series B |
5,000,000,000 | COP | 599,810 | |||||||||
| 9.25%, 5/28/42, Series B |
1,600,000,000 | COP | 240,877 | |||||||||
| 7.25%, 10/26/50, Series B |
2,750,000,000 | COP | 325,334 | |||||||||
|
|
|
|||||||||||
| Total Colombia |
|
5,986,264 | ||||||||||
|
|
|
|||||||||||
| Czech Republic - 2.1% |
||||||||||||
| Czech Republic Government Bond |
||||||||||||
| 0.45%, 10/25/23, Series 97(b) |
5,680,000 | CZK | 228,133 | |||||||||
| 3.62%, 12/12/24, Series 135(a) |
2,000,000 | CZK | 76,097 | |||||||||
| 1.25%, 2/14/25, Series 120 |
10,000,000 | CZK | 387,253 | |||||||||
| 0.25%, 2/10/27, Series 100 |
12,370,000 | CZK | 432,057 | |||||||||
| 0.05%, 11/29/29, Series 130 |
9,200,000 | CZK | 282,509 | |||||||||
| 1.20%, 3/13/31, Series 121 |
15,000,000 | CZK | 485,420 | |||||||||
|
|
|
|||||||||||
| Total Czech Republic |
|
1,891,469 | ||||||||||
|
|
|
|||||||||||
| Egypt - 0.0% |
||||||||||||
| Egypt Government Bond |
||||||||||||
| 14.48%, 4/6/26, Series 5YR |
200,000 | EGP | 7,215 | |||||||||
|
|
|
|||||||||||
| Hungary - 1.9% |
||||||||||||
| Hungary Government Bond |
||||||||||||
| 6.00%, 11/24/23, Series 23/A |
17,600,000 | HUF | 41,731 | |||||||||
| 3.00%, 6/26/24, Series 24/B |
216,640,000 | HUF | 488,612 | |||||||||
| 1.00%, 11/26/25, Series 25/C |
121,300,000 | HUF | 241,475 | |||||||||
| 3.00%, 10/27/27, Series 27/A |
240,260,000 | HUF | 467,429 | |||||||||
| 3.00%, 8/21/30, Series 30/A(d) |
121,380,000 | HUF | 216,436 | |||||||||
| 3.25%, 10/22/31, Series 31/A(d) |
72,870,000 | HUF | 127,475 | |||||||||
| 2.25%, 4/20/33, Series 33/A |
95,360,000 | HUF | 143,452 | |||||||||
| 3.00%, 10/27/38, Series 38/A |
27,000,000 | HUF | 38,060 | |||||||||
|
|
|
|||||||||||
| Total Hungary |
|
1,764,670 | ||||||||||
|
|
|
|||||||||||
| India - 3.8% |
||||||||||||
| India Government Bond |
||||||||||||
| 5.15%, 11/9/25 |
50,000,000 | INR | 584,337 | |||||||||
| 5.63%, 4/12/26 |
50,000,000 | INR | 588,958 | |||||||||
| 7.26%, 1/14/29 |
50,000,000 | INR | 616,298 | |||||||||
| 5.79%, 5/11/30 |
50,000,000 | INR | 563,214 | |||||||||
| 6.10%, 7/12/31 |
50,000,000 | INR | 567,977 | |||||||||
| 7.16%, 9/20/50 |
50,000,000 | INR | 599,754 | |||||||||
|
|
|
|||||||||||
| Total India |
|
3,520,538 | ||||||||||
|
|
|
|||||||||||
| Indonesia - 10.2% |
||||||||||||
| Indonesia Treasury Bond |
||||||||||||
| 8.38%, 3/15/24, Series FR70 |
8,465,000,000 | IDR | 553,832 | |||||||||
| 8.13%, 5/15/24, Series FR77 |
8,178,000,000 | IDR | 535,054 | |||||||||
| 6.50%, 6/15/25, Series FR81 |
7,700,000,000 | IDR | 491,422 | |||||||||
| 5.50%, 4/15/26, Series FR86 |
4,697,000,000 | IDR | 290,959 | |||||||||
| 8.38%, 9/15/26, Series FR56 |
9,931,000,000 | IDR | 672,157 | |||||||||
| 6.13%, 5/15/28, Series FR64 |
12,300,000,000 | IDR | 758,415 | |||||||||
| 9.00%, 3/15/29, Series FR71 |
9,875,000,000 | IDR | 695,829 | |||||||||
| 8.25%, 5/15/29, Series FR78 |
5,381,000,000 | IDR | 366,424 | |||||||||
| 7.00%, 9/15/30, Series FR82 |
13,000,000,000 | IDR | 832,978 | |||||||||
| 8.75%, 5/15/31, Series FR73 |
8,601,000,000 | IDR | 610,979 | |||||||||
| 8.25%, 6/15/32, Series FR58 |
4,489,000,000 | IDR | 307,637 | |||||||||
| 8.38%, 3/15/34, Series FR68 |
9,800,000,000 | IDR | 685,872 | |||||||||
| 7.50%, 6/15/35, Series FR80 |
11,063,000,000 | IDR | 727,325 | |||||||||
| 8.25%, 5/15/36, Series FR72 |
11,563,000,000 | IDR | 802,644 | |||||||||
| 7.50%, 5/15/38, Series FR75 |
3,300,000,000 | IDR | 216,588 | |||||||||
| 8.38%, 4/15/39, Series FR79 |
2,800,000,000 | IDR | 196,675 | |||||||||
| 7.50%, 4/15/40, Series FR83 |
4,000,000,000 | IDR | 260,306 | |||||||||
| 8.75%, 2/15/44, Series FR67 |
1,390,000,000 | IDR | 100,175 | |||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
November 30, 2022
| Investments |
Principal Amount† |
Value | ||||||||||
| Perusahaan Penerbit SBSN Indonesia |
||||||||||||
| 6.63%, 10/15/24, Series PBS |
5,000,000,000 | IDR | $ | 319,653 | ||||||||
|
|
|
|||||||||||
| Total Indonesia |
|
9,424,924 | ||||||||||
|
|
|
|||||||||||
| Malaysia - 7.5% |
||||||||||||
| Malaysia Government Bond |
||||||||||||
| 3.48%, 6/14/24, Series 0319 |
1,680,000 | MYR | 377,558 | |||||||||
| 4.18%, 7/15/24, Series 0114 |
1,560,000 | MYR | 354,261 | |||||||||
| 3.96%, 9/15/25, Series 0115 |
2,890,000 | MYR | 651,048 | |||||||||
| 3.91%, 7/15/26, Series 0119 |
465,000 | MYR | 104,486 | |||||||||
| 3.90%, 11/30/26, Series 0316 |
1,400,000 | MYR | 314,203 | |||||||||
| 3.90%, 11/16/27, Series 0417 |
4,410,000 | MYR | 988,192 | |||||||||
| 3.89%, 8/15/29, Series 0219 |
800,000 | MYR | 177,414 | |||||||||
| 2.63%, 4/15/31, Series 0220 |
2,000,000 | MYR | 400,948 | |||||||||
| 3.83%, 7/5/34, Series 0419 |
1,485,000 | MYR | 317,768 | |||||||||
| 4.25%, 5/31/35, Series 0415 |
1,880,000 | MYR | 417,787 | |||||||||
| 4.76%, 4/7/37, Series 0317 |
1,832,000 | MYR | 429,644 | |||||||||
| 3.76%, 5/22/40, Series 0519 |
1,500,000 | MYR | 308,700 | |||||||||
| 4.07%, 6/15/50, Series 0120 |
1,315,000 | MYR | 273,279 | |||||||||
| Malaysia Government Investment Issue |
||||||||||||
| 4.13%, 8/15/25, Series 0118 |
1,725,000 | MYR | 390,665 | |||||||||
| 3.73%, 3/31/26, Series 0319 |
2,900,000 | MYR | 647,830 | |||||||||
| 3.42%, 9/30/27, Series 0120 |
500,000 | MYR | 109,447 | |||||||||
| 3.47%, 10/15/30, Series 0220 |
1,980,000 | MYR | 422,811 | |||||||||
| 3.45%, 7/15/36, Series 0121 |
1,125,000 | MYR | 230,787 | |||||||||
|
|
|
|||||||||||
| Total Malaysia |
|
6,916,828 | ||||||||||
|
|
|
|||||||||||
| Mexico - 4.5% |
||||||||||||
| Mexican Bonos |
||||||||||||
| 5.75%, 3/5/26, Series M |
3,700,000 | MXN | 170,411 | |||||||||
| 8.50%, 5/31/29, Series M 20 |
15,945,000 | MXN | 789,940 | |||||||||
| 7.75%, 5/29/31, Series M |
15,133,000 | MXN | 710,793 | |||||||||
| 7.75%, 11/23/34, Series M |
5,319,000 | MXN | 243,562 | |||||||||
| 10.00%, 11/20/36, Series M 30 |
4,237,000 | MXN | 230,297 | |||||||||
| 8.50%, 11/18/38, Series M 30 |
9,354,000 | MXN | 449,329 | |||||||||
| 7.75%, 11/13/42, Series M |
15,142,000 | MXN | 669,150 | |||||||||
| 8.00%, 11/7/47, Series M |
20,000,000 | MXN | 907,296 | |||||||||
|
|
|
|||||||||||
| Total Mexico |
|
4,170,778 | ||||||||||
|
|
|
|||||||||||
| Peru - 4.2% |
||||||||||||
| Peru Government Bond |
||||||||||||
| 8.20%, 8/12/26 |
125,000 | PEN | 34,136 | |||||||||
| 6.35%, 8/12/28 |
2,200,000 | PEN | 552,568 | |||||||||
| 5.94%, 2/12/29 |
5,335,000 | PEN | 1,301,290 | |||||||||
| 6.95%, 8/12/31 |
1,000,000 | PEN | 252,182 | |||||||||
| 6.15%, 8/12/32 |
3,451,000 | PEN | 808,257 | |||||||||
| 5.40%, 8/12/34 |
965,000 | PEN | 207,009 | |||||||||
| 6.90%, 8/12/37 |
1,500,000 | PEN | 358,484 | |||||||||
| 5.35%, 8/12/40 |
2,000,000 | PEN | 397,801 | |||||||||
|
|
|
|||||||||||
| Total Peru |
|
3,911,727 | ||||||||||
|
|
|
|||||||||||
| Philippines - 1.2% |
||||||||||||
| Philippine Government International Bond |
||||||||||||
| 6.25%, 1/14/36 |
68,000,000 | PHP | 1,095,347 | |||||||||
|
|
|
|||||||||||
| Total Philippines |
|
|||||||||||
| Poland - 4.2% |
||||||||||||
| Republic of Poland Government Bond |
||||||||||||
| 2.50%, 1/25/23, Series 0123 |
270,000 | PLN | 59,087 | |||||||||
| 4.00%, 10/25/23, Series 1023 |
2,300,000 | PLN | 494,420 | |||||||||
| 2.50%, 4/25/24, Series 0424 |
2,800,000 | PLN | 583,110 | |||||||||
| 0.75%, 4/25/25, Series 0425 |
3,705,000 | PLN | 708,250 | |||||||||
| 2.50%, 7/25/26, Series 0726 |
5,045,000 | PLN | 953,326 | |||||||||
| 2.50%, 7/25/27, Series 0727 |
3,505,000 | PLN | 642,494 | |||||||||
| 2.75%, 10/25/29, Series 1029 |
585,000 | PLN | 102,274 | |||||||||
| 1.25%, 10/25/30, Series 1030 |
2,215,000 | PLN | 330,623 | |||||||||
|
|
|
|||||||||||
| Total Poland |
|
3,873,584 | ||||||||||
|
|
|
|||||||||||
| Romania - 2.0% |
||||||||||||
| Romania Government Bond |
||||||||||||
| 5.85%, 4/26/23, Series 10Y |
1,470,000 | RON | 304,698 | |||||||||
| 4.00%, 10/25/23, Series 3Y |
565,000 | RON | 114,905 | |||||||||
| 3.25%, 4/29/24, Series 7Y |
950,000 | RON | 187,719 | |||||||||
| 4.75%, 2/24/25, Series 10Y |
1,410,000 | RON | 278,169 | |||||||||
| 4.85%, 4/22/26, Series 7Y |
1,000,000 | RON | 191,837 | |||||||||
| 5.80%, 7/26/27, Series 15YR |
1,270,000 | RON | 246,596 | |||||||||
| 4.15%, 1/26/28, Series 8Y |
940,000 | RON | 167,969 | |||||||||
| 5.00%, 2/12/29, Series 10Y |
1,190,000 | RON | 216,544 | |||||||||
| 3.65%, 9/24/31, Series 15Y(d) |
500,000 | RON | 77,373 | |||||||||
| 4.75%, 10/11/34, Series 15Y |
560,000 | RON | 88,110 | |||||||||
|
|
|
|||||||||||
| Total Romania |
|
1,873,920 | ||||||||||
|
|
|
|||||||||||
| South Africa - 9.4% |
||||||||||||
| Republic of South Africa Government Bond |
||||||||||||
| 10.50%, 12/21/26, Series R186 |
10,000,000 | ZAR | 623,798 | |||||||||
| 8.00%, 1/31/30, Series 2030 |
25,655,000 | ZAR | 1,338,935 | |||||||||
| 7.00%, 2/28/31, Series R213 |
10,267,000 | ZAR | 485,731 | |||||||||
| 8.25%, 3/31/32, Series 2032 |
19,895,000 | ZAR | 997,764 | |||||||||
| 8.88%, 2/28/35, Series 2035 |
18,810,000 | ZAR | 935,603 | |||||||||
| 6.25%, 3/31/36, Series R209 |
3,021,600 | ZAR | 117,149 | |||||||||
| 8.50%, 1/31/37, Series 2037 |
18,450,000 | ZAR | 865,161 | |||||||||
| 9.00%, 1/31/40, Series 2040 |
19,300,000 | ZAR | 924,492 | |||||||||
| 6.50%, 2/28/41, Series R214 |
4,005,000 | ZAR | 148,336 | |||||||||
| 8.75%, 1/31/44, Series 2044 |
18,965,000 | ZAR | 877,483 | |||||||||
| 8.75%, 2/28/48, Series 2048 |
28,120,000 | ZAR | 1,301,734 | |||||||||
|
|
|
|||||||||||
| Total South Africa |
|
8,616,186 | ||||||||||
|
|
|
|||||||||||
| Thailand - 4.2% |
||||||||||||
| Thailand Government Bond |
||||||||||||
| 2.00%, 12/17/22 |
6,000,000 | THB | 170,199 | |||||||||
| 0.75%, 6/17/24 |
3,025,000 | THB | 84,611 | |||||||||
| 1.45%, 12/17/24 |
31,565,000 | THB | 889,180 | |||||||||
| 0.95%, 6/17/25 |
7,000,000 | THB | 194,232 | |||||||||
| 3.85%, 12/12/25 |
5,480,000 | THB | 164,282 | |||||||||
| 2.13%, 12/17/26 |
4,000,000 | THB | 113,503 | |||||||||
| 2.88%, 12/17/28 |
9,752,000 | THB | 285,326 | |||||||||
| 4.88%, 6/22/29 |
5,067,000 | THB | 165,714 | |||||||||
| 1.60%, 12/17/29 |
15,245,000 | THB | 409,915 | |||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
November 30, 2022
| Investments |
Principal Amount† |
Value | ||||||||||
| 3.65%, 6/20/31 |
9,000,000 | THB | $ | 276,419 | ||||||||
| 1.60%, 6/17/35 |
6,130,000 | THB | 148,583 | |||||||||
| 3.40%, 6/17/36 |
13,952,000 | THB | 404,185 | |||||||||
| 3.30%, 6/17/38 |
15,522,000 | THB | 431,964 | |||||||||
| 2.88%, 6/17/46 |
6,985,000 | THB | 165,198 | |||||||||
|
|
|
|||||||||||
| Total Thailand |
|
3,903,311 | ||||||||||
|
|
|
|||||||||||
| Turkey - 1.6% |
||||||||||||
| Turkey Government Bond |
||||||||||||
| 12.20%, 1/18/23 |
3,235,000 | TRY | 174,695 | |||||||||
| 16.20%, 6/14/23 |
4,830,000 | TRY | 268,075 | |||||||||
| 9.00%, 7/24/24 |
733,000 | TRY | 38,810 | |||||||||
| 8.00%, 3/12/25 |
4,657,000 | TRY | 247,829 | |||||||||
| 12.60%, 10/1/25 |
3,815,000 | TRY | 231,437 | |||||||||
| 10.60%, 2/11/26 |
2,290,000 | TRY | 128,947 | |||||||||
| 11.00%, 2/24/27 |
806,000 | TRY | 45,602 | |||||||||
| 10.50%, 8/11/27 |
3,410,000 | TRY | 189,629 | |||||||||
| 11.70%, 11/13/30 |
1,905,000 | TRY | 115,977 | |||||||||
|
|
|
|||||||||||
| Total Turkey |
|
1,441,001 | ||||||||||
|
|
|
|||||||||||
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $95,099,891) |
|
74,208,107 | ||||||||||
|
|
|
|||||||||||
| SUPRANATIONAL BONDS - 9.3% |
||||||||||||
| European Bank for Reconstruction & Development |
||||||||||||
| 6.45%, 12/13/22 |
7,910,000,000 | IDR | 503,240 | |||||||||
| European Investment Bank |
||||||||||||
| 5.50%, 1/23/23 |
7,000,000 | MXN | 355,320 | |||||||||
| 7.50%, 7/30/23 |
36,680,000 | MXN | 1,834,047 | |||||||||
| 7.75%, 1/30/25 |
10,000,000 | MXN | 490,041 | |||||||||
| 8.13%, 12/21/26(d) |
9,740,000 | ZAR | 580,790 | |||||||||
| 8.00%, 5/5/27(b) |
12,500,000 | ZAR | 735,660 | |||||||||
| Inter-American Development Bank |
||||||||||||
| 7.50%, 12/5/24 |
8,000,000 | MXN | 384,484 | |||||||||
| International Bank for Reconstruction & Development |
||||||||||||
| 8.25%, 12/21/26 |
6,675,000 | ZAR | 393,412 | |||||||||
| International Finance Corp. |
||||||||||||
| 5.75%, 3/2/23 |
11,000,000 | MXN | 561,312 | |||||||||
| 7.00%, 7/20/27 |
27,980,000 | MXN | 1,303,427 | |||||||||
| 7.50%, 1/18/28 |
19,700,000 | MXN | 935,851 | |||||||||
| 7.75%, 1/18/30 |
10,000,000 | MXN | 464,965 | |||||||||
|
|
|
|||||||||||
| TOTAL SUPRANATIONAL BONDS (Cost: $8,866,092) |
|
8,542,549 | ||||||||||
|
|
|
|||||||||||
| REPURCHASE AGREEMENT - 6.3% |
||||||||||||
| United States - 6.3% |
||||||||||||
| Citigroup, Inc., tri-party repurchase agreement dated 11/30/22 (tri-party custodian: The Bank of New York Mellon Corp.), 3.80% due 12/1/22; Proceeds at maturity - $5,830,615 (fully collateralized by Ginnie Mae II Single Family, 2.50% due 9/20/51, Ginnie Mae II Single Family Platinum, 2.00% - 2.50% due 9/20/51; Market value including accrued interest - $6,121,614) (Cost: $5,830,000) |
5,830,000 | 5,830,000 | ||||||||||
|
|
|
|||||||||||
| Shares | ||||||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES |
||||||||||||
| United States - 0.5% |
||||||||||||
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.86%(e) (Cost: $514,175) |
514,175 | 514,175 | ||||||||||
|
|
|
|||||||||||
| TOTAL INVESTMENTS IN SECURITIES - 96.6% (Cost: $110,310,158) |
|
89,094,831 | ||||||||||
| Other Assets less Liabilities - 3.4% |
|
3,090,236 | ||||||||||
|
|
|
|||||||||||
| NET ASSETS - 100.0% |
|
$ | 92,185,067 | |||||||||
|
|
|
|||||||||||
| † | 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 November 30, 2022. |
| (b) | This security is exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside the United States. This security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. |
| (c) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (d) | Security, or portion thereof, was on loan at November 30, 2022. At November 30, 2022, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $480,914 and the total market value of the collateral held by the Fund was $514,175. |
| (e) | Rate shown represents annualized 7-day yield as of November 30, 2022. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Emerging Markets Local Debt Fund (ELD)
November 30, 2022
FINANCIAL DERIVATIVE INSTRUMENTS
FOREIGN CURRENCY CONTRACTS (OTC - OVER THE COUNTER)
| Counterparty |
Settlement Date |
Amount and Description of Currency to be Purchased |
Amount and Description of Currency to be Sold |
Unrealized Appreciation |
Unrealized Depreciation |
|||||||||||||||||||||||
| Bank of Montreal |
12/15/2022 | 8,200,000 | MXN | 404,649 | USD | $ | 17,666 | $ | — | |||||||||||||||||||
| Barclays Bank PLC |
12/15/2022 | 19,000,000 | CNY | 2,744,118 | USD | — | (78,357 | ) | ||||||||||||||||||||
| Barclays Bank PLC |
12/15/2022 | 2,462,000 | MYR | 547,707 | USD | 3,093 | — | |||||||||||||||||||||
| Canadian Imperial Bank of Commerce |
12/15/2022 | 404,723 | USD | 8,200,000 | MXN | — | (17,592 | ) | ||||||||||||||||||||
| Citibank NA |
12/15/2022 | 13,850,000 | INR | 169,960 | USD | — | (305 | ) | ||||||||||||||||||||
| Citibank NA |
12/15/2022 | 6,900,000 | TRY | 352,761 | USD | 16,362 | — | |||||||||||||||||||||
| Citibank NA |
12/15/2022 | 149,429 | USD | 12,000,000 | INR | 2,436 | — | |||||||||||||||||||||
|
|
|
|
|
|||||||||||||||||||||||||
| $ | 39,557 | $ | (96,254 | ) | ||||||||||||||||||||||||
|
|
|
|
|
|||||||||||||||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Emerging Markets Local Debt Fund (ELD)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| Foreign Government Obligations |
$ | — | $ | 74,208,107 | $ | — | $ | 74,208,107 | ||||||||
| Supranational Bonds |
— | 8,542,549 | — | 8,542,549 | ||||||||||||
| Repurchase Agreement |
— | 5,830,000 | — | 5,830,000 | ||||||||||||
| Investment of Cash Collateral for Securities Loaned |
— | 514,175 | — | 514,175 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | — | $ | 89,094,831 | $ | — | $ | 89,094,831 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | 39,557 | $ | — | $ | 39,557 | ||||||||
| Liabilities: | ||||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Foreign Currency Contracts1 |
$ | — | $ | (96,254 | ) | $ | — | $(96,254 | ) | |||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net | $ | — | $ | 89,038,134 | $ | — | $ | 89,038,134 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Floating Rate Treasury Fund (USFR)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS - 99.6% |
||||||||
| U.S. Treasury Notes - 99.6% |
||||||||
| U.S. Treasury Floating Rate Notes |
||||||||
| 4.32%, 1/31/24, (3-month U.S. Treasury Bill Money Market Yield - 0.015%)* |
$ | 3,440,233,000 | $ | 3,439,772,972 | ||||
| 4.26%, 4/30/24, (3-month U.S. Treasury Bill Money Market Yield - 0.075%)* |
3,342,781,000 | 3,336,826,738 | ||||||
| 4.37%, 7/31/24, (3-month U.S. Treasury Bill Money Market Yield + 0.037%)* |
3,341,583,000 | 3,336,872,838 | ||||||
| 4.47%, 10/31/24, (3-month U.S. Treasury Bill Money Market Yield + 0.140%)* |
2,260,486,000 | 2,257,068,281 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 99.6% (Cost: $12,379,728,617) |
|
12,370,540,829 | ||||||
| Other Assets less Liabilities - 0.4% |
|
44,119,210 | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
|
$ | 12,414,660,039 | |||||
|
|
|
|||||||
| * | Floating rate note. Coupon shown is in effect at November 30, 2022. Date represents the ultimate maturity date. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Floating Rate Treasury Fund (USFR)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 12,370,540,829 | $ | — | $ | 12,370,540,829 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | — | $ | 12,370,540,829 | $ | — | $ | 12,370,540,829 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| CORPORATE BONDS - 95.7% |
||||||||
| Canada - 0.6% |
||||||||
| Bausch Health Cos., Inc. |
||||||||
| 11.00%, 9/30/28(a) |
$ | 389,999 | $ | 301,029 | ||||
| 14.00%, 10/15/30(a) |
77,000 | 43,633 | ||||||
| Open Text Holdings, Inc. |
||||||||
| 4.13%, 2/15/30(a) |
409,000 | 332,067 | ||||||
| Primo Water Holdings, Inc. |
||||||||
| 4.38%, 4/30/29(a) |
368,000 | 317,985 | ||||||
|
|
|
|||||||
| Total Canada | 994,714 | |||||||
|
|
|
|||||||
| Germany - 0.6% |
||||||||
| Deutsche Bank AG |
||||||||
| 3.73%, 1/14/32, (3.729% fixed rate until 10/14/30; Secured Overnight Financing Rate + 2.757% thereafter)(b) |
350,000 | 258,244 | ||||||
| 4.88%, 12/1/32, (4.875% fixed rate until 12/1/27; 5-year U.S. dollar ICE Swap Rate + 2.553% thereafter)(b) |
470,000 | 384,592 | ||||||
| 3.74%, 1/7/33, (3.742% fixed rate until 10/7/31; Secured Overnight Financing Rate + 2.257% thereafter)(b) |
563,000 | 402,764 | ||||||
|
|
|
|||||||
| Total Germany | 1,045,600 | |||||||
|
|
|
|||||||
| United States - 94.5% |
||||||||
| ACCO Brands Corp. |
||||||||
| 4.25%, 3/15/29(a)(c) |
255,000 | 214,519 | ||||||
| AdaptHealth LLC |
||||||||
| 4.63%, 8/1/29(a) |
538,000 | 454,099 | ||||||
| ADT Security Corp. |
||||||||
| 4.88%, 7/15/32(a) |
658,000 | 576,112 | ||||||
| AECOM |
||||||||
| 5.13%, 3/15/27 |
255,000 | 248,227 | ||||||
| Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC |
||||||||
| 3.50%, 2/15/23(a) |
20,000 | 19,917 | ||||||
| 3.25%, 3/15/26(a) |
60,000 | 54,521 | ||||||
| 7.50%, 3/15/26(a) |
415,000 | 425,736 | ||||||
| 4.63%, 1/15/27(a) |
1,020,000 | 946,397 | ||||||
| 3.50%, 3/15/29(a) |
407,000 | 339,670 | ||||||
| 4.88%, 2/15/30(a) |
597,000 | 533,175 | ||||||
| Allison Transmission, Inc. |
||||||||
| 5.88%, 6/1/29(a) |
490,000 | 469,052 | ||||||
| AMC Networks, Inc. |
||||||||
| 5.00%, 4/1/24 |
125,000 | 119,643 | ||||||
| 4.75%, 8/1/25(c) |
412,000 | 367,483 | ||||||
| American Axle & Manufacturing, Inc. |
||||||||
| 5.00%, 10/1/29 |
320,000 | 278,506 | ||||||
| AmeriGas Partners LP / AmeriGas Finance Corp. |
||||||||
| 5.63%, 5/20/24 |
236,000 | 234,575 | ||||||
| 5.50%, 5/20/25 |
588,000 | 571,166 | ||||||
| 5.88%, 8/20/26 |
214,000 | 205,386 | ||||||
| 5.75%, 5/20/27 |
146,000 | 139,339 | ||||||
| Amkor Technology, Inc. |
||||||||
| 6.63%, 9/15/27(a) |
196,000 | 196,612 | ||||||
| AMN Healthcare, Inc. |
||||||||
| 4.63%, 10/1/27(a) |
40,000 | 37,140 | ||||||
| ANGI Group LLC |
||||||||
| 3.88%, 8/15/28(a)(c) |
179,000 | 134,672 | ||||||
| Antero Midstream Partners LP / Antero Midstream Finance Corp. |
||||||||
| 5.75%, 3/1/27(a) |
150,000 | 144,687 | ||||||
| 5.75%, 1/15/28(a) |
550,000 | 520,256 | ||||||
| Antero Resources Corp. |
||||||||
| 7.63%, 2/1/29(a) |
151,000 | 154,763 | ||||||
| Apache Corp. |
||||||||
| 4.25%, 1/15/30(c) |
25,000 | 22,502 | ||||||
| 5.10%, 9/1/40 |
456,000 | 375,320 | ||||||
| 4.75%, 4/15/43 |
16,000 | 12,226 | ||||||
| Apollo Commercial Real Estate Finance, Inc. |
||||||||
| 4.63%, 6/15/29(a) |
190,000 | 151,574 | ||||||
| APX Group, Inc. |
||||||||
| 5.75%, 7/15/29(a)(c) |
184,000 | 156,917 | ||||||
| Aramark Services, Inc. |
||||||||
| 5.00%, 4/1/25(a) |
380,000 | 371,971 | ||||||
| 6.38%, 5/1/25(a) |
419,000 | 418,547 | ||||||
| 5.00%, 2/1/28(a)(c) |
151,000 | 141,532 | ||||||
| Archrock Partners LP / Archrock Partners Finance Corp. |
||||||||
| 6.88%, 4/1/27(a) |
173,000 | 168,663 | ||||||
| 6.25%, 4/1/28(a) |
417,000 | 388,060 | ||||||
| Asbury Automotive Group, Inc. |
||||||||
| 4.63%, 11/15/29(a)(c) |
90,000 | 78,573 | ||||||
| 5.00%, 2/15/32(a) |
433,000 | 366,812 | ||||||
| ASGN, Inc. |
||||||||
| 4.63%, 5/15/28(a) |
196,000 | 175,163 | ||||||
| Audacy Capital Corp. |
||||||||
| 6.75%, 3/31/29(a) |
332,000 | 76,151 | ||||||
| Avantor Funding, Inc. |
||||||||
| 4.63%, 7/15/28(a) |
549,000 | 505,624 | ||||||
| 3.88%, 11/1/29(a) |
36,000 | 30,923 | ||||||
| Avient Corp. |
||||||||
| 5.75%, 5/15/25(a) |
120,000 | 117,641 | ||||||
| Axalta Coating Systems LLC |
||||||||
| 3.38%, 2/15/29(a) |
109,000 | 89,383 | ||||||
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV |
||||||||
| 4.75%, 6/15/27(a)(c) |
400,000 | 367,980 | ||||||
| B&G Foods, Inc. |
||||||||
| 5.25%, 4/1/25 |
632,000 | 559,124 | ||||||
| 5.25%, 9/15/27 |
130,000 | 103,968 | ||||||
| Ball Corp. |
||||||||
| 4.00%, 11/15/23 |
125,000 | 122,575 | ||||||
| 5.25%, 7/1/25 |
70,000 | 69,860 | ||||||
| 2.88%, 8/15/30 |
401,000 | 326,506 | ||||||
| Bath & Body Works, Inc. |
||||||||
| 5.25%, 2/1/28 |
230,000 | 213,778 | ||||||
| 7.50%, 6/15/29(c) |
33,000 | 33,149 | ||||||
| 6.63%, 10/1/30(a) |
252,000 | 236,565 | ||||||
| 6.88%, 11/1/35 |
68,000 | 61,633 | ||||||
| Berry Global, Inc. |
||||||||
| 1.57%, 1/15/26 |
20,000 | 17,903 | ||||||
| 4.88%, 7/15/26(a) |
131,000 | 125,746 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Big River Steel LLC / BRS Finance Corp. |
||||||||
| 6.63%, 1/31/29(a) |
$ | 220,000 | $ | 214,181 | ||||
| Black Knight InfoServ LLC |
||||||||
| 3.63%, 9/1/28(a) |
110,000 | 98,987 | ||||||
| Block, Inc. |
||||||||
| 3.50%, 6/1/31(c) |
90,000 | 73,172 | ||||||
| Booz Allen Hamilton, Inc. |
||||||||
| 3.88%, 9/1/28(a) |
220,000 | 198,444 | ||||||
| Boyd Gaming Corp. |
||||||||
| 4.75%, 12/1/27(c) |
500,000 | 468,620 | ||||||
| Brink’s Co. |
||||||||
| 4.63%, 10/15/27(a) |
206,000 | 191,430 | ||||||
| Brookfield Property REIT, Inc. / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LLC |
||||||||
| 5.75%, 5/15/26(a) |
549,000 | 528,769 | ||||||
| 4.50%, 4/1/27(a) |
173,000 | 152,702 | ||||||
| Builders FirstSource, Inc. |
||||||||
| 5.00%, 3/1/30(a) |
443,000 | 393,202 | ||||||
| 4.25%, 2/1/32(a) |
200,000 | 162,522 | ||||||
| Cable One, Inc. |
||||||||
| 4.00%, 11/15/30(a) |
216,000 | 174,223 | ||||||
| California Resources Corp. |
||||||||
| 7.13%, 2/1/26(a) |
249,000 | 242,421 | ||||||
| Cargo Aircraft Management, Inc. |
||||||||
| 4.75%, 2/1/28(a) |
158,000 | 141,857 | ||||||
| CCO Holdings LLC / CCO Holdings Capital Corp. |
||||||||
| 5.13%, 5/1/27(a) |
477,000 | 448,881 | ||||||
| 4.75%, 3/1/30(a) |
710,000 | 612,702 | ||||||
| 4.50%, 8/15/30(a) |
1,147,000 | 967,162 | ||||||
| 4.25%, 1/15/34(a) |
750,000 | 584,692 | ||||||
| CDI Escrow Issuer, Inc. |
||||||||
| 5.75%, 4/1/30(a) |
385,000 | 357,442 | ||||||
| CDW LLC / CDW Finance Corp. |
||||||||
| 5.50%, 12/1/24 |
77,000 | 76,933 | ||||||
| 4.13%, 5/1/25 |
273,000 | 263,027 | ||||||
| 4.25%, 4/1/28 |
1,000 | 904 | ||||||
| 3.25%, 2/15/29 |
314,000 | 265,035 | ||||||
| Centene Corp. |
||||||||
| 4.25%, 12/15/27 |
202,000 | 189,993 | ||||||
| 4.63%, 12/15/29 |
1,033,000 | 962,332 | ||||||
| 3.00%, 10/15/30 |
666,000 | 550,149 | ||||||
| Central Garden & Pet Co. |
||||||||
| 4.13%, 10/15/30(c) |
198,000 | 165,989 | ||||||
| Charles River Laboratories International, Inc. |
||||||||
| 4.00%, 3/15/31(a)(c) |
262,000 | 226,895 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
| 3.70%, 4/1/51 |
792,000 | 508,211 | ||||||
| 3.85%, 4/1/61 |
160,000 | 99,709 | ||||||
| Chemours Co. |
||||||||
| 5.38%, 5/15/27(c) |
414,000 | 377,270 | ||||||
| 5.75%, 11/15/28(a) |
313,000 | 275,381 | ||||||
| Cheniere Energy Partners LP |
||||||||
| 4.50%, 10/1/29 |
133,000 | 122,191 | ||||||
| 4.00%, 3/1/31 |
200,000 | 174,910 | ||||||
| Cheniere Energy, Inc. |
||||||||
| 4.63%, 10/15/28 |
343,000 | 316,417 | ||||||
| CHS / Community Health Systems, Inc. |
||||||||
| 8.00%, 3/15/26(a) |
442,000 | 408,368 | ||||||
| 5.63%, 3/15/27(a) |
433,000 | 368,799 | ||||||
| 8.00%, 12/15/27(a)(c) |
334,000 | 296,488 | ||||||
| 6.88%, 4/1/28(a) |
400,000 | 194,292 | ||||||
| 6.88%, 4/15/29(a) |
853,000 | 457,464 | ||||||
| 6.13%, 4/1/30(a) |
159,000 | 81,468 | ||||||
| 5.25%, 5/15/30(a) |
535,000 | 409,441 | ||||||
| 4.75%, 2/15/31(a) |
870,000 | 639,702 | ||||||
| Churchill Downs, Inc. |
||||||||
| 5.50%, 4/1/27(a) |
302,000 | 288,123 | ||||||
| Cinemark USA, Inc. |
||||||||
| 5.25%, 7/15/28(a)(c) |
306,000 | 244,766 | ||||||
| Clarivate Science Holdings Corp. |
||||||||
| 3.88%, 7/1/28(a) |
60,000 | 53,888 | ||||||
| 4.88%, 7/1/29(a)(c) |
718,000 | 615,678 | ||||||
| Clean Harbors, Inc. |
||||||||
| 4.88%, 7/15/27(a) |
110,000 | 103,688 | ||||||
| Clear Channel Outdoor Holdings, Inc. |
||||||||
| 5.13%, 8/15/27(a) |
108,000 | 94,193 | ||||||
| 7.75%, 4/15/28(a)(c) |
964,000 | 725,853 | ||||||
| 7.50%, 6/1/29(a)(c) |
43,000 | 31,983 | ||||||
| Clearway Energy Operating LLC |
||||||||
| 4.75%, 3/15/28(a) |
142,000 | 132,605 | ||||||
| 3.75%, 2/15/31(a)(c) |
232,000 | 196,040 | ||||||
| Cleveland-Cliffs, Inc. |
||||||||
| 6.75%, 3/15/26(a) |
310,000 | 312,207 | ||||||
| 5.88%, 6/1/27 |
52,000 | 49,260 | ||||||
| 4.63%, 3/1/29(a)(c) |
212,000 | 186,316 | ||||||
| CNX Resources Corp. |
||||||||
| 7.25%, 3/14/27(a)(c) |
411,000 | 410,531 | ||||||
| Cogent Communications Group, Inc. |
||||||||
| 3.50%, 5/1/26(a) |
8,000 | 7,305 | ||||||
| Coherent Corp. |
||||||||
| 5.00%, 12/15/29(a) |
320,000 | 283,142 | ||||||
| Coinbase Global, Inc. |
||||||||
| 3.38%, 10/1/28(a) |
150,000 | 87,009 | ||||||
| 3.63%, 10/1/31(a) |
1,000,000 | 541,330 | ||||||
| CommScope Technologies LLC |
||||||||
| 6.00%, 6/15/25(a) |
800,000 | 750,480 | ||||||
| 5.00%, 3/15/27(a)(c) |
349,000 | 267,177 | ||||||
| CommScope, Inc. |
||||||||
| 6.00%, 3/1/26(a) |
807,000 | 779,578 | ||||||
| 8.25%, 3/1/27(a) |
885,000 | 761,374 | ||||||
| 7.13%, 7/1/28(a) |
121,000 | 93,906 | ||||||
| Compass Minerals International, Inc. |
||||||||
| 6.75%, 12/1/27(a) |
210,000 | 198,133 | ||||||
| Comstock Resources, Inc. |
||||||||
| 6.75%, 3/1/29(a) |
603,000 | 584,090 | ||||||
| 5.88%, 1/15/30(a) |
457,000 | 418,818 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Conduent Business Services LLC / Conduent State & Local Solutions, Inc. |
||||||||
| 6.00%, 11/1/29(a) |
$ | 202,000 | $ | 168,727 | ||||
| Consolidated Communications, Inc. |
||||||||
| 6.50%, 10/1/28(a) |
413,000 | 340,353 | ||||||
| CoreCivic, Inc. |
||||||||
| 8.25%, 4/15/26(c) |
364,000 | 374,975 | ||||||
| Cornerstone Building Brands, Inc. |
||||||||
| 6.13%, 1/15/29(a) |
183,000 | 123,972 | ||||||
| Coty, Inc. |
||||||||
| 6.50%, 4/15/26(a)(c) |
321,000 | 308,317 | ||||||
| CQP Holdco LP / BIP-V Chinook Holdco LLC |
||||||||
| 5.50%, 6/15/31(a) |
560,000 | 514,254 | ||||||
| Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp. |
||||||||
| 5.63%, 5/1/27(a) |
474,000 | 448,082 | ||||||
| 6.00%, 2/1/29(a) |
261,000 | 242,338 | ||||||
| Crowdstrike Holdings, Inc. |
||||||||
| 3.00%, 2/15/29(c) |
38,000 | 32,137 | ||||||
| Crown Americas LLC |
||||||||
| 5.25%, 4/1/30(a) |
231,000 | 213,883 | ||||||
| Crown Americas LLC / Crown Americas Capital Corp. VI |
||||||||
| 4.75%, 2/1/26 |
50,000 | 48,443 | ||||||
| CSC Holdings LLC |
||||||||
| 5.25%, 6/1/24 |
881,000 | 851,760 | ||||||
| 5.50%, 4/15/27(a) |
260,000 | 238,516 | ||||||
| 7.50%, 4/1/28(a) |
163,000 | 127,246 | ||||||
| 6.50%, 2/1/29(a) |
400,000 | 365,000 | ||||||
| 5.75%, 1/15/30(a) |
662,000 | 451,980 | ||||||
| 4.63%, 12/1/30(a) |
550,000 | 348,953 | ||||||
| 3.38%, 2/15/31(a) |
210,000 | 151,752 | ||||||
| Curo Group Holdings Corp. |
||||||||
| 7.50%, 8/1/28(a) |
622,000 | 255,791 | ||||||
| Cushman & Wakefield U.S. Borrower LLC |
||||||||
| 6.75%, 5/15/28(a) |
155,000 | 148,634 | ||||||
| CVR Partners LP / CVR Nitrogen Finance Corp. |
||||||||
| 6.13%, 6/15/28(a) |
221,000 | 199,806 | ||||||
| Darling Ingredients, Inc. |
||||||||
| 5.25%, 4/15/27(a) |
50,000 | 49,075 | ||||||
| DaVita, Inc. |
||||||||
| 4.63%, 6/1/30(a) |
729,000 | 590,833 | ||||||
| 3.75%, 2/15/31(a) |
1,633,000 | 1,201,823 | ||||||
| Delta Air Lines, Inc. |
||||||||
| 7.38%, 1/15/26(c) |
300,000 | 309,837 | ||||||
| 3.75%, 10/28/29(c) |
479,000 | 409,511 | ||||||
| Deluxe Corp. |
||||||||
| 8.00%, 6/1/29(a) |
270,000 | 223,733 | ||||||
| Diamond Sports Group LLC / Diamond Sports Finance Co. |
||||||||
| 5.38%, 8/15/26(a) |
1,610,000 | 253,543 | ||||||
| 6.63%, 8/15/27(a) |
1,027,000 | 37,660 | ||||||
| DISH DBS Corp. |
||||||||
| 5.88%, 11/15/24 |
1,538,000 | 1,463,022 | ||||||
| 7.75%, 7/1/26 |
1,694,000 | 1,417,522 | ||||||
| 5.25%, 12/1/26(a) |
700,000 | 601,538 | ||||||
| Diversified Healthcare Trust |
||||||||
| 9.75%, 6/15/25 |
200,000 | 195,506 | ||||||
| 4.75%, 2/15/28 |
308,000 | 211,106 | ||||||
| 4.38%, 3/1/31(c) |
737,000 | 514,308 | ||||||
| Dycom Industries, Inc. |
||||||||
| 4.50%, 4/15/29(a) |
196,000 | 168,507 | ||||||
| Edgewell Personal Care Co. |
||||||||
| 5.50%, 6/1/28(a) |
487,000 | 465,338 | ||||||
| 4.13%, 4/1/29(a) |
5,000 | 4,377 | ||||||
| Elanco Animal Health, Inc. |
||||||||
| 5.77%, 8/28/23 |
10,000 | 10,037 | ||||||
| 6.40%, 8/28/28 |
260,000 | 240,802 | ||||||
| Element Solutions, Inc. |
||||||||
| 3.88%, 9/1/28(a) |
258,000 | 221,421 | ||||||
| Enact Holdings, Inc. |
||||||||
| 6.50%, 8/15/25(a) |
309,000 | 300,886 | ||||||
| Encompass Health Corp. |
||||||||
| 4.50%, 2/1/28 |
505,000 | 456,944 | ||||||
| 4.75%, 2/1/30 |
226,000 | 200,763 | ||||||
| Energizer Holdings, Inc. |
||||||||
| 4.75%, 6/15/28(a) |
235,000 | 206,541 | ||||||
| 4.38%, 3/31/29(a) |
455,000 | 387,824 | ||||||
| EnLink Midstream LLC |
||||||||
| 5.63%, 1/15/28(a) |
125,000 | 121,408 | ||||||
| EnLink Midstream Partners LP |
||||||||
| 4.15%, 6/1/25 |
85,000 | 81,302 | ||||||
| 5.45%, 6/1/47 |
300,000 | 244,107 | ||||||
| EQM Midstream Partners LP |
||||||||
| 6.00%, 7/1/25(a) |
200,000 | 197,214 | ||||||
| 6.50%, 7/1/27(a) |
1,450,000 | 1,433,876 | ||||||
| 5.50%, 7/15/28 |
256,000 | 237,517 | ||||||
| 4.50%, 1/15/29(a) |
220,000 | 193,523 | ||||||
| 4.75%, 1/15/31(a) |
386,000 | 329,320 | ||||||
| EQT Corp. |
||||||||
| 3.90%, 10/1/27 |
200,000 | 186,062 | ||||||
| 7.00%, 2/1/30 |
103,000 | 108,638 | ||||||
| Ferrellgas LP / Ferrellgas Finance Corp. |
||||||||
| 5.88%, 4/1/29(a) |
900,000 | 761,904 | ||||||
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc. |
||||||||
| 4.63%, 1/15/29(a) |
293,000 | 258,871 | ||||||
| 6.75%, 1/15/30(a) |
744,000 | 626,946 | ||||||
| First-Citizens Bank & Trust Co. |
||||||||
| 3.93%, 6/19/24, (3.929% fixed rate until 6/19/23; Secured Overnight Financing Rate + 3.827% thereafter)(b) |
10,000 | 9,898 | ||||||
| FirstCash, Inc. |
||||||||
| 4.63%, 9/1/28(a) |
150,000 | 132,772 | ||||||
| 5.63%, 1/1/30(a) |
200,000 | 182,164 | ||||||
| Ford Holdings LLC |
||||||||
| 9.30%, 3/1/30 |
262,000 | 295,740 | ||||||
| Ford Motor Co. |
||||||||
| 9.63%, 4/22/30 |
658,000 | 760,615 | ||||||
| 3.25%, 2/12/32 |
400,000 | 317,484 | ||||||
| 5.29%, 12/8/46 |
506,000 | 403,176 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Ford Motor Credit Co. LLC |
||||||||
| 3.66%, 9/8/24 |
$ | 20,000 | $ | 19,204 | ||||
| 4.39%, 1/8/26 |
10,000 | 9,520 | ||||||
| 4.54%, 8/1/26 |
180,000 | 169,472 | ||||||
| 2.70%, 8/10/26 |
200,000 | 176,198 | ||||||
| 4.95%, 5/28/27 |
500,000 | 473,585 | ||||||
| 5.11%, 5/3/29 |
400,000 | 371,260 | ||||||
| 4.00%, 11/13/30 |
250,000 | 211,757 | ||||||
| Freeport-McMoRan, Inc. |
||||||||
| 3.88%, 3/15/23 |
740,000 | 737,129 | ||||||
| 4.55%, 11/14/24 |
174,000 | 172,599 | ||||||
| Frontier Communications Holdings LLC |
||||||||
| 5.00%, 5/1/28(a) |
1,450,000 | 1,292,138 | ||||||
| 5.88%, 11/1/29 |
1,037,887 | 829,915 | ||||||
| 6.00%, 1/15/30(a)(c) |
1,550,000 | 1,270,101 | ||||||
| Gap, Inc. |
||||||||
| 3.63%, 10/1/29(a) |
410,000 | 315,146 | ||||||
| 3.88%, 10/1/31(a)(c) |
220,000 | 166,283 | ||||||
| Gartner, Inc. |
||||||||
| 4.50%, 7/1/28(a) |
283,000 | 266,917 | ||||||
| 3.75%, 10/1/30(a) |
118,000 | 102,214 | ||||||
| Gates Global LLC / Gates Corp. |
||||||||
| 6.25%, 1/15/26(a)(c) |
294,000 | 284,457 | ||||||
| Gen Digital, Inc. |
||||||||
| 5.00%, 4/15/25(a) |
20,000 | 19,667 | ||||||
| Genesis Energy LP / Genesis Energy Finance Corp. |
||||||||
| 6.50%, 10/1/25 |
125,000 | 120,800 | ||||||
| 8.00%, 1/15/27 |
70,000 | 67,225 | ||||||
| 7.75%, 2/1/28 |
1,073,000 | 1,024,586 | ||||||
| Glatfelter Corp. |
||||||||
| 4.75%, 11/15/29(a)(c) |
265,000 | 174,198 | ||||||
| Global Atlantic Fin Co. |
||||||||
| 4.70%, 10/15/51, (4.70% fixed rate until 7/15/26; 5-year Constant Maturity Treasury Rate + 3.796% thereafter)(a)(b) |
263,000 | 199,788 | ||||||
| Global Net Lease, Inc. / Global Net Lease Operating Partnership LP |
||||||||
| 3.75%, 12/15/27(a) |
116,000 | 96,924 | ||||||
| GLP Capital LP / GLP Financing II, Inc. |
||||||||
| 4.00%, 1/15/31 |
514,000 | 439,372 | ||||||
| Go Daddy Operating Co. LLC / GD Finance Co., Inc. |
||||||||
| 3.50%, 3/1/29(a) |
193,000 | 163,981 | ||||||
| Goodyear Tire & Rubber Co. |
||||||||
| 5.00%, 5/31/26(c) |
446,000 | 432,433 | ||||||
| 4.88%, 3/15/27(c) |
684,000 | 635,128 | ||||||
| 5.25%, 7/15/31(c) |
905,000 | 775,938 | ||||||
| GrafTech Finance, Inc. |
||||||||
| 4.63%, 12/15/28(a) |
113,000 | 94,244 | ||||||
| Graham Packaging Co., Inc. |
||||||||
| 7.13%, 8/15/28(a) |
268,000 | 227,990 | ||||||
| Gray Television, Inc. |
||||||||
| 5.88%, 7/15/26(a)(c) |
365,000 | 336,837 | ||||||
| 7.00%, 5/15/27(a)(c) |
1,222,000 | 1,125,022 | ||||||
| Griffon Corp. |
||||||||
| 5.75%, 3/1/28 |
474,000 | 441,275 | ||||||
| Group 1 Automotive, Inc. |
||||||||
| 4.00%, 8/15/28(a) |
235,000 | 201,075 | ||||||
| Hanesbrands, Inc. |
||||||||
| 4.63%, 5/15/24(a) |
189,000 | 182,865 | ||||||
| 4.88%, 5/15/26(a)(c) |
125,000 | 114,071 | ||||||
| HAT Holdings I LLC / HAT Holdings II LLC |
||||||||
| 3.38%, 6/15/26(a) |
115,000 | 100,127 | ||||||
| HealthEquity, Inc. |
||||||||
| 4.50%, 10/1/29(a) |
233,000 | 204,399 | ||||||
| Hilton Domestic Operating Co., Inc. |
||||||||
| 4.88%, 1/15/30 |
697,000 | 646,502 | ||||||
| 3.63%, 2/15/32(a) |
175,000 | 144,308 | ||||||
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Escrow, Inc. |
||||||||
| 5.00%, 6/1/29(a) |
399,000 | 346,025 | ||||||
| 4.88%, 7/1/31(a) |
298,000 | 245,913 | ||||||
| HLF Financing Sarl LLC / Herbalife International, Inc. |
||||||||
| 4.88%, 6/1/29(a) |
128,000 | 91,674 | ||||||
| Holly Energy Partners LP / Holly Energy Finance Corp. |
||||||||
| 5.00%, 2/1/28(a) |
170,000 | 155,208 | ||||||
| Hologic, Inc. |
||||||||
| 3.25%, 2/15/29(a) |
128,000 | 112,553 | ||||||
| Horizon Therapeutics USA, Inc. |
||||||||
| 5.50%, 8/1/27(a) |
110,000 | 109,298 | ||||||
| Hughes Satellite Systems Corp. |
||||||||
| 5.25%, 8/1/26 |
249,000 | 239,423 | ||||||
| 6.63%, 8/1/26 |
486,000 | 454,847 | ||||||
| IAA, Inc. |
||||||||
| 5.50%, 6/15/27(a) |
30,000 | 29,517 | ||||||
| iHeartCommunications, Inc. |
||||||||
| 6.38%, 5/1/26 |
209,424 | 199,263 | ||||||
| 8.38%, 5/1/27(c) |
620,989 | 552,792 | ||||||
| 5.25%, 8/15/27(a) |
490,802 | 437,962 | ||||||
| 4.75%, 1/15/28(a)(c) |
374,000 | 322,661 | ||||||
| Ingevity Corp. |
||||||||
| 3.88%, 11/1/28(a) |
185,000 | 157,934 | ||||||
| IQVIA, Inc. |
||||||||
| 5.00%, 5/15/27(a) |
250,000 | 240,955 | ||||||
| Iron Mountain, Inc. |
||||||||
| 4.88%, 9/15/27(a) |
425,000 | 400,159 | ||||||
| 5.25%, 3/15/28(a)(c) |
122,000 | 114,252 | ||||||
| 5.25%, 7/15/30(a) |
505,000 | 454,838 | ||||||
| 4.50%, 2/15/31(a) |
746,000 | 635,040 | ||||||
| Kaiser Aluminum Corp. |
||||||||
| 4.63%, 3/1/28(a) |
220,000 | 193,532 | ||||||
| 4.50%, 6/1/31(a) |
307,000 | 259,446 | ||||||
| KAR Auction Services, Inc. |
||||||||
| 5.13%, 6/1/25(a) |
13,000 | 12,737 | ||||||
| Kennedy-Wilson, Inc. |
||||||||
| 5.00%, 3/1/31(c) |
607,000 | 485,551 | ||||||
| Koppers, Inc. |
||||||||
| 6.00%, 2/15/25(a) |
253,000 | 239,267 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. |
||||||||
| 4.25%, 2/1/27(a) |
$ | 519,000 | $ | 453,336 | ||||
| 4.75%, 6/15/29(a) |
111,000 | 91,790 | ||||||
| Lamar Media Corp. |
||||||||
| 3.63%, 1/15/31 |
348,000 | 297,171 | ||||||
| Lamb Weston Holdings, Inc. |
||||||||
| 4.88%, 5/15/28(a) |
37,000 | 35,052 | ||||||
| 4.13%, 1/31/30(a) |
186,000 | 166,344 | ||||||
| 4.38%, 1/31/32(a) |
78,000 | 69,128 | ||||||
| Level 3 Financing, Inc. |
||||||||
| 4.25%, 7/1/28(a) |
25,000 | 19,848 | ||||||
| 3.63%, 1/15/29(a) |
947,000 | 700,079 | ||||||
| 3.75%, 7/15/29(a) |
521,000 | 380,106 | ||||||
| Lions Gate Capital Holdings LLC |
||||||||
| 5.50%, 4/15/29(a) |
503,000 | 327,599 | ||||||
| Lithia Motors, Inc. |
||||||||
| 3.88%, 6/1/29(a) |
15,000 | 12,595 | ||||||
| 4.38%, 1/15/31(a)(c) |
114,000 | 96,558 | ||||||
| Live Nation Entertainment, Inc. |
||||||||
| 4.88%, 11/1/24(a) |
70,000 | 68,940 | ||||||
| 6.50%, 5/15/27(a) |
388,000 | 388,997 | ||||||
| 4.75%, 10/15/27(a) |
381,000 | 339,566 | ||||||
| LPL Holdings, Inc. |
||||||||
| 4.00%, 3/15/29(a) |
116,000 | 101,536 | ||||||
| Lumen Technologies, Inc. |
||||||||
| 5.63%, 4/1/25 |
481,000 | 467,792 | ||||||
| 5.13%, 12/15/26(a)(c) |
522,000 | 448,367 | ||||||
| 4.00%, 2/15/27(a) |
494,000 | 421,777 | ||||||
| 5.38%, 6/15/29(a) |
428,000 | 302,926 | ||||||
| Macy’s Retail Holdings LLC |
||||||||
| 5.88%, 4/1/29(a)(c) |
241,000 | 224,405 | ||||||
| Marriott Ownership Resorts, Inc. |
||||||||
| 6.13%, 9/15/25(a) |
8,000 | 7,956 | ||||||
| 4.50%, 6/15/29(a) |
214,000 | 182,632 | ||||||
| Masonite International Corp. |
||||||||
| 5.38%, 2/1/28(a) |
97,000 | 89,209 | ||||||
| Match Group Holdings II LLC |
||||||||
| 4.63%, 6/1/28(a) |
50,000 | 45,526 | ||||||
| Mattel, Inc. |
||||||||
| 3.38%, 4/1/26(a) |
69,000 | 63,450 | ||||||
| 3.75%, 4/1/29(a) |
3,000 | 2,641 | ||||||
| MGIC Investment Corp. |
||||||||
| 5.25%, 8/15/28 |
150,000 | 137,698 | ||||||
| MGM Resorts International |
||||||||
| 6.00%, 3/15/23 |
24,000 | 24,026 | ||||||
| 6.75%, 5/1/25 |
9,000 | 8,993 | ||||||
| 5.50%, 4/15/27 |
1,149,000 | 1,086,920 | ||||||
| 4.75%, 10/15/28 |
17,000 | 15,150 | ||||||
| Michaels Cos., Inc. |
||||||||
| 7.88%, 5/1/29(a) |
1,073,000 | 635,828 | ||||||
| MicroStrategy, Inc. |
||||||||
| 6.13%, 6/15/28(a)(c) |
215,000 | 159,184 | ||||||
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp. |
||||||||
| 4.88%, 5/1/29(a) |
410,000 | 354,601 | ||||||
| ModivCare Escrow Issuer, Inc. |
||||||||
| 5.00%, 10/1/29(a) |
403,000 | 339,185 | ||||||
| ModivCare, Inc. |
||||||||
| 5.88%, 11/15/25(a) |
50,000 | 46,316 | ||||||
| Molina Healthcare, Inc. |
||||||||
| 3.88%, 11/15/30(a) |
488,000 | 420,188 | ||||||
| Moog, Inc. |
||||||||
| 4.25%, 12/15/27(a) |
107,000 | 97,632 | ||||||
| MPH Acquisition Holdings LLC |
||||||||
| 5.50%, 9/1/28(a) |
397,000 | 317,632 | ||||||
| 5.75%, 11/1/28(a) |
684,000 | 488,848 | ||||||
| MPT Operating Partnership LP / MPT Finance Corp. |
||||||||
| 5.25%, 8/1/26(c) |
516,000 | 462,470 | ||||||
| MSCI, Inc. |
||||||||
| 4.00%, 11/15/29(a) |
183,000 | 163,033 | ||||||
| Murphy Oil USA, Inc. |
||||||||
| 4.75%, 9/15/29 |
234,000 | 216,520 | ||||||
| 3.75%, 2/15/31(a) |
31,000 | 25,778 | ||||||
| Nabors Industries, Inc. |
||||||||
| 7.38%, 5/15/27(a) |
669,000 | 656,028 | ||||||
| Nationstar Mortgage Holdings, Inc. |
||||||||
| 6.00%, 1/15/27(a) |
712,000 | 648,034 | ||||||
| 5.13%, 12/15/30(a) |
473,000 | 375,515 | ||||||
| Navient Corp. |
||||||||
| 5.50%, 1/25/23 |
319,000 | 318,707 | ||||||
| 7.25%, 9/25/23 |
465,000 | 466,883 | ||||||
| 6.13%, 3/25/24 |
368,000 | 367,128 | ||||||
| 5.88%, 10/25/24 |
7,000 | 6,832 | ||||||
| 4.88%, 3/15/28 |
88,000 | 71,984 | ||||||
| 5.50%, 3/15/29 |
150,000 | 123,528 | ||||||
| NCR Corp. |
||||||||
| 5.13%, 4/15/29(a) |
700,000 | 602,826 | ||||||
| 6.13%, 9/1/29(a) |
503,000 | 488,790 | ||||||
| Necessity Retail REIT, Inc. / American Finance Operating Partner LP |
||||||||
| 4.50%, 9/30/28(a) |
232,000 | 177,763 | ||||||
| Newell Brands, Inc. |
||||||||
| 4.45%, 4/1/26 |
38,000 | 35,956 | ||||||
| 5.75%, 4/1/46 |
58,000 | 45,356 | ||||||
| Newmark Group, Inc. |
||||||||
| 6.13%, 11/15/23 |
23,000 | 22,962 | ||||||
| News Corp. |
||||||||
| 3.88%, 5/15/29(a) |
261,000 | 232,105 | ||||||
| 5.13%, 2/15/32(a) |
165,000 | 152,495 | ||||||
| Nexstar Media, Inc. |
||||||||
| 5.63%, 7/15/27(a) |
392,000 | 371,961 | ||||||
| 4.75%, 11/1/28(a) |
654,000 | 582,433 | ||||||
| Nordstrom, Inc. |
||||||||
| 5.00%, 1/15/44(c) |
136,000 | 89,900 | ||||||
| NRG Energy, Inc. |
||||||||
| 5.25%, 6/15/29(a) |
321,000 | 296,219 | ||||||
| 3.63%, 2/15/31(a) |
266,000 | 214,548 | ||||||
| NuStar Logistics LP |
||||||||
| 6.00%, 6/1/26 |
360,000 | 349,726 | ||||||
| 5.63%, 4/28/27 |
344,000 | 327,447 | ||||||
| 6.38%, 10/1/30 |
219,000 | 205,829 | ||||||
| Occidental Petroleum Corp. |
||||||||
| 2.90%, 8/15/24 |
391,000 | 375,462 | ||||||
| 3.50%, 6/15/25 |
277,000 | 266,131 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| 5.88%, 9/1/25 |
$ | 367,000 | $ | 370,780 | ||||
| 4.40%, 8/15/49 |
1,226,000 | 984,674 | ||||||
| Olin Corp. |
||||||||
| 5.13%, 9/15/27 |
133,000 | 124,838 | ||||||
| 5.63%, 8/1/29(c) |
135,000 | 128,344 | ||||||
| ON Semiconductor Corp. |
||||||||
| 3.88%, 9/1/28(a) |
46,000 | 40,952 | ||||||
| OneMain Finance Corp. |
||||||||
| 6.13%, 3/15/24 |
458,000 | 447,301 | ||||||
| 6.88%, 3/15/25 |
500,000 | 486,355 | ||||||
| 7.13%, 3/15/26 |
962,000 | 933,140 | ||||||
| 6.63%, 1/15/28 |
130,000 | 119,640 | ||||||
| 5.38%, 11/15/29 |
455,000 | 380,567 | ||||||
| 4.00%, 9/15/30(c) |
588,000 | 445,092 | ||||||
| Option Care Health, Inc. |
||||||||
| 4.38%, 10/31/29(a) |
190,000 | 162,152 | ||||||
| Organon & Co. / Organon Foreign Debt Co-Issuer BV |
||||||||
| 5.13%, 4/30/31(a) |
960,000 | 853,152 | ||||||
| Outfront Media Capital LLC / Outfront Media Capital Corp. |
||||||||
| 5.00%, 8/15/27(a) |
200,000 | 184,330 | ||||||
| 4.25%, 1/15/29(a) |
194,000 | 164,151 | ||||||
| 4.63%, 3/15/30(a)(c) |
395,000 | 335,545 | ||||||
| Owens & Minor, Inc. |
||||||||
| 4.50%, 3/31/29(a)(c) |
100,000 | 81,989 | ||||||
| 6.63%, 4/1/30(a) |
373,000 | 331,519 | ||||||
| Owens-Brockway Glass Container, Inc. |
||||||||
| 5.88%, 8/15/23(a) |
114,000 | 113,691 | ||||||
| 6.63%, 5/13/27(a)(c) |
200,000 | 193,692 | ||||||
| Pactiv Evergreen Group Issuer, Inc. / Pactiv Evergreen Group Issuer LLC |
||||||||
| 4.00%, 10/15/27(a) |
414,000 | 364,618 | ||||||
| 4.38%, 10/15/28(a) |
273,000 | 237,966 | ||||||
| Paramount Global |
||||||||
| 6.38%, 3/30/62, (6.375% fixed rate until 3/30/27; 5-year Constant Maturity Treasury Rate + 3.999% thereafter)(b) |
633,000 | 528,321 | ||||||
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer, Inc. |
||||||||
| 5.88%, 10/1/28(a) |
176,000 | 163,222 | ||||||
| Party City Holdings, Inc. |
||||||||
| 8.75%, 2/15/26(a) |
394,000 | 148,148 | ||||||
| Patterson-UTI Energy, Inc. |
||||||||
| 3.95%, 2/1/28 |
163,000 | 144,553 | ||||||
| PBF Holding Co. LLC / PBF Finance Corp. |
||||||||
| 7.25%, 6/15/25 |
402,000 | 400,131 | ||||||
| 6.00%, 2/15/28 |
424,000 | 387,307 | ||||||
| PDC Energy, Inc. |
||||||||
| 5.75%, 5/15/26 |
222,000 | 212,447 | ||||||
| Penske Automotive Group, Inc. |
||||||||
| 3.50%, 9/1/25(c) |
20,000 | 19,053 | ||||||
| 3.75%, 6/15/29 |
70,000 | 58,951 | ||||||
| Performance Food Group, Inc. |
||||||||
| 5.50%, 10/15/27(a) |
440,000 | 424,943 | ||||||
| 4.25%, 8/1/29(a) |
451,000 | 404,908 | ||||||
| PGT Innovations, Inc. |
||||||||
| 4.38%, 10/1/29(a) |
211,000 | 177,955 | ||||||
| Pilgrim’s Pride Corp. |
||||||||
| 5.88%, 9/30/27(a) |
240,000 | 237,338 | ||||||
| 4.25%, 4/15/31(a) |
76,000 | 66,255 | ||||||
| 3.50%, 3/1/32(a) |
300,000 | 244,560 | ||||||
| Post Holdings, Inc. |
||||||||
| 5.63%, 1/15/28(a) |
568,000 | 542,332 | ||||||
| 5.50%, 12/15/29(a) |
214,000 | 196,970 | ||||||
| 4.63%, 4/15/30(a) |
1,314,000 | 1,154,664 | ||||||
| 4.50%, 9/15/31(a) |
134,000 | 113,348 | ||||||
| PRA Health Sciences, Inc. |
||||||||
| 2.88%, 7/15/26(a) |
200,000 | 181,548 | ||||||
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp. |
||||||||
| 5.63%, 9/1/29(a)(c) |
398,000 | 320,251 | ||||||
| 5.88%, 9/1/31(a)(c) |
410,000 | 312,691 | ||||||
| Prestige Brands, Inc. |
||||||||
| 3.75%, 4/1/31(a) |
239,000 | 202,330 | ||||||
| Prime Security Services Borrower LLC / Prime Finance, Inc. |
||||||||
| 5.25%, 4/15/24(a) |
634,000 | 629,549 | ||||||
| 5.75%, 4/15/26(a) |
636,000 | 630,225 | ||||||
| 3.38%, 8/31/27(a) |
112,000 | 98,687 | ||||||
| 6.25%, 1/15/28(a)(c) |
253,000 | 236,492 | ||||||
| PROG Holdings, Inc. |
||||||||
| 6.00%, 11/15/29(a)(c) |
320,000 | 279,827 | ||||||
| PTC, Inc. |
||||||||
| 4.00%, 2/15/28(a) |
80,000 | 73,053 | ||||||
| Qorvo, Inc. |
||||||||
| 4.38%, 10/15/29 |
202,000 | 179,826 | ||||||
| QVC, Inc. |
||||||||
| 4.85%, 4/1/24 |
380,000 | 362,060 | ||||||
| Rackspace Technology Global, Inc. |
||||||||
| 3.50%, 2/15/28(a) |
252,000 | 173,263 | ||||||
| 5.38%, 12/1/28(a) |
160,000 | 78,149 | ||||||
| Radian Group, Inc. |
||||||||
| 6.63%, 3/15/25 |
46,000 | 45,788 | ||||||
| Range Resources Corp. |
||||||||
| 4.88%, 5/15/25 |
40,000 | 38,804 | ||||||
| 8.25%, 1/15/29 |
77,000 | 80,394 | ||||||
| 4.75%, 2/15/30(a)(c) |
200,000 | 178,126 | ||||||
| Realogy Group LLC / Realogy Co-Issuer Corp. |
||||||||
| 5.75%, 1/15/29(a) |
502,000 | 382,253 | ||||||
| 5.25%, 4/15/30(a) |
620,000 | 456,332 | ||||||
| RHP Hotel Properties LP / RHP Finance Corp. |
||||||||
| 4.75%, 10/15/27 |
250,000 | 228,752 | ||||||
| 4.50%, 2/15/29(a) |
18,000 | 15,849 | ||||||
| Rite Aid Corp. |
||||||||
| 8.00%, 11/15/26(a)(c) |
631,000 | 389,157 | ||||||
| Rithm Capital Corp. |
||||||||
| 6.25%, 10/15/25(a) |
324,000 | 294,234 | ||||||
| RLJ Lodging Trust LP |
||||||||
| 3.75%, 7/1/26(a) |
60,000 | 54,868 | ||||||
| 4.00%, 9/15/29(a) |
55,000 | 46,174 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Roller Bearing Co. of America, Inc. |
||||||||
| 4.38%, 10/15/29(a) |
$ | 202,000 | $ | 177,277 | ||||
| Sabra Health Care LP |
||||||||
| 5.13%, 8/15/26 |
30,000 | 28,414 | ||||||
| 3.20%, 12/1/31 |
104,000 | 78,316 | ||||||
| SBA Communications Corp. |
||||||||
| 3.13%, 2/1/29 |
54,000 | 45,236 | ||||||
| Scientific Games International, Inc. |
||||||||
| 7.00%, 5/15/28(a) |
149,000 | 147,742 | ||||||
| Scripps Escrow II, Inc. |
||||||||
| 5.38%, 1/15/31(a)(c) |
352,000 | 287,795 | ||||||
| Scripps Escrow, Inc. |
||||||||
| 5.88%, 7/15/27(a) |
413,000 | 371,601 | ||||||
| SeaWorld Parks & Entertainment, Inc. |
||||||||
| 5.25%, 8/15/29(a)(c) |
279,000 | 242,501 | ||||||
| Select Medical Corp. |
||||||||
| 6.25%, 8/15/26(a)(c) |
540,000 | 523,028 | ||||||
| Sensata Technologies, Inc. |
||||||||
| 3.75%, 2/15/31(a) |
243,000 | 202,344 | ||||||
| Service Corp. International |
||||||||
| 4.63%, 12/15/27 |
314,000 | 293,540 | ||||||
| 3.38%, 8/15/30 |
138,000 | 115,074 | ||||||
| Service Properties Trust |
||||||||
| 7.50%, 9/15/25 |
833,000 | 808,293 | ||||||
| Silgan Holdings, Inc. |
||||||||
| 4.13%, 2/1/28(c) |
109,000 | 102,422 | ||||||
| Sinclair Television Group, Inc. |
||||||||
| 5.50%, 3/1/30(a) |
591,000 | 452,860 | ||||||
| 4.13%, 12/1/30(a) |
101,000 | 78,436 | ||||||
| Sirius XM Radio, Inc. |
||||||||
| 5.50%, 7/1/29(a) |
1,318,000 | 1,231,038 | ||||||
| 4.13%, 7/1/30(a) |
1,533,000 | 1,295,155 | ||||||
| Six Flags Theme Parks, Inc. |
||||||||
| 7.00%, 7/1/25(a) |
69,000 | 69,628 | ||||||
| Skyworks Solutions, Inc. |
||||||||
| 1.80%, 6/1/26 |
20,000 | 17,632 | ||||||
| 3.00%, 6/1/31 |
69,000 | 54,107 | ||||||
| Sonic Automotive, Inc. |
||||||||
| 4.63%, 11/15/29(a) |
344,000 | 284,911 | ||||||
| 4.88%, 11/15/31(a) |
187,000 | 150,668 | ||||||
| Southwestern Energy Co. |
||||||||
| 5.38%, 3/15/30 |
400,000 | 376,280 | ||||||
| Spectrum Brands, Inc. |
||||||||
| 5.75%, 7/15/25(c) |
137,000 | 135,937 | ||||||
| Spirit AeroSystems, Inc. |
||||||||
| 7.50%, 4/15/25(a) |
342,000 | 338,737 | ||||||
| 4.60%, 6/15/28 |
335,000 | 263,873 | ||||||
| Sprint LLC |
||||||||
| 7.88%, 9/15/23 |
320,000 | 326,230 | ||||||
| 7.13%, 6/15/24 |
226,000 | 230,909 | ||||||
| 7.63%, 2/15/25 |
152,000 | 157,647 | ||||||
| 7.63%, 3/1/26 |
4,000 | 4,206 | ||||||
| SS&C Technologies, Inc. |
||||||||
| 5.50%, 9/30/27(a) |
383,000 | 366,880 | ||||||
| Stagwell Global LLC |
||||||||
| 5.63%, 8/15/29(a) |
585,000 | 502,667 | ||||||
| Starwood Property Trust, Inc. |
||||||||
| 4.38%, 1/15/27(a) |
111,000 | 100,020 | ||||||
| Station Casinos LLC |
||||||||
| 4.50%, 2/15/28(a) |
309,000 | 273,715 | ||||||
| 4.63%, 12/1/31(a) |
134,000 | 112,433 | ||||||
| Stericycle, Inc. |
||||||||
| 5.38%, 7/15/24(a) |
304,000 | 300,939 | ||||||
| Suburban Propane Partners LP / Suburban Energy Finance Corp. |
||||||||
| 5.00%, 6/1/31(a) |
254,000 | 218,382 | ||||||
| Summit Materials LLC/Summit Materials Finance Corp. |
||||||||
| 5.25%, 1/15/29(a) |
281,000 | 259,627 | ||||||
| Summit Midstream Holdings LLC / Summit Midstream Finance Corp. |
||||||||
| 8.50%, 10/15/26(a) |
405,000 | 390,335 | ||||||
| SunCoke Energy, Inc. |
||||||||
| 4.88%, 6/30/29(a) |
275,000 | 234,168 | ||||||
| Sunoco LP / Sunoco Finance Corp. |
||||||||
| 4.50%, 5/15/29 |
317,000 | 277,968 | ||||||
| 4.50%, 4/30/30 |
126,000 | 109,522 | ||||||
| Syneos Health, Inc. |
||||||||
| 3.63%, 1/15/29(a) |
228,000 | 178,264 | ||||||
| Talos Production, Inc. |
||||||||
| 12.00%, 1/15/26 |
323,000 | 341,421 | ||||||
| Taylor Morrison Communities, Inc. |
||||||||
| 5.13%, 8/1/30(a) |
450,000 | 393,583 | ||||||
| TEGNA, Inc. |
||||||||
| 4.63%, 3/15/28 |
421,000 | 397,171 | ||||||
| Teleflex, Inc. |
||||||||
| 4.63%, 11/15/27 |
40,000 | 37,843 | ||||||
| 4.25%, 6/1/28(a) |
50,000 | 46,456 | ||||||
| Tempur Sealy International, Inc. |
||||||||
| 4.00%, 4/15/29(a) |
305,000 | 255,941 | ||||||
| 3.88%, 10/15/31(a) |
55,000 | 42,811 | ||||||
| Tenet Healthcare Corp. |
||||||||
| 4.63%, 9/1/24(a) |
1,070,000 | 1,044,277 | ||||||
| 4.88%, 1/1/26(a) |
730,000 | 695,157 | ||||||
| 6.25%, 2/1/27(a) |
252,000 | 243,687 | ||||||
| 6.13%, 10/1/28(a)(c) |
927,000 | 818,671 | ||||||
| Terex Corp. |
||||||||
| 5.00%, 5/15/29(a) |
251,000 | 228,054 | ||||||
| TerraForm Power Operating LLC |
||||||||
| 4.75%, 1/15/30(a) |
588,000 | 532,022 | ||||||
| Thor Industries, Inc. |
||||||||
| 4.00%, 10/15/29(a)(c) |
215,000 | 176,160 | ||||||
| TopBuild Corp. |
||||||||
| 4.13%, 2/15/32(a) |
160,000 | 129,413 | ||||||
| Townsquare Media, Inc. |
||||||||
| 6.88%, 2/1/26(a) |
293,000 | 273,934 | ||||||
| TransDigm, Inc. |
||||||||
| 8.00%, 12/15/25(a) |
328,000 | 335,111 | ||||||
| 6.25%, 3/15/26(a) |
607,000 | 603,868 | ||||||
| 6.38%, 6/15/26 |
297,000 | 291,883 | ||||||
| 7.50%, 3/15/27 |
579,000 | 581,137 | ||||||
| 5.50%, 11/15/27 |
78,000 | 73,571 | ||||||
| 4.88%, 5/1/29 |
908,000 | 797,487 | ||||||
| Transocean, Inc. |
||||||||
| 11.50%, 1/30/27(a) |
983,000 | 998,040 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Travel & Leisure Co. |
||||||||
| 6.63%, 7/31/26(a) |
$ | 215,000 | $ | 211,581 | ||||
| TreeHouse Foods, Inc. |
||||||||
| 4.00%, 9/1/28 |
246,000 | 210,630 | ||||||
| TriNet Group, Inc. |
||||||||
| 3.50%, 3/1/29(a) |
119,000 | 98,962 | ||||||
| TripAdvisor, Inc. |
||||||||
| 7.00%, 7/15/25(a) |
120,000 | 119,230 | ||||||
| Tronox, Inc. |
||||||||
| 4.63%, 3/15/29(a) |
473,000 | 382,312 | ||||||
| TTM Technologies, Inc. |
||||||||
| 4.00%, 3/1/29(a)(c) |
184,000 | 158,573 | ||||||
| Tutor Perini Corp. |
||||||||
| 6.88%, 5/1/25(a)(c) |
297,000 | 258,378 | ||||||
| U.S. Foods, Inc. |
||||||||
| 6.25%, 4/15/25(a) |
300,000 | 300,993 | ||||||
| 4.75%, 2/15/29(a) |
351,000 | 316,777 | ||||||
| U.S. Steel Corp. |
||||||||
| 6.88%, 3/1/29(c) |
413,000 | 401,358 | ||||||
| United Natural Foods, Inc. |
||||||||
| 6.75%, 10/15/28(a) |
234,000 | 227,284 | ||||||
| United Rentals North America, Inc. |
||||||||
| 5.50%, 5/15/27 |
201,000 | 198,552 | ||||||
| 3.88%, 11/15/27 |
446,000 | 409,276 | ||||||
| 4.88%, 1/15/28 |
127,000 | 121,387 | ||||||
| 5.25%, 1/15/30 |
91,000 | 86,247 | ||||||
| Uniti Group LP / Uniti Fiber Holdings, Inc. / CSL Capital LLC |
||||||||
| 7.88%, 2/15/25(a) |
1,044,000 | 1,052,143 | ||||||
| 6.00%, 1/15/30(a) |
248,000 | 179,378 | ||||||
| Uniti Group LP / Uniti Group Finance, Inc. / CSL Capital LLC |
||||||||
| 4.75%, 4/15/28(a)(c) |
135,000 | 112,847 | ||||||
| 6.50%, 2/15/29(a) |
540,000 | 396,689 | ||||||
| Univar Solutions USA, Inc. |
||||||||
| 5.13%, 12/1/27(a) |
113,000 | 108,399 | ||||||
| Urban One, Inc. |
||||||||
| 7.38%, 2/1/28(a) |
389,000 | 329,845 | ||||||
| USA Compression Partners LP / USA Compression Finance Corp. |
||||||||
| 6.88%, 4/1/26 |
664,000 | 641,258 | ||||||
| 6.88%, 9/1/27 |
100,000 | 95,538 | ||||||
| Vail Resorts, Inc. |
||||||||
| 6.25%, 5/15/25(a) |
20,000 | 20,094 | ||||||
| Valvoline, Inc. |
||||||||
| 3.63%, 6/15/31(a)(c) |
393,000 | 320,712 | ||||||
| Vector Group Ltd. |
||||||||
| 5.75%, 2/1/29(a) |
231,000 | 201,007 | ||||||
| VeriSign, Inc. |
||||||||
| 5.25%, 4/1/25 |
1,000 | 1,003 | ||||||
| Vertiv Group Corp. |
||||||||
| 4.13%, 11/15/28(a) |
208,000 | 180,511 | ||||||
| VICI Properties LP / VICI Note Co., Inc. |
||||||||
| 5.75%, 2/1/27(a) |
309,000 | 303,067 | ||||||
| Victors Merger Corp. |
||||||||
| 6.38%, 5/15/29(a) |
297,000 | 190,965 | ||||||
| Vista Outdoor, Inc. |
||||||||
| 4.50%, 3/15/29(a) |
275,000 | 209,217 | ||||||
| Vistra Operations Co. LLC |
||||||||
| 5.63%, 2/15/27(a) |
464,000 | 449,319 | ||||||
| 5.00%, 7/31/27(a) |
409,000 | 383,376 | ||||||
| Vontier Corp. |
||||||||
| 1.80%, 4/1/26 |
30,000 | 25,387 | ||||||
| 2.40%, 4/1/28 |
75,000 | 59,367 | ||||||
| W&T Offshore, Inc. |
||||||||
| 9.75%, 11/1/23(a) |
302,000 | 299,019 | ||||||
| WESCO Distribution, Inc. |
||||||||
| 7.25%, 6/15/28(a) |
643,000 | 653,307 | ||||||
| Western Digital Corp. |
||||||||
| 4.75%, 2/15/26 |
216,000 | 203,705 | ||||||
| 2.85%, 2/1/29 |
500,000 | 397,970 | ||||||
| Western Midstream Operating LP |
||||||||
| 4.30%, 2/1/30 |
150,000 | 134,514 | ||||||
| 5.45%, 4/1/44 |
55,000 | 46,030 | ||||||
| 5.30%, 3/1/48 |
737,000 | 613,914 | ||||||
| Westinghouse Air Brake Technologies Corp. |
||||||||
| 4.40%, 3/15/24 |
218,000 | 214,479 | ||||||
| 3.20%, 6/15/25 |
20,000 | 18,768 | ||||||
| 4.95%, 9/15/28 |
13,000 | 12,419 | ||||||
| William Carter Co. |
||||||||
| 5.63%, 3/15/27(a) |
81,000 | 78,187 | ||||||
| Williams Scotsman International, Inc. |
||||||||
| 4.63%, 8/15/28(a) |
273,000 | 248,302 | ||||||
| Wolverine World Wide, Inc. |
||||||||
| 4.00%, 8/15/29(a) |
204,000 | 156,847 | ||||||
| WW International, Inc. |
||||||||
| 4.50%, 4/15/29(a) |
14,000 | 8,106 | ||||||
| Wyndham Hotels & Resorts, Inc. |
||||||||
| 4.38%, 8/15/28(a) |
66,000 | 59,490 | ||||||
| Xerox Holdings Corp. |
||||||||
| 5.00%, 8/15/25(a) |
452,000 | 421,038 | ||||||
| 5.50%, 8/15/28(a)(c) |
271,000 | 218,719 | ||||||
| XHR LP |
||||||||
| 6.38%, 8/15/25(a) |
124,000 | 121,836 | ||||||
| 4.88%, 6/1/29(a) |
89,000 | 75,095 | ||||||
| Yum! Brands, Inc. |
||||||||
| 3.63%, 3/15/31 |
20,000 | 16,824 | ||||||
| Ziff Davis, Inc. |
||||||||
| 4.63%, 10/15/30(a)(c) |
283,000 | 249,813 | ||||||
| ZipRecruiter, Inc. |
||||||||
| 5.00%, 1/15/30(a) |
80,000 | 65,427 | ||||||
| ZoomInfo Technologies LLC / ZoomInfo Finance Corp. |
||||||||
| 3.88%, 2/1/29(a)(c) |
282,000 | 239,147 | ||||||
|
|
|
|||||||
| Total United States | 151,865,207 | |||||||
|
|
|
|||||||
| TOTAL CORPORATE BONDS (Cost: $176,394,560) |
153,905,521 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
| Investments |
Shares | Value | ||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 10.8% |
||||||||
| United States - 10.8% |
||||||||
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.86%(d) (Cost: $17,350,325) |
17,350,325 | $ | 17,350,325 | |||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 106.5% (Cost: $193,744,885) |
171,255,846 | |||||||
| Other Assets less Liabilities - (6.5)% |
(10,507,920 | ) | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% | $ | 160,747,926 | ||||||
|
|
|
|||||||
| (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 November 30, 2022 on securities with variable or step rates. |
| (c) | Security, or portion thereof, was on loan at November 30, 2022. At November 30, 2022, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $17,531,698 and the total market value of the collateral held by the Fund was $18,158,025. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $807,700. |
| (d) | Rate shown represents annualized 7-day yield as of November 30, 2022. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD)
November 30, 2022
FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS (EXCHANGE-TRADED)
| Short Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
| 2 Year U.S. Treasury Note |
61 | 3/31/23 | $ | (12,526,922 | ) | $ | (29,965 | ) | ||||||||
| 5 Year U.S. Treasury Note |
939 | 3/31/23 | (101,947,524 | ) | (481,805 | ) | ||||||||||
| 10 Year U.S. Treasury Note |
143 | 3/22/23 | (16,230,500 | ) | (86,024 | ) | ||||||||||
| Ultra 10 Year U.S. Treasury Note |
117 | 3/22/23 | (13,999,781 | ) | (63,984 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
| $ | (144,704,727 | ) | $ | (661,778 | ) | |||||||||||
|
|
|
|
|
|||||||||||||
| Long Exposure |
||||||||||||||||
| U.S. Treasury Long Bond |
11 | 3/22/23 | $ | 1,397,000 | $ | 5,844 | ||||||||||
| U.S. Treasury Ultra Long Term Bond |
19 | 3/22/23 | 2,589,344 | 10,242 | ||||||||||||
|
|
|
|
|
|||||||||||||
| $ | 3,986,344 | $ | 16,086 | |||||||||||||
|
|
|
|
|
|||||||||||||
| Total - Net |
$ | (140,718,383 | ) | $ | (645,692 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| Corporate Bonds |
$ | — | $ | 153,905,521 | $ | — | $ | 153,905,521 | ||||||||
| Investment of Cash Collateral for Securities Loaned |
— | 17,350,325 | — | 17,350,325 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | — | $ | 171,255,846 | $ | — | $ | 171,255,846 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 16,086 | $ | — | $ | — | $ | 16,086 | ||||||||
| Liabilities: | ||||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | (661,778 | ) | $ | — | $ | — | $ | (661,778 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | (645,692 | ) | $ | 171,255,846 | $ | — | $ | 170,610,154 | |||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT AGENCIES - 28.6% |
| |||||||
| Federal Home Loan Bank - 0.1% |
| |||||||
| 1.50%, 8/15/24 |
$ | 85,000 | $ | 80,937 | ||||
| 0.50%, 4/14/25 |
150,000 | 137,453 | ||||||
| 3.25%, 11/16/28 |
65,000 | 62,900 | ||||||
| 5.50%, 7/15/36 |
15,000 | 16,695 | ||||||
|
|
|
|||||||
| Total Federal Home Loan Bank |
297,985 | |||||||
|
|
|
|||||||
| Federal Home Loan Mortgage Corporation - 8.4% |
||||||||
| 3.00%, 4/1/27 |
15,472 | 14,923 | ||||||
| 3.00%, 7/1/27 |
27,016 | 26,066 | ||||||
| 2.50%, 3/1/28 |
14,970 | 14,379 | ||||||
| 2.50%, 4/1/28 |
38,764 | 37,197 | ||||||
| 3.50%, 1/1/29 |
15,333 | 15,039 | ||||||
| 2.50%, 6/1/29 |
26,550 | 25,283 | ||||||
| 3.00%, 8/1/29 |
15,007 | 14,433 | ||||||
| 2.50%, 1/1/30 |
16,073 | 15,306 | ||||||
| 2.50%, 2/1/30 |
23,025 | 21,851 | ||||||
| 3.00%, 4/1/30 |
24,217 | 23,217 | ||||||
| 2.50%, 5/1/30 |
94,076 | 89,192 | ||||||
| 3.00%, 3/1/31 |
69,831 | 66,596 | ||||||
| 3.00%, 4/1/31 |
103,952 | 99,135 | ||||||
| 2.50%, 12/1/31 |
26,249 | 24,749 | ||||||
| 3.00%, 12/1/31 |
24,190 | 23,092 | ||||||
| 3.00%, 7/1/32 |
148,784 | 141,874 | ||||||
| 6.25%, 7/15/32 |
540,000 | 633,069 | ||||||
| 3.50%, 9/1/32 |
44,870 | 43,646 | ||||||
| 2.50%, 11/1/32 |
12,524 | 11,796 | ||||||
| 3.00%, 11/1/32 |
36,528 | 34,798 | ||||||
| 3.00%, 1/1/33 |
11,430 | 10,899 | ||||||
| 3.00%, 9/1/33 |
7,731 | 7,355 | ||||||
| 4.00%, 11/1/33 |
7,725 | 7,638 | ||||||
| 3.00%, 2/1/34 |
21,659 | 20,605 | ||||||
| 4.00%, 5/1/34 |
24,006 | 23,578 | ||||||
| 3.50%, 8/1/34 |
74,170 | 71,495 | ||||||
| 3.00%, 3/1/35 |
29,998 | 28,406 | ||||||
| 2.50%, 4/1/35 |
176,906 | 164,069 | ||||||
| 2.50%, 5/1/35 |
126,436 | 117,063 | ||||||
| 3.00%, 5/1/35 |
17,150 | 16,232 | ||||||
| 3.50%, 6/1/35 |
16,461 | 15,832 | ||||||
| 2.00%, 8/1/35 |
64,467 | 58,023 | ||||||
| 2.50%, 8/1/35 |
68,341 | 63,274 | ||||||
| 1.50%, 9/1/35 |
117,136 | 102,660 | ||||||
| 2.00%, 9/1/35 |
57,643 | 51,881 | ||||||
| 2.00%, 10/1/35 |
266,058 | 239,464 | ||||||
| 2.50%, 10/1/35 |
51,270 | 47,469 | ||||||
| 1.50%, 12/1/35 |
198,657 | 174,106 | ||||||
| 2.50%, 1/1/36 |
34,708 | 32,135 | ||||||
| 1.50%, 2/1/36 |
599,989 | 525,841 | ||||||
| 2.00%, 2/1/36 |
528,906 | 476,039 | ||||||
| 2.00%, 7/1/36 |
281,595 | 253,053 | ||||||
| 1.00%, 8/1/36 |
43,768 | 37,393 | ||||||
| 1.50%, 8/1/36 |
42,657 | 37,333 | ||||||
| 2.50%, 8/1/36 |
164,676 | 152,277 | ||||||
| 2.00%, 9/1/36 |
85,578 | 76,904 | ||||||
| 1.00%, 10/1/36 |
22,445 | 19,146 | ||||||
| 2.00%, 10/1/36 |
181,640 | 163,230 | ||||||
| 2.00%, 11/1/36 |
189,057 | 169,894 | ||||||
| 1.50%, 1/1/37 |
84,367 | 73,837 | ||||||
| 1.50%, 2/1/37 |
413,972 | 362,305 | ||||||
| 1.50%, 3/1/37 |
270,900 | 236,873 | ||||||
| 1.50%, 4/1/37 |
23,664 | 20,692 | ||||||
| 2.00%, 4/1/37 |
322,934 | 289,906 | ||||||
| 2.50%, 6/1/37 |
63,494 | 58,604 | ||||||
| 4.00%, 9/1/37 |
23,913 | 23,396 | ||||||
| 4.00%, 10/1/37 |
28,740 | 28,179 | ||||||
| 5.50%, 4/1/38 |
19,709 | 20,516 | ||||||
| 2.93%, 11/15/38(a) |
100,000 | 48,606 | ||||||
| 2.00%, 11/1/40 |
36,938 | 31,579 | ||||||
| 4.50%, 12/1/40 |
28,491 | 28,524 | ||||||
| 1.50%, 1/1/41 |
89,325 | 72,958 | ||||||
| 2.00%, 1/1/41 |
77,856 | 66,537 | ||||||
| 2.00%, 2/1/41 |
40,000 | 34,179 | ||||||
| 4.00%, 2/1/41 |
130,008 | 126,682 | ||||||
| 2.00%, 3/1/41 |
61,223 | 52,283 | ||||||
| 2.00%, 4/1/41 |
187,933 | 160,447 | ||||||
| 2.00%, 8/1/41 |
200,043 | 170,600 | ||||||
| 2.00%, 11/1/41 |
45,935 | 39,142 | ||||||
| 1.50%, 12/1/41 |
70,427 | 57,496 | ||||||
| 1.50%, 1/1/42 |
70,876 | 57,862 | ||||||
| 2.00%, 1/1/42 |
210,853 | 179,574 | ||||||
| 2.50%, 1/1/42 |
69,073 | 60,607 | ||||||
| 2.50%, 2/1/42 |
46,920 | 41,170 | ||||||
| 3.50%, 3/1/42 |
25,303 | 23,895 | ||||||
| 2.50%, 5/1/42 |
48,163 | 42,250 | ||||||
| 3.00%, 5/1/42 |
24,091 | 21,762 | ||||||
| 3.50%, 6/1/42 |
302,646 | 285,525 | ||||||
| 3.00%, 6/1/43 |
33,590 | 30,681 | ||||||
| 3.00%, 7/1/43 |
50,848 | 46,695 | ||||||
| 3.00%, 8/1/43 |
51,496 | 47,038 | ||||||
| 4.00%, 12/1/43 |
8,856 | 8,599 | ||||||
| 3.00%, 1/1/44 |
51,196 | 46,809 | ||||||
| 3.50%, 9/1/44 |
39,009 | 36,824 | ||||||
| 4.00%, 9/1/44 |
24,039 | 23,332 | ||||||
| 3.50%, 1/1/45 |
56,284 | 52,805 | ||||||
| 4.00%, 4/1/45 |
87,572 | 84,689 | ||||||
| 4.50%, 7/1/45 |
14,979 | 14,996 | ||||||
| 3.50%, 8/1/45 |
25,071 | 23,437 | ||||||
| 4.00%, 8/1/45 |
15,433 | 14,940 | ||||||
| 3.50%, 9/1/45 |
31,294 | 29,235 | ||||||
| 4.00%, 11/1/45 |
16,790 | 16,253 | ||||||
| 3.00%, 1/1/46 |
202,301 | 183,049 | ||||||
| 4.00%, 2/1/46 |
36,509 | 35,307 | ||||||
| 3.50%, 3/1/46 |
16,812 | 15,701 | ||||||
| 3.00%, 4/1/46 |
5,578 | 5,044 | ||||||
| 3.50%, 4/1/46 |
67,767 | 63,199 | ||||||
| 3.00%, 5/1/46 |
75,023 | 68,410 | ||||||
| 3.50%, 5/1/46 |
7,366 | 6,870 | ||||||
| 3.00%, 9/1/46 |
449,995 | 407,002 | ||||||
| 4.50%, 9/1/46 |
37,234 | 37,173 | ||||||
| 3.00%, 10/1/46 |
33,462 | 30,286 | ||||||
| 3.00%, 11/1/46 |
121,257 | 109,637 | ||||||
| 4.00%, 11/1/46 |
9,776 | 9,418 | ||||||
| 3.50%, 12/1/46 |
39,052 | 36,455 | ||||||
| 3.00%, 2/1/47 |
709,158 | 644,343 | ||||||
| 3.50%, 2/1/47 |
72,337 | 67,460 | ||||||
| 4.00%, 2/1/47 |
8,068 | 7,772 | ||||||
| 4.50%, 4/1/47 |
7,265 | 7,200 | ||||||
| 3.50%, 5/1/47 |
7,326 | 6,837 | ||||||
| 3.50%, 7/1/47 |
174,500 | 164,628 | ||||||
| 4.00%, 7/1/47 |
43,795 | 42,134 | ||||||
| 3.50%, 8/1/47 |
42,495 | 39,662 | ||||||
| 4.00%, 8/1/47 |
18,063 | 17,389 | ||||||
| 3.00%, 10/1/47 |
25,120 | 22,721 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.50%, 10/1/47 |
$ | 10,516 | $ | 9,815 | ||||
| 3.50%, 11/1/47 |
148,152 | 138,744 | ||||||
| 3.50%, 12/1/47 |
45,503 | 42,427 | ||||||
| 4.00%, 2/1/48 |
16,292 | 15,684 | ||||||
| 3.50%, 7/1/48 |
35,492 | 33,042 | ||||||
| 4.00%, 7/1/48 |
75,196 | 72,742 | ||||||
| 3.00%, 11/1/48 |
199,685 | 180,547 | ||||||
| 5.00%, 3/1/49 |
29,188 | 29,443 | ||||||
| 3.50%, 6/1/49 |
46,977 | 43,801 | ||||||
| 3.50%, 7/1/49 |
229,950 | 214,659 | ||||||
| 3.50%, 8/1/49 |
429,420 | 399,114 | ||||||
| 4.00%, 8/1/49 |
59,799 | 57,414 | ||||||
| 2.50%, 9/1/49 |
91,596 | 79,022 | ||||||
| 3.00%, 10/1/49 |
88,100 | 78,706 | ||||||
| 3.50%, 10/1/49 |
74,136 | 69,206 | ||||||
| 5.00%, 10/1/49 |
11,064 | 11,161 | ||||||
| 3.00%, 12/1/49 |
488,329 | 437,280 | ||||||
| 3.00%, 1/1/50 |
70,553 | 63,178 | ||||||
| 3.00%, 2/1/50 |
56,729 | 50,681 | ||||||
| 3.00%, 4/1/50 |
303,183 | 270,987 | ||||||
| 3.50%, 4/1/50 |
112,240 | 104,694 | ||||||
| 2.50%, 5/1/50 |
112,010 | 95,647 | ||||||
| 4.00%, 5/1/50 |
73,031 | 70,360 | ||||||
| 2.50%, 6/1/50 |
181,168 | 156,043 | ||||||
| 3.00%, 6/1/50 |
661,106 | 592,703 | ||||||
| 2.50%, 7/1/50 |
255,700 | 220,174 | ||||||
| 2.00%, 8/1/50 |
608,960 | 503,558 | ||||||
| 2.50%, 8/1/50 |
91,189 | 78,707 | ||||||
| 2.00%, 9/1/50 |
410,464 | 339,542 | ||||||
| 2.50%, 9/1/50 |
279,089 | 238,360 | ||||||
| 2.00%, 10/1/50 |
28,406 | 23,498 | ||||||
| 2.50%, 10/1/50 |
255,611 | 220,043 | ||||||
| 1.50%, 11/1/50 |
63,307 | 49,233 | ||||||
| 1.50%, 12/1/50 |
43,557 | 33,874 | ||||||
| 2.00%, 12/1/50 |
379,935 | 313,997 | ||||||
| 1.50%, 1/1/51 |
43,087 | 33,508 | ||||||
| 2.00%, 1/1/51 |
382,046 | 315,666 | ||||||
| 2.50%, 1/1/51 |
68,041 | 58,461 | ||||||
| 3.00%, 1/1/51 |
87,584 | 77,960 | ||||||
| 4.50%, 1/1/51 |
48,821 | 48,212 | ||||||
| 1.50%, 2/1/51 |
86,281 | 67,100 | ||||||
| 2.00%, 2/1/51 |
1,005,603 | 830,770 | ||||||
| 2.00%, 3/1/51 |
129,244 | 106,833 | ||||||
| 2.50%, 3/1/51 |
107,730 | 92,533 | ||||||
| 1.50%, 4/1/51 |
266,636 | 207,615 | ||||||
| 2.00%, 4/1/51 |
283,478 | 233,286 | ||||||
| 2.00%, 5/1/51 |
1,715,706 | 1,412,935 | ||||||
| 2.50%, 5/1/51 |
704,618 | 604,751 | ||||||
| 1.50%, 6/1/51 |
545,873 | 424,825 | ||||||
| 3.00%, 7/1/51 |
275,126 | 245,367 | ||||||
| 2.00%, 8/1/51 |
273,523 | 225,502 | ||||||
| 2.50%, 9/1/51 |
1,606,313 | 1,377,490 | ||||||
| 2.00%, 10/1/51 |
558,531 | 460,300 | ||||||
| 2.50%, 10/1/51 |
178,158 | 153,573 | ||||||
| 2.00%, 11/1/51 |
1,052,321 | 867,080 | ||||||
| 2.00%, 12/1/51 |
1,402,604 | 1,154,667 | ||||||
| 2.50%, 12/1/51 |
130,060 | 111,485 | ||||||
| 2.50%, 1/1/52 |
429,520 | 367,860 | ||||||
| 2.00%, 2/1/52 |
334,613 | 275,152 | ||||||
| 2.50%, 2/1/52 |
1,048,217 | 897,854 | ||||||
| 3.50%, 2/1/52 |
410,914 | 377,086 | ||||||
| 2.00%, 3/1/52 |
721,779 | 593,297 | ||||||
| 3.00%, 3/1/52 |
481,839 | 426,436 | ||||||
| 3.50%, 5/1/52 |
492,444 | 451,152 | ||||||
| 4.00%, 5/1/52 |
96,893 | 91,598 | ||||||
| 3.00%, 6/1/52 |
72,869 | 64,532 | ||||||
| 4.00%, 6/1/52 |
343,442 | 325,793 | ||||||
| 4.50%, 6/1/52 |
48,211 | 46,880 | ||||||
| 3.50%, 7/1/52 |
48,876 | 44,770 | ||||||
| 4.00%, 7/1/52 |
390,714 | 369,360 | ||||||
| 4.00%, 8/1/52 |
49,095 | 46,412 | ||||||
| 4.50%, 9/1/52 |
391,182 | 380,427 | ||||||
| 5.00%, 9/1/52 |
49,343 | 49,094 | ||||||
|
|
|
|||||||
| Total Federal Home Loan Mortgage Corporation |
|
29,014,659 | ||||||
|
|
|
|||||||
| Federal National Mortgage Association - 12.7% |
||||||||
| 1.63%, 10/15/24 |
25,000 | 23,749 | ||||||
| 1.63%, 1/7/25 |
25,000 | 23,612 | ||||||
| 4.00%, 9/1/25 |
6,675 | 6,561 | ||||||
| 5.50%, 10/1/25 |
13,397 | 13,359 | ||||||
| 2.13%, 4/24/26 |
25,000 | 23,472 | ||||||
| 4.00%, 7/1/26 |
1,607 | 1,582 | ||||||
| 1.88%, 9/24/26 |
1,339,000 | 1,238,481 | ||||||
| 3.50%, 10/1/26 |
28,385 | 27,606 | ||||||
| 3.00%, 11/1/26 |
11,928 | 11,516 | ||||||
| 3.50%, 12/1/26 |
3,452 | 3,362 | ||||||
| 3.00%, 2/1/27 |
35,091 | 34,049 | ||||||
| 3.00%, 6/1/27 |
29,221 | 28,353 | ||||||
| 3.00%, 9/1/27 |
14,016 | 13,600 | ||||||
| 2.50%, 8/1/28 |
12,285 | 11,788 | ||||||
| 3.00%, 9/1/28 |
26,549 | 25,758 | ||||||
| 3.00%, 11/1/28 |
6,712 | 6,512 | ||||||
| 3.00%, 7/1/29 |
26,852 | 25,801 | ||||||
| 7.25%, 5/15/30 |
300,000 | 362,499 | ||||||
| 0.88%, 8/5/30 |
35,000 | 27,909 | ||||||
| 3.00%, 9/1/30 |
13,870 | 13,285 | ||||||
| 3.50%, 4/1/31 |
16,284 | 15,923 | ||||||
| 2.50%, 6/1/31 |
11,680 | 11,002 | ||||||
| 2.50%, 7/1/31 |
11,788 | 11,103 | ||||||
| 3.00%, 8/1/31 |
102,772 | 98,435 | ||||||
| 2.50%, 10/1/31 |
300,583 | 283,136 | ||||||
| 3.50%, 11/1/31 |
29,758 | 29,161 | ||||||
| 2.50%, 4/1/32 |
15,480 | 14,581 | ||||||
| 3.50%, 4/1/32 |
24,793 | 23,980 | ||||||
| 2.50%, 9/1/32 |
42,895 | 40,360 | ||||||
| 3.00%, 9/1/32 |
18,998 | 18,196 | ||||||
| 3.00%, 10/1/32 |
42,592 | 40,576 | ||||||
| 3.50%, 11/1/32 |
36,702 | 35,700 | ||||||
| 2.50%, 12/1/32 |
6,349 | 5,974 | ||||||
| 2.50%, 1/1/33 |
40,350 | 37,966 | ||||||
| 3.50%, 1/1/33 |
11,861 | 11,537 | ||||||
| 3.50%, 2/1/33 |
27,674 | 26,968 | ||||||
| 3.00%, 4/1/33 |
21,004 | 19,981 | ||||||
| 3.00%, 6/1/33 |
68,943 | 65,424 | ||||||
| 5.00%, 10/1/33 |
87,275 | 88,456 | ||||||
| 6.00%, 2/1/34 |
29,316 | 30,856 | ||||||
| 4.00%, 3/1/34 |
22,285 | 21,861 | ||||||
| 2.50%, 5/1/34 |
17,049 | 15,813 | ||||||
| 3.00%, 6/1/34 |
7,732 | 7,321 | ||||||
| 4.00%, 8/1/34 |
8,195 | 8,042 | ||||||
| 3.00%, 12/1/34 |
23,182 | 21,951 | ||||||
| 3.00%, 1/1/35 |
9,111 | 8,628 | ||||||
| 2.50%, 5/1/35 |
18,919 | 17,516 | ||||||
| 2.00%, 7/1/35 |
53,044 | 47,740 | ||||||
| 2.50%, 7/1/35 |
73,199 | 67,770 | ||||||
| 2.00%, 8/1/35 |
212,205 | 190,987 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 2.50%, 8/1/35 |
$ | 45,734 | $ | 42,719 | ||||
| 2.00%, 9/1/35 |
297,872 | 268,088 | ||||||
| 2.50%, 9/1/35 |
26,521 | 24,554 | ||||||
| 3.50%, 9/1/35 |
23,364 | 22,472 | ||||||
| 1.50%, 10/1/35 |
40,091 | 35,135 | ||||||
| 2.00%, 10/1/35 |
93,405 | 84,009 | ||||||
| 1.50%, 12/1/35 |
189,882 | 166,412 | ||||||
| 2.00%, 12/1/35 |
292,105 | 262,859 | ||||||
| 3.50%, 1/1/36 |
8,322 | 8,005 | ||||||
| 2.50%, 2/1/36 |
15,549 | 14,396 | ||||||
| 1.50%, 3/1/36 |
136,420 | 119,391 | ||||||
| 2.00%, 3/1/36 |
71,273 | 64,046 | ||||||
| 1.50%, 4/1/36 |
214,886 | 188,126 | ||||||
| 2.50%, 4/1/36 |
158,314 | 146,393 | ||||||
| 3.00%, 4/1/36 |
17,947 | 16,843 | ||||||
| 2.00%, 5/1/36 |
37,605 | 33,792 | ||||||
| 1.50%, 6/1/36 |
193,476 | 169,561 | ||||||
| 3.00%, 6/1/36 |
42,186 | 39,463 | ||||||
| 3.50%, 7/1/36 |
21,225 | 20,418 | ||||||
| 3.00%, 9/1/36 |
87,536 | 81,885 | ||||||
| 1.50%, 10/1/36 |
223,779 | 196,093 | ||||||
| 2.00%, 10/1/36 |
305,618 | 274,650 | ||||||
| 1.50%, 11/1/36 |
90,248 | 78,982 | ||||||
| 2.00%, 11/1/36 |
246,865 | 221,858 | ||||||
| 3.00%, 11/1/36 |
50,626 | 47,543 | ||||||
| 2.00%, 12/1/36 |
114,752 | 103,173 | ||||||
| 2.50%, 12/1/36 |
85,701 | 79,489 | ||||||
| 2.00%, 1/1/37 |
91,548 | 82,271 | ||||||
| 2.50%, 1/1/37 |
430,191 | 397,797 | ||||||
| 3.00%, 1/1/37 |
49,633 | 46,429 | ||||||
| 2.00%, 2/1/37 |
252,428 | 226,848 | ||||||
| 3.00%, 2/1/37 |
34,542 | 32,312 | ||||||
| 3.00%, 4/1/37 |
63,447 | 60,443 | ||||||
| 2.00%, 5/1/37 |
288,763 | 259,212 | ||||||
| 3.50%, 5/1/37 |
92,723 | 89,848 | ||||||
| 3.00%, 6/1/37 |
47,208 | 44,383 | ||||||
| 3.50%, 7/1/37 |
18,656 | 17,950 | ||||||
| 5.50%, 8/1/37 |
175,258 | 180,838 | ||||||
| 4.00%, 1/17/38(b) |
50,000 | 48,918 | ||||||
| 3.50%, 4/1/38 |
10,149 | 9,769 | ||||||
| 4.50%, 9/1/39 |
9,421 | 9,422 | ||||||
| 3.00%, 12/1/39 |
86,237 | 79,489 | ||||||
| 2.50%, 3/1/40 |
21,975 | 19,299 | ||||||
| 3.00%, 4/1/40 |
94,021 | 84,928 | ||||||
| 2.50%, 5/1/40 |
18,245 | 16,008 | ||||||
| 3.00%, 6/1/40 |
13,406 | 12,109 | ||||||
| 4.50%, 8/1/40 |
18,862 | 18,865 | ||||||
| 2.00%, 9/1/40 |
54,701 | 46,870 | ||||||
| 2.50%, 9/1/40 |
56,618 | 49,676 | ||||||
| 4.50%, 9/1/40 |
184,981 | 185,013 | ||||||
| 5.50%, 9/1/40 |
34,306 | 35,667 | ||||||
| 4.00%, 10/1/40 |
421,950 | 410,937 | ||||||
| 2.00%, 11/1/40 |
73,053 | 62,446 | ||||||
| 2.00%, 12/1/40 |
112,691 | 96,322 | ||||||
| 2.50%, 12/1/40 |
31,883 | 27,972 | ||||||
| 3.50%, 12/1/40 |
65,953 | 62,215 | ||||||
| 3.50%, 2/1/41 |
203,075 | 191,565 | ||||||
| 1.50%, 3/1/41 |
63,189 | 51,586 | ||||||
| 2.00%, 3/1/41 |
20,549 | 17,549 | ||||||
| 2.50%, 3/1/41 |
43,151 | 38,088 | ||||||
| 2.00%, 4/1/41 |
21,140 | 18,049 | ||||||
| 1.50%, 5/1/41 |
65,724 | 53,655 | ||||||
| 2.00%, 5/1/41 |
68,568 | 58,527 | ||||||
| 2.50%, 5/1/41 |
72,397 | 63,523 | ||||||
| 1.50%, 6/1/41 |
44,127 | 36,024 | ||||||
| 2.00%, 6/1/41 |
65,121 | 55,569 | ||||||
| 1.50%, 7/1/41 |
79,132 | 64,601 | ||||||
| 1.50%, 10/1/41 |
91,752 | 74,903 | ||||||
| 2.50%, 10/1/41 |
155,532 | 136,466 | ||||||
| 3.50%, 10/1/41 |
132,229 | 124,735 | ||||||
| 2.00%, 11/1/41 |
183,667 | 156,509 | ||||||
| 2.50%, 2/1/42 |
93,680 | 82,196 | ||||||
| 3.00%, 2/1/42 |
22,950 | 20,831 | ||||||
| 2.00%, 3/1/42 |
42,841 | 36,457 | ||||||
| 2.00%, 5/1/42 |
72,289 | 61,518 | ||||||
| 3.50%, 6/1/42 |
6,314 | 5,957 | ||||||
| 4.00%, 7/1/42 |
48,431 | 47,074 | ||||||
| 2.00%, 8/1/42 |
48,730 | 41,492 | ||||||
| 4.00%, 9/1/42 |
137,173 | 133,209 | ||||||
| 3.00%, 1/1/43 |
54,971 | 50,235 | ||||||
| 3.00%, 4/1/43 |
41,332 | 37,753 | ||||||
| 3.00%, 5/1/43 |
123,745 | 113,045 | ||||||
| 3.50%, 5/1/43 |
11,171 | 10,535 | ||||||
| 3.00%, 6/1/43 |
67,443 | 61,875 | ||||||
| 4.00%, 6/1/43 |
4,062 | 3,948 | ||||||
| 3.00%, 7/1/43 |
160,174 | 146,305 | ||||||
| 3.00%, 8/1/43 |
419,186 | 382,928 | ||||||
| 3.00%, 9/1/43 |
47,154 | 43,071 | ||||||
| 4.00%, 11/1/43 |
7,383 | 7,162 | ||||||
| 3.00%, 2/1/44 |
36,551 | 33,400 | ||||||
| 4.00%, 2/1/44 |
53,399 | 51,803 | ||||||
| 4.50%, 2/1/44 |
76,232 | 76,736 | ||||||
| 4.50%, 4/1/44 |
81,096 | 80,896 | ||||||
| 3.50%, 5/1/44 |
38,336 | 36,232 | ||||||
| 4.00%, 5/1/44 |
164,069 | 159,393 | ||||||
| 4.50%, 5/1/44 |
5,997 | 5,982 | ||||||
| 4.00%, 9/1/44 |
36,845 | 35,726 | ||||||
| 4.00%, 10/1/44 |
52,736 | 51,134 | ||||||
| 4.00%, 12/1/44 |
81,897 | 79,563 | ||||||
| 3.50%, 2/1/45 |
61,063 | 57,610 | ||||||
| 5.00%, 2/1/45 |
32,744 | 33,471 | ||||||
| 3.50%, 3/1/45 |
34,407 | 32,135 | ||||||
| 3.50%, 4/1/45 |
38,946 | 36,584 | ||||||
| 3.50%, 6/1/45 |
65,812 | 61,931 | ||||||
| 4.00%, 6/1/45 |
28,672 | 27,815 | ||||||
| 3.50%, 8/1/45 |
72,027 | 67,462 | ||||||
| 3.50%, 12/1/45 |
93,406 | 87,236 | ||||||
| 3.00%, 1/1/46 |
52,471 | 47,476 | ||||||
| 3.50%, 1/1/46 |
76,954 | 71,871 | ||||||
| 3.50%, 2/1/46 |
18,157 | 16,957 | ||||||
| 3.50%, 4/1/46 |
6,388 | 5,957 | ||||||
| 3.00%, 5/1/46 |
42,118 | 38,081 | ||||||
| 3.50%, 5/1/46 |
301,834 | 281,877 | ||||||
| 4.50%, 5/1/46 |
34,177 | 33,866 | ||||||
| 3.50%, 6/1/46 |
73,232 | 68,294 | ||||||
| 4.00%, 7/1/46 |
10,205 | 9,821 | ||||||
| 3.00%, 9/1/46 |
34,594 | 31,279 | ||||||
| 3.50%, 9/1/46 |
123,862 | 115,510 | ||||||
| 3.00%, 10/1/46 |
11,774 | 10,646 | ||||||
| 4.00%, 10/1/46 |
11,183 | 10,763 | ||||||
| 2.50%, 11/1/46 |
8,584 | 7,508 | ||||||
| 3.00%, 11/1/46 |
406,837 | 370,033 | ||||||
| 3.50%, 11/1/46 |
12,580 | 11,749 | ||||||
| 4.50%, 11/1/46 |
15,219 | 15,181 | ||||||
| 3.50%, 12/1/46 |
67,445 | 63,317 | ||||||
| 3.00%, 1/1/47 |
27,957 | 25,277 | ||||||
| 3.50%, 1/1/47 |
68,199 | 63,600 | ||||||
| 4.00%, 1/1/47 |
79,249 | 76,273 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.00%, 2/1/47 |
$ | 15,757 | $ | 14,247 | ||||
| 4.00%, 2/1/47 |
8,992 | 8,654 | ||||||
| 4.00%, 3/1/47 |
50,601 | 48,681 | ||||||
| 4.00%, 5/1/47 |
21,808 | 20,980 | ||||||
| 4.50%, 5/1/47 |
77,913 | 77,719 | ||||||
| 3.50%, 7/1/47 |
84,094 | 78,409 | ||||||
| 4.00%, 7/1/47 |
110,031 | 105,856 | ||||||
| 4.00%, 8/1/47 |
151,278 | 145,951 | ||||||
| 3.50%, 9/1/47 |
78,052 | 73,449 | ||||||
| 3.50%, 11/1/47 |
196,597 | 183,308 | ||||||
| 4.50%, 11/1/47 |
54,152 | 53,614 | ||||||
| 3.00%, 12/1/47 |
53,959 | 48,787 | ||||||
| 3.50%, 12/1/47 |
34,886 | 32,528 | ||||||
| 3.50%, 1/1/48 |
93,778 | 88,225 | ||||||
| 4.00%, 1/1/48 |
51,620 | 49,662 | ||||||
| 4.50%, 1/1/48 |
164,011 | 162,380 | ||||||
| 3.00%, 4/1/48 |
52,238 | 47,715 | ||||||
| 4.00%, 4/1/48 |
192,734 | 185,715 | ||||||
| 4.50%, 5/1/48 |
16,779 | 16,589 | ||||||
| 4.50%, 6/1/48 |
189,274 | 187,129 | ||||||
| 4.50%, 7/1/48 |
27,063 | 26,757 | ||||||
| 4.00%, 8/1/48 |
18,107 | 17,414 | ||||||
| 4.00%, 9/1/48 |
283,025 | 272,718 | ||||||
| 4.00%, 11/1/48 |
543,091 | 522,575 | ||||||
| 3.00%, 12/1/48 |
50,796 | 45,928 | ||||||
| 4.00%, 1/1/49 |
105,232 | 101,219 | ||||||
| 5.00%, 5/1/49 |
37,283 | 37,608 | ||||||
| 3.50%, 6/1/49 |
118,062 | 109,903 | ||||||
| 4.00%, 6/1/49 |
252,061 | 242,613 | ||||||
| 4.50%, 7/1/49 |
13,866 | 13,663 | ||||||
| 3.50%, 8/1/49 |
262,133 | 242,582 | ||||||
| 3.00%, 9/1/49 |
371,322 | 332,729 | ||||||
| 4.00%, 9/1/49 |
97,597 | 93,809 | ||||||
| 3.00%, 10/1/49 |
74,500 | 66,557 | ||||||
| 4.00%, 10/1/49 |
143,483 | 137,767 | ||||||
| 2.50%, 11/1/49 |
268,830 | 231,934 | ||||||
| 3.50%, 11/1/49 |
148,081 | 138,781 | ||||||
| 5.00%, 11/1/49 |
119,352 | 120,386 | ||||||
| 2.50%, 1/1/50 |
57,991 | 50,032 | ||||||
| 3.00%, 1/1/50 |
37,849 | 33,813 | ||||||
| 3.50%, 1/1/50 |
86,205 | 79,776 | ||||||
| 4.50%, 1/1/50 |
68,836 | 67,978 | ||||||
| 3.00%, 3/1/50 |
126,047 | 113,041 | ||||||
| 4.00%, 3/1/50 |
62,486 | 60,130 | ||||||
| 4.50%, 3/1/50 |
70,458 | 69,660 | ||||||
| 5.00%, 3/1/50 |
144,266 | 145,523 | ||||||
| 2.50%, 4/1/50 |
273,306 | 235,695 | ||||||
| 3.00%, 4/1/50 |
89,688 | 79,982 | ||||||
| 3.50%, 4/1/50 |
484,456 | 450,575 | ||||||
| 3.50%, 5/1/50 |
122,069 | 113,102 | ||||||
| 4.00%, 5/1/50 |
49,153 | 46,884 | ||||||
| 4.50%, 5/1/50 |
130,397 | 127,069 | ||||||
| 2.50%, 6/1/50 |
537,233 | 462,870 | ||||||
| 4.00%, 6/1/50 |
124,736 | 119,767 | ||||||
| 2.50%, 7/1/50 |
273,095 | 235,090 | ||||||
| 3.00%, 7/1/50 |
134,992 | 120,329 | ||||||
| 2.00%, 8/1/50 |
219,348 | 181,383 | ||||||
| 2.50%, 8/1/50 |
212,258 | 182,433 | ||||||
| 3.00%, 8/1/50 |
29,582 | 26,634 | ||||||
| 2.00%, 9/1/50 |
1,028,140 | 850,188 | ||||||
| 2.50%, 9/1/50 |
966,230 | 834,594 | ||||||
| 2.00%, 10/1/50 |
643,130 | 531,772 | ||||||
| 1.50%, 11/1/50 |
296,867 | 230,858 | ||||||
| 2.00%, 11/1/50 |
1,161,778 | 960,335 | ||||||
| 2.50%, 11/1/50 |
165,999 | 143,466 | ||||||
| 1.50%, 12/1/50 |
411,180 | 319,754 | ||||||
| 2.00%, 12/1/50 |
1,526,459 | 1,261,549 | ||||||
| 2.50%, 12/1/50 |
701,745 | 603,839 | ||||||
| 3.00%, 12/1/50 |
59,272 | 52,776 | ||||||
| 1.50%, 1/1/51 |
195,075 | 151,700 | ||||||
| 2.00%, 1/1/51 |
795,155 | 656,968 | ||||||
| 2.50%, 1/1/51 |
835,903 | 718,618 | ||||||
| 2.00%, 2/1/51 |
927,031 | 765,860 | ||||||
| 2.50%, 2/1/51 |
730,682 | 629,919 | ||||||
| 3.00%, 2/1/51 |
174,968 | 156,528 | ||||||
| 1.50%, 3/1/51 |
228,482 | 177,931 | ||||||
| 2.00%, 3/1/51 |
1,474,903 | 1,221,509 | ||||||
| 1.50%, 4/1/51 |
98,269 | 76,517 | ||||||
| 2.00%, 4/1/51 |
2,085,134 | 1,718,429 | ||||||
| 2.00%, 5/1/51 |
650,398 | 537,722 | ||||||
| 2.50%, 5/1/51 |
737,144 | 632,629 | ||||||
| 1.50%, 6/1/51 |
456,409 | 355,247 | ||||||
| 2.00%, 6/1/51 |
221,874 | 182,905 | ||||||
| 2.00%, 7/1/51 |
383,388 | 316,297 | ||||||
| 2.50%, 7/1/51 |
273,738 | 234,899 | ||||||
| 3.00%, 7/1/51 |
239,440 | 212,894 | ||||||
| 1.50%, 8/1/51 |
69,749 | 54,268 | ||||||
| 2.50%, 8/1/51 |
1,413,000 | 1,212,829 | ||||||
| 2.00%, 9/1/51 |
439,203 | 361,972 | ||||||
| 2.50%, 9/1/51 |
954,303 | 818,619 | ||||||
| 3.50%, 9/1/51 |
54,234 | 49,816 | ||||||
| 2.00%, 10/1/51 |
426,716 | 351,681 | ||||||
| 3.00%, 11/1/51 |
116,774 | 103,655 | ||||||
| 2.00%, 12/1/51 |
517,574 | 426,401 | ||||||
| 2.50%, 12/1/51 |
674,466 | 577,926 | ||||||
| 3.00%, 12/1/51 |
324,942 | 289,711 | ||||||
| 2.00%, 1/1/52 |
393,950 | 324,086 | ||||||
| 2.50%, 1/1/52 |
186,868 | 160,979 | ||||||
| 2.50%, 2/1/52 |
497,896 | 426,201 | ||||||
| 3.00%, 2/1/52 |
801,160 | 710,441 | ||||||
| 2.50%, 3/1/52 |
214,402 | 183,458 | ||||||
| 3.00%, 3/1/52 |
198,153 | 175,272 | ||||||
| 1.50%, 4/1/52 |
72,786 | 56,631 | ||||||
| 2.50%, 4/1/52 |
955,730 | 816,979 | ||||||
| 3.00%, 4/1/52 |
466,731 | 413,048 | ||||||
| 3.50%, 5/1/52 |
198,040 | 181,611 | ||||||
| 3.50%, 6/1/52 |
467,234 | 427,971 | ||||||
| 4.00%, 9/1/52 |
147,211 | 139,163 | ||||||
| 5.50%, 11/1/52 |
24,940 | 25,308 | ||||||
|
|
|
|||||||
| Total Federal National Mortgage Association |
|
43,791,830 | ||||||
|
|
|
|||||||
| Government National Mortgage Association - 6.0% |
||||||||
| 2.50%, 7/20/28 |
38,034 | 36,530 | ||||||
| 3.00%, 4/20/33 |
21,411 | 20,143 | ||||||
| 2.00%, 5/20/36 |
38,865 | 34,909 | ||||||
| 4.00%, 11/20/40 |
87,557 | 86,237 | ||||||
| 3.00%, 11/20/42 |
138,410 | 127,553 | ||||||
| 3.50%, 2/20/43 |
43,912 | 41,775 | ||||||
| 5.00%, 2/20/43 |
20,590 | 21,159 | ||||||
| 3.50%, 3/20/43 |
124,997 | 118,848 | ||||||
| 4.00%, 5/20/43 |
19,984 | 19,651 | ||||||
| 4.00%, 6/20/43 |
40,592 | 39,916 | ||||||
| 3.00%, 8/20/43 |
91,522 | 84,345 | ||||||
| 5.00%, 4/20/44 |
43,765 | 45,004 | ||||||
| 3.50%, 7/20/44 |
50,161 | 47,650 | ||||||
| 4.00%, 7/20/44 |
98,259 | 95,882 | ||||||
| 5.00%, 7/20/44 |
8,311 | 8,547 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.50%, 8/20/44 |
$ | 63,965 | $ | 60,764 | ||||
| 5.00%, 8/20/44 |
7,174 | 7,376 | ||||||
| 3.00%, 9/20/44 |
30,071 | 27,688 | ||||||
| 4.50%, 9/20/44 |
26,376 | 26,436 | ||||||
| 3.50%, 10/20/44 |
374,631 | 355,884 | ||||||
| 3.00%, 1/20/45 |
11,168 | 10,283 | ||||||
| 4.00%, 4/20/45 |
66,189 | 64,587 | ||||||
| 3.00%, 7/20/45 |
81,728 | 75,055 | ||||||
| 3.50%, 8/20/45 |
67,609 | 64,139 | ||||||
| 3.50%, 11/20/45 |
49,655 | 47,107 | ||||||
| 3.00%, 12/20/45 |
62,787 | 57,661 | ||||||
| 3.50%, 12/20/45 |
89,195 | 84,618 | ||||||
| 4.50%, 12/20/45 |
25,125 | 25,181 | ||||||
| 3.50%, 1/20/46 |
167,250 | 158,668 | ||||||
| 3.00%, 5/20/46 |
309,226 | 283,882 | ||||||
| 4.00%, 7/20/46 |
72,586 | 70,609 | ||||||
| 3.00%, 9/20/46 |
94,061 | 86,352 | ||||||
| 3.50%, 9/20/46 |
51,929 | 49,152 | ||||||
| 2.50%, 10/20/46 |
58,595 | 52,337 | ||||||
| 3.00%, 10/20/46 |
38,295 | 35,156 | ||||||
| 3.00%, 12/20/46 |
7,122 | 6,538 | ||||||
| 4.00%, 12/20/46 |
16,620 | 16,167 | ||||||
| 4.00%, 1/20/47 |
14,550 | 14,153 | ||||||
| 4.50%, 1/20/47 |
19,652 | 19,684 | ||||||
| 3.00%, 2/20/47 |
596,572 | 547,677 | ||||||
| 3.50%, 2/20/47 |
54,423 | 51,512 | ||||||
| 3.50%, 3/20/47 |
50,018 | 47,272 | ||||||
| 3.50%, 4/20/47 |
26,778 | 25,308 | ||||||
| 4.00%, 4/20/47 |
79,113 | 76,860 | ||||||
| 3.00%, 5/20/47 |
31,663 | 29,073 | ||||||
| 4.00%, 7/20/47 |
17,507 | 17,009 | ||||||
| 4.00%, 8/20/47 |
15,180 | 14,748 | ||||||
| 3.50%, 9/20/47 |
42,614 | 40,274 | ||||||
| 4.50%, 10/20/47 |
6,783 | 6,738 | ||||||
| 3.50%, 11/20/47 |
122,653 | 115,920 | ||||||
| 3.50%, 1/20/48 |
172,445 | 162,979 | ||||||
| 4.00%, 1/20/48 |
29,425 | 28,587 | ||||||
| 3.00%, 2/20/48 |
132,220 | 121,404 | ||||||
| 3.50%, 2/20/48 |
153,729 | 145,290 | ||||||
| 3.50%, 3/20/48 |
14,863 | 14,048 | ||||||
| 3.50%, 4/20/48 |
26,266 | 24,824 | ||||||
| 3.50%, 6/20/48 |
44,276 | 41,845 | ||||||
| 4.50%, 6/20/48 |
30,376 | 30,117 | ||||||
| 3.50%, 7/20/48 |
99,912 | 94,175 | ||||||
| 4.00%, 9/20/48 |
23,505 | 22,799 | ||||||
| 4.50%, 9/20/48 |
13,523 | 13,408 | ||||||
| 3.50%, 10/20/48 |
179,374 | 169,075 | ||||||
| 4.50%, 1/20/49 |
13,580 | 13,464 | ||||||
| 3.50%, 3/20/49 |
6,717 | 6,332 | ||||||
| 4.00%, 3/20/49 |
24,427 | 23,694 | ||||||
| 4.50%, 3/20/49 |
6,427 | 6,373 | ||||||
| 5.00%, 3/20/49 |
11,908 | 12,043 | ||||||
| 4.00%, 4/20/49 |
10,291 | 9,930 | ||||||
| 4.50%, 6/20/49 |
41,803 | 41,448 | ||||||
| 3.50%, 7/20/49 |
37,389 | 35,177 | ||||||
| 3.00%, 8/20/49 |
59,840 | 54,658 | ||||||
| 3.50%, 8/20/49 |
21,885 | 20,587 | ||||||
| 3.00%, 9/20/49 |
235,825 | 215,338 | ||||||
| 3.00%, 10/20/49 |
230,245 | 210,179 | ||||||
| 4.00%, 10/20/49 |
28,093 | 27,109 | ||||||
| 3.00%, 11/15/49 |
7,512 | 6,820 | ||||||
| 2.50%, 11/20/49 |
40,716 | 35,746 | ||||||
| 3.00%, 1/20/50 |
6,601 | 6,020 | ||||||
| 3.50%, 1/20/50 |
4,799 | 4,512 | ||||||
| 4.50%, 1/20/50 |
10,058 | 9,973 | ||||||
| 3.00%, 2/20/50 |
80,847 | 73,712 | ||||||
| 4.00%, 2/20/50 |
152,990 | 147,632 | ||||||
| 2.50%, 4/20/50 |
95,334 | 84,063 | ||||||
| 3.00%, 5/20/50 |
103,250 | 94,009 | ||||||
| 2.50%, 6/20/50 |
144,910 | 127,777 | ||||||
| 3.00%, 6/20/50 |
47,291 | 43,051 | ||||||
| 3.50%, 7/20/50 |
124,187 | 116,705 | ||||||
| 5.00%, 7/20/50 |
47,589 | 48,132 | ||||||
| 2.00%, 8/20/50 |
134,849 | 115,298 | ||||||
| 2.50%, 8/20/50 |
361,106 | 318,413 | ||||||
| 3.00%, 8/20/50 |
418,244 | 380,618 | ||||||
| 3.50%, 8/20/50 |
94,464 | 88,576 | ||||||
| 4.00%, 8/20/50 |
35,732 | 34,480 | ||||||
| 2.50%, 9/20/50 |
129,803 | 114,457 | ||||||
| 3.00%, 9/20/50 |
200,320 | 182,299 | ||||||
| 4.00%, 9/20/50 |
40,727 | 39,300 | ||||||
| 4.50%, 9/20/50 |
52,591 | 52,144 | ||||||
| 3.50%, 10/20/50 |
23,883 | 22,457 | ||||||
| 2.00%, 11/20/50 |
551,657 | 471,676 | ||||||
| 2.50%, 11/20/50 |
278,614 | 245,674 | ||||||
| 3.00%, 11/20/50 |
77,520 | 70,534 | ||||||
| 2.00%, 12/20/50 |
189,311 | 161,864 | ||||||
| 2.50%, 12/20/50 |
661,414 | 583,216 | ||||||
| 3.50%, 12/20/50 |
194,583 | 182,396 | ||||||
| 2.00%, 1/20/51 |
747,070 | 638,757 | ||||||
| 2.50%, 1/20/51 |
461,659 | 407,078 | ||||||
| 2.00%, 3/20/51 |
418,613 | 357,309 | ||||||
| 2.50%, 3/20/51 |
458,601 | 404,045 | ||||||
| 2.00%, 4/20/51 |
81,533 | 69,568 | ||||||
| 2.50%, 4/20/51 |
196,983 | 173,489 | ||||||
| 2.00%, 5/20/51 |
436,279 | 372,118 | ||||||
| 2.50%, 5/20/51 |
67,589 | 59,507 | ||||||
| 3.00%, 5/20/51 |
35,863 | 32,516 | ||||||
| 2.00%, 6/20/51 |
357,903 | 305,158 | ||||||
| 2.00%, 7/20/51 |
434,429 | 370,271 | ||||||
| 2.50%, 7/20/51 |
344,117 | 302,755 | ||||||
| 3.00%, 7/20/51 |
118,796 | 107,645 | ||||||
| 2.00%, 8/20/51 |
154,505 | 131,639 | ||||||
| 2.50%, 8/20/51 |
547,362 | 481,401 | ||||||
| 1.50%, 9/20/51 |
45,476 | 36,802 | ||||||
| 2.00%, 9/20/51 |
556,619 | 474,071 | ||||||
| 2.50%, 9/20/51 |
379,190 | 333,377 | ||||||
| 3.00%, 9/20/51 |
232,882 | 210,893 | ||||||
| 3.50%, 9/20/51 |
214,660 | 200,145 | ||||||
| 2.00%, 10/20/51 |
274,745 | 233,915 | ||||||
| 2.00%, 11/20/51 |
732,490 | 623,388 | ||||||
| 2.50%, 11/20/51 |
96,206 | 84,533 | ||||||
| 2.00%, 12/20/51 |
140,788 | 119,775 | ||||||
| 2.50%, 12/20/51 |
696,925 | 612,369 | ||||||
| 2.50%, 1/20/52 |
259,039 | 227,531 | ||||||
| 3.00%, 1/20/52 |
512,566 | 463,598 | ||||||
| 3.50%, 2/20/52 |
23,913 | 22,296 | ||||||
| 2.00%, 3/20/52 |
178,674 | 151,801 | ||||||
| 2.50%, 3/20/52 |
287,776 | 252,223 | ||||||
| 2.00%, 4/20/52 |
96,928 | 82,247 | ||||||
| 3.00%, 6/20/52 |
122,291 | 110,226 | ||||||
| 2.50%, 7/20/52 |
131,835 | 115,753 | ||||||
| 3.00%, 7/20/52 |
122,411 | 110,500 | ||||||
| 3.50%, 7/20/52 |
74,057 | 68,691 | ||||||
| 4.50%, 7/20/52 |
667,911 | 653,680 | ||||||
| 4.00%, 8/20/52 |
248,094 | 236,673 | ||||||
| 3.50%, 9/20/52 |
174,145 | 161,382 | ||||||
| 4.00%, 9/20/52 |
199,117 | 189,951 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.50%, 10/20/52 |
$ | 99,810 | $ | 92,495 | ||||
| 3.50%, 12/20/52(b) |
25,000 | 23,168 | ||||||
| 4.00%, 12/20/52(b) |
600,000 | 572,355 | ||||||
| 4.50%, 12/20/52(b) |
300,000 | 293,559 | ||||||
| 5.00%, 12/20/52(b) |
400,000 | 399,427 | ||||||
| 4.50%, 1/23/53(b) |
100,000 | 97,865 | ||||||
| 5.00%, 1/23/53(b) |
100,000 | 99,829 | ||||||
|
|
|
|||||||
| Total Government National Mortgage Association |
|
20,474,228 | ||||||
|
|
|
|||||||
| Tennessee Valley Authority - 0.2% |
| |||||||
| 2.88%, 9/15/24 |
25,000 | 24,257 | ||||||
| 5.25%, 9/15/39 |
490,000 | 523,389 | ||||||
|
|
|
|||||||
| Total Tennessee Valley Authority |
|
547,646 | ||||||
|
|
|
|||||||
| Uniform Mortgage-Backed Securities - 1.2% |
| |||||||
| 3.00%, 12/1/37(b) |
200,000 | 188,020 | ||||||
| 3.50%, 12/15/37(b) |
100,000 | 96,090 | ||||||
| 2.50%, 12/1/52(b) |
25,000 | 21,333 | ||||||
| 3.00%, 12/1/52(b) |
50,000 | 44,200 | ||||||
| 4.00%, 12/13/52(b) |
400,000 | 378,065 | ||||||
| 4.50%, 12/13/52(b) |
1,350,000 | 1,312,484 | ||||||
| 5.00%, 12/13/52(b) |
1,050,000 | 1,044,463 | ||||||
| 5.50%, 12/13/52(b) |
500,000 | 505,728 | ||||||
| 4.50%, 1/12/53(b) |
150,000 | 145,834 | ||||||
| 5.00%, 1/12/53(b) |
150,000 | 149,163 | ||||||
| 5.50%, 1/12/53(b) |
250,000 | 252,591 | ||||||
|
|
|
|||||||
| Total Uniform Mortgage-Backed Securities |
|
4,137,971 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT AGENCIES (Cost: $108,322,077) |
|
98,264,319 | ||||||
|
|
|
|||||||
| U.S. GOVERNMENT OBLIGATIONS - 39.6% |
| |||||||
| U.S. Treasury Bonds - 10.8% |
| |||||||
| 6.50%, 11/15/26 |
6,735,000 | 7,351,147 | ||||||
| 6.13%, 8/15/29 |
3,605,000 | 4,093,928 | ||||||
| 3.50%, 2/15/39 |
1,752,000 | 1,687,669 | ||||||
| 4.50%, 8/15/39 |
992,000 | 1,077,483 | ||||||
| 2.75%, 8/15/42 |
735,000 | 605,973 | ||||||
| 3.75%, 11/15/43 |
301,000 | 289,054 | ||||||
| 2.88%, 8/15/45 |
4,354,000 | 3,587,288 | ||||||
| 3.00%, 11/15/45 |
6,641,000 | 5,593,486 | ||||||
| 3.00%, 2/15/47 |
7,740,000 | 6,502,809 | ||||||
| 2.75%, 11/15/47 |
269,000 | 215,936 | ||||||
| 3.00%, 2/15/48 |
341,000 | 287,346 | ||||||
| 2.00%, 8/15/51 |
450,000 | 306,035 | ||||||
| 3.00%, 8/15/52 |
6,345,000 | 5,438,359 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Bonds |
|
37,036,513 | ||||||
|
|
|
|||||||
| U.S. Treasury Notes - 28.8% |
| |||||||
| 0.13%, 12/15/23 |
1,516,600 | 1,446,457 | ||||||
| 2.38%, 2/29/24 |
250,000 | 243,257 | ||||||
| 2.13%, 3/31/24 |
362,000 | 350,377 | ||||||
| 2.00%, 4/30/24 |
341,000 | 328,852 | ||||||
| 2.25%, 4/30/24 |
2,300,000 | 2,225,565 | ||||||
| 2.00%, 5/31/24 |
5,000,000 | 4,812,988 | ||||||
| 2.13%, 7/31/24 |
500,000 | 480,840 | ||||||
| 3.00%, 7/31/24 |
5,000,000 | 4,881,543 | ||||||
| 1.88%, 8/31/24 |
190,000 | 181,654 | ||||||
| 3.25%, 8/31/24 |
645,000 | 632,100 | ||||||
| 4.25%, 9/30/24 |
5,370,000 | 5,354,687 | ||||||
| 1.50%, 10/31/24 |
2,800,000 | 2,653,984 | ||||||
| 2.25%, 10/31/24 |
250,000 | 240,347 | ||||||
| 4.38%, 10/31/24 |
750,000 | 750,029 | ||||||
| 1.50%, 11/30/24 |
25,000 | 23,642 | ||||||
| 2.88%, 4/30/25 |
188,000 | 182,191 | ||||||
| 3.00%, 7/15/25 |
4,800,000 | 4,662,563 | ||||||
| 3.13%, 8/15/25 |
4,760,000 | 4,637,467 | ||||||
| 2.75%, 8/31/25 |
4,990,000 | 4,812,621 | ||||||
| 3.50%, 9/15/25 |
4,880,000 | 4,802,797 | ||||||
| 4.25%, 10/15/25 |
1,000,000 | 1,003,984 | ||||||
| 2.88%, 11/30/25 |
1,300,000 | 1,256,684 | ||||||
| 1.75%, 12/31/26 |
8,825,000 | 8,111,761 | ||||||
| 0.63%, 3/31/27 |
3,000,000 | 2,612,578 | ||||||
| 2.75%, 7/31/27 |
4,840,000 | 4,613,503 | ||||||
| 3.13%, 8/31/27 |
5,110,000 | 4,956,101 | ||||||
| 4.13%, 9/30/27 |
1,380,000 | 1,397,466 | ||||||
| 4.13%, 10/31/27 |
7,945,000 | 8,050,209 | ||||||
| 1.38%, 12/31/28 |
2,620,000 | 2,282,777 | ||||||
| 3.25%, 6/30/29 |
3,000,000 | 2,907,656 | ||||||
| 3.13%, 8/31/29 |
2,340,000 | 2,252,616 | ||||||
| 3.88%, 9/30/29 |
3,515,000 | 3,541,912 | ||||||
| 4.00%, 10/31/29 |
3,000,000 | 3,047,578 | ||||||
| 2.75%, 8/15/32 |
9,805,000 | 9,088,009 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Notes |
|
98,826,795 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $134,329,568) |
|
135,863,308 | ||||||
|
|
|
|||||||
| CORPORATE BONDS - 25.0% |
| |||||||
| Australia - 0.0% |
||||||||
| BHP Billiton Finance USA Ltd. |
||||||||
| 5.00%, 9/30/43 |
23,000 | 22,915 | ||||||
| Westpac Banking Corp. |
||||||||
| 3.35%, 3/8/27 |
23,000 | 21,857 | ||||||
| 4.32%, 11/23/31, (4.322% fixed rate until 11/23/26; 5-year U.S. dollar ICE Swap Rate + 2.236% thereafter)(c) |
10,000 | 9,140 | ||||||
| 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 | 22,072 | ||||||
| 4.42%, 7/24/39(d) |
25,000 | 20,618 | ||||||
| 2.96%, 11/16/40 |
50,000 | 33,090 | ||||||
|
|
|
|||||||
| Total Australia |
|
129,692 | ||||||
|
|
|
|||||||
| Austria - 0.0% |
| |||||||
| Suzano Austria GmbH |
||||||||
| 3.75%, 1/15/31 |
41,000 | 34,436 | ||||||
|
|
|
|||||||
| Belgium - 0.2% |
| |||||||
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 3.65%, 2/1/26 |
154,000 | 149,585 | ||||||
| 4.70%, 2/1/36 |
25,000 | 24,055 | ||||||
| 4.90%, 2/1/46 |
100,000 | 93,799 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 4.90%, 1/23/31 |
$ | 140,000 | $ | 142,587 | ||||
| 4.60%, 4/15/48 |
119,000 | 108,677 | ||||||
| 4.44%, 10/6/48 |
19,000 | 16,734 | ||||||
| 4.50%, 6/1/50 |
100,000 | 90,958 | ||||||
|
|
|
|||||||
| Total Belgium |
|
626,395 | ||||||
|
|
|
|||||||
| Brazil - 0.0% |
| |||||||
| Vale Overseas Ltd. |
||||||||
| 6.25%, 8/10/26 |
48,000 | 49,858 | ||||||
| 6.88%, 11/21/36 |
10,000 | 10,548 | ||||||
|
|
|
|||||||
| Total Brazil |
|
60,406 | ||||||
|
|
|
|||||||
| Canada - 0.8% |
| |||||||
| Bank of Montreal |
||||||||
| 3.30%, 2/5/24, Series E |
40,000 | 39,292 | ||||||
| 2.15%, 3/8/24 |
175,000 | 169,153 | ||||||
| 4.25%, 9/14/24, Series H |
300,000 | 296,214 | ||||||
| 3.70%, 6/7/25 |
100,000 | 97,458 | ||||||
| 3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(c) |
49,000 | 43,361 | ||||||
| Brookfield Asset Management, Inc. |
||||||||
| 4.00%, 1/15/25 |
31,000 | 30,417 | ||||||
| Brookfield Finance, Inc. |
||||||||
| 3.90%, 1/25/28 |
18,000 | 16,807 | ||||||
| 4.85%, 3/29/29 |
25,000 | 24,150 | ||||||
| 4.70%, 9/20/47 |
50,000 | 40,945 | ||||||
| Canadian Imperial Bank of Commerce |
||||||||
| 3.10%, 4/2/24 |
25,000 | 24,398 | ||||||
| Canadian National Railway Co. |
||||||||
| 2.95%, 11/21/24 |
25,000 | 24,120 | ||||||
| 2.75%, 3/1/26 |
100,000 | 94,616 | ||||||
| 3.85%, 8/5/32 |
100,000 | 94,576 | ||||||
| 4.40%, 8/5/52 |
100,000 | 91,687 | ||||||
| Canadian Natural Resources Ltd. |
||||||||
| 3.80%, 4/15/24 |
50,000 | 49,256 | ||||||
| 3.85%, 6/1/27 |
25,000 | 23,731 | ||||||
| Canadian Pacific Railway Co. |
||||||||
| 1.35%, 12/2/24 |
150,000 | 139,486 | ||||||
| 4.80%, 9/15/35 |
35,000 | 33,229 | ||||||
| 4.80%, 8/1/45 |
67,000 | 61,648 | ||||||
| Cenovus Energy, Inc. |
||||||||
| 6.75%, 11/15/39 |
50,000 | 52,857 | ||||||
| Enbridge, Inc. |
||||||||
| 4.25%, 12/1/26 |
25,000 | 24,288 | ||||||
| Kinross Gold Corp. |
||||||||
| 4.50%, 7/15/27 |
55,000 | 52,488 | ||||||
| Magna International, Inc. |
||||||||
| 3.63%, 6/15/24 |
5,000 | 4,896 | ||||||
| National Bank of Canada |
||||||||
| 3.75%, 6/9/25, (3.75% fixed rate until 6/9/24; Secured Overnight Financing Rate + 1.009% thereafter)(c) |
250,000 | 243,252 | ||||||
| Nutrien Ltd. |
||||||||
| 2.95%, 5/13/30 |
90,000 | 77,620 | ||||||
| 5.63%, 12/1/40 |
5,000 | 4,891 | ||||||
| 5.25%, 1/15/45 |
18,000 | 16,778 | ||||||
| 3.95%, 5/13/50 |
25,000 | 19,765 | ||||||
| Rogers Communications, Inc. |
||||||||
| 3.20%, 3/15/27(e) |
400,000 | 373,808 | ||||||
| 4.50%, 3/15/43 |
25,000 | 20,703 | ||||||
| Royal Bank of Canada |
||||||||
| 2.25%, 11/1/24 |
25,000 | 23,828 | ||||||
| 3.88%, 5/4/32(d) |
100,000 | 91,894 | ||||||
| TELUS Corp. |
||||||||
| 2.80%, 2/16/27 |
6,000 | 5,594 | ||||||
| 4.60%, 11/16/48 |
5,000 | 4,443 | ||||||
| Toronto-Dominion Bank |
||||||||
| 3.25%, 3/11/24 |
25,000 | 24,491 | ||||||
| 2.65%, 6/12/24 |
25,000 | 24,177 | ||||||
| 0.70%, 9/10/24 |
25,000 | 23,204 | ||||||
| 3.77%, 6/6/25 |
100,000 | 97,351 | ||||||
| 0.75%, 9/11/25 |
25,000 | 22,369 | ||||||
| 4.46%, 6/8/32 |
75,000 | 71,936 | ||||||
| TransCanada PipeLines Ltd. |
||||||||
| 4.25%, 5/15/28 |
114,000 | 109,117 | ||||||
| 4.63%, 3/1/34 |
28,000 | 26,010 | ||||||
| 5.85%, 3/15/36 |
29,000 | 29,197 | ||||||
|
|
|
|||||||
| Total Canada |
|
2,839,501 | ||||||
|
|
|
|||||||
| Chile - 0.0% |
| |||||||
| Enel Chile SA |
||||||||
| 4.88%, 6/12/28 |
25,000 | 24,091 | ||||||
|
|
|
|||||||
| France - 0.0% |
| |||||||
| Sanofi |
||||||||
| 3.63%, 6/19/28 |
5,000 | 4,819 | ||||||
| TotalEnergies Capital International SA |
||||||||
| 3.46%, 2/19/29 |
25,000 | 23,538 | ||||||
| 3.46%, 7/12/49 |
20,000 | 15,526 | ||||||
|
|
|
|||||||
| Total France |
|
43,883 | ||||||
|
|
|
|||||||
| Germany - 0.2% |
| |||||||
| Deutsche Bank AG |
||||||||
| 3.70%, 5/30/24 |
25,000 | 24,586 | ||||||
| 5.37%, 9/9/27 |
300,000 | 302,697 | ||||||
| Deutsche Telekom International Finance BV |
||||||||
| 8.75%, 6/15/30 |
15,000 | 17,891 | ||||||
| 9.25%, 6/1/32 |
50,000 | 63,414 | ||||||
| Landwirtschaftliche Rentenbank |
||||||||
| 0.50%, 5/27/25, Series 40 |
100,000 | 91,238 | ||||||
|
|
|
|||||||
| Total Germany |
|
499,826 | ||||||
|
|
|
|||||||
| Ireland - 0.1% |
| |||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
| 4.88%, 1/16/24 |
200,000 | 196,832 | ||||||
|
|
|
|||||||
| Japan - 0.4% |
| |||||||
| Mitsubishi UFJ Financial Group, Inc. |
||||||||
| 3.41%, 3/7/24 |
25,000 | 24,495 | ||||||
| 3.78%, 3/2/25 |
5,000 | 4,876 | ||||||
| 3.96%, 3/2/28 |
45,000 | 42,450 | ||||||
| 3.74%, 3/7/29 |
40,000 | 36,915 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 4.32%, 4/19/33, (4.315% fixed rate until 4/19/32; 1-year Constant Maturity Treasury Rate + 1.55% thereafter)(c)(d) |
$ | 200,000 | $ | 183,188 | ||||
| 4.15%, 3/7/39 |
25,000 | 21,575 | ||||||
| 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 | 78,915 | ||||||
| 5.67%, 9/13/33, (5.669% fixed rate until 9/13/32; 1-year Constant Maturity Treasury Rate + 2.40% thereafter)(c) |
300,000 | 301,008 | ||||||
| Sumitomo Mitsui Financial Group, Inc. |
||||||||
| 3.45%, 1/11/27(d) |
25,000 | 23,403 | ||||||
| 3.35%, 10/18/27 |
23,000 | 21,236 | ||||||
| 3.20%, 9/17/29 |
50,000 | 43,334 | ||||||
| 2.75%, 1/15/30 |
300,000 | 253,923 | ||||||
| 2.14%, 9/23/30 |
330,000 | 256,182 | ||||||
| Takeda Pharmaceutical Co. Ltd. |
||||||||
| 3.03%, 7/9/40 |
25,000 | 18,820 | ||||||
| Toyota Motor Corp. |
||||||||
| 3.67%, 7/20/28(d) |
25,000 | 23,985 | ||||||
|
|
|
|||||||
| Total Japan | 1,334,305 | |||||||
|
|
|
|||||||
| Netherlands - 0.2% |
||||||||
| Cooperatieve Rabobank UA |
||||||||
| 5.25%, 5/24/41 |
134,000 | 138,028 | ||||||
| Shell International Finance BV |
||||||||
| 3.25%, 5/11/25 |
475,000 | 462,403 | ||||||
| 5.50%, 3/25/40 |
27,000 | 28,262 | ||||||
| 3.13%, 11/7/49 |
50,000 | 36,560 | ||||||
|
|
|
|||||||
| Total Netherlands | 665,253 | |||||||
|
|
|
|||||||
| Norway - 0.2% |
||||||||
| Equinor ASA |
||||||||
| 2.65%, 1/15/24 |
5,000 | 4,887 | ||||||
| 3.70%, 3/1/24 |
362,000 | 358,499 | ||||||
| 1.75%, 1/22/26 |
25,000 | 22,981 | ||||||
| 3.00%, 4/6/27 |
25,000 | 23,500 | ||||||
| 3.63%, 9/10/28 |
374,000 | 358,954 | ||||||
| 5.10%, 8/17/40 |
19,000 | 19,139 | ||||||
| 4.80%, 11/8/43 |
25,000 | 24,235 | ||||||
|
|
|
|||||||
| Total Norway | 812,195 | |||||||
|
|
|
|||||||
| Peru - 0.0% |
||||||||
| Southern Copper Corp. |
||||||||
| 6.75%, 4/16/40 |
5,000 | 5,444 | ||||||
|
|
|
|||||||
| Spain - 0.1% |
||||||||
| Banco Santander SA |
||||||||
| 5.29%, 8/18/27 |
200,000 | 194,066 | ||||||
| Telefonica Europe BV |
||||||||
| 8.25%, 9/15/30 |
147,000 | 166,206 | ||||||
|
|
|
|||||||
| Total Spain | 360,272 | |||||||
|
|
|
|||||||
| Switzerland - 0.1% |
||||||||
| Credit Suisse AG |
||||||||
| 5.00%, 7/9/27 |
200,000 | 181,366 | ||||||
| Credit Suisse Group AG |
||||||||
| 4.55%, 4/17/26 |
192,000 | 169,215 | ||||||
| Novartis Capital Corp. |
||||||||
| 3.10%, 5/17/27 |
60,000 | 57,484 | ||||||
| 3.70%, 9/21/42 |
15,000 | 12,937 | ||||||
|
|
|
|||||||
| Total Switzerland | 421,002 | |||||||
|
|
|
|||||||
| United Kingdom - 0.9% |
||||||||
| AstraZeneca PLC |
||||||||
| 3.38%, 11/16/25 |
15,000 | 14,536 | ||||||
| 4.00%, 1/17/29 |
25,000 | 24,320 | ||||||
| 4.00%, 9/18/42 |
150,000 | 133,474 | ||||||
| 4.38%, 11/16/45 |
50,000 | 46,163 | ||||||
| Barclays PLC |
||||||||
| 3.33%, 11/24/42, (3.33% fixed rate until 11/24/41; 1-year Constant Maturity Treasury Rate + 1.30% thereafter)(c) |
200,000 | 138,874 | ||||||
| BAT Capital Corp. |
||||||||
| 3.22%, 8/15/24 |
150,000 | 144,700 | ||||||
| 3.22%, 9/6/26 |
25,000 | 23,219 | ||||||
| 4.39%, 8/15/37 |
25,000 | 19,803 | ||||||
| 4.76%, 9/6/49 |
29,000 | 21,821 | ||||||
| 3.98%, 9/25/50 |
150,000 | 102,268 | ||||||
| BP Capital Markets PLC |
||||||||
| 3.28%, 9/19/27 |
24,000 | 22,710 | ||||||
| 3.72%, 11/28/28 |
45,000 | 43,088 | ||||||
| British Telecommunications PLC |
||||||||
| 9.63%, 12/15/30 |
174,000 | 209,940 | ||||||
| Diageo Capital PLC |
||||||||
| 2.13%, 4/29/32 |
30,000 | 24,248 | ||||||
| GlaxoSmithKline Capital, Inc. |
||||||||
| 5.38%, 4/15/34 |
20,000 | 21,102 | ||||||
| 6.38%, 5/15/38 |
50,000 | 57,403 | ||||||
| HSBC Holdings PLC |
||||||||
| 3.90%, 5/25/26 |
25,000 | 23,863 | ||||||
| 4.95%, 3/31/30 |
175,000 | 167,876 | ||||||
| 5.40%, 8/11/33, (5.402% fixed rate until 8/11/32; Secured Overnight Financing Rate + 2.87% thereafter)(c) |
200,000 | 187,126 | ||||||
| 6.50%, 9/15/37 |
200,000 | 189,740 | ||||||
| Lloyds Banking Group PLC |
||||||||
| 3.90%, 3/12/24 |
200,000 | 196,302 | ||||||
| 4.72%, 8/11/26, (4.716% fixed rate until 8/11/25; 1-year Constant Maturity Treasury Rate + 1.75% thereafter)(c) |
300,000 | 291,147 | ||||||
| 1.63%, 5/11/27, (1.627% fixed rate until 5/11/26; 1-year Constant Maturity Treasury Rate + 0.85% thereafter)(c) |
200,000 | 172,776 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 4.98%, 8/11/33, (4.976% fixed rate until 8/11/32; 1-year Constant Maturity Treasury Rate + 2.30% thereafter)(c) |
$ | 200,000 | $ | 184,458 | ||||
| Reynolds American, Inc. |
||||||||
| 7.25%, 6/15/37 |
23,000 | 24,016 | ||||||
| 5.85%, 8/15/45 |
10,000 | 8,801 | ||||||
| Santander UK Group Holdings PLC |
||||||||
| 1.09%, 3/15/25, (1.089% fixed rate until 3/15/24; Secured Overnight Financing Rate + 0.787% thereafter)(c) |
250,000 | 232,242 | ||||||
| Unilever Capital Corp. |
||||||||
| 5.90%, 11/15/32 |
130,000 | 142,644 | ||||||
| Vodafone Group PLC |
||||||||
| 4.13%, 5/30/25 |
50,000 | 49,416 | ||||||
| 4.38%, 2/19/43 |
34,000 | 28,621 | ||||||
| 5.25%, 5/30/48 |
30,000 | 27,120 | ||||||
|
|
|
|||||||
| Total United Kingdom | 2,973,817 | |||||||
|
|
|
|||||||
| United States - 21.8% |
||||||||
| 3M Co. |
||||||||
| 2.25%, 9/19/26 |
205,000 | 190,894 | ||||||
| 2.88%, 10/15/27 |
65,000 | 60,583 | ||||||
| 3.38%, 3/1/29 |
35,000 | 32,683 | ||||||
| 3.05%, 4/15/30(d) |
25,000 | 22,448 | ||||||
| 3.13%, 9/19/46(d) |
23,000 | 16,566 | ||||||
| 3.63%, 10/15/47 |
38,000 | 29,581 | ||||||
| Abbott Laboratories |
||||||||
| 6.15%, 11/30/37 |
103,000 | 117,619 | ||||||
| 4.75%, 4/15/43 |
10,000 | 9,843 | ||||||
| AbbVie, Inc. |
||||||||
| 3.60%, 5/14/25 |
59,000 | 57,476 | ||||||
| 2.95%, 11/21/26 |
465,000 | 435,505 | ||||||
| 4.55%, 3/15/35 |
10,000 | 9,523 | ||||||
| 4.50%, 5/14/35 |
100,000 | 94,803 | ||||||
| 4.05%, 11/21/39 |
125,000 | 109,371 | ||||||
| 4.40%, 11/6/42 |
15,000 | 13,444 | ||||||
| 4.75%, 3/15/45 |
8,000 | 7,448 | ||||||
| 4.70%, 5/14/45 |
48,000 | 44,176 | ||||||
| 4.25%, 11/21/49 |
14,000 | 12,040 | ||||||
| Activision Blizzard, Inc. |
||||||||
| 3.40%, 6/15/27 |
82,000 | 78,041 | ||||||
| 2.50%, 9/15/50 |
20,000 | 12,775 | ||||||
| Adobe, Inc. |
||||||||
| 2.30%, 2/1/30 |
25,000 | 21,567 | ||||||
| Advance Auto Parts, Inc. |
||||||||
| 3.90%, 4/15/30 |
25,000 | 22,225 | ||||||
| Advocate Health & Hospitals Corp. |
||||||||
| 3.01%, 6/15/50, Series 2020 |
25,000 | 17,089 | ||||||
| Aetna, Inc. |
||||||||
| 4.75%, 3/15/44 |
60,000 | 53,520 | ||||||
| 3.88%, 8/15/47 |
43,000 | 33,825 | ||||||
| Air Lease Corp. |
||||||||
| 4.25%, 9/15/24(d) |
5,000 | 4,925 | ||||||
| 3.25%, 3/1/25 |
25,000 | 23,717 | ||||||
| 3.63%, 4/1/27 |
23,000 | 21,124 | ||||||
| 3.63%, 12/1/27 |
244,000 | 219,324 | ||||||
| 4.63%, 10/1/28 |
50,000 | 46,750 | ||||||
| Air Products and Chemicals, Inc. |
||||||||
| 2.70%, 5/15/40 |
50,000 | 37,984 | ||||||
| Aircastle Ltd. |
||||||||
| 4.25%, 6/15/26 |
25,000 | 23,335 | ||||||
| Alabama Power Co. |
||||||||
| 4.30%, 7/15/48, Series A |
20,000 | 17,069 | ||||||
| 3.45%, 10/1/49 |
9,000 | 6,658 | ||||||
| Alexandria Real Estate Equities, Inc. |
||||||||
| 3.45%, 4/30/25 |
18,000 | 17,409 | ||||||
| 4.90%, 12/15/30 |
51,000 | 49,774 | ||||||
| 1.88%, 2/1/33 |
25,000 | 18,671 | ||||||
| Alleghany Corp. |
||||||||
| 4.90%, 9/15/44 |
25,000 | 22,847 | ||||||
| Allstate Corp. |
||||||||
| 1.45%, 12/15/30 |
30,000 | 23,151 | ||||||
| 4.20%, 12/15/46 |
50,000 | 42,720 | ||||||
| Ally Financial, Inc. |
||||||||
| 8.00%, 11/1/31 |
263,000 | 284,330 | ||||||
| Alphabet, Inc. |
||||||||
| 1.10%, 8/15/30 |
25,000 | 19,920 | ||||||
| 1.90%, 8/15/40 |
20,000 | 13,823 | ||||||
| 2.05%, 8/15/50 |
10,000 | 6,299 | ||||||
| 2.25%, 8/15/60 |
50,000 | 30,425 | ||||||
| Altria Group, Inc. |
||||||||
| 4.80%, 2/14/29 |
25,000 | 24,056 | ||||||
| 2.45%, 2/4/32 |
40,000 | 30,426 | ||||||
| 3.40%, 2/4/41 |
6,000 | 4,086 | ||||||
| 5.38%, 1/31/44 |
198,000 | 173,040 | ||||||
| Amazon.com, Inc. |
||||||||
| 5.20%, 12/3/25 |
19,000 | 19,450 | ||||||
| 3.30%, 4/13/27 |
100,000 | 96,003 | ||||||
| 1.50%, 6/3/30 |
60,000 | 48,906 | ||||||
| 2.10%, 5/12/31 |
125,000 | 104,454 | ||||||
| 3.60%, 4/13/32(d) |
100,000 | 93,274 | ||||||
| 3.88%, 8/22/37 |
15,000 | 13,520 | ||||||
| 4.95%, 12/5/44 |
52,000 | 52,905 | ||||||
| 4.05%, 8/22/47 |
41,000 | 36,215 | ||||||
| 4.25%, 8/22/57 |
27,000 | 24,250 | ||||||
| 2.70%, 6/3/60 |
90,000 | 57,236 | ||||||
| 4.10%, 4/13/62 |
100,000 | 85,143 | ||||||
| Ameren Corp. |
||||||||
| 2.50%, 9/15/24 |
159,000 | 151,896 | ||||||
| Ameren Illinois Co. |
||||||||
| 3.80%, 5/15/28 |
23,000 | 22,047 | ||||||
| 1.55%, 11/15/30 |
50,000 | 39,697 | ||||||
| American Express Co. |
||||||||
| 3.00%, 10/30/24 |
220,000 | 213,589 | ||||||
| 3.63%, 12/5/24 |
44,000 | 43,043 | ||||||
| 3.30%, 5/3/27 |
10,000 | 9,374 | ||||||
| 4.05%, 12/3/42 |
68,000 | 59,693 | ||||||
| American Financial Group, Inc. |
||||||||
| 4.50%, 6/15/47 |
25,000 | 20,560 | ||||||
| American Homes 4 Rent LP |
||||||||
| 4.25%, 2/15/28 |
10,000 | 9,339 | ||||||
| American Honda Finance Corp. |
||||||||
| 2.90%, 2/16/24 |
5,000 | 4,882 | ||||||
| 1.00%, 9/10/25 |
15,000 | 13,591 | ||||||
| 2.30%, 9/9/26 |
5,000 | 4,580 | ||||||
| American International Group, Inc. |
||||||||
| 4.50%, 7/16/44 |
100,000 | 88,266 | ||||||
| 4.75%, 4/1/48 |
28,000 | 25,453 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| American Tower Corp. |
||||||||
| 0.60%, 1/15/24 |
$ | 20,000 | $ | 19,045 | ||||
| 2.95%, 1/15/25 |
25,000 | 23,885 | ||||||
| 4.00%, 6/1/25 |
45,000 | 43,698 | ||||||
| 3.60%, 1/15/28 |
58,000 | 53,567 | ||||||
| 3.80%, 8/15/29 |
25,000 | 22,924 | ||||||
| 3.10%, 6/15/50 |
20,000 | 13,331 | ||||||
| 2.95%, 1/15/51 |
25,000 | 16,054 | ||||||
| American University |
||||||||
| 3.67%, 4/1/49, Series 2019 |
50,000 | 39,563 | ||||||
| American Water Capital Corp. |
||||||||
| 2.95%, 9/1/27 |
89,000 | 82,654 | ||||||
| 3.45%, 6/1/29 |
25,000 | 23,015 | ||||||
| 3.75%, 9/1/47 |
40,000 | 31,720 | ||||||
| AmerisourceBergen Corp. |
||||||||
| 3.40%, 5/15/24 |
18,000 | 17,632 | ||||||
| 3.45%, 12/15/27 |
25,000 | 23,475 | ||||||
| 4.30%, 12/15/47 |
50,000 | 42,459 | ||||||
| Amgen, Inc. |
||||||||
| 3.63%, 5/22/24 |
16,000 | 15,753 | ||||||
| 2.30%, 2/25/31 |
105,000 | 87,663 | ||||||
| 4.66%, 6/15/51 |
432,000 | 389,340 | ||||||
| Analog Devices, Inc. |
||||||||
| 3.45%, 6/15/27(e) |
150,000 | 142,711 | ||||||
| 4.25%, 10/1/32 |
100,000 | 96,659 | ||||||
| Aon Corp. |
||||||||
| 2.80%, 5/15/30 |
15,000 | 12,887 | ||||||
| Aon Corp. / Aon Global Holdings PLC |
||||||||
| 5.00%, 9/12/32 |
200,000 | 199,026 | ||||||
| Apple, Inc. |
||||||||
| 3.00%, 2/9/24 |
118,000 | 115,959 | ||||||
| 2.85%, 5/11/24 |
48,000 | 46,889 | ||||||
| 1.80%, 9/11/24 |
25,000 | 23,899 | ||||||
| 1.13%, 5/11/25 |
10,000 | 9,246 | ||||||
| 3.25%, 2/23/26 |
75,000 | 72,629 | ||||||
| 3.20%, 5/11/27 |
116,000 | 111,511 | ||||||
| 3.00%, 6/20/27 |
23,000 | 21,985 | ||||||
| 2.20%, 9/11/29 |
75,000 | 65,834 | ||||||
| 1.65%, 5/11/30 |
55,000 | 45,892 | ||||||
| 3.35%, 8/8/32(d) |
25,000 | 23,066 | ||||||
| 4.45%, 5/6/44 |
18,000 | 17,716 | ||||||
| 4.38%, 5/13/45 |
18,000 | 17,135 | ||||||
| 3.85%, 8/4/46 |
36,000 | 31,451 | ||||||
| 4.25%, 2/9/47 |
25,000 | 23,563 | ||||||
| 3.75%, 11/13/47 |
48,000 | 41,285 | ||||||
| 2.65%, 5/11/50 |
60,000 | 41,582 | ||||||
| 2.55%, 8/20/60 |
70,000 | 45,375 | ||||||
| 4.10%, 8/8/62 |
40,000 | 34,716 | ||||||
| Ares Capital Corp. |
||||||||
| 4.25%, 3/1/25 |
43,000 | 40,928 | ||||||
| Arizona Public Service Co. |
||||||||
| 2.60%, 8/15/29 |
100,000 | 83,994 | ||||||
| Ascension Health |
||||||||
| 3.95%, 11/15/46 |
25,000 | 21,095 | ||||||
| 4.85%, 11/15/53 |
49,000 | 47,145 | ||||||
| AT&T, Inc. |
||||||||
| 3.80%, 2/15/27 |
64,000 | 61,877 | ||||||
| 4.25%, 3/1/27 |
93,000 | 91,459 | ||||||
| 4.30%, 2/15/30 |
150,000 | 142,626 | ||||||
| 2.75%, 6/1/31 |
100,000 | 84,278 | ||||||
| 2.25%, 2/1/32(d) |
26,000 | 20,638 | ||||||
| 4.30%, 12/15/42 |
197,000 | 166,989 | ||||||
| 4.35%, 6/15/45 |
221,000 | 184,897 | ||||||
| 4.75%, 5/15/46 |
10,000 | 8,795 | ||||||
| 5.15%, 2/15/50 |
25,000 | 23,286 | ||||||
| 3.65%, 6/1/51 |
12,000 | 8,833 | ||||||
| 3.50%, 9/15/53 |
100,000 | 70,744 | ||||||
| 3.55%, 9/15/55 |
105,000 | 73,823 | ||||||
| 3.80%, 12/1/57 |
75,000 | 54,597 | ||||||
| Atmos Energy Corp. |
||||||||
| 1.50%, 1/15/31 |
70,000 | 54,834 | ||||||
| Automatic Data Processing, Inc. |
||||||||
| 1.25%, 9/1/30 |
175,000 | 139,755 | ||||||
| AutoNation, Inc. |
||||||||
| 3.50%, 11/15/24 |
18,000 | 17,269 | ||||||
| 4.50%, 10/1/25 |
18,000 | 17,572 | ||||||
| 3.80%, 11/15/27 |
25,000 | 22,621 | ||||||
| AutoZone, Inc. |
||||||||
| 3.25%, 4/15/25 |
18,000 | 17,317 | ||||||
| 3.63%, 4/15/25 |
100,000 | 97,177 | ||||||
| 4.00%, 4/15/30 |
25,000 | 23,423 | ||||||
| AvalonBay Communities, Inc. |
||||||||
| 2.30%, 3/1/30 |
402,000 | 338,999 | ||||||
| Avangrid, Inc. |
||||||||
| 3.80%, 6/1/29 |
25,000 | 22,996 | ||||||
| Avnet, Inc. |
||||||||
| 3.00%, 5/15/31 |
625,000 | 487,556 | ||||||
| AXIS Specialty Finance LLC |
||||||||
| 3.90%, 7/15/29 |
50,000 | 44,891 | ||||||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. |
||||||||
| 3.34%, 12/15/27 |
48,000 | 44,964 | ||||||
| Bank of America Corp. |
||||||||
| 4.13%, 1/22/24 |
48,000 | 47,677 | ||||||
| 4.00%, 4/1/24 |
50,000 | 49,626 | ||||||
| 4.20%, 8/26/24 |
78,000 | 76,944 | ||||||
| 3.46%, 3/15/25, (3.458% fixed rate until 3/15/24; 3-month U.S. dollar London Interbank Offered Rate + 0.97% thereafter)(c)(f) |
105,000 | 102,262 | ||||||
| 3.95%, 4/21/25, Series L |
29,000 | 28,364 | ||||||
| 2.46%, 10/22/25, (2.456% fixed rate until 10/22/24; 3-month U.S. dollar London Interbank Offered Rate + 0.87% thereafter)(c)(f) |
50,000 | 47,057 | ||||||
| 3.50%, 4/19/26 |
71,000 | 68,145 | ||||||
| 1.32%, 6/19/26, (1.319% fixed rate until 6/19/25; Secured Overnight Financing Rate + 1.15% thereafter)(c) |
13,000 | 11,725 | ||||||
| 1.20%, 10/24/26, (1.197% fixed rate until 10/24/25; Secured Overnight Financing Rate + 1.01% thereafter)(c) |
335,000 | 297,446 | ||||||
| 1.66%, 3/11/27, Series S, (1.658% fixed rate until 3/11/26; Secured Overnight Financing Rate + 0.91% thereafter)(c) |
45,000 | 39,891 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.04% thereafter)(c)(f) |
$ | 344,000 | $ | 313,897 | ||||
| 4.27%, 7/23/29, (4.271% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.31% thereafter)(c)(f) |
45,000 | 42,399 | ||||||
| 3.97%, 2/7/30, (3.974% fixed rate until 2/7/29; 3-month U.S. dollar London Interbank Offered Rate + 1.21% thereafter)(c)(f) |
125,000 | 115,140 | ||||||
| 3.19%, 7/23/30, (3.194% fixed rate until 7/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.18% thereafter)(c)(f) |
77,000 | 67,320 | ||||||
| 2.88%, 10/22/30, (2.884% fixed rate until 10/22/29; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(c)(f) |
10,000 | 8,528 | ||||||
| 1.92%, 10/24/31, (1.922% fixed rate until 10/24/30; Secured Overnight Financing Rate + 1.37% thereafter)(c) |
435,000 | 337,647 | ||||||
| 5.02%, 7/22/33, (5.015% fixed rate until 7/22/32; Secured Overnight Financing Rate + 2.16% thereafter)(c) |
100,000 | 96,672 | ||||||
| 4.24%, 4/24/38, (4.244% fixed rate until 4/24/37; 3-month U.S. dollar London Interbank Offered Rate + 1.814% thereafter)(c)(f) |
10,000 | 8,745 | ||||||
| 7.75%, 5/14/38 |
100,000 | 120,590 | ||||||
| 2.68%, 6/19/41, (2.676% fixed rate until 6/19/40; Secured Overnight Financing Rate + 1.93% thereafter)(c) |
45,000 | 31,406 | ||||||
| 5.88%, 2/7/42 |
10,000 | 10,481 | ||||||
| 5.00%, 1/21/44 |
120,000 | 113,365 | ||||||
| 4.75%, 4/21/45, Series L |
10,000 | 8,751 | ||||||
| 4.44%, 1/20/48, (4.443% fixed rate until 1/20/47; 3-month U.S. dollar London Interbank Offered Rate + 1.99% thereafter)(c)(f) |
10,000 | 8,686 | ||||||
| 3.95%, 1/23/49, (3.946% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(c)(f) |
28,000 | 22,657 | ||||||
| 4.33%, 3/15/50, (4.33% fixed rate until 3/15/49; 3-month U.S. dollar London Interbank Offered Rate + 1.52% thereafter)(c)(f) |
100,000 | 85,802 | ||||||
| 4.08%, 3/20/51, (4.083% fixed rate until 3/20/50; 3-month U.S. dollar London Interbank Offered Rate + 3.15% thereafter)(c)(f) |
150,000 | 123,448 | ||||||
| 2.83%, 10/24/51, (2.831% fixed rate until 10/24/50; Secured Overnight Financing Rate + 1.88% thereafter)(c) |
5,000 | 3,211 | ||||||
| BankUnited, Inc. |
||||||||
| 4.88%, 11/17/25 |
18,000 | 17,881 | ||||||
| Banner Health |
||||||||
| 2.34%, 1/1/30 |
80,000 | 67,614 | ||||||
| Baxalta, Inc. |
||||||||
| 4.00%, 6/23/25 |
15,000 | 14,763 | ||||||
| Baxter International, Inc. |
||||||||
| 1.32%, 11/29/24 |
100,000 | 93,131 | ||||||
| 2.27%, 12/1/28 |
100,000 | 86,471 | ||||||
| Baylor Scott & White Holdings |
||||||||
| 4.19%, 11/15/45 |
24,000 | 20,787 | ||||||
| Becton Dickinson and Co. |
||||||||
| 2.82%, 5/20/30 |
37,000 | 32,253 | ||||||
| 4.69%, 12/15/44 |
22,000 | 20,190 | ||||||
| Berkshire Hathaway Energy Co. |
||||||||
| 4.05%, 4/15/25 |
95,000 | 94,266 | ||||||
| 3.25%, 4/15/28 |
23,000 | 21,523 | ||||||
| 3.70%, 7/15/30 |
50,000 | 46,487 | ||||||
| 6.13%, 4/1/36 |
25,000 | 26,729 | ||||||
| 3.80%, 7/15/48 |
36,000 | 28,483 | ||||||
| Berkshire Hathaway Finance Corp. |
||||||||
| 1.85%, 3/12/30 |
300,000 | 253,497 | ||||||
| 1.45%, 10/15/30 |
50,000 | 40,555 | ||||||
| 4.20%, 8/15/48 |
20,000 | 17,986 | ||||||
| 4.25%, 1/15/49 |
38,000 | 34,099 | ||||||
| 2.85%, 10/15/50 |
5,000 | 3,422 | ||||||
| Berry Global, Inc. |
||||||||
| 1.57%, 1/15/26 |
40,000 | 35,807 | ||||||
| BGC Partners, Inc. |
||||||||
| 3.75%, 10/1/24 |
10,000 | 9,574 | ||||||
| Black Hills Corp. |
||||||||
| 4.35%, 5/1/33 |
50,000 | 44,634 | ||||||
| BlackRock, Inc. |
||||||||
| 3.50%, 3/18/24 |
18,000 | 17,754 | ||||||
| Blackstone Private Credit Fund |
||||||||
| 4.70%, 3/24/25(d) |
250,000 | 245,197 | ||||||
| Boardwalk Pipelines LP |
||||||||
| 4.95%, 12/15/24 |
5,000 | 4,964 | ||||||
| 4.45%, 7/15/27 |
18,000 | 17,231 | ||||||
| 3.40%, 2/15/31 |
15,000 | 12,747 | ||||||
| Boeing Co. |
||||||||
| 4.88%, 5/1/25 |
85,000 | 84,232 | ||||||
| 2.25%, 6/15/26 |
5,000 | 4,520 | ||||||
| 5.15%, 5/1/30 |
120,000 | 117,151 | ||||||
| 5.88%, 2/15/40 |
10,000 | 9,625 | ||||||
| 3.90%, 5/1/49 |
10,000 | 7,125 | ||||||
| 5.81%, 5/1/50 |
25,000 | 23,606 | ||||||
| 3.83%, 3/1/59 |
575,000 | 379,937 | ||||||
| 5.93%, 5/1/60 |
30,000 | 27,802 | ||||||
| Bon Secours Mercy Health, Inc. |
||||||||
| 3.21%, 6/1/50, Series 20-2 |
150,000 | 104,043 | ||||||
| BorgWarner, Inc. |
||||||||
| 2.65%, 7/1/27 |
12,000 | 10,829 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Boston Properties LP |
||||||||
| 3.65%, 2/1/26 |
$ | 5,000 | $ | 4,758 | ||||
| 2.75%, 10/1/26 |
24,000 | 21,800 | ||||||
| 2.90%, 3/15/30 |
25,000 | 20,509 | ||||||
| BP Capital Markets America, Inc. |
||||||||
| 3.41%, 2/11/26 |
25,000 | 24,186 | ||||||
| 3.12%, 5/4/26 |
5,000 | 4,782 | ||||||
| 3.59%, 4/14/27 |
65,000 | 62,612 | ||||||
| 4.23%, 11/6/28 |
10,000 | 9,769 | ||||||
| 3.38%, 2/8/61 |
195,000 | 138,713 | ||||||
| Brandywine Operating Partnership LP |
||||||||
| 4.55%, 10/1/29 |
25,000 | 22,007 | ||||||
| Brighthouse Financial, Inc. |
||||||||
| 5.63%, 5/15/30 |
100,000 | 97,826 | ||||||
| Bristol-Myers Squibb Co. |
||||||||
| 3.20%, 6/15/26 |
7,000 | 6,732 | ||||||
| 3.90%, 2/20/28 |
127,000 | 123,641 | ||||||
| 3.40%, 7/26/29 |
109,000 | 102,199 | ||||||
| 1.45%, 11/13/30 |
5,000 | 3,997 | ||||||
| 4.13%, 6/15/39 |
10,000 | 9,135 | ||||||
| 4.25%, 10/26/49 |
50,000 | 44,615 | ||||||
| 2.55%, 11/13/50 |
5,000 | 3,304 | ||||||
| Brixmor Operating Partnership LP |
||||||||
| 3.65%, 6/15/24 |
5,000 | 4,853 | ||||||
| 3.90%, 3/15/27 |
50,000 | 46,444 | ||||||
| Broadcom Corp. / Broadcom Cayman Finance Ltd. |
||||||||
| 3.63%, 1/15/24 |
81,000 | 79,668 | ||||||
| 3.88%, 1/15/27 |
23,000 | 21,800 | ||||||
| 3.50%, 1/15/28 |
5,000 | 4,581 | ||||||
| Broadcom, Inc. |
||||||||
| 4.15%, 11/15/30 |
70,000 | 63,020 | ||||||
| 2.45%, 2/15/31(e) |
70,000 | 55,446 | ||||||
| Bunge Ltd. Finance Corp. |
||||||||
| 1.63%, 8/17/25 |
15,000 | 13,726 | ||||||
| Burlington Northern Santa Fe LLC |
||||||||
| 3.00%, 4/1/25 |
18,000 | 17,363 | ||||||
| 7.00%, 12/15/25 |
22,000 | 23,595 | ||||||
| 3.25%, 6/15/27 |
100,000 | 95,364 | ||||||
| 6.15%, 5/1/37 |
10,000 | 11,113 | ||||||
| 5.15%, 9/1/43 |
48,000 | 48,346 | ||||||
| 3.90%, 8/1/46 |
5,000 | 4,190 | ||||||
| Burlington Resources LLC |
||||||||
| 7.40%, 12/1/31 |
14,000 | 16,338 | ||||||
| Camden Property Trust |
||||||||
| 3.15%, 7/1/29 |
25,000 | 22,343 | ||||||
| 2.80%, 5/15/30 |
25,000 | 21,648 | ||||||
| Campbell Soup Co. |
||||||||
| 4.15%, 3/15/28 |
20,000 | 19,399 | ||||||
| Capital One Financial Corp. |
||||||||
| 1.34%, 12/6/24, (1.343% fixed rate until 12/6/23; Secured Overnight Financing Rate + 0.69% thereafter)(c) |
100,000 | 95,664 | ||||||
| 4.20%, 10/29/25 |
25,000 | 24,328 | ||||||
| 3.75%, 3/9/27 |
20,000 | 18,982 | ||||||
| 1.88%, 11/2/27, (1.878% fixed rate until 11/2/26; Secured Overnight Financing Rate + 0.855% thereafter)(c) |
100,000 | 86,928 | ||||||
| Cardinal Health, Inc. |
||||||||
| 4.90%, 9/15/45 |
50,000 | 43,844 | ||||||
| Carlisle Cos., Inc. |
||||||||
| 3.75%, 12/1/27 |
18,000 | 16,886 | ||||||
| 2.75%, 3/1/30 |
25,000 | 20,989 | ||||||
| Carrier Global Corp. |
||||||||
| 2.72%, 2/15/30 |
25,000 | 21,383 | ||||||
| Caterpillar, Inc. |
||||||||
| 3.40%, 5/15/24 |
35,000 | 34,448 | ||||||
| 3.80%, 8/15/42 |
25,000 | 21,889 | ||||||
| 3.25%, 9/19/49 |
40,000 | 31,095 | ||||||
| Catholic Health Services of Long Island Obligated Group |
||||||||
| 3.37%, 7/1/50, Series 2020 |
50,000 | 33,179 | ||||||
| Cboe Global Markets, Inc. |
||||||||
| 3.65%, 1/12/27 |
5,000 | 4,776 | ||||||
| 1.63%, 12/15/30(d) |
50,000 | 40,076 | ||||||
| 3.00%, 3/16/32 |
100,000 | 84,603 | ||||||
| CBRE Services, Inc. |
||||||||
| 4.88%, 3/1/26 |
30,000 | 30,062 | ||||||
| 2.50%, 4/1/31 |
145,000 | 114,008 | ||||||
| CDW LLC / CDW Finance Corp. |
||||||||
| 4.13%, 5/1/25 |
50,000 | 48,173 | ||||||
| 3.25%, 2/15/29 |
25,000 | 21,102 | ||||||
| Centene Corp. |
||||||||
| 2.45%, 7/15/28 |
120,000 | 101,771 | ||||||
| 2.63%, 8/1/31 |
100,000 | 79,523 | ||||||
| CenterPoint Energy Houston Electric LLC |
||||||||
| 2.35%, 4/1/31, Series AE |
10,000 | 8,390 | ||||||
| 4.45%, 10/1/32, Series AI |
100,000 | 98,084 | ||||||
| CenterPoint Energy Resources Corp. |
||||||||
| 1.75%, 10/1/30 |
150,000 | 119,962 | ||||||
| 4.10%, 9/1/47 |
5,000 | 4,139 | ||||||
| Charles Schwab Corp. |
||||||||
| 3.45%, 2/13/26 |
25,000 | 24,368 | ||||||
| 0.90%, 3/11/26 |
147,000 | 131,152 | ||||||
| 2.45%, 3/3/27 |
100,000 | 92,180 | ||||||
| 3.25%, 5/22/29 |
25,000 | 22,927 | ||||||
| 1.65%, 3/11/31 |
70,000 | 55,186 | ||||||
| 2.90%, 3/3/32 |
100,000 | 86,058 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
| 4.50%, 2/1/24 |
18,000 | 17,811 | ||||||
| 5.05%, 3/30/29 |
175,000 | 167,041 | ||||||
| 2.30%, 2/1/32 |
355,000 | 265,845 | ||||||
| 6.38%, 10/23/35 |
5,000 | 4,941 | ||||||
| 3.50%, 6/1/41 |
44,000 | 30,031 | ||||||
| 6.48%, 10/23/45 |
40,000 | 37,905 | ||||||
| 5.13%, 7/1/49 |
20,000 | 15,933 | ||||||
| 3.70%, 4/1/51 |
24,000 | 15,400 | ||||||
| 6.83%, 10/23/55 |
98,000 | 95,028 | ||||||
| 3.85%, 4/1/61 |
14,000 | 8,725 | ||||||
| Cheniere Corpus Christi Holdings LLC |
||||||||
| 7.00%, 6/30/24 |
153,000 | 155,208 | ||||||
| 5.13%, 6/30/27 |
25,000 | 25,053 | ||||||
| Chevron Corp. |
||||||||
| 3.08%, 5/11/50 |
71,000 | 53,302 | ||||||
| Chevron USA, Inc. |
||||||||
| 3.90%, 11/15/24 |
5,000 | 4,950 | ||||||
| 0.69%, 8/12/25 |
15,000 | 13,626 | ||||||
| 3.25%, 10/15/29 |
26,000 | 24,222 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Children’s Hospital |
||||||||
| 2.93%, 7/15/50, Series 2020 |
$ | 25,000 | $ | 16,112 | ||||
| Children’s Hospital Corp. |
||||||||
| 4.12%, 1/1/47, Series 2017 |
25,000 | 21,659 | ||||||
| Chubb INA Holdings, Inc. |
||||||||
| 3.15%, 3/15/25 |
18,000 | 17,422 | ||||||
| Cigna Corp. |
||||||||
| 0.61%, 3/15/24 |
100,000 | 94,640 | ||||||
| 3.40%, 3/1/27 |
10,000 | 9,462 | ||||||
| 3.05%, 10/15/27 |
475,000 | 439,964 | ||||||
| 6.13%, 11/15/41 |
14,000 | 14,993 | ||||||
| 3.88%, 10/15/47 |
30,000 | 23,812 | ||||||
| 4.90%, 12/15/48 |
30,000 | 27,783 | ||||||
| Cintas Corp. No. 2 |
||||||||
| 3.70%, 4/1/27 |
23,000 | 22,287 | ||||||
| Cisco Systems, Inc. |
||||||||
| 3.63%, 3/4/24 |
35,000 | 34,622 | ||||||
| 5.90%, 2/15/39 |
40,000 | 43,926 | ||||||
| Citigroup, Inc. |
||||||||
| 3.88%, 3/26/25 |
100,000 | 97,772 | ||||||
| 3.30%, 4/27/25 |
9,000 | 8,725 | ||||||
| 5.50%, 9/13/25 |
10,000 | 10,172 | ||||||
| 3.70%, 1/12/26 |
9,000 | 8,652 | ||||||
| 3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(c) |
300,000 | 285,771 | ||||||
| 3.40%, 5/1/26 |
10,000 | 9,536 | ||||||
| 1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(c) |
10,000 | 8,730 | ||||||
| 4.45%, 9/29/27 |
183,000 | 176,394 | ||||||
| 3.52%, 10/27/28, (3.52% fixed rate until 10/27/27; 3-month U.S. dollar London Interbank Offered Rate + 1.151% thereafter)(c)(f) |
49,000 | 45,011 | ||||||
| 4.08%, 4/23/29, (4.075% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.192% thereafter)(c)(f) |
10,000 | 9,354 | ||||||
| 3.98%, 3/20/30, (3.98% fixed rate until 3/20/29; 3-month U.S. dollar London Interbank Offered Rate + 1.338% thereafter)(c)(f) |
141,000 | 129,232 | ||||||
| 4.41%, 3/31/31, (4.412% fixed rate until 3/31/30; Secured Overnight Financing Rate + 3.914% thereafter)(c) |
20,000 | 18,669 | ||||||
| 2.57%, 6/3/31, (2.572% fixed rate until 6/3/30; Secured Overnight Financing Rate + 2.107% thereafter)(c) |
8,000 | 6,568 | ||||||
| 6.63%, 6/15/32 |
238,000 | 253,737 | ||||||
| 8.13%, 7/15/39 |
60,000 | 75,557 | ||||||
| 6.68%, 9/13/43 |
19,000 | 20,922 | ||||||
| 4.28%, 4/24/48, (4.281% fixed rate until 4/24/47; 3-month U.S. dollar London Interbank Offered Rate + 1.839% thereafter)(c)(f) |
10,000 | 8,474 | ||||||
| 4.65%, 7/23/48 |
135,000 | 121,816 | ||||||
| Citizens Financial Group, Inc. |
||||||||
| 2.50%, 2/6/30 |
100,000 | 82,318 | ||||||
| 3.25%, 4/30/30 |
50,000 | 43,989 | ||||||
| Cleco Corporate Holdings LLC |
||||||||
| 3.74%, 5/1/26 |
23,000 | 21,742 | ||||||
| CME Group, Inc. |
||||||||
| 3.00%, 3/15/25 |
105,000 | 101,782 | ||||||
| 2.65%, 3/15/32 |
100,000 | 85,488 | ||||||
| 5.30%, 9/15/43 |
5,000 | 5,215 | ||||||
| 4.15%, 6/15/48 |
5,000 | 4,538 | ||||||
| CNH Industrial Capital LLC |
||||||||
| 5.45%, 10/14/25 |
150,000 | 151,624 | ||||||
| Coca-Cola Co. |
||||||||
| 2.13%, 9/6/29 |
323,000 | 281,582 | ||||||
| 1.65%, 6/1/30 |
100,000 | 82,992 | ||||||
| 2.60%, 6/1/50 |
5,000 | 3,477 | ||||||
| 2.50%, 3/15/51 |
5,000 | 3,363 | ||||||
| 2.75%, 6/1/60 |
50,000 | 34,534 | ||||||
| Comcast Corp. |
||||||||
| 3.70%, 4/15/24 |
23,000 | 22,684 | ||||||
| 2.35%, 1/15/27 |
20,000 | 18,349 | ||||||
| 3.55%, 5/1/28 |
99,000 | 94,015 | ||||||
| 4.25%, 10/15/30 |
25,000 | 24,158 | ||||||
| 5.65%, 6/15/35 |
30,000 | 31,663 | ||||||
| 6.45%, 3/15/37 |
27,000 | 30,117 | ||||||
| 4.60%, 10/15/38 |
15,000 | 14,126 | ||||||
| 3.40%, 7/15/46 |
10,000 | 7,579 | ||||||
| 4.00%, 8/15/47 |
40,000 | 33,113 | ||||||
| 3.97%, 11/1/47 |
403,000 | 329,130 | ||||||
| 4.70%, 10/15/48 |
17,000 | 15,662 | ||||||
| 4.00%, 11/1/49 |
75,000 | 61,285 | ||||||
| 3.45%, 2/1/50 |
50,000 | 37,584 | ||||||
| 2.45%, 8/15/52 |
10,000 | 6,134 | ||||||
| 4.05%, 11/1/52 |
153,000 | 125,700 | ||||||
| 4.95%, 10/15/58 |
28,000 | 26,278 | ||||||
| 2.65%, 8/15/62 |
10,000 | 5,962 | ||||||
| Comerica, Inc. |
||||||||
| 4.00%, 2/1/29 |
25,000 | 23,661 | ||||||
| CommonSpirit Health |
||||||||
| 3.35%, 10/1/29 |
157,000 | 137,786 | ||||||
| 4.35%, 11/1/42 |
10,000 | 8,386 | ||||||
| Commonwealth Edison Co. |
||||||||
| 4.70%, 1/15/44 |
15,000 | 13,829 | ||||||
| Conagra Brands, Inc. |
||||||||
| 1.38%, 11/1/27 |
25,000 | 20,874 | ||||||
| 7.00%, 10/1/28 |
19,000 | 20,466 | ||||||
| Connecticut Light and Power Co. |
||||||||
| 4.30%, 4/15/44 |
15,000 | 13,055 | ||||||
| ConocoPhillips |
||||||||
| 2.40%, 3/7/25 |
100,000 | 95,001 | ||||||
| 6.50%, 2/1/39(d) |
29,000 | 33,566 | ||||||
| Consolidated Edison Co. of New York, Inc. |
||||||||
| 4.50%, 12/1/45 |
25,000 | 21,876 | ||||||
| 3.85%, 6/15/46 |
25,000 | 20,073 | ||||||
| 3.88%, 6/15/47, Series 2017 |
20,000 | 15,806 | ||||||
| 4.00%, 11/15/57, Series C |
43,000 | 33,449 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.70%, 11/15/59 |
$ | 60,000 | $ | 46,012 | ||||
| Constellation Brands, Inc. |
||||||||
| 4.40%, 11/15/25 |
66,000 | 65,358 | ||||||
| 3.15%, 8/1/29 |
50,000 | 44,454 | ||||||
| 5.25%, 11/15/48 |
19,000 | 18,192 | ||||||
| Consumers Energy Co. |
||||||||
| 3.95%, 7/15/47 |
50,000 | 41,811 | ||||||
| 3.10%, 8/15/50 |
90,000 | 64,287 | ||||||
| 2.50%, 5/1/60 |
50,000 | 29,434 | ||||||
| Corebridge Financial, Inc. |
||||||||
| 3.90%, 4/5/32(e) |
100,000 | 88,289 | ||||||
| 4.40%, 4/5/52(e) |
100,000 | 80,709 | ||||||
| Corning, Inc. |
||||||||
| 4.38%, 11/15/57 |
50,000 | 40,494 | ||||||
| 5.85%, 11/15/68(d) |
18,000 | 16,973 | ||||||
| 5.45%, 11/15/79 |
10,000 | 8,999 | ||||||
| Costco Wholesale Corp. |
||||||||
| 3.00%, 5/18/27 |
5,000 | 4,784 | ||||||
| 1.60%, 4/20/30 |
40,000 | 33,214 | ||||||
| 1.75%, 4/20/32 |
5,000 | 4,029 | ||||||
| Crown Castle, Inc. |
||||||||
| 4.30%, 2/15/29 |
55,000 | 52,469 | ||||||
| 4.75%, 5/15/47 |
50,000 | 44,023 | ||||||
| 3.25%, 1/15/51 |
15,000 | 10,369 | ||||||
| CSX Corp. |
||||||||
| 2.40%, 2/15/30 |
25,000 | 21,426 | ||||||
| 4.30%, 3/1/48 |
20,000 | 17,476 | ||||||
| 4.50%, 8/1/54 |
18,000 | 15,797 | ||||||
| CVS Health Corp. |
||||||||
| 6.25%, 6/1/27 |
73,000 | 77,262 | ||||||
| 3.25%, 8/15/29 |
25,000 | 22,630 | ||||||
| 1.88%, 2/28/31 |
105,000 | 83,933 | ||||||
| 4.88%, 7/20/35 |
285,000 | 273,660 | ||||||
| 4.78%, 3/25/38 |
25,000 | 23,185 | ||||||
| 5.30%, 12/5/43 |
23,000 | 22,028 | ||||||
| 5.05%, 3/25/48 |
35,000 | 32,458 | ||||||
| D.R. Horton, Inc. |
||||||||
| 2.50%, 10/15/24 |
25,000 | 23,851 | ||||||
| Danaher Corp. |
||||||||
| 2.60%, 10/1/50 |
5,000 | 3,337 | ||||||
| Darden Restaurants, Inc. |
||||||||
| 3.85%, 5/1/27 |
68,000 | 65,313 | ||||||
| Dell International LLC / EMC Corp. |
||||||||
| 4.00%, 7/15/24 |
135,000 | 132,536 | ||||||
| 6.02%, 6/15/26 |
15,000 | 15,329 | ||||||
| 4.90%, 10/1/26 |
25,000 | 24,743 | ||||||
| 8.10%, 7/15/36 |
100,000 | 115,609 | ||||||
| 8.35%, 7/15/46 |
12,000 | 14,032 | ||||||
| Devon Energy Corp. |
||||||||
| 7.88%, 9/30/31 |
25,000 | 28,695 | ||||||
| 5.60%, 7/15/41 |
15,000 | 14,532 | ||||||
| DH Europe Finance II Sarl |
||||||||
| 3.25%, 11/15/39 |
25,000 | 20,323 | ||||||
| Digital Realty Trust LP |
||||||||
| 3.60%, 7/1/29(d) |
50,000 | 45,388 | ||||||
| Dignity Health |
||||||||
| 5.27%, 11/1/64 |
25,000 | 21,758 | ||||||
| Discover Financial Services |
||||||||
| 4.10%, 2/9/27 |
60,000 | 56,507 | ||||||
| Discovery Communications LLC |
||||||||
| 5.20%, 9/20/47 |
10,000 | 7,800 | ||||||
| 4.00%, 9/15/55 |
47,000 | 30,216 | ||||||
| Dollar General Corp. |
||||||||
| 3.50%, 4/3/30 |
50,000 | 45,479 | ||||||
| 5.50%, 11/1/52 |
100,000 | 101,614 | ||||||
| Dollar Tree, Inc. |
||||||||
| 4.20%, 5/15/28 |
50,000 | 47,917 | ||||||
| Dominion Energy South Carolina, Inc. |
||||||||
| 5.10%, 6/1/65 |
34,000 | 32,305 | ||||||
| Dominion Energy, Inc. |
||||||||
| 3.90%, 10/1/25 |
5,000 | 4,879 | ||||||
| 1.45%, 4/15/26, Series A |
62,000 | 55,767 | ||||||
| 6.30%, 3/15/33, Series E |
55,000 | 58,687 | ||||||
| 5.95%, 6/15/35, Series B |
5,000 | 5,099 | ||||||
| 4.90%, 8/1/41, Series C |
25,000 | 22,683 | ||||||
| Dover Corp. |
||||||||
| 3.15%, 11/15/25 |
23,000 | 22,056 | ||||||
| Dow Chemical Co. |
||||||||
| 7.38%, 11/1/29 |
3,000 | 3,321 | ||||||
| 4.25%, 10/1/34 |
17,000 | 15,031 | ||||||
| 9.40%, 5/15/39 |
15,000 | 19,888 | ||||||
| 5.25%, 11/15/41 |
110,000 | 102,511 | ||||||
| 4.38%, 11/15/42 |
5,000 | 4,196 | ||||||
| DTE Electric Co. |
||||||||
| 1.90%, 4/1/28, Series A |
65,000 | 56,607 | ||||||
| 3.75%, 8/15/47 |
50,000 | 40,097 | ||||||
| Duke Energy Carolinas LLC |
||||||||
| 3.70%, 12/1/47 |
48,000 | 37,547 | ||||||
| Duke Energy Corp. |
||||||||
| 3.75%, 4/15/24 |
100,000 | 98,561 | ||||||
| 0.90%, 9/15/25 |
100,000 | 90,391 | ||||||
| 3.15%, 8/15/27 |
195,000 | 181,453 | ||||||
| 3.95%, 8/15/47 |
120,000 | 93,163 | ||||||
| Duke Energy Florida LLC |
||||||||
| 6.40%, 6/15/38 |
43,500 | 48,582 | ||||||
| Duke Energy Indiana LLC |
||||||||
| 2.75%, 4/1/50 |
142,000 | 91,819 | ||||||
| DuPont de Nemours, Inc. |
||||||||
| 5.32%, 11/15/38 |
425,000 | 416,695 | ||||||
| Eastern Gas Transmission & Storage, Inc. |
||||||||
| 4.60%, 12/15/44 |
300,000 | 252,702 | ||||||
| Eastman Chemical Co. |
||||||||
| 4.80%, 9/1/42 |
23,000 | 19,672 | ||||||
| Eaton Vance Corp. |
||||||||
| 3.50%, 4/6/27 |
18,000 | 16,932 | ||||||
| eBay, Inc. |
||||||||
| 4.00%, 7/15/42 |
15,000 | 12,061 | ||||||
| Ecolab, Inc. |
||||||||
| 2.70%, 11/1/26 |
5,000 | 4,676 | ||||||
| 3.25%, 12/1/27(d) |
25,000 | 23,512 | ||||||
| 2.13%, 8/15/50 |
35,000 | 20,428 | ||||||
| Elevance Health, Inc. |
||||||||
| 3.50%, 8/15/24 |
80,000 | 78,286 | ||||||
| 3.65%, 12/1/27 |
25,000 | 23,805 | ||||||
| 6.38%, 6/15/37 |
18,000 | 19,576 | ||||||
| 4.63%, 5/15/42 |
85,000 | 78,512 | ||||||
| 4.65%, 1/15/43 |
40,000 | 37,033 | ||||||
| 4.65%, 8/15/44 |
15,000 | 13,694 | ||||||
| 3.13%, 5/15/50 |
52,000 | 36,911 | ||||||
| 3.60%, 3/15/51 |
50,000 | 38,284 | ||||||
| Eli Lilly & Co. |
||||||||
| 5.50%, 3/15/27 |
25,000 | 26,258 | ||||||
| Emerson Electric Co. |
||||||||
| 1.80%, 10/15/27 |
35,000 | 30,972 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 1.95%, 10/15/30 |
$ | 20,000 | $ | 16,415 | ||||
| Enbridge Energy Partners LP |
||||||||
| 5.88%, 10/15/25 |
5,000 | 5,117 | ||||||
| Energy Transfer LP |
||||||||
| 5.88%, 1/15/24 |
40,000 | 40,180 | ||||||
| 4.25%, 4/1/24 |
20,000 | 19,635 | ||||||
| 4.50%, 4/15/24 |
30,000 | 29,644 | ||||||
| 3.90%, 5/15/24 |
48,000 | 46,887 | ||||||
| 5.95%, 12/1/25 |
25,000 | 25,320 | ||||||
| 3.90%, 7/15/26 |
5,000 | 4,730 | ||||||
| 4.20%, 4/15/27 |
20,000 | 18,988 | ||||||
| 5.50%, 6/1/27 |
50,000 | 50,080 | ||||||
| 4.15%, 9/15/29 |
100,000 | 90,784 | ||||||
| 4.90%, 3/15/35 |
13,000 | 11,865 | ||||||
| 6.63%, 10/15/36 |
94,000 | 95,953 | ||||||
| Entergy Corp. |
||||||||
| 2.40%, 6/15/31 |
100,000 | 80,157 | ||||||
| Entergy Louisiana LLC |
||||||||
| 3.12%, 9/1/27 |
15,000 | 13,958 | ||||||
| 4.00%, 3/15/33 |
85,000 | 77,894 | ||||||
| 4.20%, 9/1/48 |
40,000 | 33,703 | ||||||
| Entergy Texas, Inc. |
||||||||
| 1.75%, 3/15/31 |
88,000 | 69,502 | ||||||
| 3.55%, 9/30/49 |
25,000 | 18,469 | ||||||
| Enterprise Products Operating LLC |
||||||||
| 6.88%, 3/1/33, Series D |
44,000 | 48,767 | ||||||
| 4.45%, 2/15/43 |
40,000 | 34,440 | ||||||
| 4.25%, 2/15/48 |
319,000 | 260,291 | ||||||
| EPR Properties |
||||||||
| 4.75%, 12/15/26 |
100,000 | 90,341 | ||||||
| Equifax, Inc. |
||||||||
| 5.10%, 12/15/27 |
100,000 | 98,720 | ||||||
| Equinix, Inc. |
||||||||
| 2.95%, 9/15/51 |
30,000 | 19,305 | ||||||
| Equitable Holdings, Inc. |
||||||||
| 4.35%, 4/20/28 |
414,000 | 395,921 | ||||||
| ERP Operating LP |
||||||||
| 3.00%, 7/1/29 |
25,000 | 22,028 | ||||||
| Essential Utilities, Inc. |
||||||||
| 2.70%, 4/15/30 |
10,000 | 8,461 | ||||||
| Essex Portfolio LP |
||||||||
| 1.65%, 1/15/31 |
25,000 | 18,782 | ||||||
| 2.65%, 9/1/50 |
30,000 | 17,540 | ||||||
| Estee Lauder Cos., Inc. |
||||||||
| 2.00%, 12/1/24 |
25,000 | 23,752 | ||||||
| 1.95%, 3/15/31 |
40,000 | 32,482 | ||||||
| Evergy, Inc. |
||||||||
| 2.90%, 9/15/29 |
150,000 | 129,814 | ||||||
| Eversource Energy |
||||||||
| 4.25%, 4/1/29, Series O |
15,000 | 14,288 | ||||||
| Exelon Corp. |
||||||||
| 5.10%, 6/15/45 |
8,000 | 7,652 | ||||||
| Expedia Group, Inc. |
||||||||
| 3.80%, 2/15/28 |
5,000 | 4,638 | ||||||
| Exxon Mobil Corp. |
||||||||
| 2.02%, 8/16/24 |
10,000 | 9,603 | ||||||
| 3.04%, 3/1/26 |
23,000 | 22,072 | ||||||
| 2.28%, 8/16/26(d) |
50,000 | 46,748 | ||||||
| 2.44%, 8/16/29(d) |
15,000 | 13,273 | ||||||
| 2.61%, 10/15/30 |
35,000 | 30,921 | ||||||
| 4.33%, 3/19/50 |
425,000 | 387,460 | ||||||
| FedEx Corp. |
||||||||
| 4.20%, 10/17/28 |
18,000 | 17,252 | ||||||
| 3.90%, 2/1/35 |
19,000 | 16,322 | ||||||
| 3.88%, 8/1/42 |
5,000 | 3,941 | ||||||
| 4.75%, 11/15/45 |
5,000 | 4,360 | ||||||
| 4.40%, 1/15/47 |
63,000 | 50,999 | ||||||
| 4.05%, 2/15/48 |
100,000 | 77,249 | ||||||
| Fifth Third Bancorp |
||||||||
| 2.55%, 5/5/27 |
20,000 | 18,071 | ||||||
| 3.95%, 3/14/28 |
25,000 | 23,766 | ||||||
| 8.25%, 3/1/38 |
20,000 | 24,649 | ||||||
| Fiserv, Inc. |
||||||||
| 2.75%, 7/1/24 |
147,000 | 141,737 | ||||||
| 3.20%, 7/1/26 |
17,000 | 16,025 | ||||||
| 4.20%, 10/1/28 |
15,000 | 14,327 | ||||||
| 4.40%, 7/1/49 |
25,000 | 20,844 | ||||||
| Florida Power & Light Co. |
||||||||
| 3.25%, 6/1/24 |
71,000 | 69,635 | ||||||
| 3.70%, 12/1/47 |
5,000 | 4,081 | ||||||
| 4.13%, 6/1/48 |
53,000 | 45,978 | ||||||
| FMC Corp. |
||||||||
| 4.50%, 10/1/49 |
150,000 | 121,638 | ||||||
| Fortune Brands Home & Security, Inc. |
||||||||
| 3.25%, 9/15/29 |
15,000 | 12,975 | ||||||
| Fox Corp. |
||||||||
| 5.48%, 1/25/39 |
25,000 | 23,161 | ||||||
| Franciscan Missionaries of Our Lady Health System, Inc. |
||||||||
| 3.91%, 7/1/49, Series B |
40,000 | 31,262 | ||||||
| Franklin Resources, Inc. |
||||||||
| 2.85%, 3/30/25 |
25,000 | 23,979 | ||||||
| Freeport-McMoRan, Inc. |
||||||||
| 4.63%, 8/1/30 |
25,000 | 23,114 | ||||||
| FS KKR Capital Corp. |
||||||||
| 4.13%, 2/1/25(d) |
50,000 | 47,862 | ||||||
| GATX Corp. |
||||||||
| 4.00%, 6/30/30 |
25,000 | 22,536 | ||||||
| 3.50%, 6/1/32 |
25,000 | 21,120 | ||||||
| GE Capital International Funding Co. Unlimited Co. |
||||||||
| 4.42%, 11/15/35 |
100,000 | 94,491 | ||||||
| General Dynamics Corp. |
||||||||
| 3.75%, 5/15/28 |
23,000 | 22,143 | ||||||
| 4.25%, 4/1/40 |
35,000 | 32,677 | ||||||
| General Electric Co. |
||||||||
| 6.75%, 3/15/32, Series MTNA |
428,000 | 486,662 | ||||||
| 5.88%, 1/14/38(d) |
24,000 | 25,322 | ||||||
| General Motors Co. |
||||||||
| 4.20%, 10/1/27(d) |
71,000 | 67,682 | ||||||
| 5.00%, 10/1/28 |
78,000 | 75,187 | ||||||
| 6.75%, 4/1/46 |
137,000 | 136,826 | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 5.10%, 1/17/24 |
100,000 | 99,518 | ||||||
| 4.00%, 1/15/25 |
101,000 | 98,274 | ||||||
| 4.35%, 4/9/25 |
415,000 | 406,862 | ||||||
| 4.30%, 7/13/25 |
30,000 | 29,151 | ||||||
| 6.05%, 10/10/25 |
150,000 | 151,543 | ||||||
| 4.35%, 1/17/27 |
30,000 | 28,800 | ||||||
| 2.35%, 1/8/31 |
100,000 | 77,620 | ||||||
| George Washington University |
||||||||
| 4.30%, 9/15/44, Series 2014 |
25,000 | 21,827 | ||||||
| 4.13%, 9/15/48, Series 2018 |
26,000 | 22,094 | ||||||
| Georgia Power Co. |
||||||||
| 3.25%, 4/1/26 |
25,000 | 23,883 | ||||||
| 4.30%, 3/15/43 |
264,000 | 228,500 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Georgia-Pacific LLC |
||||||||
| 8.00%, 1/15/24 |
$ | 525,000 | $ | 541,884 | ||||
| 7.75%, 11/15/29 |
5,000 | 5,760 | ||||||
| Gilead Sciences, Inc. |
||||||||
| 3.50%, 2/1/25 |
5,000 | 4,884 | ||||||
| 3.65%, 3/1/26 |
69,000 | 66,976 | ||||||
| 1.20%, 10/1/27 |
50,000 | 42,657 | ||||||
| 5.65%, 12/1/41 |
38,000 | 39,502 | ||||||
| 4.50%, 2/1/45 |
213,000 | 192,895 | ||||||
| GLP Capital LP / GLP Financing II, Inc. |
||||||||
| 5.25%, 6/1/25 |
15,000 | 14,805 | ||||||
| 5.75%, 6/1/28 |
23,000 | 22,462 | ||||||
| 4.00%, 1/15/30 |
30,000 | 26,044 | ||||||
| 3.25%, 1/15/32 |
25,000 | 19,904 | ||||||
| Goldman Sachs BDC, Inc. |
||||||||
| 2.88%, 1/15/26(d) |
25,000 | 23,148 | ||||||
| Goldman Sachs Capital I |
||||||||
| 6.35%, 2/15/34 |
19,000 | 19,237 | ||||||
| Goldman Sachs Group, Inc. |
||||||||
| 4.00%, 3/3/24 |
15,000 | 14,815 | ||||||
| 3.00%, 3/15/24 |
245,000 | 238,890 | ||||||
| 3.50%, 1/23/25 |
25,000 | 24,314 | ||||||
| 3.27%, 9/29/25, (3.272% fixed rate until 9/29/24; 3-month U.S. dollar London Interbank Offered Rate + 1.201% thereafter)(c)(f) |
25,000 | 24,084 | ||||||
| 3.75%, 2/25/26 |
50,000 | 48,333 | ||||||
| 1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(c) |
100,000 | 88,189 | ||||||
| 5.95%, 1/15/27 |
23,000 | 23,976 | ||||||
| 3.85%, 1/26/27 |
15,000 | 14,424 | ||||||
| 3.62%, 3/15/28, (3.615% fixed rate until 3/15/27; Secured Overnight Financing Rate + 1.846% thereafter)(c) |
205,000 | 190,734 | ||||||
| 3.69%, 6/5/28, (3.691% fixed rate until 6/5/27; 3-month U.S. dollar London Interbank Offered Rate + 1.51% thereafter)(c)(f) |
23,000 | 21,526 | ||||||
| 4.48%, 8/23/28, (4.482% fixed rate until 8/23/27; Secured Overnight Financing Rate + 1.725% thereafter)(c) |
100,000 | 96,072 | ||||||
| 3.81%, 4/23/29, (3.814% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.158% thereafter)(c)(f) |
21,000 | 19,365 | ||||||
| 4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month U.S. dollar London Interbank Offered Rate + 1.301% thereafter)(c)(f) |
100,000 | 93,960 | ||||||
| 3.80%, 3/15/30 |
468,000 | 426,194 | ||||||
| 6.13%, 2/15/33(d) |
9,000 | 9,496 | ||||||
| 6.45%, 5/1/36 |
22,000 | 23,516 | ||||||
| 6.75%, 10/1/37 |
100,000 | 108,862 | ||||||
| 4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month U.S. dollar London Interbank Offered Rate + 1.373% thereafter)(c)(f) |
10,000 | 8,465 | ||||||
| 4.41%, 4/23/39, (4.411% fixed rate until 4/23/38; 3-month U.S. dollar London Interbank Offered Rate + 1.43% thereafter)(c)(f) |
5,000 | 4,427 | ||||||
| 6.25%, 2/1/41 |
10,000 | 10,779 | ||||||
| 5.15%, 5/22/45 |
53,000 | 50,355 | ||||||
| GSK Consumer Healthcare Capital U.S. LLC |
||||||||
| 3.02%, 3/24/24 |
300,000 | 291,405 | ||||||
| GSK Consumer Healthcare Capital UK PLC |
||||||||
| 3.13%, 3/24/25 |
300,000 | 287,646 | ||||||
| Hackensack Meridian Health, Inc. |
||||||||
| 2.68%, 9/1/41, Series 2020 |
75,000 | 52,548 | ||||||
| Halliburton Co. |
||||||||
| 6.70%, 9/15/38 |
18,000 | 19,571 | ||||||
| 4.50%, 11/15/41 |
415,000 | 354,153 | ||||||
| Hartford Financial Services Group, Inc. |
||||||||
| 5.95%, 10/15/36 |
40,000 | 40,641 | ||||||
| Hasbro, Inc. |
||||||||
| 3.55%, 11/19/26 |
20,000 | 18,874 | ||||||
| 3.50%, 9/15/27 |
15,000 | 13,997 | ||||||
| HCA, Inc. |
||||||||
| 5.63%, 9/1/28 |
68,000 | 68,031 | ||||||
| 4.13%, 6/15/29 |
50,000 | 45,916 | ||||||
| 5.13%, 6/15/39 |
200,000 | 179,374 | ||||||
| Healthcare Realty Holdings LP |
||||||||
| 3.75%, 7/1/27 |
5,000 | 4,683 | ||||||
| 2.00%, 3/15/31 |
25,000 | 19,204 | ||||||
| Healthpeak Properties, Inc. |
||||||||
| 6.75%, 2/1/41 |
40,000 | 42,484 | ||||||
| Hershey Co. |
||||||||
| 2.30%, 8/15/26 |
93,000 | 86,344 | ||||||
| Hess Corp. |
||||||||
| 4.30%, 4/1/27 |
30,000 | 28,859 | ||||||
| 7.88%, 10/1/29 |
125,000 | 140,627 | ||||||
| 7.13%, 3/15/33 |
50,000 | 54,896 | ||||||
| 6.00%, 1/15/40 |
48,000 | 48,710 | ||||||
| Hewlett Packard Enterprise Co. |
||||||||
| 6.20%, 10/15/35 |
23,000 | 24,151 | ||||||
| Home Depot, Inc. |
||||||||
| 2.80%, 9/14/27 |
23,000 | 21,550 | ||||||
| 0.90%, 3/15/28 |
100,000 | 83,984 | ||||||
| 1.38%, 3/15/31 |
100,000 | 78,624 | ||||||
| 1.88%, 9/15/31 |
25,000 | 20,301 | ||||||
| 5.88%, 12/16/36 |
15,000 | 16,332 | ||||||
| 4.88%, 2/15/44 |
11,000 | 10,707 | ||||||
| 3.35%, 4/15/50 |
100,000 | 76,420 | ||||||
| 4.95%, 9/15/52(d) |
100,000 | 98,575 | ||||||
| Honeywell International, Inc. |
||||||||
| 2.50%, 11/1/26 |
10,000 | 9,355 | ||||||
| 2.70%, 8/15/29 |
485,000 | 436,616 | ||||||
| 3.81%, 11/21/47 |
150,000 | 128,955 | ||||||
| Hormel Foods Corp. |
||||||||
| 1.80%, 6/11/30 |
30,000 | 24,619 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| HP, Inc. |
||||||||
| 3.00%, 6/17/27(d) |
$ | 25,000 | $ | 22,954 | ||||
| Hubbell, Inc. |
||||||||
| 3.15%, 8/15/27 |
48,000 | 44,306 | ||||||
| Hudson Pacific Properties LP |
||||||||
| 3.95%, 11/1/27 |
5,000 | 4,300 | ||||||
| 5.95%, 2/15/28(d) |
200,000 | 192,162 | ||||||
| Humana, Inc. |
||||||||
| 4.80%, 3/15/47 |
23,000 | 20,745 | ||||||
| Huntington Bancshares, Inc. |
||||||||
| 2.63%, 8/6/24 |
45,000 | 43,137 | ||||||
| 4.00%, 5/15/25 |
25,000 | 24,378 | ||||||
| Huntington Ingalls Industries, Inc. |
||||||||
| 3.84%, 5/1/25 |
15,000 | 14,484 | ||||||
| 2.04%, 8/16/28 |
25,000 | 20,924 | ||||||
| 4.20%, 5/1/30 |
25,000 | 23,011 | ||||||
| Hyatt Hotels Corp. |
||||||||
| 5.63%, 4/23/25 |
25,000 | 24,826 | ||||||
| Idaho Power Co. |
||||||||
| 4.20%, 3/1/48, Series K |
20,000 | 16,456 | ||||||
| Illinois Tool Works, Inc. |
||||||||
| 2.65%, 11/15/26 |
65,000 | 61,547 | ||||||
| Intel Corp. |
||||||||
| 3.70%, 7/29/25 |
25,000 | 24,554 | ||||||
| 3.75%, 3/25/27 |
150,000 | 146,146 | ||||||
| 3.90%, 3/25/30 |
25,000 | 23,682 | ||||||
| 4.10%, 5/19/46 |
45,000 | 37,484 | ||||||
| 4.10%, 5/11/47 |
118,000 | 97,736 | ||||||
| 3.25%, 11/15/49 |
120,000 | 84,756 | ||||||
| 4.75%, 3/25/50 |
45,000 | 40,538 | ||||||
| 5.05%, 8/5/62 |
35,000 | 32,171 | ||||||
| Intercontinental Exchange, Inc. |
||||||||
| 3.75%, 12/1/25 |
5,000 | 4,896 | ||||||
| 3.10%, 9/15/27 |
5,000 | 4,689 | ||||||
| 4.60%, 3/15/33 |
100,000 | 97,264 | ||||||
| 3.00%, 6/15/50 |
145,000 | 101,758 | ||||||
| International Business Machines Corp. |
||||||||
| 3.45%, 2/19/26 |
100,000 | 96,323 | ||||||
| 6.22%, 8/1/27 |
49,000 | 52,351 | ||||||
| 5.88%, 11/29/32 |
24,000 | 25,941 | ||||||
| 4.00%, 6/20/42 |
225,000 | 190,636 | ||||||
| 4.25%, 5/15/49 |
20,000 | 17,093 | ||||||
| International Flavors & Fragrances, Inc. |
||||||||
| 5.00%, 9/26/48 |
5,000 | 4,323 | ||||||
| International Paper Co. |
||||||||
| 4.80%, 6/15/44 |
4,000 | 3,564 | ||||||
| 4.35%, 8/15/48(d) |
19,000 | 16,194 | ||||||
| Intuit, Inc. |
||||||||
| 1.35%, 7/15/27 |
25,000 | 21,758 | ||||||
| Invesco Finance PLC |
||||||||
| 4.00%, 1/30/24 |
18,000 | 17,809 | ||||||
| ITC Holdings Corp. |
||||||||
| 5.30%, 7/1/43 |
15,000 | 13,765 | ||||||
| Jabil, Inc. |
||||||||
| 3.95%, 1/12/28 |
25,000 | 23,533 | ||||||
| Janus Henderson U.S. Holdings, Inc. |
||||||||
| 4.88%, 8/1/25 |
18,000 | 17,784 | ||||||
| Jefferies Financial Group, Inc. |
||||||||
| 6.45%, 6/8/27 |
25,000 | 26,067 | ||||||
| JetBlue Pass Through Trust |
||||||||
| 4.00%, 5/15/34, Series 1A |
140,184 | 124,796 | ||||||
| John Deere Capital Corp. |
||||||||
| 3.45%, 3/13/25 |
25,000 | 24,459 | ||||||
| 3.40%, 6/6/25 |
175,000 | 170,887 | ||||||
| 2.80%, 9/8/27 |
37,000 | 34,325 | ||||||
| 2.45%, 1/9/30 |
35,000 | 30,499 | ||||||
| Johns Hopkins Health System Corp. |
||||||||
| 3.84%, 5/15/46 |
40,000 | 32,584 | ||||||
| Johns Hopkins University |
||||||||
| 2.81%, 1/1/60, Series A |
10,000 | 6,450 | ||||||
| Johnson & Johnson |
||||||||
| 2.63%, 1/15/25 |
48,000 | 46,363 | ||||||
| 2.95%, 3/3/27 |
21,000 | 20,075 | ||||||
| 4.95%, 5/15/33(d) |
25,000 | 26,511 | ||||||
| 3.55%, 3/1/36 |
14,000 | 12,701 | ||||||
| 3.40%, 1/15/38 |
100,000 | 86,788 | ||||||
| 4.50%, 9/1/40 |
19,000 | 18,507 | ||||||
| 3.70%, 3/1/46 |
22,000 | 18,992 | ||||||
| Johnson Controls International PLC |
||||||||
| 6.00%, 1/15/36 |
18,000 | 18,856 | ||||||
| JPMorgan Chase & Co. |
||||||||
| 3.88%, 2/1/24 |
50,000 | 49,545 | ||||||
| 0.56%, 2/16/25, (0.563% fixed rate until 2/16/24; Secured Overnight Financing Rate + 0.42% thereafter)(c) |
250,000 | 234,637 | ||||||
| 3.22%, 3/1/25, (3.22% fixed rate until 3/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.155% thereafter)(c)(f) |
165,000 | 160,660 | ||||||
| 3.85%, 6/14/25, (3.845% fixed rate until 6/14/24; Secured Overnight Financing Rate + 0.98% thereafter)(c) |
100,000 | 98,268 | ||||||
| 0.97%, 6/23/25, (0.969% fixed rate until 6/23/24; 3-month Secured Overnight Financing Rate + 0.58% thereafter)(c) |
100,000 | 93,083 | ||||||
| 2.01%, 3/13/26, (2.005% fixed rate until 3/13/25; 3-month Secured Overnight Financing Rate + 1.585% thereafter)(c) |
375,000 | 348,416 | ||||||
| 3.30%, 4/1/26 |
10,000 | 9,563 | ||||||
| 7.63%, 10/15/26 |
100,000 | 110,544 | ||||||
| 1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(c) |
50,000 | 44,104 | ||||||
| 3.96%, 1/29/27, (3.96% fixed rate until 1/29/26; 3-month U.S. dollar London Interbank Offered Rate + 1.245% thereafter)(c)(f) |
150,000 | 144,289 | ||||||
| 8.00%, 4/29/27 |
25,000 | 28,213 | ||||||
| 4.32%, 4/26/28, (4.323% fixed rate until 4/26/27; Secured Overnight Financing Rate + 1.56% thereafter)(c) |
75,000 | 71,946 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(c)(f) |
$ | 25,000 | $ | 23,234 | ||||
| 4.85%, 7/25/28, (4.851% fixed rate until 7/25/27; Secured Overnight Financing Rate + 1.99% thereafter)(c) |
100,000 | 97,952 | ||||||
| 3.51%, 1/23/29, (3.509% fixed rate until 1/23/28; 3-month U.S. dollar London Interbank Offered Rate + 0.945% thereafter)(c)(f) |
123,000 | 112,573 | ||||||
| 4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.26% thereafter)(c)(f) |
20,000 | 18,838 | ||||||
| 4.45%, 12/5/29, (4.452% fixed rate until 12/5/28; 3-month U.S. dollar London Interbank Offered Rate + 1.33% thereafter)(c)(f) |
43,000 | 40,947 | ||||||
| 3.70%, 5/6/30, (3.702% fixed rate until 5/6/29; 3-month U.S. dollar London Interbank Offered Rate + 1.16% thereafter)(c)(f) |
15,000 | 13,667 | ||||||
| 4.49%, 3/24/31, (4.493% fixed rate until 3/24/30; Secured Overnight Financing Rate + 3.79% thereafter)(c) |
15,000 | 14,250 | ||||||
| 2.52%, 4/22/31, (2.522% fixed rate until 4/22/30; Secured Overnight Financing Rate + 2.04% thereafter)(c) |
15,000 | 12,456 | ||||||
| 2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; Secured Overnight Financing Rate + 2.515% thereafter)(c) |
56,000 | 46,443 | ||||||
| 1.76%, 11/19/31, (1.764% fixed rate until 11/19/30; 3-month Secured Overnight Financing Rate + 1.105% thereafter)(c) |
130,000 | 100,217 | ||||||
| 2.58%, 4/22/32, (2.58% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.25% thereafter)(c) |
125,000 | 101,710 | ||||||
| 4.59%, 4/26/33, (4.586% fixed rate until 4/26/32; Secured Overnight Financing Rate + 1.80% thereafter)(c) |
100,000 | 94,155 | ||||||
| 6.40%, 5/15/38 |
10,000 | 11,067 | ||||||
| 2.53%, 11/19/41, (2.525% fixed rate until 11/19/40; Secured Overnight Financing Rate + 1.51% thereafter)(c) |
40,000 | 27,324 | ||||||
| 5.63%, 8/16/43 |
118,000 | 121,193 | ||||||
| 4.95%, 6/1/45 |
100,000 | 93,239 | ||||||
| 3.96%, 11/15/48, (3.964% fixed rate until 11/15/47; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(c)(f) |
25,000 | 20,311 | ||||||
| 3.90%, 1/23/49, (3.897% fixed rate until 1/23/48; 3-month U.S. dollar London Interbank Offered Rate + 1.22% thereafter)(c)(f) |
23,000 | 18,399 | ||||||
| 3.11%, 4/22/51, (3.109% fixed rate until 4/22/50; Secured Overnight Financing Rate + 2.44% thereafter)(c) |
55,000 | 38,245 | ||||||
| Juniper Networks, Inc. |
||||||||
| 2.00%, 12/10/30 |
25,000 | 19,141 | ||||||
| Kaiser Foundation Hospitals |
||||||||
| 3.15%, 5/1/27 |
11,000 | 10,377 | ||||||
| 4.15%, 5/1/47 |
9,000 | 7,855 | ||||||
| 3.00%, 6/1/51, Series 2021 |
10,000 | 7,000 | ||||||
| Kansas City Southern |
||||||||
| 4.95%, 8/15/45 |
355,000 | 327,995 | ||||||
| Kellogg Co. |
||||||||
| 3.40%, 11/15/27 |
100,000 | 93,978 | ||||||
| Keurig Dr. Pepper, Inc. |
||||||||
| 3.13%, 12/15/23 |
25,000 | 24,523 | ||||||
| 2.55%, 9/15/26 |
8,000 | 7,360 | ||||||
| 4.42%, 12/15/46 |
23,000 | 19,409 | ||||||
| KeyBank NA |
||||||||
| 4.15%, 8/8/25, Series BKNT |
250,000 | 244,897 | ||||||
| KeyCorp |
||||||||
| 4.15%, 10/29/25 |
244,000 | 239,127 | ||||||
| 2.55%, 10/1/29 |
13,000 | 11,014 | ||||||
| 4.79%, 6/1/33, (4.789% fixed rate until 6/1/32; Secured Overnight Financing Index + 2.06% thereafter)(c) |
100,000 | 95,590 | ||||||
| Keysight Technologies, Inc. |
||||||||
| 4.60%, 4/6/27 |
25,000 | 24,609 | ||||||
| Kimberly-Clark Corp. |
||||||||
| 1.05%, 9/15/27 |
35,000 | 30,205 | ||||||
| 3.90%, 5/4/47 |
50,000 | 42,094 | ||||||
| Kimco Realty Corp. |
||||||||
| 3.30%, 2/1/25 |
18,000 | 17,326 | ||||||
| 2.80%, 10/1/26 |
5,000 | 4,605 | ||||||
| 3.70%, 10/1/49 |
150,000 | 106,977 | ||||||
| Kinder Morgan Energy Partners LP |
||||||||
| 4.30%, 5/1/24 |
10,000 | 9,873 | ||||||
| 5.50%, 3/1/44 |
18,000 | 16,714 | ||||||
| 5.40%, 9/1/44 |
19,000 | 17,447 | ||||||
| Kinder Morgan, Inc. |
||||||||
| 4.30%, 3/1/28 |
35,000 | 33,839 | ||||||
| 7.75%, 1/15/32 |
5,000 | 5,726 | ||||||
| 5.30%, 12/1/34 |
500,000 | 477,975 | ||||||
| 5.55%, 6/1/45 |
15,000 | 14,030 | ||||||
| KLA Corp. |
||||||||
| 4.65%, 11/1/24 |
15,000 | 14,966 | ||||||
| 5.00%, 3/15/49 |
50,000 | 48,446 | ||||||
| 3.30%, 3/1/50(d) |
25,000 | 18,908 | ||||||
| Kraft Heinz Foods Co. |
||||||||
| 3.75%, 4/1/30 |
31,000 | 28,732 | ||||||
| 4.38%, 6/1/46 |
125,000 | 105,476 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Kroger Co. |
||||||||
| 3.70%, 8/1/27 |
$ | 64,000 | $ | 61,126 | ||||
| 6.90%, 4/15/38 |
35,000 | 38,889 | ||||||
| 5.15%, 8/1/43 |
18,000 | 16,946 | ||||||
| 5.40%, 1/15/49 |
19,000 | 18,468 | ||||||
| Laboratory Corp. of America Holdings |
||||||||
| 2.30%, 12/1/24 |
486,000 | 459,873 | ||||||
| Lam Research Corp. |
||||||||
| 4.00%, 3/15/29 |
19,000 | 18,326 | ||||||
| Legg Mason, Inc. |
||||||||
| 5.63%, 1/15/44 |
5,000 | 5,021 | ||||||
| Lennar Corp. |
||||||||
| 4.50%, 4/30/24 |
25,000 | 24,650 | ||||||
| 5.88%, 11/15/24 |
25,000 | 25,152 | ||||||
| 4.75%, 11/29/27 |
25,000 | 23,954 | ||||||
| Linde, Inc. |
||||||||
| 3.20%, 1/30/26 |
25,000 | 24,225 | ||||||
| 2.00%, 8/10/50 |
15,000 | 8,701 | ||||||
| Lockheed Martin Corp. |
||||||||
| 4.95%, 10/15/25 |
150,000 | 151,867 | ||||||
| 5.10%, 11/15/27 |
150,000 | 154,422 | ||||||
| 6.15%, 9/1/36, Series B |
39,000 | 43,318 | ||||||
| 4.09%, 9/15/52 |
24,000 | 20,830 | ||||||
| Lowe’s Cos., Inc. |
||||||||
| 2.50%, 4/15/26 |
30,000 | 28,149 | ||||||
| 2.63%, 4/1/31 |
10,000 | 8,420 | ||||||
| 4.05%, 5/3/47 |
15,000 | 12,167 | ||||||
| 3.50%, 4/1/51 |
100,000 | 72,548 | ||||||
| 5.80%, 9/15/62 |
100,000 | 98,780 | ||||||
| Lubrizol Corp. |
||||||||
| 6.50%, 10/1/34 |
39,000 | 45,263 | ||||||
| LYB International Finance BV |
||||||||
| 4.88%, 3/15/44 |
5,000 | 4,242 | ||||||
| LYB International Finance III LLC |
||||||||
| 3.80%, 10/1/60 |
5,000 | 3,303 | ||||||
| LyondellBasell Industries NV |
||||||||
| 4.63%, 2/26/55 |
20,000 | 15,921 | ||||||
| Magellan Midstream Partners LP |
||||||||
| 3.25%, 6/1/30 |
25,000 | 22,029 | ||||||
| 4.20%, 10/3/47 |
38,000 | 29,569 | ||||||
| Marathon Oil Corp. |
||||||||
| 6.80%, 3/15/32 |
5,000 | 5,275 | ||||||
| Marathon Petroleum Corp. |
||||||||
| 6.50%, 3/1/41 |
25,000 | 26,372 | ||||||
| 5.00%, 9/15/54 |
50,000 | 43,122 | ||||||
| Marriott International, Inc. |
||||||||
| 3.50%, 10/15/32, Series GG |
395,000 | 332,855 | ||||||
| Marsh & McLennan Cos., Inc. |
||||||||
| 3.75%, 3/14/26 |
40,000 | 39,002 | ||||||
| 4.20%, 3/1/48 |
5,000 | 4,192 | ||||||
| 4.90%, 3/15/49 |
20,000 | 18,725 | ||||||
| Martin Marietta Materials, Inc. |
||||||||
| 4.25%, 7/2/24 |
35,000 | 34,529 | ||||||
| 3.50%, 12/15/27 |
5,000 | 4,677 | ||||||
| Marvell Technology, Inc. |
||||||||
| 4.88%, 6/22/28 |
15,000 | 14,480 | ||||||
| Masco Corp. |
||||||||
| 4.50%, 5/15/47(d) |
20,000 | 16,218 | ||||||
| Mass General Brigham, Inc. |
||||||||
| 3.19%, 7/1/49, Series 2020 |
300,000 | 214,164 | ||||||
| 3.34%, 7/1/60, Series 2020 |
25,000 | 16,784 | ||||||
| Massachusetts Institute of Technology |
||||||||
| 3.89%, 7/1/2116 |
19,000 | 14,355 | ||||||
| Mastercard, Inc. |
||||||||
| 3.80%, 11/21/46 |
25,000 | 21,697 | ||||||
| 3.65%, 6/1/49 |
20,000 | 16,937 | ||||||
| Mayo Clinic |
||||||||
| 3.20%, 11/15/61, Series 2021 |
140,000 | 93,584 | ||||||
| McCormick & Co., Inc. |
||||||||
| 4.20%, 8/15/47 |
50,000 | 41,466 | ||||||
| McDonald’s Corp. |
||||||||
| 3.38%, 5/26/25 |
5,000 | 4,876 | ||||||
| 6.30%, 10/15/37, Series I |
19,000 | 21,115 | ||||||
| 3.70%, 2/15/42 |
259,000 | 211,103 | ||||||
| 4.45%, 3/1/47 |
15,000 | 13,375 | ||||||
| 3.63%, 9/1/49 |
40,000 | 31,160 | ||||||
| 4.20%, 4/1/50 |
60,000 | 51,668 | ||||||
| Medtronic, Inc. |
||||||||
| 4.38%, 3/15/35 |
10,000 | 9,664 | ||||||
| Merck & Co., Inc. |
||||||||
| 2.90%, 3/7/24 |
100,000 | 98,010 | ||||||
| 6.50%, 12/1/33 |
50,000 | 57,722 | ||||||
| 2.35%, 6/24/40 |
5,000 | 3,581 | ||||||
| 4.15%, 5/18/43 |
100,000 | 91,232 | ||||||
| 2.45%, 6/24/50 |
5,000 | 3,313 | ||||||
| Meta Platforms, Inc. |
||||||||
| 3.50%, 8/15/27(e) |
100,000 | 94,038 | ||||||
| 3.85%, 8/15/32(e) |
100,000 | 89,609 | ||||||
| 4.65%, 8/15/62(e) |
100,000 | 82,025 | ||||||
| MetLife, Inc. |
||||||||
| 3.60%, 11/13/25 |
69,000 | 67,347 | ||||||
| 5.70%, 6/15/35 |
32,000 | 33,748 | ||||||
| 4.88%, 11/13/43 |
50,000 | 47,329 | ||||||
| Micron Technology, Inc. |
||||||||
| 4.98%, 2/6/26 |
125,000 | 123,954 | ||||||
| Microsoft Corp. |
||||||||
| 2.40%, 8/8/26 |
69,000 | 64,926 | ||||||
| 3.30%, 2/6/27 |
92,000 | 89,070 | ||||||
| 3.50%, 2/12/35(d) |
40,000 | 37,265 | ||||||
| 4.10%, 2/6/37 |
48,000 | 46,892 | ||||||
| 4.50%, 10/1/40 |
75,000 | 75,268 | ||||||
| 3.70%, 8/8/46 |
12,000 | 10,651 | ||||||
| 4.25%, 2/6/47 |
18,000 | 17,404 | ||||||
| 2.53%, 6/1/50 |
265,000 | 183,059 | ||||||
| 2.92%, 3/17/52 |
50,000 | 37,170 | ||||||
| 4.50%, 2/6/57 |
18,000 | 17,504 | ||||||
| Mid-America Apartments LP |
||||||||
| 3.95%, 3/15/29 |
25,000 | 23,500 | ||||||
| MidAmerican Energy Co. |
||||||||
| 4.80%, 9/15/43 |
15,000 | 14,092 | ||||||
| 4.25%, 5/1/46 |
25,000 | 21,442 | ||||||
| 3.15%, 4/15/50 |
9,000 | 6,517 | ||||||
| Molson Coors Beverage Co. |
||||||||
| 5.00%, 5/1/42 |
30,000 | 27,133 | ||||||
| Mondelez International, Inc. |
||||||||
| 2.13%, 3/17/24 |
500,000 | 482,145 | ||||||
| 1.50%, 5/4/25 |
50,000 | 46,520 | ||||||
| 2.75%, 4/13/30 |
100,000 | 86,924 | ||||||
| Montefiore Obligated Group |
||||||||
| 5.25%, 11/1/48, Series 18-C |
105,000 | 78,801 | ||||||
| Moody’s Corp. |
||||||||
| 3.25%, 1/15/28 |
18,000 | 16,659 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 4.88%, 12/17/48 |
$ | 30,000 | $ | 27,675 | ||||
| 2.55%, 8/18/60 |
10,000 | 5,811 | ||||||
| Morgan Stanley |
||||||||
| 3.88%, 4/29/24, Series F |
15,000 | 14,761 | ||||||
| 3.70%, 10/23/24 |
67,000 | 65,591 | ||||||
| 2.72%, 7/22/25, (2.72% fixed rate until 7/22/24; Secured Overnight Financing Rate + 1.152% thereafter)(c) |
305,000 | 290,964 | ||||||
| 4.00%, 7/23/25 |
9,000 | 8,818 | ||||||
| 3.88%, 1/27/26 |
11,000 | 10,678 | ||||||
| 3.13%, 7/27/26 |
9,000 | 8,449 | ||||||
| 4.35%, 9/8/26 |
415,000 | 405,903 | ||||||
| 6.14%, 10/16/26(c) |
150,000 | 153,558 | ||||||
| 4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(c) |
175,000 | 166,850 | ||||||
| 3.59%, 7/22/28, (3.591% fixed rate until 7/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.34% thereafter)(c)(f) |
272,000 | 251,165 | ||||||
| 3.77%, 1/24/29, (3.772% fixed rate until 1/24/28; 3-month U.S. dollar London Interbank Offered Rate + 1.14% thereafter)(c)(f) |
239,000 | 220,764 | ||||||
| 4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.628% thereafter)(c)(f) |
20,000 | 18,968 | ||||||
| 2.70%, 1/22/31, (2.699% fixed rate until 1/22/30; Secured Overnight Financing Rate + 1.143% thereafter)(c) |
15,000 | 12,612 | ||||||
| 3.62%, 4/1/31, (3.622% fixed rate until 4/1/30; Secured Overnight Financing Rate + 3.12% thereafter)(c) |
15,000 | 13,386 | ||||||
| 6.34%, 10/18/33(c) |
50,000 | 53,182 | ||||||
| 3.97%, 7/22/38, (3.971% fixed rate until 7/22/37; 3-month U.S. dollar London Interbank Offered Rate + 1.455% thereafter)(c)(f) |
21,000 | 17,981 | ||||||
| 4.38%, 1/22/47 |
14,000 | 12,231 | ||||||
| 5.60%, 3/24/51, (5.597% fixed rate until 3/24/50; Secured Overnight Financing Rate + 4.84% thereafter)(c) |
8,000 | 8,368 | ||||||
| 2.80%, 1/25/52, (2.802% fixed rate until 1/25/51; Secured Overnight Financing Rate + 1.43% thereafter)(c) |
10,000 | 6,501 | ||||||
| Mosaic Co. |
||||||||
| 4.88%, 11/15/41 |
10,000 | 8,535 | ||||||
| Motorola Solutions, Inc. |
||||||||
| 2.30%, 11/15/30 |
25,000 | 19,824 | ||||||
| Mount Sinai Hospitals Group, Inc. |
||||||||
| 3.98%, 7/1/48, Series 2017 |
5,000 | 4,016 | ||||||
| 3.74%, 7/1/49, Series 2019 |
60,000 | 45,110 | ||||||
| MPLX LP |
||||||||
| 4.13%, 3/1/27 |
100,000 | 95,515 | ||||||
| 4.00%, 3/15/28 |
18,000 | 16,876 | ||||||
| 4.70%, 4/15/48 |
50,000 | 40,522 | ||||||
| Nasdaq, Inc. |
||||||||
| 3.95%, 3/7/52 |
100,000 | 79,341 | ||||||
| National Rural Utilities Cooperative Finance Corp. |
||||||||
| 3.25%, 11/1/25 |
10,000 | 9,582 | ||||||
| 3.40%, 2/7/28 |
5,000 | 4,679 | ||||||
| 3.90%, 11/1/28(d) |
18,000 | 17,074 | ||||||
| 4.02%, 11/1/32 |
18,000 | 16,517 | ||||||
| NBCUniversal Media LLC |
||||||||
| 5.95%, 4/1/41 |
5,000 | 5,336 | ||||||
| 4.45%, 1/15/43 |
50,000 | 44,562 | ||||||
| NetApp, Inc. |
||||||||
| 3.30%, 9/29/24 |
45,000 | 43,629 | ||||||
| New York and Presbyterian Hospital |
||||||||
| 2.61%, 8/1/60 |
25,000 | 14,482 | ||||||
| Newmont Corp. |
||||||||
| 4.88%, 3/15/42 |
20,000 | 18,371 | ||||||
| NextEra Energy Capital Holdings, Inc. |
||||||||
| 3.50%, 4/1/29 |
145,000 | 133,322 | ||||||
| NIKE, Inc. |
||||||||
| 2.40%, 3/27/25 |
486,000 | 466,025 | ||||||
| 2.85%, 3/27/30 |
17,000 | 15,321 | ||||||
| 3.88%, 11/1/45 |
5,000 | 4,414 | ||||||
| 3.38%, 11/1/46 |
20,000 | 16,126 | ||||||
| NiSource, Inc. |
||||||||
| 3.49%, 5/15/27 |
10,000 | 9,459 | ||||||
| 5.25%, 2/15/43 |
20,000 | 19,152 | ||||||
| 5.65%, 2/1/45 |
5,000 | 4,977 | ||||||
| 4.38%, 5/15/47 |
25,000 | 21,301 | ||||||
| 3.95%, 3/30/48 |
18,000 | 14,220 | ||||||
| Norfolk Southern Corp. |
||||||||
| 2.90%, 6/15/26 |
100,000 | 94,165 | ||||||
| 3.15%, 6/1/27 |
23,000 | 21,576 | ||||||
| 4.05%, 8/15/52 |
5,000 | 4,160 | ||||||
| 3.70%, 3/15/53 |
25,000 | 19,332 | ||||||
| Northern Trust Corp. |
||||||||
| 3.38%, 5/8/32, (3.375% fixed rate until 5/8/27; 3-month U.S. dollar London Interbank Offered Rate + 1.131% thereafter)(c)(f) |
25,000 | 22,819 | ||||||
| Northrop Grumman Corp. |
||||||||
| 3.20%, 2/1/27 |
53,000 | 49,952 | ||||||
| NOV, Inc. |
||||||||
| 3.95%, 12/1/42 |
25,000 | 17,954 | ||||||
| NSTAR Electric Co. |
||||||||
| 4.95%, 9/15/52 |
100,000 | 98,132 | ||||||
| NVIDIA Corp. |
||||||||
| 2.85%, 4/1/30 |
10,000 | 8,844 | ||||||
| 3.50%, 4/1/50 |
100,000 | 78,112 | ||||||
| 3.70%, 4/1/60 |
20,000 | 15,318 | ||||||
| NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery |
||||||||
| 2.67%, 10/1/50, Series 2020 |
60,000 | 37,487 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| NYU Langone Hospitals |
||||||||
| 4.78%, 7/1/44 |
$ | 235,000 | $ | 210,391 | ||||
| 3.38%, 7/1/55, Series 2020 |
25,000 | 17,365 | ||||||
| O’Reilly Automotive, Inc. |
||||||||
| 3.55%, 3/15/26(d) |
25,000 | 24,200 | ||||||
| 3.90%, 6/1/29 |
13,000 | 12,193 | ||||||
| Ohio Power Co. |
||||||||
| 1.63%, 1/15/31, Series Q(d) |
150,000 | 116,694 | ||||||
| Omega Healthcare Investors, Inc. |
||||||||
| 4.50%, 4/1/27 |
18,000 | 16,836 | ||||||
| 4.75%, 1/15/28 |
23,000 | 21,293 | ||||||
| 3.63%, 10/1/29 |
149,000 | 123,739 | ||||||
| Oncor Electric Delivery Co. LLC |
||||||||
| 0.55%, 10/1/25 |
25,000 | 22,277 | ||||||
| 5.75%, 3/15/29 |
34,000 | 35,631 | ||||||
| 4.55%, 9/15/32(e) |
100,000 | 99,440 | ||||||
| ONEOK, Inc. |
||||||||
| 2.75%, 9/1/24 |
18,000 | 17,310 | ||||||
| 4.00%, 7/13/27 |
18,000 | 16,995 | ||||||
| 4.55%, 7/15/28 |
50,000 | 47,564 | ||||||
| 5.20%, 7/15/48 |
50,000 | 42,806 | ||||||
| Oracle Corp. |
||||||||
| 2.50%, 4/1/25 |
50,000 | 47,325 | ||||||
| 2.65%, 7/15/26 |
186,000 | 171,557 | ||||||
| 3.25%, 11/15/27 |
17,000 | 15,670 | ||||||
| 2.30%, 3/25/28 |
125,000 | 108,495 | ||||||
| 2.95%, 4/1/30 |
96,000 | 82,497 | ||||||
| 5.38%, 7/15/40 |
10,000 | 9,306 | ||||||
| 4.50%, 7/8/44 |
40,000 | 32,828 | ||||||
| 4.00%, 11/15/47 |
403,000 | 301,521 | ||||||
| 4.38%, 5/15/55 |
75,000 | 57,081 | ||||||
| 3.85%, 4/1/60 |
25,000 | 16,902 | ||||||
| Orlando Health Obligated Group |
||||||||
| 3.33%, 10/1/50 |
153,000 | 108,108 | ||||||
| Otis Worldwide Corp. |
||||||||
| 2.06%, 4/5/25 |
150,000 | 140,679 | ||||||
| Owens Corning |
||||||||
| 4.30%, 7/15/47 |
23,000 | 18,368 | ||||||
| Owl Rock Capital Corp. |
||||||||
| 4.00%, 3/30/25 |
40,000 | 37,937 | ||||||
| Owl Rock Capital Corp. III |
||||||||
| 3.13%, 4/13/27 |
150,000 | 124,996 | ||||||
| Owl Rock Core Income Corp. |
||||||||
| 5.50%, 3/21/25 |
300,000 | 293,043 | ||||||
| PACCAR Financial Corp. |
||||||||
| 1.10%, 5/11/26 |
50,000 | 44,955 | ||||||
| 2.00%, 2/4/27 |
25,000 | 22,723 | ||||||
| Pacific Gas and Electric Co. |
||||||||
| 3.45%, 7/1/25 |
45,000 | 42,669 | ||||||
| 2.95%, 3/1/26 |
20,000 | 18,316 | ||||||
| 2.10%, 8/1/27 |
20,000 | 17,118 | ||||||
| 2.50%, 2/1/31 |
525,000 | 413,054 | ||||||
| 4.50%, 7/1/40 |
25,000 | 19,999 | ||||||
| 3.50%, 8/1/50 |
80,000 | 52,237 | ||||||
| PacifiCorp |
||||||||
| 4.10%, 2/1/42 |
50,000 | 42,237 | ||||||
| 3.30%, 3/15/51 |
100,000 | 73,013 | ||||||
| Packaging Corp. of America |
||||||||
| 3.40%, 12/15/27 |
25,000 | 23,239 | ||||||
| Paramount Global |
||||||||
| 3.38%, 2/15/28 |
5,000 | 4,457 | ||||||
| 6.88%, 4/30/36 |
5,000 | 4,969 | ||||||
| 4.85%, 7/1/42 |
15,000 | 11,447 | ||||||
| 4.90%, 8/15/44 |
5,000 | 3,746 | ||||||
| 4.60%, 1/15/45 |
50,000 | 36,224 | ||||||
| 4.95%, 5/19/50 |
20,000 | 15,036 | ||||||
| Parker-Hannifin Corp. |
||||||||
| 3.30%, 11/21/24 |
18,000 | 17,428 | ||||||
| 4.25%, 9/15/27 |
75,000 | 73,011 | ||||||
| 3.25%, 6/14/29 |
13,000 | 11,769 | ||||||
| 6.25%, 5/15/38, Series A |
15,000 | 15,848 | ||||||
| PayPal Holdings, Inc. |
||||||||
| 1.65%, 6/1/25 |
100,000 | 93,081 | ||||||
| PeaceHealth Obligated Group |
||||||||
| 4.79%, 11/15/48, Series 2018 |
200,000 | 171,088 | ||||||
| PECO Energy Co. |
||||||||
| 3.90%, 3/1/48 |
20,000 | 16,503 | ||||||
| 2.80%, 6/15/50 |
425,000 | 284,593 | ||||||
| PepsiCo, Inc. |
||||||||
| 3.60%, 3/1/24 |
40,000 | 39,518 | ||||||
| 2.63%, 3/19/27 |
25,000 | 23,368 | ||||||
| 3.00%, 10/15/27 |
28,000 | 26,573 | ||||||
| 2.75%, 3/19/30 |
30,000 | 26,750 | ||||||
| 3.90%, 7/18/32 |
75,000 | 72,065 | ||||||
| 2.63%, 10/21/41 |
100,000 | 76,095 | ||||||
| 3.38%, 7/29/49 |
20,000 | 16,363 | ||||||
| Pfizer, Inc. |
||||||||
| 2.95%, 3/15/24 |
18,000 | 17,672 | ||||||
| 3.00%, 12/15/26 |
10,000 | 9,584 | ||||||
| 3.60%, 9/15/28 |
50,000 | 48,353 | ||||||
| 1.75%, 8/18/31 |
33,000 | 26,983 | ||||||
| 4.10%, 9/15/38 |
50,000 | 46,492 | ||||||
| 7.20%, 3/15/39 |
89,000 | 110,041 | ||||||
| 4.30%, 6/15/43 |
5,000 | 4,686 | ||||||
| 4.00%, 3/15/49 |
57,000 | 51,288 | ||||||
| PG&E Wildfire Recovery Funding LLC |
||||||||
| 5.21%, 12/1/49, Series A-4 |
100,000 | 97,369 | ||||||
| Philip Morris International, Inc. |
||||||||
| 3.25%, 11/10/24 |
21,000 | 20,299 | ||||||
| 3.13%, 3/2/28(d) |
100,000 | 90,912 | ||||||
| 2.10%, 5/1/30 |
275,000 | 223,448 | ||||||
| 1.75%, 11/1/30(d) |
100,000 | 78,472 | ||||||
| 4.88%, 11/15/43 |
32,000 | 27,931 | ||||||
| Phillips 66 |
||||||||
| 3.85%, 4/9/25 |
25,000 | 24,512 | ||||||
| 3.90%, 3/15/28(d) |
11,000 | 10,454 | ||||||
| 4.65%, 11/15/34 |
50,000 | 47,811 | ||||||
| 5.88%, 5/1/42 |
90,000 | 95,152 | ||||||
| Piedmont Natural Gas Co., Inc. |
||||||||
| 2.50%, 3/15/31 |
25,000 | 20,654 | ||||||
| Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
| 4.50%, 12/15/26 |
15,000 | 14,496 | ||||||
| 6.65%, 1/15/37 |
48,000 | 48,272 | ||||||
| PNC Financial Services Group, Inc. |
||||||||
| 3.90%, 4/29/24 |
78,000 | 77,009 | ||||||
| 1.15%, 8/13/26 |
150,000 | 131,812 | ||||||
| 3.45%, 4/23/29 |
50,000 | 46,086 | ||||||
| 2.55%, 1/22/30 |
85,000 | 72,328 | ||||||
| PPG Industries, Inc. |
||||||||
| 1.20%, 3/15/26 |
25,000 | 22,299 | ||||||
| Principal Financial Group, Inc. |
||||||||
| 3.10%, 11/15/26 |
25,000 | 23,505 | ||||||
| Procter & Gamble Co. |
||||||||
| 2.80%, 3/25/27 |
105,000 | 99,007 | ||||||
| 3.00%, 3/25/30 |
50,000 | 46,080 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Progressive Corp. |
||||||||
| 3.00%, 3/15/32 |
$ | 25,000 | $ | 22,100 | ||||
| 3.95%, 3/26/50 |
25,000 | 20,433 | ||||||
| Prologis LP |
||||||||
| 3.25%, 6/30/26 |
150,000 | 142,884 | ||||||
| 2.25%, 4/15/30 |
25,000 | 20,982 | ||||||
| 1.25%, 10/15/30 |
60,000 | 46,063 | ||||||
| 4.63%, 1/15/33 |
200,000 | 196,478 | ||||||
| 4.38%, 9/15/48 |
5,000 | 4,373 | ||||||
| 3.05%, 3/1/50 |
46,000 | 32,156 | ||||||
| Prospect Capital Corp. |
||||||||
| 3.71%, 1/22/26 |
100,000 | 87,838 | ||||||
| Prudential Financial, Inc. |
||||||||
| 5.70%, 12/14/36, Series D |
5,000 | 5,174 | ||||||
| 6.63%, 12/1/37, Series D |
44,000 | 48,588 | ||||||
| 4.60%, 5/15/44(d) |
5,000 | 4,602 | ||||||
| 5.38%, 5/15/45, (5.375% fixed rate until 5/15/25; 3-month U.S. dollar London Interbank Offered Rate + 3.031% thereafter)(c)(f) |
5,000 | 4,694 | ||||||
| 5.70%, 9/15/48, (5.70% fixed rate until 9/15/28; 3-month U.S. dollar London Interbank Offered Rate + 2.665% thereafter)(c)(f) |
5,000 | 4,690 | ||||||
| 3.94%, 12/7/49 |
70,000 | 55,817 | ||||||
| 4.35%, 2/25/50 |
20,000 | 17,376 | ||||||
| 6.00%, 9/1/52, (6.00% fixed rate until 6/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(c) |
100,000 | 92,429 | ||||||
| Public Service Co. of Colorado |
||||||||
| 3.60%, 9/15/42 |
115,000 | 92,445 | ||||||
| Public Service Electric and Gas Co. |
||||||||
| 3.00%, 5/15/27 |
19,000 | 17,831 | ||||||
| 3.95%, 5/1/42 |
30,000 | 25,558 | ||||||
| 3.60%, 12/1/47 |
325,000 | 253,406 | ||||||
| Public Service Enterprise Group, Inc. |
||||||||
| 2.88%, 6/15/24 |
25,000 | 24,168 | ||||||
| Public Storage |
||||||||
| 0.88%, 2/15/26 |
150,000 | 132,742 | ||||||
| PVH Corp. |
||||||||
| 4.63%, 7/10/25 |
25,000 | 24,400 | ||||||
| QUALCOMM, Inc. |
||||||||
| 2.90%, 5/20/24 |
22,000 | 21,479 | ||||||
| 1.65%, 5/20/32 |
5,000 | 3,912 | ||||||
| 4.65%, 5/20/35 |
100,000 | 97,488 | ||||||
| 4.50%, 5/20/52 |
100,000 | 89,487 | ||||||
| Quanta Services, Inc. |
||||||||
| 2.90%, 10/1/30 |
25,000 | 20,881 | ||||||
| Raymond James Financial, Inc. |
||||||||
| 4.65%, 4/1/30(d) |
25,000 | 24,521 | ||||||
| Raytheon Technologies Corp. |
||||||||
| 3.95%, 8/16/25 |
25,000 | 24,578 | ||||||
| 3.50%, 3/15/27 |
50,000 | 47,850 | ||||||
| 4.50%, 6/1/42 |
75,000 | 69,450 | ||||||
| 4.80%, 12/15/43 |
10,000 | 9,423 | ||||||
| 3.75%, 11/1/46 |
48,000 | 38,354 | ||||||
| 4.35%, 4/15/47 |
30,000 | 26,439 | ||||||
| 4.05%, 5/4/47 |
110,000 | 92,328 | ||||||
| Realty Income Corp. |
||||||||
| 4.60%, 2/6/24 |
133,000 | 132,407 | ||||||
| 3.00%, 1/15/27 |
5,000 | 4,633 | ||||||
| 3.95%, 8/15/27 |
5,000 | 4,803 | ||||||
| Regeneron Pharmaceuticals, Inc. |
||||||||
| 2.80%, 9/15/50 |
80,000 | 51,515 | ||||||
| Reliance Steel & Aluminum Co. |
||||||||
| 1.30%, 8/15/25 |
25,000 | 22,540 | ||||||
| Rockwell Automation, Inc. |
||||||||
| 4.20%, 3/1/49 |
35,000 | 30,402 | ||||||
| Roper Technologies, Inc. |
||||||||
| 2.35%, 9/15/24 |
15,000 | 14,378 | ||||||
| 3.80%, 12/15/26 |
30,000 | 28,963 | ||||||
| 1.40%, 9/15/27 |
25,000 | 21,385 | ||||||
| RWJ Barnabas Health, Inc. |
||||||||
| 3.95%, 7/1/46 |
24,000 | 19,814 | ||||||
| S&P Global, Inc. |
||||||||
| 2.45%, 3/1/27(e) |
250,000 | 230,365 | ||||||
| 4.75%, 8/1/28(e) |
250,000 | 249,105 | ||||||
| 2.90%, 3/1/32(e) |
275,000 | 237,696 | ||||||
| Sabine Pass Liquefaction LLC |
||||||||
| 5.88%, 6/30/26 |
25,000 | 25,390 | ||||||
| 5.00%, 3/15/27 |
25,000 | 24,711 | ||||||
| 4.20%, 3/15/28 |
75,000 | 71,154 | ||||||
| Sabra Health Care LP |
||||||||
| 5.13%, 8/15/26 |
28,000 | 26,520 | ||||||
| 3.90%, 10/15/29 |
10,000 | 8,261 | ||||||
| Salesforce, Inc. |
||||||||
| 3.70%, 4/11/28(d) |
25,000 | 24,226 | ||||||
| San Diego Gas & Electric Co. |
||||||||
| 1.70%, 10/1/30, Series VVV |
150,000 | 120,469 | ||||||
| Santander Holdings USA, Inc. |
||||||||
| 4.40%, 7/13/27 |
88,000 | 84,671 | ||||||
| Sempra Energy |
||||||||
| 3.25%, 6/15/27 |
46,000 | 42,840 | ||||||
| 4.00%, 2/1/48 |
81,000 | 63,158 | ||||||
| Sherwin-Williams Co. |
||||||||
| 4.05%, 8/8/24 |
200,000 | 197,022 | ||||||
| 4.25%, 8/8/25 |
200,000 | 197,224 | ||||||
| 2.95%, 8/15/29 |
10,000 | 8,819 | ||||||
| 4.00%, 12/15/42 |
30,000 | 24,034 | ||||||
| 4.50%, 6/1/47 |
5,000 | 4,363 | ||||||
| 3.80%, 8/15/49 |
20,000 | 15,388 | ||||||
| Shire Acquisitions Investments Ireland DAC |
||||||||
| 3.20%, 9/23/26 |
82,000 | 77,324 | ||||||
| Simon Property Group LP |
||||||||
| 3.75%, 2/1/24 |
5,000 | 4,931 | ||||||
| 3.38%, 10/1/24 |
150,000 | 146,026 | ||||||
| 3.30%, 1/15/26 |
5,000 | 4,771 | ||||||
| 3.25%, 11/30/26 |
23,000 | 21,661 | ||||||
| 3.38%, 6/15/27 |
100,000 | 93,920 | ||||||
| 2.45%, 9/13/29 |
25,000 | 21,025 | ||||||
| SITE Centers Corp. |
||||||||
| 4.70%, 6/1/27 |
68,000 | 64,424 | ||||||
| Southern California Edison Co. |
||||||||
| 0.98%, 8/1/24, Series K |
25,000 | 23,394 | ||||||
| 2.25%, 6/1/30 |
75,000 | 62,343 | ||||||
| 4.65%, 10/1/43 |
199,000 | 176,260 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 4.88%, 3/1/49, Series B |
$ | 8,000 | $ | 7,107 | ||||
| 3.65%, 2/1/50 |
20,000 | 14,941 | ||||||
| Southern California Gas Co. |
||||||||
| 2.60%, 6/15/26, Series TT |
69,000 | 64,265 | ||||||
| 4.13%, 6/1/48, Series UU |
5,000 | 4,086 | ||||||
| Southern Co. |
||||||||
| 0.60%, 2/26/24, Series 21-A |
150,000 | 142,162 | ||||||
| 3.25%, 7/1/26 |
67,000 | 63,693 | ||||||
| Southern Co. Gas Capital Corp. |
||||||||
| 3.25%, 6/15/26 |
100,000 | 94,221 | ||||||
| 4.40%, 6/1/43 |
21,000 | 17,568 | ||||||
| Southern Power Co. |
||||||||
| 0.90%, 1/15/26 |
50,000 | 44,213 | ||||||
| 5.15%, 9/15/41 |
19,000 | 17,363 | ||||||
| Southwest Airlines Co. |
||||||||
| 5.13%, 6/15/27 |
37,000 | 37,421 | ||||||
| Southwest Gas Corp. |
||||||||
| 3.80%, 9/29/46 |
50,000 | 35,580 | ||||||
| Southwestern Electric Power Co. |
||||||||
| 3.25%, 11/1/51 |
150,000 | 102,423 | ||||||
| Spectra Energy Partners LP |
||||||||
| 4.75%, 3/15/24 |
18,000 | 17,904 | ||||||
| 3.50%, 3/15/25 |
5,000 | 4,824 | ||||||
| Stanford Health Care |
||||||||
| 3.80%, 11/15/48, Series 2018 |
18,000 | 14,550 | ||||||
| Stanley Black & Decker, Inc. |
||||||||
| 2.75%, 11/15/50 |
10,000 | 6,439 | ||||||
| Starbucks Corp. |
||||||||
| 2.45%, 6/15/26 |
5,000 | 4,680 | ||||||
| 2.00%, 3/12/27 |
70,000 | 63,077 | ||||||
| 4.00%, 11/15/28 |
5,000 | 4,844 | ||||||
| 3.50%, 11/15/50 |
50,000 | 37,709 | ||||||
| State Street Corp. |
||||||||
| 2.35%, 11/1/25, (2.354% fixed rate until 11/1/24; Secured Overnight Financing Rate + 0.94% thereafter)(c) |
50,000 | 47,361 | ||||||
| 4.14%, 12/3/29, (4.141% fixed rate until 12/3/28; 3-month U.S. dollar London Interbank Offered Rate + 1.03% thereafter)(c)(f) |
50,000 | 47,688 | ||||||
| 2.40%, 1/24/30 |
62,000 | 52,990 | ||||||
| 4.42%, 5/13/33, (4.421% fixed rate until 5/13/32; Secured Overnight Financing Rate + 1.605% thereafter)(c) |
75,000 | 71,782 | ||||||
| Steel Dynamics, Inc. |
||||||||
| 5.00%, 12/15/26 |
25,000 | 24,735 | ||||||
| 3.45%, 4/15/30 |
90,000 | 79,372 | ||||||
| Stryker Corp. |
||||||||
| 3.38%, 5/15/24 |
5,000 | 4,889 | ||||||
| Sutter Health |
||||||||
| 3.16%, 8/15/40, Series 20A |
95,000 | 70,784 | ||||||
| SVB Financial Group |
||||||||
| 1.80%, 2/2/31(d) |
185,000 | 133,420 | ||||||
| Synchrony Financial |
||||||||
| 3.70%, 8/4/26 |
5,000 | 4,567 | ||||||
| 5.15%, 3/19/29 |
140,000 | 134,372 | ||||||
| Sysco Corp. |
||||||||
| 3.30%, 7/15/26 |
73,000 | 69,268 | ||||||
| 6.60%, 4/1/50 |
25,000 | 28,348 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 3.50%, 4/15/25 |
90,000 | 87,200 | ||||||
| 3.75%, 4/15/27 |
20,000 | 18,956 | ||||||
| 5.38%, 4/15/27 |
150,000 | 149,589 | ||||||
| 3.38%, 4/15/29 |
150,000 | 132,730 | ||||||
| 5.20%, 1/15/33 |
200,000 | 201,296 | ||||||
| 4.50%, 4/15/50 |
145,000 | 122,677 | ||||||
| 3.30%, 2/15/51 |
25,000 | 17,429 | ||||||
| 3.40%, 10/15/52 |
150,000 | 104,923 | ||||||
| 3.60%, 11/15/60 |
25,000 | 17,368 | ||||||
| 5.80%, 9/15/62 |
200,000 | 200,966 | ||||||
| Tampa Electric Co. |
||||||||
| 4.30%, 6/15/48 |
18,000 | 15,080 | ||||||
| 4.45%, 6/15/49 |
115,000 | 98,387 | ||||||
| Tapestry, Inc. |
||||||||
| 4.13%, 7/15/27 |
14,000 | 13,035 | ||||||
| Target Corp. |
||||||||
| 2.50%, 4/15/26 |
335,000 | 316,026 | ||||||
| 4.00%, 7/1/42 |
35,000 | 31,039 | ||||||
| Teledyne FLIR LLC |
||||||||
| 2.50%, 8/1/30 |
25,000 | 20,475 | ||||||
| Texas Instruments, Inc. |
||||||||
| 2.90%, 11/3/27 |
27,000 | 25,283 | ||||||
| 4.15%, 5/15/48 |
164,000 | 147,958 | ||||||
| Time Warner Cable LLC |
||||||||
| 6.75%, 6/15/39 |
80,500 | 78,162 | ||||||
| 5.50%, 9/1/41 |
7,000 | 6,014 | ||||||
| 4.50%, 9/15/42 |
157,000 | 118,610 | ||||||
| TJX Cos., Inc. |
||||||||
| 3.88%, 4/15/30 |
25,000 | 23,694 | ||||||
| Toll Brothers Finance Corp. |
||||||||
| 4.88%, 3/15/27 |
50,000 | 47,043 | ||||||
| Toyota Motor Credit Corp. |
||||||||
| 0.45%, 1/11/24 |
32,000 | 30,528 | ||||||
| 2.90%, 4/17/24 |
5,000 | 4,875 | ||||||
| 4.55%, 9/20/27 |
300,000 | 298,197 | ||||||
| 3.05%, 1/11/28 |
15,000 | 14,061 | ||||||
| 2.15%, 2/13/30 |
50,000 | 42,617 | ||||||
| 1.65%, 1/10/31 |
30,000 | 23,963 | ||||||
| Trane Technologies Global Holding Co. Ltd. |
||||||||
| 3.75%, 8/21/28 |
45,000 | 42,905 | ||||||
| Trane Technologies Luxembourg Finance SA |
||||||||
| 3.55%, 11/1/24 |
50,000 | 48,821 | ||||||
| Transcontinental Gas Pipe Line Co. LLC |
||||||||
| 4.45%, 8/1/42 |
15,000 | 13,088 | ||||||
| Travelers Cos., Inc. |
||||||||
| 6.25%, 6/15/37 |
30,000 | 33,227 | ||||||
| 3.75%, 5/15/46 |
25,000 | 19,929 | ||||||
| 4.00%, 5/30/47 |
48,000 | 40,016 | ||||||
| 2.55%, 4/27/50 |
20,000 | 12,661 | ||||||
| Trinity Health Corp. |
||||||||
| 2.63%, 12/1/40, Series 2021 |
40,000 | 28,161 | ||||||
| Truist Bank |
||||||||
| 4.05%, 11/3/25 |
25,000 | 24,642 | ||||||
| Truist Financial Corp. |
||||||||
| 2.85%, 10/26/24 |
151,000 | 145,833 | ||||||
| 1.13%, 8/3/27 |
56,000 | 47,544 | ||||||
| 3.88%, 3/19/29 |
65,000 | 60,234 | ||||||
| Tucson Electric Power Co. |
||||||||
| 1.50%, 8/1/30 |
73,000 | 56,549 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| TWDC Enterprises 18 Corp. |
||||||||
| 3.00%, 2/13/26 |
$ | 15,000 | $ | 14,324 | ||||
| 2.95%, 6/15/27(d) |
23,000 | 21,613 | ||||||
| 4.38%, 8/16/41 |
10,000 | 9,117 | ||||||
| 3.70%, 12/1/42 |
5,000 | 4,140 | ||||||
| 3.00%, 7/30/46 |
48,000 | 34,608 | ||||||
| Tyson Foods, Inc. |
||||||||
| 4.88%, 8/15/34 |
50,000 | 49,170 | ||||||
| U.S. Bancorp |
||||||||
| 3.70%, 1/30/24 |
50,000 | 49,447 | ||||||
| 3.60%, 9/11/24, Series W |
25,000 | 24,604 | ||||||
| 1.45%, 5/12/25 |
25,000 | 23,224 | ||||||
| 2.38%, 7/22/26, Series V |
225,000 | 208,231 | ||||||
| 5.73%, 10/21/26(c) |
150,000 | 153,283 | ||||||
| 1.38%, 7/22/30 |
11,000 | 8,611 | ||||||
| UDR, Inc. |
||||||||
| 2.10%, 8/1/32 |
25,000 | 18,739 | ||||||
| Union Electric Co. |
||||||||
| 2.95%, 6/15/27 |
18,000 | 16,842 | ||||||
| Union Pacific Corp. |
||||||||
| 3.75%, 7/15/25 |
5,000 | 4,916 | ||||||
| 3.25%, 8/15/25 |
5,000 | 4,836 | ||||||
| 2.75%, 3/1/26 |
5,000 | 4,773 | ||||||
| 4.00%, 4/15/47 |
19,000 | 15,955 | ||||||
| 3.84%, 3/20/60 |
258,000 | 205,293 | ||||||
| 3.75%, 2/5/70 |
25,000 | 18,730 | ||||||
| 3.80%, 4/6/71 |
5,000 | 3,815 | ||||||
| United Airlines Pass-Through Trust |
||||||||
| 4.30%, 2/15/27, Series 2013-1, Class A |
15,078 | 14,071 | ||||||
| United Parcel Service, Inc. |
||||||||
| 2.40%, 11/15/26 |
5,000 | 4,677 | ||||||
| 3.05%, 11/15/27(d) |
28,000 | 26,769 | ||||||
| 6.20%, 1/15/38 |
15,000 | 17,008 | ||||||
| 3.40%, 11/15/46 |
5,000 | 3,923 | ||||||
| UnitedHealth Group, Inc. |
||||||||
| 3.70%, 12/15/25 |
90,000 | 88,306 | ||||||
| 3.10%, 3/15/26 |
34,000 | 32,584 | ||||||
| 3.88%, 12/15/28 |
18,000 | 17,337 | ||||||
| 2.30%, 5/15/31 |
25,000 | 20,973 | ||||||
| 4.20%, 5/15/32 |
100,000 | 96,645 | ||||||
| 5.80%, 3/15/36 |
25,000 | 26,735 | ||||||
| 5.95%, 2/15/41 |
274,000 | 296,424 | ||||||
| 3.95%, 10/15/42 |
5,000 | 4,305 | ||||||
| 4.75%, 7/15/45 |
100,000 | 95,385 | ||||||
| 3.75%, 10/15/47 |
15,000 | 12,251 | ||||||
| 4.45%, 12/15/48 |
25,000 | 22,692 | ||||||
| University of Southern California |
||||||||
| 3.03%, 10/1/39 |
24,000 | 19,296 | ||||||
| 3.84%, 10/1/47, Series 2017 |
420,000 | 354,799 | ||||||
| Unum Group |
||||||||
| 4.50%, 12/15/49 |
50,000 | 37,218 | ||||||
| Utah Acquisition Sub, Inc. |
||||||||
| 3.95%, 6/15/26 |
40,000 | 37,572 | ||||||
| Ventas Realty LP |
||||||||
| 4.75%, 11/15/30 |
14,000 | 13,290 | ||||||
| 4.38%, 2/1/45 |
24,000 | 19,047 | ||||||
| VeriSign, Inc. |
||||||||
| 4.75%, 7/15/27 |
50,000 | 48,929 | ||||||
| Verisk Analytics, Inc. |
||||||||
| 4.13%, 3/15/29 |
347,000 | 329,976 | ||||||
| Verizon Communications, Inc. |
||||||||
| 0.75%, 3/22/24(d) |
20,000 | 19,021 | ||||||
| 3.38%, 2/15/25 |
10,000 | 9,771 | ||||||
| 0.85%, 11/20/25 |
10,000 | 8,976 | ||||||
| 2.63%, 8/15/26 |
100,000 | 93,131 | ||||||
| 4.33%, 9/21/28 |
125,000 | 121,629 | ||||||
| 4.02%, 12/3/29 |
20,000 | 18,884 | ||||||
| 1.68%, 10/30/30 |
76,000 | 59,818 | ||||||
| 2.65%, 11/20/40 |
70,000 | 48,090 | ||||||
| 3.40%, 3/22/41 |
325,000 | 251,313 | ||||||
| 2.88%, 11/20/50 |
85,000 | 55,277 | ||||||
| 3.00%, 11/20/60 |
15,000 | 9,404 | ||||||
| 3.70%, 3/22/61 |
107,000 | 77,318 | ||||||
| Viatris, Inc. |
||||||||
| 2.70%, 6/22/30 |
10,000 | 7,992 | ||||||
| 3.85%, 6/22/40 |
30,000 | 20,775 | ||||||
| 4.00%, 6/22/50 |
60,000 | 39,266 | ||||||
| Virginia Electric and Power Co. |
||||||||
| 8.88%, 11/15/38 |
15,000 | 19,932 | ||||||
| Visa, Inc. |
||||||||
| 3.15%, 12/14/25 |
25,000 | 24,104 | ||||||
| 1.90%, 4/15/27 |
34,000 | 30,910 | ||||||
| 2.75%, 9/15/27 |
138,000 | 129,397 | ||||||
| 3.65%, 9/15/47 |
65,000 | 55,380 | ||||||
| 2.00%, 8/15/50 |
25,000 | 15,677 | ||||||
| VMware, Inc. |
||||||||
| 1.00%, 8/15/24 |
103,000 | 95,791 | ||||||
| 4.50%, 5/15/25 |
25,000 | 24,769 | ||||||
| Vulcan Materials Co. |
||||||||
| 4.50%, 4/1/25 |
18,000 | 17,921 | ||||||
| 3.50%, 6/1/30 |
31,000 | 27,751 | ||||||
| W.R. Berkley Corp. |
||||||||
| 3.15%, 9/30/61 |
25,000 | 15,503 | ||||||
| Wachovia Corp. |
||||||||
| 5.50%, 8/1/35 |
5,000 | 4,944 | ||||||
| Walgreens Boots Alliance, Inc. |
||||||||
| 3.80%, 11/18/24 |
253,000 | 248,431 | ||||||
| Walmart, Inc. |
||||||||
| 3.55%, 6/26/25 |
69,000 | 68,169 | ||||||
| 3.70%, 6/26/28 |
15,000 | 14,696 | ||||||
| 2.38%, 9/24/29 |
25,000 | 22,197 | ||||||
| 5.25%, 9/1/35 |
50,000 | 53,529 | ||||||
| 4.05%, 6/29/48 |
40,000 | 36,497 | ||||||
| 4.50%, 9/9/52 |
100,000 | 97,974 | ||||||
| Walt Disney Co. |
||||||||
| 3.35%, 3/24/25 |
50,000 | 48,719 | ||||||
| 2.20%, 1/13/28(d) |
75,000 | 67,483 | ||||||
| 2.65%, 1/13/31 |
115,000 | 99,147 | ||||||
| 6.40%, 12/15/35 |
4,000 | 4,478 | ||||||
| 6.65%, 11/15/37 |
20,000 | 23,181 | ||||||
| 3.50%, 5/13/40 |
60,000 | 49,615 | ||||||
| 4.75%, 9/15/44 |
20,000 | 18,921 | ||||||
| 4.95%, 10/15/45 |
5,000 | 4,848 | ||||||
| 3.80%, 5/13/60 |
15,000 | 11,990 | ||||||
| Warnermedia Holdings, Inc. |
||||||||
| 4.05%, 3/15/29(e) |
250,000 | 219,247 | ||||||
| 5.14%, 3/15/52(e) |
100,000 | 77,570 | ||||||
| 5.39%, 3/15/62(e) |
100,000 | 77,462 | ||||||
| Washington University |
||||||||
| 3.52%, 4/15/54, Series 2022 |
74,000 | 60,359 | ||||||
| WEC Energy Group, Inc. |
||||||||
| 5.00%, 9/27/25 |
200,000 | 201,192 | ||||||
| 5.15%, 10/1/27 |
200,000 | 203,392 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Wells Fargo & Co. |
||||||||
| 3.00%, 4/22/26 |
$ | 375,000 | $ | 352,830 | ||||
| 2.19%, 4/30/26, (2.188% fixed rate until 4/30/25; Secured Overnight Financing Rate + 2.00% thereafter)(c) |
100,000 | 93,138 | ||||||
| 3.20%, 6/17/27, (3.196% fixed rate until 6/17/26; 3-month U.S. dollar London Interbank Offered Rate + 1.17% thereafter)(c)(f) |
25,000 | 23,285 | ||||||
| 3.58%, 5/22/28, (3.584% fixed rate until 5/22/27; 3-month U.S. dollar London Interbank Offered Rate + 1.31% thereafter)(c)(f) |
114,000 | 105,928 | ||||||
| 2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(c) |
165,000 | 145,933 | ||||||
| 4.15%, 1/24/29 |
10,000 | 9,460 | ||||||
| 4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; Secured Overnight Financing Rate + 4.032% thereafter)(c) |
25,000 | 23,767 | ||||||
| 3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(c) |
40,000 | 29,726 | ||||||
| 5.38%, 11/2/43 |
47,000 | 44,827 | ||||||
| 3.90%, 5/1/45 |
50,000 | 40,469 | ||||||
| 4.75%, 12/7/46 |
96,000 | 82,851 | ||||||
| 5.01%, 4/4/51, (5.013% fixed rate until 4/4/50; Secured Overnight Financing Rate + 4.502% thereafter)(c) |
305,000 | 287,398 | ||||||
| Welltower, Inc. |
||||||||
| 4.00%, 6/1/25 |
83,000 | 81,027 | ||||||
| 4.25%, 4/1/26 |
23,000 | 22,454 | ||||||
| 4.25%, 4/15/28 |
15,000 | 14,223 | ||||||
| 2.75%, 1/15/31 |
25,000 | 20,332 | ||||||
| Western Digital Corp. |
||||||||
| 4.75%, 2/15/26 |
50,000 | 47,154 | ||||||
| 2.85%, 2/1/29 |
25,000 | 19,899 | ||||||
| Western Union Co. |
||||||||
| 2.75%, 3/15/31 |
300,000 | 230,838 | ||||||
| Westinghouse Air Brake Technologies Corp. |
||||||||
| 4.40%, 3/15/24 |
100,000 | 98,385 | ||||||
| 3.45%, 11/15/26 |
50,000 | 46,551 | ||||||
| Westlake Corp. |
||||||||
| 5.00%, 8/15/46 |
10,000 | 8,565 | ||||||
| WestRock MWV LLC |
||||||||
| 7.95%, 2/15/31 |
14,000 | 15,840 | ||||||
| Weyerhaeuser Co. |
||||||||
| 4.00%, 11/15/29 |
100,000 | 91,999 | ||||||
| Whirlpool Corp. |
||||||||
| 4.50%, 6/1/46 |
85,000 | 67,298 | ||||||
| 4.60%, 5/15/50 |
100,000 | 79,439 | ||||||
| Williams Cos., Inc. |
||||||||
| 3.75%, 6/15/27 |
10,000 | 9,467 | ||||||
| 7.50%, 1/15/31, Series A |
50,000 | 55,704 | ||||||
| 6.30%, 4/15/40 |
10,000 | 10,434 | ||||||
| 5.75%, 6/24/44 |
50,000 | 49,014 | ||||||
| Willis-Knighton Medical Center |
||||||||
| 4.81%, 9/1/48, Series 2018 |
20,000 | 17,820 | ||||||
| Wisconsin Electric Power Co. |
||||||||
| 4.75%, 9/30/32 |
100,000 | 99,325 | ||||||
| Wisconsin Public Service Corp. |
||||||||
| 3.67%, 12/1/42 |
38,000 | 29,779 | ||||||
| WRKCo, Inc. |
||||||||
| 3.75%, 3/15/25 |
45,000 | 43,694 | ||||||
| 4.65%, 3/15/26 |
125,000 | 123,212 | ||||||
| 3.90%, 6/1/28 |
50,000 | 46,240 | ||||||
| WW Grainger, Inc. |
||||||||
| 3.75%, 5/15/46 |
85,000 | 68,737 | ||||||
| Wyeth LLC |
||||||||
| 5.95%, 4/1/37 |
10,000 | 10,977 | ||||||
| Xilinx, Inc. |
||||||||
| 2.95%, 6/1/24 |
73,000 | 71,006 | ||||||
| 2.38%, 6/1/30 |
25,000 | 21,330 | ||||||
| Xylem, Inc. |
||||||||
| 3.25%, 11/1/26 |
5,000 | 4,720 | ||||||
|
|
|
|||||||
| Total United States | 74,989,456 | |||||||
|
|
|
|||||||
| TOTAL CORPORATE BONDS (Cost: $96,741,292) |
86,016,806 | |||||||
|
|
|
|||||||
| FOREIGN GOVERNMENT AGENCIES - 0.8% |
||||||||
| Canada - 0.2% |
||||||||
| Province of Alberta Canada |
||||||||
| 1.88%, 11/13/24 |
149,000 | 141,584 | ||||||
| 3.30%, 3/15/28 |
95,000 | 90,879 | ||||||
| 1.30%, 7/22/30 |
75,000 | 60,914 | ||||||
| Province of British Columbia Canada |
||||||||
| 2.25%, 6/2/26 |
25,000 | 23,372 | ||||||
| 1.30%, 1/29/31 |
100,000 | 80,962 | ||||||
| Province of New Brunswick Canada |
||||||||
| 3.63%, 2/24/28 |
20,000 | 19,448 | ||||||
| Province of Ontario Canada |
||||||||
| 3.20%, 5/16/24 |
110,000 | 107,735 | ||||||
| 0.63%, 1/21/26 |
100,000 | 89,106 | ||||||
| 1.13%, 10/7/30 |
50,000 | 39,894 | ||||||
| Province of Quebec Canada |
||||||||
| 2.88%, 10/16/24, Series QO |
55,000 | 53,351 | ||||||
| 1.50%, 2/11/25, Series QX |
20,000 | 18,818 | ||||||
| 2.50%, 4/20/26 |
50,000 | 47,205 | ||||||
| 7.50%, 9/15/29, Series PD |
31,000 | 36,823 | ||||||
|
|
|
|||||||
| Total Canada | 810,091 | |||||||
|
|
|
|||||||
| Germany - 0.5% |
||||||||
| Kreditanstalt fuer Wiederaufbau |
||||||||
| 2.63%, 2/28/24 |
550,000 | 537,058 | ||||||
| 2.50%, 11/20/24 |
38,000 | 36,594 | ||||||
| 0.63%, 1/22/26 |
450,000 | 403,605 | ||||||
| 2.88%, 4/3/28 |
40,000 | 37,956 | ||||||
| 5.48%, 4/18/36(a) |
50,000 | 29,433 | ||||||
| 5.78%, 6/29/37(a) |
50,000 | 28,046 | ||||||
| Landwirtschaftliche Rentenbank |
||||||||
| 1.75%, 7/27/26 |
490,000 | 449,864 | ||||||
| 2.50%, 11/15/27, Series 37 |
125,000 | 116,686 | ||||||
| 0.88%, 9/3/30 |
180,000 | 144,043 | ||||||
|
|
|
|||||||
| Total Germany | 1,783,285 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| South Korea - 0.1% |
||||||||
| Korea Development Bank |
||||||||
| 3.00%, 1/13/26 |
$ | 200,000 | $ | 191,044 | ||||
|
|
|
|||||||
| Sweden - 0.0% |
||||||||
| Svensk Exportkredit AB |
||||||||
| 3.26%, 5/11/37, Series MTN(a) |
50,000 | 25,985 | ||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $3,003,779) |
2,810,405 | |||||||
|
|
|
|||||||
| FOREIGN GOVERNMENT OBLIGATIONS - 1.1% |
||||||||
| Chile - 0.0% |
||||||||
| Chile Government International Bond |
||||||||
| 3.50%, 1/25/50 |
150,000 | 111,931 | ||||||
|
|
|
|||||||
| Hungary - 0.0% |
||||||||
| Hungary Government International Bond |
||||||||
| 5.38%, 3/25/24 |
18,000 | 18,064 | ||||||
|
|
|
|||||||
| Indonesia - 0.0% |
||||||||
| Indonesia Government International Bond |
||||||||
| 3.50%, 2/14/50 |
165,000 | 124,502 | ||||||
|
|
|
|||||||
| Italy - 0.2% |
||||||||
| Republic of Italy Government International Bond |
||||||||
| 5.38%, 6/15/33 |
536,000 | 526,454 | ||||||
|
|
|
|||||||
| Mexico - 0.2% |
||||||||
| Mexico Government International Bond |
||||||||
| 6.75%, 9/27/34, Series MTNA |
25,000 | 26,888 | ||||||
| 4.28%, 8/14/41 |
150,000 | 122,081 | ||||||
| 5.75%, 10/12/2110, Series GMTN |
368,000 | 321,242 | ||||||
|
|
|
|||||||
| Total Mexico | 470,211 | |||||||
|
|
|
|||||||
| Panama - 0.2% |
||||||||
| Panama Government International Bond |
||||||||
| 7.13%, 1/29/26 |
200,000 | 213,762 | ||||||
| 8.88%, 9/30/27 |
433,000 | 506,290 | ||||||
| 6.70%, 1/26/36 |
50,000 | 53,486 | ||||||
|
|
|
|||||||
| Total Panama | 773,538 | |||||||
|
|
|
|||||||
| Peru - 0.2% |
||||||||
| Peruvian Government International Bond |
||||||||
| 4.13%, 8/25/27 |
269,000 | 263,050 | ||||||
| 2.78%, 1/23/31 |
50,000 | 42,421 | ||||||
| 8.75%, 11/21/33 |
25,000 | 31,154 | ||||||
| 3.00%, 1/15/34 |
150,000 | 122,857 | ||||||
| 5.63%, 11/18/50 |
50,000 | 50,229 | ||||||
| 3.23%, 7/28/2121 |
50,000 | 30,462 | ||||||
|
|
|
|||||||
| Total Peru | 540,173 | |||||||
|
|
|
|||||||
| Philippines - 0.2% |
||||||||
| Philippine Government International Bond |
||||||||
| 7.75%, 1/14/31 |
100,000 | 118,064 | ||||||
| 3.95%, 1/20/40 |
200,000 | 170,148 | ||||||
| 5.95%, 10/13/47 |
300,000 | 325,851 | ||||||
|
|
|
|||||||
| Total Philippines | 614,063 | |||||||
|
|
|
|||||||
| Poland - 0.0% |
||||||||
| Republic of Poland Government International Bond |
||||||||
| 3.25%, 4/6/26 |
72,000 | 69,193 | ||||||
|
|
|
|||||||
| Uruguay - 0.1% |
||||||||
| Uruguay Government International Bond |
||||||||
| 5.10%, 6/18/50 |
53,000 | 52,827 | ||||||
| 4.98%, 4/20/55 |
324,000 | 314,889 | ||||||
|
|
|
|||||||
| Total Uruguay | 367,716 | |||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $4,116,663) |
3,615,845 | |||||||
|
|
|
|||||||
| SUPRANATIONAL BONDS - 1.5% |
||||||||
| Asian Development Bank |
||||||||
| 2.63%, 1/30/24 |
25,000 | 24,444 | ||||||
| 1.63%, 3/15/24 |
300,000 | 289,059 | ||||||
| 1.50%, 10/18/24 |
635,000 | 601,434 | ||||||
| 2.00%, 1/22/25 |
5,000 | 4,767 | ||||||
| 0.63%, 4/29/25 |
200,000 | 183,660 | ||||||
| 0.50%, 2/4/26 |
125,000 | 111,415 | ||||||
| 2.50%, 11/2/27 |
20,000 | 18,682 | ||||||
| Asian Infrastructure Investment Bank |
||||||||
| 2.25%, 5/16/24 |
500,000 | 483,045 | ||||||
| European Investment Bank |
||||||||
| 3.25%, 1/29/24 |
14,000 | 13,791 | ||||||
| 1.88%, 2/10/25 |
25,000 | 23,766 | ||||||
| 0.38%, 12/15/25 |
15,000 | 13,402 | ||||||
| 0.38%, 3/26/26(d) |
50,000 | 44,245 | ||||||
| 2.13%, 4/13/26(d) |
25,000 | 23,443 | ||||||
| 2.38%, 5/24/27(d) |
159,000 | 149,142 | ||||||
| 4.88%, 2/15/36 |
25,000 | 27,291 | ||||||
| Inter-American Development Bank |
||||||||
| 1.75%, 3/14/25 |
140,000 | 132,451 | ||||||
| 0.63%, 7/15/25 |
575,000 | 524,227 | ||||||
| 2.00%, 7/23/26 |
25,000 | 23,198 | ||||||
| 2.38%, 7/7/27 |
25,000 | 23,336 | ||||||
| 0.63%, 9/16/27 |
25,000 | 21,380 | ||||||
| 3.50%, 9/14/29 |
200,000 | 195,022 | ||||||
| 3.20%, 8/7/42 |
25,000 | 21,339 | ||||||
| International Bank for Reconstruction & Development |
||||||||
| 2.50%, 11/25/24, Series GDIF |
214,000 | 206,215 | ||||||
| 2.13%, 3/3/25, Series GDIF |
50,000 | 47,778 | ||||||
| 0.63%, 4/22/25 |
450,000 | 413,775 | ||||||
| 2.50%, 7/29/25, Series GDIF |
684,000 | 655,163 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 0.50%, 10/28/25 |
$ | 35,000 | $ | 31,519 | ||||
| 3.13%, 6/15/27 |
200,000 | 193,312 | ||||||
| 2.50%, 11/22/27, Series GDIF |
154,000 | 143,939 | ||||||
| 1.38%, 4/20/28, Series GDIF |
25,000 | 21,888 | ||||||
| 0.88%, 5/14/30 |
118,000 | 95,204 | ||||||
| International Finance Corp. |
||||||||
| 1.38%, 10/16/24 |
385,000 | 363,921 | ||||||
| 3.63%, 9/15/25, Series GMTN |
200,000 | 197,044 | ||||||
|
|
|
|||||||
| TOTAL SUPRANATIONAL BONDS (Cost: $5,647,091) |
5,322,297 | |||||||
|
|
|
|||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.9% |
||||||||
| United States - 1.9% |
||||||||
| Bank |
||||||||
| 2.85%, 10/17/52, Series 2019-BN21, Class A5 |
75,000 | 64,775 | ||||||
| 3.18%, 2/15/55, Series 2022-BNK39, Class AS |
113,000 | 93,698 | ||||||
| 3.44%, 9/15/60, Series 2017-BNK7, Class A5 |
105,000 | 97,085 | ||||||
| 2.40%, 1/15/63, Series 2020-BN25, Class A4 |
150,000 | 125,755 | ||||||
| 2.14%, 3/15/63, Series 2020-BN28, Class AS |
100,000 | 77,501 | ||||||
| Bank of America Merrill Lynch Commercial Mortgage Trust |
||||||||
| 3.17%, 7/15/49, Series 2016-UB10, Class A4 |
100,000 | 92,888 | ||||||
| Barclays Commercial Mortgage Trust |
||||||||
| 2.99%, 11/15/52, Series 2019-C5, Class ASB |
200,000 | 183,550 | ||||||
| Benchmark Mortgage Trust |
||||||||
| 2.91%, 9/15/43, Series 2020-IG1, Class AS^(c) |
60,000 | 48,562 | ||||||
| 4.02%, 3/15/52, Series 2019-B9, Class A5 |
60,000 | 56,419 | ||||||
| 1.95%, 3/15/54, Series 2021-B24, Class A2 |
200,000 | 177,016 | ||||||
| 1.98%, 8/15/54, Series 2021-B28, Class ASB |
150,000 | 123,331 | ||||||
| 3.79%, 4/15/55, Series 2022-B34, Class A5^(c) |
50,000 | 45,233 | ||||||
| Citigroup Commercial Mortgage Trust |
||||||||
| 3.35%, 2/10/49, Series 2016-GC36, Class A4 |
500,000 | 472,761 | ||||||
| Commercial Mortgage Trust |
||||||||
| 3.60%, 5/10/47, Series 2014-CR17, Class ASB |
14,175 | 13,972 | ||||||
| 3.98%, 5/10/47, Series 2014-CR17, Class A5 |
200,000 | 194,811 | ||||||
| 3.18%, 2/10/48, Series 2015-LC19, Class A4 |
100,000 | 94,871 | ||||||
| 3.21%, 3/10/48, Series 2015-CR22, Class A3 |
38,935 | 38,736 | ||||||
| 3.63%, 10/10/48, Series 2015-CR26, Class A4 |
250,000 | 237,130 | ||||||
| CSAIL Commercial Mortgage Trust |
||||||||
| 4.10%, 4/15/51, Series 2018-CX11, Class A3 |
81,214 | 79,823 | ||||||
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates |
||||||||
| 2.81%, 1/25/25, Series K044, Class A2 |
70,594 | 67,847 | ||||||
| 2.48%, 3/25/25, Series K049, Class A1 |
4,446 | 4,352 | ||||||
| 3.75%, 8/25/25, Series K733, Class A2 |
100,000 | 97,505 | ||||||
| 3.00%, 12/25/25, Series K053, Class A2 |
200,000 | 191,442 | ||||||
| 2.67%, 3/25/26, Series K055, Class A2 |
80,000 | 75,577 | ||||||
| 2.62%, 8/25/26, Series K057, Class AM |
100,000 | 93,605 | ||||||
| 3.43%, 1/25/27, Series K063, Class A2^(c) |
70,000 | 67,422 | ||||||
| 3.19%, 9/25/27, Series K069, Class A2^(c) |
340,000 | 323,574 | ||||||
| 3.25%, 11/25/27, Series K072, Class A1 |
297,677 | 287,195 | ||||||
| 3.69%, 1/25/29, Series K088, Class A2 |
115,000 | 110,934 | ||||||
| 2.52%, 10/25/29, Series K101, Class A2 |
50,000 | 44,642 | ||||||
| 1.85%, 7/25/31, Series K131, Class A2 |
400,000 | 328,741 | ||||||
| 2.13%, 11/25/31, Series K136, Class A2 |
100,000 | 83,500 | ||||||
| 2.35%, 11/25/31, Series K137, Class A2^(c) |
155,000 | 131,808 | ||||||
| 3.99%, 8/25/33, Series K157, Class A3^(c) |
70,000 | 67,875 | ||||||
| 1.24%, 1/25/35, Series K1516, Class A1 |
288,809 | 227,751 | ||||||
| Federal National Mortgage Association Alternative Credit Enhancement Securities |
||||||||
| 3.40%, 7/25/23, Series 2014-M1, Class A2^(c) |
28,985 | 28,855 | ||||||
| 2.49%, 5/25/26, Series 2016-M6, Class A2 |
50,491 | 47,372 | ||||||
| 2.55%, 12/25/26, Series 2017-M3, Class A2^(c) |
34,133 | 31,778 | ||||||
| 3.16%, 3/25/28, Series 2018-M4, Class A2^(c) |
22,424 | 21,245 | ||||||
| 3.67%, 9/25/28, Series 2019-M1, Class A2^(c) |
89,970 | 86,713 | ||||||
| 2.44%, 10/25/29, Series 2020-M1, Class A2 |
100,000 | 88,655 | ||||||
| 1.78%, 5/25/30, Series 2020-M14, Class A2 |
125,000 | 104,683 | ||||||
| 1.27%, 7/25/30, Series 2020-M42, Class A2 |
150,000 | 119,900 | ||||||
| 3.61%, 2/25/31, Series 2019-M4, Class A2 |
250,000 | 235,803 | ||||||
| GS Mortgage Securities Trust |
||||||||
| 3.00%, 9/1/52, Series 2019-GC42, Class A4 |
50,000 | 43,623 | ||||||
| 2.66%, 2/13/53, Series 2020-GC45, Class A4 |
100,000 | 85,209 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| JPMBB Commercial Mortgage Securities Trust |
||||||||
| 4.08%, 2/15/47, Series 2014-C18, Class A5 |
$ | 50,000 | $ | 48,739 | ||||
| Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||
| 3.60%, 5/15/50, Series 2017-C33, Class A5 |
250,000 | 232,162 | ||||||
| Morgan Stanley Capital I Trust |
||||||||
| 3.52%, 7/15/52, Series 2019-H7, Class AS |
100,000 | 85,697 | ||||||
| 2.44%, 6/15/54, Series 2021-L6, Class A4^(c) |
100,000 | 80,882 | ||||||
| 2.57%, 10/15/54, Series 2021-L7, Class A5 |
100,000 | 81,210 | ||||||
| UBS Commercial Mortgage Trust |
||||||||
| 4.30%, 8/15/51, Series 2018-C12, Class A5 |
50,000 | 47,536 | ||||||
| 4.08%, 12/15/51, Series 2018-C15, Class A3 |
24,417 | 22,978 | ||||||
| Wells Fargo Commercial Mortgage Trust |
||||||||
| 3.79%, 9/15/48, Series 2015-SG1, Class A4 |
97,058 | 92,463 | ||||||
| 3.64%, 3/15/50, Series 2017-RB1, Class A5 |
68,000 | 63,276 | ||||||
| 2.40%, 7/15/53, Series 2020-C58, Class AS |
100,000 | 77,210 | ||||||
| 2.63%, 4/15/54, Series 2021-C59, Class A5 |
100,000 | 82,537 | ||||||
| WFRBS Commercial Mortgage Trust |
||||||||
| 4.02%, 12/15/46, Series 2013-C17, Class A4 |
100,000 | 98,231 | ||||||
|
|
|
|||||||
| TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $7,232,478) |
6,428,444 | |||||||
|
|
|
|||||||
| MUNICIPAL BONDS - 0.6% |
||||||||
| United States - 0.6% |
||||||||
| Bay Area Toll Authority |
||||||||
| 7.04%, 4/1/50, Series S1-SUB |
25,000 | 31,514 | ||||||
| California Earthquake Authority |
||||||||
| 5.60%, 7/1/27, Series A |
150,000 | 150,972 | ||||||
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue |
||||||||
| 6.90%, 12/1/40, Series B |
50,000 | 56,501 | ||||||
| City of Houston, TX |
||||||||
| 3.96%, 3/1/47 |
100,000 | 87,383 | ||||||
| City of Los Angeles Department of Airports Customer Facilities Charge Revenue |
||||||||
| 4.24%, 5/15/48, Series A |
200,000 | 171,878 | ||||||
| Commonwealth of Massachusetts |
||||||||
| 4.11%, 7/15/31, Series B |
150,000 | 146,055 | ||||||
| Dallas Fort Worth International Airport |
||||||||
| 4.09%, 11/1/51, Series A |
100,000 | 84,054 | ||||||
| 4.51%, 11/1/51, Series A |
100,000 | 90,058 | ||||||
| Louisiana Local Government Environmental Facilities & Community Development Authority |
||||||||
| 3.62%, 2/1/29, Series A |
100,000 | 97,028 | ||||||
| New Jersey Transportation Trust Fund Authority |
||||||||
| 5.75%, 12/15/28, Series C |
45,000 | 45,612 | ||||||
| New York City Municipal Water Finance Authority |
||||||||
| 5.44%, 6/15/43, Series AA |
100,000 | 106,694 | ||||||
| Oklahoma Development Finance Authority |
||||||||
| 3.88%, 5/1/37, Series 2022-ONG, Class A1 |
200,000 | 191,585 | ||||||
| Port Authority of New York & New Jersey |
||||||||
| 5.65%, 11/1/40 |
100,000 | 107,356 | ||||||
| 4.81%, 10/15/65, Series 192 |
25,000 | 24,079 | ||||||
| Port of Morrow, OR |
||||||||
| 2.54%, 9/1/40, Series 1 |
20,000 | 13,657 | ||||||
| Sales Tax Securitization Corp. |
||||||||
| 3.82%, 1/1/48, Series B |
150,000 | 119,217 | ||||||
| State of California |
||||||||
| 7.55%, 4/1/39 |
190,000 | 244,657 | ||||||
| State of Mississippi |
||||||||
| 5.25%, 11/1/34, Series F |
75,000 | 77,608 | ||||||
| Texas Transportation Commission |
||||||||
| 2.56%, 4/1/42 |
20,000 | 14,926 | ||||||
| Texas Transportation Commission State Highway Fund |
||||||||
| 5.18%, 4/1/30, Series B-BUILD |
50,000 | 51,340 | ||||||
| 4.00%, 10/1/33 |
20,000 | 18,139 | ||||||
| University of California |
||||||||
| 3.35%, 7/1/29, Series BD |
10,000 | 9,246 | ||||||
| University of Michigan |
||||||||
| 3.60%, 4/1/47, Series C |
100,000 | 86,104 | ||||||
| 3.50%, 4/1/52, Series A |
100,000 | 79,089 | ||||||
| 4.45%, 4/1/2122, Series A |
100,000 | 82,357 | ||||||
|
|
|
|||||||
| TOTAL MUNICIPAL BONDS (Cost: $2,555,238) |
2,187,109 | |||||||
|
|
|
|||||||
| ASSET-BACKED SECURITIES - 0.4% |
||||||||
| United States - 0.4% |
||||||||
| American Express Credit Account Master Trust |
||||||||
| 0.90%, 11/15/26, Series 2021-1, Class A |
265,000 | 244,944 | ||||||
| 2.21%, 3/15/27, Series 2022-1, Class A |
100,000 | 94,259 | ||||||
| CarMax Auto Owner Trust |
||||||||
| 0.55%, 6/15/26, Series 2021-3, Class A3 |
150,000 | 141,687 | ||||||
| Citibank Credit Card Issuance Trust |
||||||||
| 3.96%, 10/13/30, Series 2018-A7, Class A7 |
100,000 | 95,688 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Discover Card Execution Note Trust |
||||||||
| 0.58%, 9/15/26, Series 2021-A1, Class A1 |
$ | 55,000 | $ | 50,755 | ||||
| Ford Credit Auto Owner Trust |
||||||||
| 1.04%, 8/15/24, Series 2020-A, Class A3 |
15,387 | 15,206 | ||||||
| GM Financial Consumer Automobile Receivables Trust |
||||||||
| 1.49%, 12/16/24, Series 2020-2, Class A3 |
16,029 | 15,793 | ||||||
| Honda Auto Receivables Owner Trust |
||||||||
| 1.83%, 1/18/24, Series 2019-4, Class A3 |
7,498 | 7,457 | ||||||
| 0.82%, 7/15/24, Series 2020-2, Class A3 |
9,220 | 9,065 | ||||||
| 1.88%, 5/15/26, Series 2022-1, Class A3 |
222,000 | 209,891 | ||||||
| Volkswagen Auto Loan Enhanced Trust |
||||||||
| 1.26%, 10/20/28, Series 2021-1, Class A4 |
100,000 | 91,072 | ||||||
| World Omni Auto Receivables Trust |
||||||||
| 0.82%, 1/15/26, Series 2020-B, Class A4 |
400,000 | 376,958 | ||||||
|
|
|
|||||||
| TOTAL ASSET-BACKED SECURITIES (Cost: $1,420,717) |
1,352,775 | |||||||
|
|
|
|||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.4% |
||||||||
| United States - 0.4% |
||||||||
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.86%(g) (Cost: $1,381,543) |
1,381,543 | 1,381,543 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT - 99.9% (Cost: $364,750,446) |
343,242,851 | |||||||
|
|
|
|||||||
| Securities Sold Short |
Principal Amount |
|||||||
| U.S. GOVERNMENT AGENCIES SOLD SHORT - (0.1)% |
||||||||
| Government National Mortgage Association - (0.0)% |
||||||||
| 2.00%, 1/23/53(b) |
$ | (100,000 | ) | (84,929 | ) | |||
|
|
|
|||||||
| Uniform Mortgage-Backed Securities - (0.1)% |
||||||||
| 1.50%, 12/15/37(b) |
(50,000 | ) | (43,711 | ) | ||||
| 1.50%, 1/17/38(b) |
(50,000 | ) | (43,746 | ) | ||||
| 2.00%, 1/17/38(b) |
(50,000 | ) | (44,935 | ) | ||||
| 3.50%, 2/25/49(b) |
(50,000 | ) | (45,774 | ) | ||||
| 1.50%, 1/12/53(b) |
(50,000 | ) | (38,832 | ) | ||||
| 2.00%, 1/12/53(b) |
(100,000 | ) | (82,256 | ) | ||||
|
|
|
|||||||
| Total Uniform Mortgage-Backed Securities | (299,254 | ) | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES SOLD SHORT (Proceeds: $383,078) |
(384,183 | ) | ||||||
|
|
|
|||||||
| Other Assets less Liabilities - 0.2% |
599,396 | |||||||
|
|
|
|||||||
| NET ASSETS - 100.0% | $ | 343,458,064 | ||||||
|
|
|
|||||||
| ^ | 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 November 30, 2022. |
| (b) | To-be-announced (“TBA”) security. TBA securities are non-income producing. |
| (c) | Rate shown reflects the accrual rate as of November 30, 2022 on securities with variable or step rates. |
| (d) | Security, or portion thereof, was on loan at November 30, 2022. At November 30, 2022, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,891,122 and the total market value of the collateral held by the Fund was $1,931,204. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $549,661. |
| (e) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (f) | The London Interbank Offered Rate (“LIBOR”) is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Fund’s investments. |
| (g) | Rate shown represents annualized 7-day yield as of November 30, 2022. |
| FINANCIAL DERIVATIVE INSTRUMENTS |
| FUTURES CONTRACTS (EXCHANGE-TRADED) |
| Short Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
| 2 Year U.S. Treasury Note |
372 | 3/31/23 | $ | (76,393,688 | ) | $ | (127,876 | ) | ||||||||
| 5 Year U.S. Treasury Note |
2,012 | 3/31/23 | (218,443,470 | ) | (641,792 | ) | ||||||||||
| U.S. Treasury Ultra Long Term Bond |
173 | 3/22/23 | (23,576,656 | ) | 243,297 | |||||||||||
| Ultra 10 Year U.S. Treasury Note |
663 | 3/22/23 | (79,332,094 | ) | (25,281 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
| $ | (397,745,908 | ) | $ | (551,652 | ) | |||||||||||
|
|
|
|
|
|||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: |
|
|||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Agencies |
$ | — | $ | 98,264,319 | $ | — | $ | 98,264,319 | ||||||||
| U.S. Government Obligations |
— | 135,863,308 | — | 135,863,308 | ||||||||||||
| Corporate Bonds |
— | 86,016,806 | — | 86,016,806 | ||||||||||||
| Foreign Government Agencies |
— | 2,810,405 | — | 2,810,405 | ||||||||||||
| Foreign Government Obligations |
— | 3,615,845 | — | 3,615,845 | ||||||||||||
| Supranational Bonds |
— | 5,322,297 | — | 5,322,297 | ||||||||||||
| Commercial Mortgage-Backed Securities |
— | 6,428,444 | — | 6,428,444 | ||||||||||||
| Municipal Bonds |
— | 2,187,109 | — | 2,187,109 | ||||||||||||
| Asset-Backed Securities |
— | 1,352,775 | — | 1,352,775 | ||||||||||||
| Investment of Cash Collateral for Securities Loaned |
— | 1,381,543 | — | 1,381,543 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | — | $ | 343,242,851 | $ | — | $ | 343,242,851 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 243,297 | $ | — | $ | — | $ | 243,297 | ||||||||
| Liabilities: |
|
|||||||||||||||
| Investments in Securities Sold Short | ||||||||||||||||
| U.S. Government Agencies |
$ | — | $ | (384,183 | ) | $ | — | $ | (384,183 | ) | ||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | (794,949 | ) | $ | — | $ | — | $ | (794,949 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | (551,652 | ) | $ | 342,858,668 | $ | — | $ | 342,307,016 | |||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Mortgage Plus Bond Fund (MTGP)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| COLLATERALIZED LOAN OBLIGATIONS - 3.2% |
||||||||
| Cayman Islands - 3.2% |
||||||||
| Apidos CLO XXXVI |
||||||||
| 6.24%, 7/20/34, Series 2021-36A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 2.00%)(a)(b)(c) |
$ | 350,000 | $ | 330,184 | ||||
| LCM 28 Ltd. |
||||||||
| 6.39%, 10/20/30, Series 28A, Class C, (3-month U.S. dollar London Interbank Offered Rate + 2.15%)(a)(b)(c) |
400,000 | 372,082 | ||||||
|
|
|
|||||||
| TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost: $737,542) |
702,266 | |||||||
|
|
|
|||||||
| COLLATERALIZED MORTGAGE OBLIGATIONS - 56.4% |
||||||||
| Federal Home Loan Mortgage Corp. REMIC |
||||||||
| 7.40%, 5/15/23, Series 1517, Class J |
659 | 659 | ||||||
| 4.50%, 7/15/25, Series 3000, Class BC |
12,503 | 12,317 | ||||||
| 4.00%, 5/15/28, Series 4669, Class EV |
218,975 | 210,237 | ||||||
| 6.00%, 7/15/29, Series 2175, Class TH |
35,448 | 36,048 | ||||||
| 6.00%, 5/15/32, Series 2448, Class ZQ |
44,953 | 45,803 | ||||||
| 3.00%, 8/15/32, Series 4092, Class AY |
200,000 | 185,449 | ||||||
| 6.00%, 8/15/32, Series 2485, Class WG |
17,117 | 17,597 | ||||||
| 5.50%, 11/15/32, Series 2519, Class ZD |
25,787 | 26,042 | ||||||
| 5.50%, 11/15/32, Series 2520, Class PH |
115,685 | 118,161 | ||||||
| 2.50%, 1/15/33, Series 4332, Class CU |
24,412 | 23,972 | ||||||
| 4.32%, 6/15/34, Series 2812, Class MF, (1-month U.S. dollar London Interbank Offered Rate + 0.45%)^(b)(c) |
147,217 | 146,027 | ||||||
| 5.50%, 9/15/34, Series 2861, Class Z |
15,423 | 15,689 | ||||||
| 5.00%, 11/15/34, Series 2893, Class PE |
35,462 | 35,735 | ||||||
| 6.00%, 11/15/36, Series 3244, Class LZ |
246 | 249 | ||||||
| 5.00%, 4/15/40, Series 3658, Class CZ, PIK |
393,455 | 399,230 | ||||||
| 4.50%, 9/15/40, Series 3726, Class QZ, PIK |
277,414 | 274,417 | ||||||
| 4.00%, 1/15/41, Series 4179, Class AZ |
442,806 | 426,092 | ||||||
| 3.50%, 5/15/41, Series 4229, Class MA |
54,454 | 53,111 | ||||||
| 3.00%, 12/15/41, Series 4273, Class GM |
59,931 | 57,014 | ||||||
| 4.00%, 5/15/42, Series 4048, Class CE |
150,000 | 145,046 | ||||||
| 4.50%, 9/15/42, Series 4671, Class JM |
34,413 | 33,965 | ||||||
| 3.00%, 11/15/42, Series 4136, Class ZG, PIK |
404,806 | 365,838 | ||||||
| 3.00%, 5/15/43, Series 4322, Class DJ |
61,197 | 58,825 | ||||||
| 3.00%, 6/15/44, Series 4483, Class CA |
179,172 | 168,390 | ||||||
| 2.25%, 8/15/44, Series 4406, Class AC |
64,821 | 57,962 | ||||||
| 3.50%, 9/15/46, Series 4774, Class LP |
134,685 | 129,618 | ||||||
| 3.50%, 12/25/46, Series 2017-SC01, Class 2A |
272,298 | 254,921 | ||||||
| 3.00%, 4/25/49, Series 4908, Class BD |
325,084 | 289,301 | ||||||
| Federal National Mortgage Association REMIC |
||||||||
| 6.68%, 1/25/23, Series G93-1, Class K |
12 | 12 | ||||||
| 6.00%, 8/25/23, Series 1996-8, Class C |
356 | 355 | ||||||
| 6.50%, 9/25/23, Series 1993-169, Class L |
3,338 | 3,341 | ||||||
| 3.50%, 8/25/26, Series 2011-80, Class HE |
143,277 | 140,059 | ||||||
| 2.00%, 11/25/30, Series 2015-93, Class AD |
130,974 | 124,305 | ||||||
| 6.50%, 10/25/31, Series 2001-52, Class YZ |
14,492 | 15,165 | ||||||
| 3.00%, 6/25/33, Series 2014-36, Class QA |
44,293 | 42,596 | ||||||
| 4.00%, 8/25/33, Series 2014-58, Class VM |
100,000 | 97,629 | ||||||
| 4.50%, 10/25/34, Series 2004-75, Class ZG |
5,888 | 5,834 | ||||||
| 4.27%, 5/25/35, Series 2005-40, Class FB, (1-month U.S. dollar London Interbank Offered Rate + 0.25%)^(b)(c) |
73,617 | 72,923 | ||||||
| 4.75%, 8/25/35, Series 2005-80, Class SZ, PIK |
113,271 | 110,625 | ||||||
| 6.00%, 7/25/36, Series 2006-62, Class PZ, PIK |
141,576 | 160,533 | ||||||
| 4.50%, 10/25/36, Series 2009-19, Class PW |
31,239 | 30,751 | ||||||
| 4.27%, 12/25/36, Series 2006-120, Class PF, (1-month U.S. dollar London Interbank Offered Rate + 0.25%)^(b)(c) |
65,634 | 64,869 | ||||||
| 5.50%, 2/25/37, Series 2007-6, Class PA |
7,992 | 7,854 | ||||||
| 4.25%, 4/25/37, Series 2007-30, Class ZM, PIK |
266,304 | 255,656 | ||||||
| 5.00%, 4/25/37, Series 2007-26, Class JZ |
194,071 | 195,201 | ||||||
| 5.00%, 3/25/38, Series 2008-16, Class EA |
6,162 | 6,139 | ||||||
| 6.00%, 8/25/39, Series 2009-62, Class Z, PIK |
286,302 | 292,819 | ||||||
| 5.00%, 11/25/39, Series 2009-89, Class PH |
118,000 | 119,095 | ||||||
| 5.00%, 7/25/40, Series 2010-80, Class PZ, PIK |
278,712 | 280,089 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Mortgage Plus Bond Fund (MTGP)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| 5.00%, 9/25/40, Series 2010-102, Class PN |
$ | 132,977 | $ | 133,211 | ||||
| 1.75%, 11/25/40, Series 2012-51, Class GU |
527,153 | 496,142 | ||||||
| 3.00%, 2/25/41, Series 2011-134, Class NJ |
57,589 | 54,918 | ||||||
| 2.50%, 5/25/41, Series 2012-131, Class DZ, PIK |
13,776 | 12,017 | ||||||
| 5.00%, 6/25/41, Series 2011-52, Class GB |
138,508 | 140,137 | ||||||
| 2.50%, 9/25/41, Series 2011-127, Class JC |
3,873 | 3,812 | ||||||
| 5.25%, 9/25/41, Series 2011-84, Class PZ, PIK |
360,558 | 365,172 | ||||||
| 3.00%, 3/25/42, Series 2016-21, Class BA |
29,444 | 29,003 | ||||||
| 1.75%, 6/25/42, Series 2013-37, Class JA |
127,827 | 120,185 | ||||||
| 2.50%, 11/25/42, Series 2012-152, Class TB |
231,000 | 193,070 | ||||||
| 3.00%, 2/25/43, Series 2013-1, Class JZ, PIK |
77,669 | 64,585 | ||||||
| 3.00%, 3/25/44, Series 2015-42, Class CA |
192,583 | 182,472 | ||||||
| 3.00%, 4/25/45, Series 2015-23, Class HZ, PIK |
503,296 | 448,043 | ||||||
| 3.00%, 3/25/46, Series 2016-9, Class D |
149,299 | 137,492 | ||||||
| 3.00%, 4/25/46, Series 2018-3, Class PA |
135,317 | 128,250 | ||||||
| 2.50%, 9/25/46, Series 2016-63, Class CA |
33,328 | 28,323 | ||||||
| Government National Mortgage Association |
||||||||
| 5.00%, 7/16/33, Series 2003-60, Class ZG, PIK |
129,300 | 128,008 | ||||||
| 5.00%, 4/20/34, Series 2004-31, Class ZB |
175,556 | 176,215 | ||||||
| 5.00%, 6/20/35, Series 2005-46, Class YX |
154,880 | 158,170 | ||||||
| 5.50%, 4/20/37, Series 2007-24, Class PC |
45,266 | 45,179 | ||||||
| 5.50%, 5/20/38, Series 2008-42, Class QB |
57,746 | 58,961 | ||||||
| 2.00%, 8/20/39, Series 2011-52, Class KY |
52,099 | 48,975 | ||||||
| 4.50%, 9/16/40, Series 2010-125, Class BZ, REMIC |
222,976 | 220,919 | ||||||
| 3.00%, 7/16/41, Series 2011-135, Class WH |
113,835 | 97,219 | ||||||
| 3.00%, 3/16/42, Series 2012-39, Class GC, REMIC |
145,000 | 123,579 | ||||||
| 4.00%, 3/20/44, Series 2014-43, Class Z, PIK |
636,089 | 622,304 | ||||||
| 3.75%, 4/16/44, Series 2014-60, Class AL |
250,000 | 235,935 | ||||||
| 3.00%, 11/20/45, Series 2015-165, Class ZE, PIK |
123,335 | 105,922 | ||||||
| JP Morgan Mortgage Trust |
||||||||
| 3.61%, 5/25/45, Series 2015-3, Class B3^(a)(b) |
114,373 | 98,648 | ||||||
| 3.40%, 5/25/50, Series 2019-9, Class B2A^(a)(b) |
283,247 | 223,955 | ||||||
| Provident Funding Mortgage Trust |
||||||||
| 3.26%, 2/25/50, Series 2020-1, Class B1^(a)(b) |
375,221 | 295,070 | ||||||
| RCKT Mortgage Trust |
||||||||
| 3.00%, 2/25/50, Series 2020-1, Class A13^(a)(b) |
133,869 | 112,200 | ||||||
| Seasoned Credit Risk Transfer Trust |
||||||||
| 3.75%, 9/25/55, Series 2016-1, Class M2^(a)(b) |
667,841 | 563,263 | ||||||
| 4.75%, 5/25/57, Series 2018-1, Class M^(b) |
290,590 | 253,487 | ||||||
| 2.50%, 5/25/60, Series 2020-3, Class M5TU |
199,087 | 176,163 | ||||||
| Seasoned Loans Structured Transaction Trust |
||||||||
| 3.50%, 6/25/28, Series 2018-1, Class A1 |
170,399 | 163,536 | ||||||
| Sequoia Mortgage Trust |
||||||||
| 4.00%, 3/25/48, Series 2018-CH1, Class A1^(a)(b) |
20,969 | 19,487 | ||||||
| Verus Securitization Trust |
||||||||
| 2.99%, 5/25/60, Series 2020-2, Class A2^(a)(b) |
300,000 | 284,948 | ||||||
|
|
|
|||||||
| TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost: $14,083,654) |
12,362,540 | |||||||
|
|
|
|||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.4% |
||||||||
| United States - 4.4% |
||||||||
| Benchmark Mortgage Trust |
||||||||
| 2.50%, 12/15/62, Series 2019-B14, Class D(a) |
380,000 | 246,084 | ||||||
| Cantor Commercial Real Estate Lending |
||||||||
| 2.50%, 1/15/53, Series 2019-CF3, Class D^(a)(b) |
250,000 | 156,006 | ||||||
| Federal Home Loan Mortgage Corp. Multiclass Certificates |
||||||||
| 1.79%, 9/25/45, Series 2021-P011, Class X1^(b)(d) |
421,376 | 53,699 | ||||||
| Washington State Housing Finance Commission |
||||||||
| 0.73%, 12/20/35, Series 2021-1, Class X^(b)(d) |
6,164,046 | 318,928 | ||||||
| WFRBS Commercial Mortgage Trust |
||||||||
| 4.23%, 8/15/47, Series 2014-C21, Class C^(b) |
200,000 | 180,680 | ||||||
|
|
|
|||||||
| TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $1,134,984) |
955,397 | |||||||
|
|
|
|||||||
| U.S. GOVERNMENT AGENCIES - 33.0% |
||||||||
| Federal Home Loan Mortgage Corporation - 12.1% |
||||||||
| 4.00%, 1/1/42 |
231,404 | 226,207 | ||||||
| 3.50%, 8/1/46 |
229,204 | 214,748 | ||||||
| 3.50%, 9/1/47 |
296,860 | 277,675 | ||||||
| 2.00%, 9/1/51 |
483,748 | 406,621 | ||||||
| 2.00%, 1/1/52 |
950,858 | 790,203 | ||||||
| 2.50%, 2/1/52 |
859,342 | 740,379 | ||||||
|
|
|
|||||||
| Total Federal Home Loan Mortgage Corporation | 2,655,833 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Mortgage Plus Bond Fund (MTGP)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Federal National Mortgage Association - 10.5% |
||||||||
| 4.00%, 11/1/43 |
$ | 272,004 | $ | 265,947 | ||||
| 4.00%, 5/1/47 |
215,683 | 209,546 | ||||||
| 4.00%, 12/1/47 |
215,093 | 208,905 | ||||||
| 2.50%, 11/1/50 |
490,100 | 426,971 | ||||||
| 2.50%, 12/1/51 |
466,459 | 403,025 | ||||||
| 2.50%, 2/1/52 |
374,518 | 321,585 | ||||||
| 4.00%, 4/1/55 |
412,819 | 399,271 | ||||||
| 4.50%, 6/1/56 |
69,822 | 69,892 | ||||||
|
|
|
|||||||
| Total Federal National Mortgage Association | 2,305,142 | |||||||
|
|
|
|||||||
| Government National Mortgage Association - 10.4% |
||||||||
| 3.00%, 8/20/44 |
9,855 | 9,137 | ||||||
| 3.00%, 12/20/44 |
330,149 | 306,453 | ||||||
| 3.00%, 3/20/45 |
173,821 | 161,156 | ||||||
| 3.00%, 4/20/45 |
328,583 | 304,635 | ||||||
| 3.00%, 7/20/45 |
41,100 | 38,041 | ||||||
| 3.50%, 7/20/47 |
425,733 | 402,258 | ||||||
| 4.50%, 8/20/47 |
366,304 | 364,780 | ||||||
| 3.50%, 12/20/47 |
269,786 | 254,459 | ||||||
| 4.50%, 5/20/49 |
62,347 | 61,720 | ||||||
| 4.00%, 12/20/52(e) |
400,000 | 381,922 | ||||||
|
|
|
|||||||
| Total Government National Mortgage Association | 2,284,561 | |||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT AGENCIES (Cost: $7,753,065) |
7,245,536 | |||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 97.0% (Cost: $23,709,245) |
21,265,739 | |||||||
| Other Assets less Liabilities - 3.0% |
668,752 | |||||||
|
|
|
|||||||
| NET ASSETS - 100.0% | $ | 21,934,491 | ||||||
|
|
|
|||||||
| ^ | 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 November 30, 2022 on securities with variable or step rates. |
| (c) | The London Interbank Offered Rate (“LIBOR”) is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Fund’s investments. |
| (d) | Interest-only security. The principal amount shown is a notional amount representing the outstanding principal of the underlying debt obligation(s). Holders of interest-only securities do not receive principal payments on the underlying debt obligation(s). |
| (e) | To-be-announced (“TBA”) security. TBA securities are non-income producing. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Mortgage Plus Bond Fund (MTGP)
November 30, 2022
FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS (EXCHANGE-TRADED)
| Short Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||
| 10 Year U.S. Treasury Note |
7 | 3/22/23 | $ | (794,500 | ) | $ | (4,211 | ) | ||||||
| Long Exposure |
||||||||||||||
| 2 Year U.S. Treasury Note |
5 | 3/31/23 | $ | 1,026,797 | $ | 78 | ||||||||
| 5 Year U.S. Treasury Note |
11 | 3/31/23 | 1,194,273 | 172 | ||||||||||
| U.S. Treasury Long Bond |
6 | 3/22/23 | 762,000 | 3,188 | ||||||||||
| U.S. Treasury Ultra Long Term Bond |
4 | 3/22/23 | 545,125 | 2,156 | ||||||||||
|
|
|
|
|
|||||||||||
| $ | 3,528,195 | $ | 5,594 | |||||||||||
|
|
|
|
|
|||||||||||
| Total - Net | $ | 2,733,695 | $ | 1,383 | ||||||||||
|
|
|
|
|
|||||||||||
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| Collateralized Loan Obligations |
$ | — | $ | 702,266 | $ | — | $ | 702,266 | ||||||||
| Collateralized Mortgage Obligations |
— | 12,362,540 | — | 12,362,540 | ||||||||||||
| Commercial Mortgage-Backed Securities |
— | 955,397 | — | 955,397 | ||||||||||||
| U.S. Government Agencies |
— | 7,245,536 | — | 7,245,536 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | — | $ | 21,265,739 | $ | — | $ | 21,265,739 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 5,594 | $ | — | $ | — | $ | 5,594 | ||||||||
| Liabilities: | ||||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | (4,211 | ) | $ | — | $ | — | $ | (4,211 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net | $ | 1,383 | $ | 21,265,739 | $ | — | $ | 21,267,122 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT AGENCIES - 35.6% |
||||||||
| Federal Farm Credit Bank - 0.5% |
||||||||
| 2.02%, 4/1/31 |
$ | 2,000,000 | $ | 1,658,760 | ||||
| 1.79%, 6/22/35 |
500,000 | 355,540 | ||||||
| 1.65%, 7/23/35 |
1,500,000 | 1,046,505 | ||||||
| 1.95%, 8/13/40 |
1,500,000 | 942,270 | ||||||
|
|
|
|||||||
| Total Federal Farm Credit Bank | 4,003,075 | |||||||
|
|
|
|||||||
| Federal Home Loan Bank - 0.9% |
||||||||
| 3.25%, 11/16/28 |
900,000 | 870,921 | ||||||
| 5.50%, 7/15/36 |
6,500,000 | 7,234,695 | ||||||
|
|
|
|||||||
| Total Federal Home Loan Bank | 8,105,616 | |||||||
|
|
|
|||||||
| Federal Home Loan Mortgage Corporation - 6.5% |
||||||||
| 6.75%, 9/15/29, Series GDIF |
280,000 | 326,150 | ||||||
| 2.50%, 4/1/30 |
1,488,517 | 1,411,235 | ||||||
| 3.00%, 5/1/30 |
407,384 | 395,318 | ||||||
| 6.75%, 3/15/31 |
2,250,000 | 2,677,162 | ||||||
| 6.25%, 7/15/32 |
1,379,000 | 1,616,671 | ||||||
| 3.00%, 1/1/33 |
1,142,996 | 1,088,839 | ||||||
| 3.00%, 5/1/33 |
1,549,218 | 1,473,844 | ||||||
| 4.00%, 11/1/33 |
20,852 | 20,553 | ||||||
| 6.50%, 3/1/36 |
141,922 | 147,309 | ||||||
| 5.00%, 6/1/37 |
1,221 | 1,245 | ||||||
| 5.50%, 2/1/40 |
5,025 | 5,230 | ||||||
| 4.50%, 8/1/40 |
95,028 | 95,136 | ||||||
| 4.00%, 11/1/40 |
7,468 | 7,280 | ||||||
| 5.00%, 3/1/41 |
154,564 | 157,658 | ||||||
| 5.50%, 6/1/41 |
2,305 | 2,400 | ||||||
| 5.00%, 7/1/41 |
4,274 | 4,366 | ||||||
| 5.00%, 2/1/42 |
194,195 | 198,712 | ||||||
| 4.50%, 5/1/42 |
61,938 | 62,009 | ||||||
| 3.50%, 9/1/42 |
148,366 | 140,110 | ||||||
| 3.00%, 3/1/43 |
222,749 | 203,463 | ||||||
| 3.00%, 7/1/43 |
598,617 | 549,726 | ||||||
| 4.00%, 8/1/43 |
13,831 | 13,418 | ||||||
| 3.50%, 1/1/44 |
818,922 | 773,448 | ||||||
| 3.00%, 2/1/44 |
102,631 | 93,836 | ||||||
| 3.50%, 2/1/44 |
68,588 | 64,747 | ||||||
| 4.00%, 3/1/44 |
25,332 | 24,562 | ||||||
| 4.00%, 4/1/44 |
271,286 | 263,632 | ||||||
| 3.50%, 5/1/44 |
101,009 | 94,789 | ||||||
| 4.00%, 5/1/44 |
92,374 | 89,569 | ||||||
| 4.00%, 8/1/44 |
343,513 | 335,779 | ||||||
| 3.50%, 10/1/44 |
10,719 | 10,066 | ||||||
| 3.50%, 12/1/44 |
136,109 | 127,824 | ||||||
| 3.50%, 1/1/45 |
27,228 | 25,545 | ||||||
| 4.00%, 2/1/45 |
45,138 | 43,695 | ||||||
| 4.00%, 3/1/45 |
6,254 | 6,054 | ||||||
| 3.00%, 4/1/45 |
9,496 | 8,592 | ||||||
| 4.00%, 4/1/45 |
28,120 | 27,194 | ||||||
| 3.00%, 5/1/45 |
39,115 | 35,427 | ||||||
| 3.50%, 5/1/45 |
60,336 | 56,404 | ||||||
| 3.50%, 6/1/45 |
29,663 | 27,704 | ||||||
| 4.00%, 6/1/45 |
84,615 | 81,910 | ||||||
| 3.00%, 7/1/45 |
10,204 | 9,233 | ||||||
| 3.00%, 8/1/45 |
43,558 | 39,451 | ||||||
| 3.50%, 8/1/45 |
417,338 | 392,500 | ||||||
| 4.00%, 9/1/45 |
46,840 | 45,298 | ||||||
| 3.50%, 10/1/45 |
58,193 | 54,401 | ||||||
| 4.00%, 10/1/45 |
49,615 | 48,028 | ||||||
| 4.00%, 11/1/45 |
40,862 | 39,555 | ||||||
| 3.00%, 12/1/45 |
40,108 | 36,326 | ||||||
| 4.00%, 12/1/45 |
85,115 | 82,313 | ||||||
| 4.00%, 1/1/46 |
14,212 | 13,781 | ||||||
| 4.00%, 2/1/46 |
294,428 | 284,735 | ||||||
| 4.00%, 3/1/46 |
50,731 | 48,872 | ||||||
| 3.00%, 4/1/46 |
185,568 | 167,784 | ||||||
| 3.50%, 4/1/46 |
262,877 | 245,155 | ||||||
| 4.50%, 4/1/46 |
317,029 | 317,098 | ||||||
| 3.00%, 6/1/46 |
42,149 | 38,148 | ||||||
| 3.00%, 9/1/46 |
818,150 | 741,446 | ||||||
| 3.50%, 9/1/46 |
72,390 | 67,577 | ||||||
| 2.50%, 10/1/46 |
46,564 | 40,764 | ||||||
| 3.00%, 10/1/46 |
55,447 | 50,655 | ||||||
| 3.00%, 11/1/46 |
52,917 | 47,846 | ||||||
| 3.50%, 11/1/46 |
10,324 | 9,637 | ||||||
| 4.50%, 11/1/46 |
133,778 | 133,574 | ||||||
| 3.00%, 12/1/46 |
175,652 | 158,817 | ||||||
| 4.00%, 1/1/47 |
86,436 | 83,269 | ||||||
| 4.50%, 1/1/47 |
151,421 | 151,043 | ||||||
| 3.00%, 2/1/47 |
87,889 | 79,547 | ||||||
| 3.00%, 4/1/47 |
295,874 | 267,517 | ||||||
| 3.50%, 4/1/47 |
117,824 | 109,858 | ||||||
| 4.00%, 4/1/47 |
62,702 | 60,380 | ||||||
| 4.00%, 5/1/47 |
50,035 | 48,182 | ||||||
| 4.50%, 5/1/47 |
12,236 | 12,126 | ||||||
| 4.00%, 6/1/47 |
74,935 | 72,161 | ||||||
| 4.00%, 7/1/47 |
131,386 | 126,402 | ||||||
| 3.50%, 9/1/47 |
116,649 | 108,872 | ||||||
| 4.00%, 10/1/47 |
226,859 | 218,254 | ||||||
| 4.50%, 10/1/47 |
35,846 | 35,524 | ||||||
| 3.50%, 11/1/47 |
270,265 | 252,104 | ||||||
| 4.50%, 2/1/48 |
52,582 | 52,110 | ||||||
| 4.00%, 9/1/48 |
49,685 | 47,834 | ||||||
| 4.00%, 10/1/48 |
301,188 | 289,677 | ||||||
| 3.00%, 12/1/48 |
58,571 | 52,924 | ||||||
| 4.50%, 2/1/49 |
517,480 | 511,616 | ||||||
| 5.00%, 3/1/49 |
12,704 | 12,830 | ||||||
| 4.50%, 5/1/49 |
60,894 | 60,135 | ||||||
| 4.00%, 7/1/49 |
496,805 | 479,348 | ||||||
| 4.50%, 7/1/49 |
83,741 | 82,696 | ||||||
| 3.50%, 8/1/49 |
313,592 | 290,206 | ||||||
| 2.50%, 9/1/49 |
924,283 | 797,401 | ||||||
| 3.00%, 10/1/49 |
564,203 | 508,405 | ||||||
| 5.00%, 10/1/49 |
479,338 | 483,527 | ||||||
| 5.50%, 10/1/49 |
227,273 | 233,253 | ||||||
| 3.00%, 12/1/49 |
539,232 | 482,702 | ||||||
| 4.00%, 12/1/49 |
316,034 | 305,723 | ||||||
| 3.00%, 2/1/50 |
406,181 | 362,873 | ||||||
| 3.00%, 3/1/50 |
305,042 | 272,882 | ||||||
| 3.00%, 4/1/50 |
472,303 | 422,382 | ||||||
| 3.00%, 5/1/50 |
59,227 | 52,651 | ||||||
| 2.50%, 6/1/50 |
675,247 | 581,347 | ||||||
| 2.50%, 7/1/50 |
261,343 | 225,241 | ||||||
| 2.50%, 8/1/50 |
943,894 | 812,280 | ||||||
| 2.00%, 9/1/50 |
1,395,579 | 1,154,444 | ||||||
| 2.00%, 10/1/50 |
2,356,064 | 1,947,901 | ||||||
| 2.00%, 12/1/50 |
1,423,756 | 1,176,664 | ||||||
| 4.50%, 1/1/51 |
80,555 | 79,550 | ||||||
| 1.50%, 2/1/51 |
457,784 | 356,013 | ||||||
| 2.00%, 2/1/51 |
3,309,587 | 2,734,183 | ||||||
| 2.50%, 2/1/51 |
688,508 | 591,384 | ||||||
| 1.50%, 4/1/51 |
479,944 | 373,706 | ||||||
| 2.00%, 4/1/51 |
1,061,917 | 873,897 | ||||||
| 2.00%, 5/1/51 |
2,404,289 | 1,979,348 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 2.50%, 5/1/51 |
$ | 3,712,765 | $ | 3,186,545 | ||||
| 1.50%, 6/1/51 |
1,017,528 | 791,889 | ||||||
| 2.50%, 8/1/51 |
915,272 | 784,980 | ||||||
| 2.50%, 9/1/51 |
1,732,065 | 1,484,890 | ||||||
| 2.00%, 10/1/51 |
1,020,709 | 841,191 | ||||||
| 2.50%, 10/1/51 |
1,800,351 | 1,543,786 | ||||||
| 3.50%, 10/1/51 |
461,419 | 423,779 | ||||||
| 1.50%, 11/1/51 |
1,586,108 | 1,233,573 | ||||||
| 2.00%, 11/1/51 |
3,648,045 | 3,005,877 | ||||||
| 3.50%, 12/1/51 |
380,194 | 349,013 | ||||||
| 2.50%, 1/1/52 |
2,402,481 | 2,057,589 | ||||||
| 3.50%, 1/1/52 |
262,103 | 240,564 | ||||||
| 2.50%, 2/1/52 |
953,944 | 816,565 | ||||||
| 2.50%, 4/1/52 |
1,325,148 | 1,136,303 | ||||||
| 3.00%, 5/1/52 |
577,972 | 511,402 | ||||||
| 2.50%, 6/1/52 |
954,069 | 814,876 | ||||||
| 3.00%, 6/1/52 |
145,077 | 128,383 | ||||||
| 4.00%, 7/1/52 |
72,992 | 69,003 | ||||||
| 4.50%, 7/1/52 |
48,480 | 47,141 | ||||||
| 4.50%, 8/1/52 |
461,281 | 448,560 | ||||||
| 3.50%, 9/1/52 |
247,415 | 226,554 | ||||||
| 4.50%, 9/1/52 |
733,642 | 713,499 | ||||||
| 5.00%, 9/1/52 |
24,671 | 24,547 | ||||||
| 4.00%, 10/1/52 |
523,695 | 496,783 | ||||||
|
|
|
|||||||
| Total Federal Home Loan Mortgage Corporation | 57,591,269 | |||||||
|
|
|
|||||||
| Federal National Mortgage Association - 13.9% |
||||||||
| 4.00%, 9/1/25 |
400,490 | 393,659 | ||||||
| 1.88%, 9/24/26 |
60,000 | 55,496 | ||||||
| 0.75%, 10/8/27 |
60,000 | 51,898 | ||||||
| 2.50%, 11/1/30 |
236,877 | 224,575 | ||||||
| 6.63%, 11/15/30 |
395,000 | 465,231 | ||||||
| 2.50%, 1/1/32 |
551,196 | 522,571 | ||||||
| 2.50%, 2/1/32 |
92,906 | 87,513 | ||||||
| 3.00%, 5/1/32 |
156,889 | 149,460 | ||||||
| 2.50%, 6/1/32 |
670,952 | 632,007 | ||||||
| 3.00%, 11/1/32 |
151,859 | 144,669 | ||||||
| 6.00%, 12/1/32 |
214,669 | 221,179 | ||||||
| 2.50%, 1/1/33 |
231,956 | 220,662 | ||||||
| 5.50%, 10/1/35 |
23,448 | 24,331 | ||||||
| 5.50%, 4/1/37 |
114,028 | 117,463 | ||||||
| 5.63%, 7/15/37 |
2,830,000 | 3,193,796 | ||||||
| 5.00%, 5/1/38 |
7,530 | 7,683 | ||||||
| 5.50%, 6/1/38 |
61,424 | 63,861 | ||||||
| 6.21%, 8/6/38 |
500,000 | 597,200 | ||||||
| 5.50%, 11/1/38 |
1,568 | 1,630 | ||||||
| 4.50%, 9/1/39 |
233,772 | 233,787 | ||||||
| 5.00%, 9/1/39 |
127,215 | 129,944 | ||||||
| 4.50%, 11/1/39 |
67,811 | 67,816 | ||||||
| 4.50%, 8/1/40 |
146,162 | 146,187 | ||||||
| 4.50%, 9/1/40 |
92,491 | 92,506 | ||||||
| 4.00%, 12/1/40 |
17,475 | 17,066 | ||||||
| 4.00%, 1/1/41 |
13,201 | 12,857 | ||||||
| 4.00%, 2/1/41 |
43,632 | 42,493 | ||||||
| 4.50%, 2/1/41 |
42,304 | 42,311 | ||||||
| 6.00%, 7/1/41 |
320,903 | 338,547 | ||||||
| 4.50%, 8/1/41 |
115,644 | 115,665 | ||||||
| 4.00%, 9/1/41 |
37,347 | 36,372 | ||||||
| 4.50%, 9/1/41 |
140,207 | 140,232 | ||||||
| 4.00%, 10/1/41 |
528,465 | 516,553 | ||||||
| 4.00%, 11/1/41 |
65,876 | 64,030 | ||||||
| 4.00%, 12/1/41 |
65,364 | 63,831 | ||||||
| 4.00%, 1/1/42 |
115,313 | 112,083 | ||||||
| 4.50%, 1/1/42 |
103,803 | 103,821 | ||||||
| 6.00%, 1/1/42 |
198,057 | 208,947 | ||||||
| 4.00%, 3/1/42 |
20,295 | 19,726 | ||||||
| 4.00%, 5/1/42 |
17,166 | 16,718 | ||||||
| 4.00%, 6/1/42 |
262,792 | 255,431 | ||||||
| 4.00%, 9/1/42 |
190,026 | 185,745 | ||||||
| 3.00%, 10/1/42 |
235,895 | 215,571 | ||||||
| 2.50%, 2/1/43 |
148,407 | 131,540 | ||||||
| 2.50%, 3/1/43 |
12,678 | 11,237 | ||||||
| 2.50%, 5/1/43 |
46,906 | 41,567 | ||||||
| 3.00%, 5/1/43 |
97,079 | 88,673 | ||||||
| 3.50%, 5/1/43 |
22,342 | 21,070 | ||||||
| 3.00%, 7/1/43 |
13,897 | 12,694 | ||||||
| 3.50%, 7/1/43 |
866,705 | 822,138 | ||||||
| 3.00%, 8/1/43 |
925,589 | 850,584 | ||||||
| 3.00%, 9/1/43 |
1,073,400 | 980,458 | ||||||
| 4.00%, 9/1/43 |
23,451 | 22,750 | ||||||
| 4.50%, 9/1/43 |
14,798 | 14,801 | ||||||
| 3.50%, 10/1/43 |
111,545 | 105,194 | ||||||
| 4.00%, 11/1/43 |
220,457 | 215,288 | ||||||
| 4.00%, 1/1/44 |
355,163 | 345,533 | ||||||
| 4.00%, 2/1/44 |
97,409 | 94,633 | ||||||
| 4.00%, 3/1/44 |
3,877 | 3,759 | ||||||
| 4.50%, 5/1/44 |
22,907 | 22,890 | ||||||
| 4.00%, 6/1/44 |
33,618 | 32,660 | ||||||
| 4.00%, 7/1/44 |
410,279 | 398,174 | ||||||
| 4.00%, 8/1/44 |
28,226 | 27,368 | ||||||
| 4.00%, 11/1/44 |
156,182 | 151,724 | ||||||
| 5.00%, 11/1/44 |
96,404 | 98,542 | ||||||
| 4.00%, 12/1/44 |
20,262 | 19,684 | ||||||
| 3.50%, 2/1/45 |
457,972 | 432,071 | ||||||
| 4.00%, 2/1/45 |
352,163 | 342,239 | ||||||
| 4.50%, 2/1/45 |
187,497 | 187,497 | ||||||
| 3.50%, 6/1/45 |
2,894 | 2,703 | ||||||
| 4.00%, 6/1/45 |
415,631 | 403,060 | ||||||
| 3.50%, 8/1/45 |
317,494 | 296,522 | ||||||
| 3.50%, 9/1/45 |
443,805 | 414,490 | ||||||
| 4.00%, 9/1/45 |
36,452 | 35,252 | ||||||
| 4.50%, 10/1/45 |
235,966 | 236,007 | ||||||
| 3.00%, 12/1/45 |
41,697 | 37,727 | ||||||
| 3.50%, 12/1/45 |
12,325 | 11,511 | ||||||
| 3.50%, 1/1/46 |
1,152,742 | 1,076,598 | ||||||
| 4.00%, 1/1/46 |
78,835 | 76,509 | ||||||
| 3.50%, 2/1/46 |
30,776 | 28,961 | ||||||
| 4.00%, 3/1/46 |
24,135 | 23,341 | ||||||
| 3.50%, 5/1/46 |
114,149 | 106,452 | ||||||
| 3.00%, 6/1/46 |
34,963 | 31,612 | ||||||
| 4.00%, 7/1/46 |
33,635 | 32,372 | ||||||
| 2.50%, 9/1/46 |
16,994 | 14,864 | ||||||
| 3.00%, 9/1/46 |
319,770 | 289,122 | ||||||
| 4.00%, 9/1/46 |
469,893 | 456,005 | ||||||
| 2.50%, 10/1/46 |
21,194 | 18,537 | ||||||
| 3.00%, 10/1/46 |
937,463 | 847,929 | ||||||
| 2.50%, 11/1/46 |
17,169 | 15,016 | ||||||
| 3.00%, 11/1/46 |
958,956 | 867,434 | ||||||
| 2.50%, 12/1/46 |
38,585 | 33,747 | ||||||
| 3.00%, 12/1/46 |
106,977 | 96,724 | ||||||
| 3.50%, 12/1/46 |
820,022 | 769,130 | ||||||
| 2.50%, 1/1/47 |
48,771 | 42,657 | ||||||
| 3.00%, 1/1/47 |
160,132 | 145,870 | ||||||
| 3.50%, 1/1/47 |
104,922 | 97,846 | ||||||
| 4.00%, 1/1/47 |
78,267 | 75,328 | ||||||
| 5.50%, 1/1/47 |
217,274 | 224,193 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.00%, 2/1/47 |
$ | 102,145 | $ | 92,355 | ||||
| 3.50%, 2/1/47 |
1,420,836 | 1,339,820 | ||||||
| 4.00%, 2/1/47 |
431,027 | 417,938 | ||||||
| 4.50%, 3/1/47 |
43,290 | 42,859 | ||||||
| 3.00%, 4/1/47 |
604,879 | 546,905 | ||||||
| 4.00%, 4/1/47 |
97,631 | 93,926 | ||||||
| 3.00%, 5/1/47 |
538,253 | 491,939 | ||||||
| 3.50%, 5/1/47 |
198,131 | 184,770 | ||||||
| 4.00%, 5/1/47 |
128,805 | 124,289 | ||||||
| 4.50%, 5/1/47 |
653,901 | 652,869 | ||||||
| 4.00%, 6/1/47 |
159,346 | 153,851 | ||||||
| 3.50%, 7/1/47 |
1,067,622 | 1,007,700 | ||||||
| 4.00%, 7/1/47 |
217,171 | 209,615 | ||||||
| 4.50%, 7/1/47 |
134,538 | 133,199 | ||||||
| 5.00%, 7/1/47 |
190,021 | 193,869 | ||||||
| 3.50%, 8/1/47 |
79,092 | 73,745 | ||||||
| 4.00%, 8/1/47 |
607,337 | 584,499 | ||||||
| 3.00%, 9/1/47 |
602,774 | 548,682 | ||||||
| 4.00%, 9/1/47 |
268,542 | 258,354 | ||||||
| 4.50%, 9/1/47 |
106,232 | 105,175 | ||||||
| 4.00%, 10/1/47 |
435,939 | 419,399 | ||||||
| 4.50%, 10/1/47 |
117,650 | 116,480 | ||||||
| 3.50%, 12/1/47 |
93,250 | 86,962 | ||||||
| 3.50%, 1/1/48 |
143,728 | 134,012 | ||||||
| 4.50%, 1/1/48 |
60,655 | 60,052 | ||||||
| 3.00%, 2/1/48 |
90,695 | 81,950 | ||||||
| 3.50%, 2/1/48 |
452,684 | 422,084 | ||||||
| 3.50%, 3/1/48 |
542,597 | 505,100 | ||||||
| 4.00%, 5/1/48 |
210,081 | 201,944 | ||||||
| 5.00%, 5/1/48 |
83,818 | 84,550 | ||||||
| 4.00%, 6/1/48 |
63,232 | 60,814 | ||||||
| 4.50%, 6/1/48 |
18,886 | 18,672 | ||||||
| 3.50%, 7/1/48 |
137,602 | 128,513 | ||||||
| 4.00%, 7/1/48 |
94,507 | 90,894 | ||||||
| 3.00%, 8/1/48 |
373,458 | 340,660 | ||||||
| 4.50%, 8/1/48 |
62,922 | 62,209 | ||||||
| 3.00%, 9/1/48 |
191,631 | 173,265 | ||||||
| 4.00%, 9/1/48 |
312,208 | 300,700 | ||||||
| 4.00%, 10/1/48 |
436,576 | 423,042 | ||||||
| 5.00%, 10/1/48 |
407,289 | 416,026 | ||||||
| 3.00%, 11/1/48 |
938,798 | 849,424 | ||||||
| 3.50%, 11/1/48 |
545,798 | 508,904 | ||||||
| 4.00%, 11/1/48 |
148,425 | 143,207 | ||||||
| 4.50%, 11/1/48 |
101,597 | 100,445 | ||||||
| 4.50%, 12/1/48 |
83,043 | 82,102 | ||||||
| 5.00%, 3/1/49 |
8,847 | 8,924 | ||||||
| 4.00%, 4/1/49 |
12,037 | 11,557 | ||||||
| 3.50%, 5/1/49 |
43,180 | 39,959 | ||||||
| 4.00%, 5/1/49 |
631,009 | 608,786 | ||||||
| 4.50%, 5/1/49 |
131,157 | 129,522 | ||||||
| 3.50%, 6/1/49 |
1,819,575 | 1,696,782 | ||||||
| 3.50%, 7/1/49 |
213,094 | 197,200 | ||||||
| 3.50%, 8/1/49 |
689,825 | 638,375 | ||||||
| 3.00%, 9/1/49 |
449,073 | 405,181 | ||||||
| 3.00%, 10/1/49 |
447,073 | 399,405 | ||||||
| 2.50%, 11/1/49 |
1,433,103 | 1,236,413 | ||||||
| 3.00%, 12/1/49 |
441,374 | 394,314 | ||||||
| 3.00%, 1/1/50 |
965,993 | 863,451 | ||||||
| 3.00%, 2/1/50 |
795,842 | 712,648 | ||||||
| 4.50%, 2/1/50 |
42,112 | 41,587 | ||||||
| 3.00%, 3/1/50 |
1,656,152 | 1,478,092 | ||||||
| 4.00%, 3/1/50 |
145,908 | 140,331 | ||||||
| 5.00%, 3/1/50 |
94,699 | 95,525 | ||||||
| 2.50%, 4/1/50 |
1,366,528 | 1,178,472 | ||||||
| 3.50%, 4/1/50 |
258,418 | 240,157 | ||||||
| 4.50%, 4/1/50 |
508,359 | 502,597 | ||||||
| 2.50%, 5/1/50 |
2,039,065 | 1,763,542 | ||||||
| 3.00%, 5/1/50 |
76,110 | 67,873 | ||||||
| 3.50%, 5/1/50 |
1,139,947 | 1,061,220 | ||||||
| 2.50%, 6/1/50 |
1,455,593 | 1,253,001 | ||||||
| 2.00%, 7/1/50 |
847,071 | 700,866 | ||||||
| 3.00%, 7/1/50 |
484,883 | 432,216 | ||||||
| 3.50%, 7/1/50 |
168,937 | 156,900 | ||||||
| 2.50%, 8/1/50 |
518,846 | 445,755 | ||||||
| 3.00%, 8/1/50 |
664,950 | 592,597 | ||||||
| 2.00%, 9/1/50 |
2,206,353 | 1,824,474 | ||||||
| 2.50%, 9/1/50 |
656,035 | 564,742 | ||||||
| 2.00%, 10/1/50 |
4,884,267 | 4,042,442 | ||||||
| 3.00%, 10/1/50 |
435,954 | 388,349 | ||||||
| 1.50%, 11/1/50 |
270,476 | 210,336 | ||||||
| 2.00%, 11/1/50 |
1,879,232 | 1,553,389 | ||||||
| 3.00%, 11/1/50 |
333,884 | 300,169 | ||||||
| 3.50%, 11/1/50 |
39,312 | 36,224 | ||||||
| 4.00%, 11/1/50 |
386,857 | 372,273 | ||||||
| 1.50%, 12/1/50 |
3,602,717 | 2,801,653 | ||||||
| 2.00%, 12/1/50 |
8,405,538 | 6,946,163 | ||||||
| 1.50%, 1/1/51 |
260,100 | 202,267 | ||||||
| 2.00%, 1/1/51 |
272,143 | 224,829 | ||||||
| 2.50%, 1/1/51 |
948,533 | 814,971 | ||||||
| 2.00%, 2/1/51 |
4,624,343 | 3,819,351 | ||||||
| 2.50%, 2/1/51 |
4,569,275 | 3,926,273 | ||||||
| 2.00%, 3/1/51 |
1,342,070 | 1,107,631 | ||||||
| 2.00%, 4/1/51 |
4,846,043 | 3,990,740 | ||||||
| 3.00%, 4/1/51 |
309,553 | 274,535 | ||||||
| 2.00%, 5/1/51 |
658,651 | 543,391 | ||||||
| 2.50%, 5/1/51 |
2,065,150 | 1,763,739 | ||||||
| 1.50%, 6/1/51 |
45,376 | 35,314 | ||||||
| 2.00%, 6/1/51 |
3,688,028 | 3,037,044 | ||||||
| 2.00%, 7/1/51 |
1,437,703 | 1,186,112 | ||||||
| 2.50%, 7/1/51 |
1,377,379 | 1,181,953 | ||||||
| 2.50%, 8/1/51 |
1,545,877 | 1,327,097 | ||||||
| 3.00%, 8/1/51 |
880,800 | 781,574 | ||||||
| 2.00%, 9/1/51 |
1,932,492 | 1,592,675 | ||||||
| 2.50%, 9/1/51 |
1,431,454 | 1,227,928 | ||||||
| 3.00%, 9/1/51 |
338,227 | 300,943 | ||||||
| 2.00%, 10/1/51 |
3,658,163 | 3,015,335 | ||||||
| 2.50%, 10/1/51 |
2,611,143 | 2,240,630 | ||||||
| 2.50%, 11/1/51 |
2,163,319 | 1,854,728 | ||||||
| 3.00%, 11/1/51 |
842,501 | 748,899 | ||||||
| 2.00%, 12/1/51 |
2,874,745 | 2,368,987 | ||||||
| 2.50%, 12/1/51 |
519,493 | 445,046 | ||||||
| 3.00%, 12/1/51 |
696,305 | 620,810 | ||||||
| 2.50%, 1/1/52 |
1,169,708 | 1,000,783 | ||||||
| 3.00%, 1/1/52 |
234,318 | 207,704 | ||||||
| 2.50%, 2/1/52 |
2,311,570 | 1,977,649 | ||||||
| 3.00%, 2/1/52 |
2,795,571 | 2,482,203 | ||||||
| 2.00%, 3/1/52 |
288,851 | 237,435 | ||||||
| 2.50%, 3/1/52 |
1,298,814 | 1,110,127 | ||||||
| 3.00%, 3/1/52 |
723,451 | 640,738 | ||||||
| 1.50%, 4/1/52 |
169,835 | 132,139 | ||||||
| 3.00%, 4/1/52 |
564,099 | 499,388 | ||||||
| 2.50%, 5/1/52 |
220,878 | 188,898 | ||||||
| 3.50%, 5/1/52 |
679,737 | 622,085 | ||||||
| 4.00%, 5/1/52 |
1,456,351 | 1,378,211 | ||||||
| 3.00%, 6/1/52 |
153,215 | 135,533 | ||||||
| 3.50%, 6/1/52 |
388,337 | 356,060 | ||||||
| 4.00%, 8/1/52 |
246,216 | 233,841 | ||||||
| 4.00%, 9/1/52 |
73,606 | 69,582 | ||||||
| 5.00%, 9/1/52 |
366,052 | 364,515 | ||||||
| 5.00%, 10/1/52 |
148,212 | 147,465 | ||||||
|
|
|
|||||||
| Total Federal National Mortgage Association |
|
122,653,799 | ||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Government National Mortgage Association - 8.9% |
||||||||
| 4.00%, 11/20/40 |
$ | 966,632 | $ | 952,053 | ||||
| 3.50%, 12/20/42 |
877,396 | 834,711 | ||||||
| 2.50%, 3/20/43 |
93,433 | 82,755 | ||||||
| 3.50%, 3/20/43 |
740,367 | 703,949 | ||||||
| 3.00%, 2/20/45 |
603,456 | 555,621 | ||||||
| 3.50%, 4/20/45 |
60,776 | 57,658 | ||||||
| 3.50%, 11/20/45 |
690,203 | 654,786 | ||||||
| 3.50%, 12/20/45 |
869,649 | 825,024 | ||||||
| 3.50%, 1/20/46 |
221,499 | 210,133 | ||||||
| 3.00%, 2/20/46 |
243,152 | 223,300 | ||||||
| 3.00%, 9/20/46 |
504,167 | 462,845 | ||||||
| 3.50%, 9/20/46 |
489,003 | 462,846 | ||||||
| 4.00%, 10/20/46 |
1,609,414 | 1,565,575 | ||||||
| 3.00%, 1/20/47 |
247,561 | 227,271 | ||||||
| 2.50%, 2/20/47 |
57,327 | 51,204 | ||||||
| 3.00%, 2/20/47 |
633,508 | 581,586 | ||||||
| 4.00%, 6/20/47 |
615,160 | 597,639 | ||||||
| 4.00%, 7/20/47 |
483,200 | 469,437 | ||||||
| 4.50%, 8/20/47 |
317,463 | 315,343 | ||||||
| 3.00%, 9/20/47 |
433,731 | 398,252 | ||||||
| 3.50%, 10/20/47 |
62,282 | 58,863 | ||||||
| 3.00%, 11/20/47 |
94,214 | 86,508 | ||||||
| 3.00%, 12/20/47 |
78,666 | 72,231 | ||||||
| 3.50%, 1/20/48 |
1,109,966 | 1,049,034 | ||||||
| 4.00%, 1/20/48 |
167,484 | 162,714 | ||||||
| 3.00%, 3/20/48 |
99,216 | 91,100 | ||||||
| 3.50%, 3/20/48 |
356,723 | 337,140 | ||||||
| 3.50%, 4/20/48 |
151,468 | 143,154 | ||||||
| 4.00%, 5/20/48 |
401,962 | 389,890 | ||||||
| 4.50%, 5/20/48 |
805,381 | 798,849 | ||||||
| 4.50%, 6/20/48 |
854,564 | 847,301 | ||||||
| 4.00%, 8/20/48 |
476,192 | 461,891 | ||||||
| 4.50%, 8/20/48 |
158,435 | 157,089 | ||||||
| 5.00%, 8/20/48 |
58,513 | 59,173 | ||||||
| 3.50%, 9/20/48 |
270,545 | 255,693 | ||||||
| 3.50%, 1/20/49 |
16,238 | 15,346 | ||||||
| 4.50%, 2/20/49 |
76,788 | 76,135 | ||||||
| 3.50%, 3/20/49 |
131,657 | 124,098 | ||||||
| 4.00%, 3/20/49 |
608,296 | 590,028 | ||||||
| 4.50%, 3/20/49 |
29,333 | 29,084 | ||||||
| 3.00%, 10/20/49 |
1,847,778 | 1,686,741 | ||||||
| 3.00%, 1/20/50 |
40,926 | 37,325 | ||||||
| 3.50%, 1/20/50 |
243,429 | 228,860 | ||||||
| 5.00%, 1/20/50 |
19,768 | 19,994 | ||||||
| 3.50%, 4/20/50 |
7,766 | 7,300 | ||||||
| 4.00%, 4/20/50 |
28,526 | 27,527 | ||||||
| 2.50%, 5/20/50 |
349,854 | 308,491 | ||||||
| 5.00%, 5/20/50 |
6,787 | 6,864 | ||||||
| 2.50%, 6/20/50 |
1,589,549 | 1,401,619 | ||||||
| 3.00%, 6/20/50 |
624,244 | 568,278 | ||||||
| 3.50%, 6/20/50 |
244,463 | 229,227 | ||||||
| 4.00%, 6/20/50 |
104,830 | 101,158 | ||||||
| 3.00%, 7/20/50 |
567,055 | 516,129 | ||||||
| 2.50%, 8/20/50 |
346,371 | 305,420 | ||||||
| 3.00%, 8/20/50 |
1,254,732 | 1,141,853 | ||||||
| 3.50%, 8/20/50 |
251,903 | 236,204 | ||||||
| 2.50%, 9/20/50 |
1,874,934 | 1,653,264 | ||||||
| 2.50%, 10/20/50 |
491,492 | 433,384 | ||||||
| 2.00%, 11/20/50 |
2,276,975 | 1,946,850 | ||||||
| 2.00%, 12/20/50 |
359,690 | 307,541 | ||||||
| 2.50%, 12/20/50 |
1,606,291 | 1,416,382 | ||||||
| 2.00%, 1/20/51 |
3,473,491 | 2,969,890 | ||||||
| 2.50%, 1/20/51 |
1,980,449 | 1,746,304 | ||||||
| 1.50%, 3/20/51 |
356,295 | 288,935 | ||||||
| 2.00%, 3/20/51 |
857,160 | 731,633 | ||||||
| 2.00%, 4/20/51 |
1,683,659 | 1,436,574 | ||||||
| 2.50%, 4/20/51 |
486,665 | 428,620 | ||||||
| 2.50%, 5/20/51 |
39,758 | 35,004 | ||||||
| 2.50%, 6/20/51 |
947,096 | 833,550 | ||||||
| 2.00%, 7/20/51 |
2,476,245 | 2,110,546 | ||||||
| 2.50%, 7/20/51 |
1,376,469 | 1,211,020 | ||||||
| 3.00%, 7/20/51 |
910,767 | 825,278 | ||||||
| 3.50%, 7/20/51 |
725,596 | 679,366 | ||||||
| 2.00%, 8/20/51 |
975,586 | 831,207 | ||||||
| 2.50%, 8/20/51 |
1,116,619 | 982,059 | ||||||
| 2.50%, 9/20/51 |
240,897 | 211,793 | ||||||
| 2.00%, 10/20/51 |
1,236,354 | 1,052,618 | ||||||
| 2.50%, 10/20/51 |
2,126,066 | 1,868,545 | ||||||
| 3.50%, 10/20/51 |
867,098 | 808,468 | ||||||
| 2.00%, 11/20/51 |
3,004,137 | 2,556,680 | ||||||
| 2.50%, 11/20/51 |
1,145,306 | 1,006,349 | ||||||
| 3.00%, 11/20/51 |
1,340,067 | 1,212,790 | ||||||
| 2.00%, 12/20/51 |
1,454,812 | 1,237,672 | ||||||
| 2.50%, 12/20/51 |
2,021,082 | 1,775,869 | ||||||
| 2.00%, 1/20/52 |
2,139,499 | 1,819,504 | ||||||
| 2.50%, 1/20/52 |
1,012,608 | 889,438 | ||||||
| 3.00%, 1/20/52 |
1,933,770 | 1,749,029 | ||||||
| 2.00%, 2/20/52 |
591,751 | 503,010 | ||||||
| 2.50%, 2/20/52 |
1,451,411 | 1,274,417 | ||||||
| 2.50%, 5/20/52 |
712,979 | 624,684 | ||||||
| 3.00%, 6/20/52 |
562,539 | 507,038 | ||||||
| 3.50%, 6/20/52 |
73,717 | 68,314 | ||||||
| 4.00%, 6/20/52 |
73,841 | 70,442 | ||||||
| 2.50%, 7/20/52 |
488,276 | 428,716 | ||||||
| 3.50%, 7/20/52 |
913,368 | 847,190 | ||||||
| 4.50%, 7/20/52 |
519,487 | 508,418 | ||||||
| 4.00%, 8/20/52 |
99,238 | 94,669 | ||||||
| 4.50%, 8/20/52 |
333,474 | 326,368 | ||||||
| 3.50%, 9/20/52 |
49,756 | 46,109 | ||||||
| 4.50%, 9/20/52 |
164,287 | 160,786 | ||||||
| 3.00%, 10/20/52 |
571,382 | 515,628 | ||||||
| 4.00%, 10/20/52 |
249,384 | 237,903 | ||||||
| 2.00%, 12/20/52(a) |
425,000 | 360,595 | ||||||
| 2.50%, 12/20/52(a) |
400,000 | 350,454 | ||||||
| 3.00%, 12/20/52(a) |
3,750,000 | 3,378,270 | ||||||
| 3.50%, 12/20/52(a) |
2,600,000 | 2,409,434 | ||||||
| 4.00%, 12/20/52(a) |
1,475,000 | 1,407,040 | ||||||
| 4.50%, 12/20/52(a) |
1,375,000 | 1,345,477 | ||||||
| 5.00%, 12/20/52(a) |
2,000,000 | 1,997,134 | ||||||
| 5.50%, 12/20/52(a) |
300,000 | 303,294 | ||||||
| 4.00%, 1/23/53(a) |
300,000 | 286,200 | ||||||
| 4.50%, 1/23/53(a) |
500,000 | 489,323 | ||||||
| 5.00%, 1/23/53(a) |
400,000 | 399,317 | ||||||
|
|
|
|||||||
| Total Government National Mortgage Association | 78,856,691 | |||||||
|
|
|
|||||||
| Tennessee Valley Authority - 3.9% |
||||||||
| 4.70%, 7/15/33, Series B |
3,450,000 | 3,532,007 | ||||||
| 4.65%, 6/15/35 |
2,250,000 | 2,279,475 | ||||||
| 5.88%, 4/1/36 |
4,350,000 | 4,891,357 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 6.15%, 1/15/38 |
$ | 270,000 | $ | 312,981 | ||||
| 5.50%, 6/15/38 |
2,000,000 | 2,230,200 | ||||||
| 5.25%, 9/15/39 |
7,131,000 | 7,616,906 | ||||||
| 3.50%, 12/15/42 |
3,519,000 | 2,959,409 | ||||||
| 4.88%, 1/15/48 |
1,995,000 | 2,009,224 | ||||||
| 5.38%, 4/1/56 |
3,297,000 | 3,561,749 | ||||||
| 4.63%, 9/15/60 |
2,760,000 | 2,661,413 | ||||||
| 4.25%, 9/15/65 |
3,000,000 | 2,683,500 | ||||||
|
|
|
|||||||
| Total Tennessee Valley Authority | 34,738,221 | |||||||
|
|
|
|||||||
| Uniform Mortgage-Backed Securities - 1.0% |
||||||||
| 2.50%, 12/1/52(a) |
2,425,000 | 2,069,319 | ||||||
| 3.00%, 12/1/52(a) |
1,875,000 | 1,657,508 | ||||||
| 4.50%, 12/13/52(a) |
2,025,000 | 1,968,726 | ||||||
| 5.00%, 12/13/52(a) |
1,925,000 | 1,914,849 | ||||||
| 5.50%, 12/13/52(a) |
425,000 | 429,869 | ||||||
| 5.50%, 1/12/53(a) |
550,000 | 555,700 | ||||||
|
|
|
|||||||
| Total Uniform Mortgage-Backed Securities | 8,595,971 | |||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT AGENCIES (Cost: $358,469,387) |
314,544,642 | |||||||
|
|
|
|||||||
| U.S. GOVERNMENT OBLIGATIONS - 21.1% |
||||||||
| U.S. Treasury Bonds - 4.1% |
||||||||
| 7.50%, 11/15/24 |
175,000 | 185,394 | ||||||
| 7.63%, 2/15/25 |
500,000 | 534,473 | ||||||
| 6.25%, 5/15/30 |
100,000 | 116,117 | ||||||
| 5.38%, 2/15/31 |
980,000 | 1,094,308 | ||||||
| 4.50%, 2/15/36 |
665,000 | 725,266 | ||||||
| 4.75%, 2/15/37 |
350,000 | 391,262 | ||||||
| 4.38%, 2/15/38 |
290,000 | 311,433 | ||||||
| 4.50%, 5/15/38 |
330,000 | 359,133 | ||||||
| 3.50%, 2/15/39 |
85,000 | 81,879 | ||||||
| 4.25%, 5/15/39 |
480,000 | 506,287 | ||||||
| 4.50%, 8/15/39 |
476,000 | 517,018 | ||||||
| 4.38%, 11/15/39 |
525,000 | 560,889 | ||||||
| 4.63%, 2/15/40 |
245,000 | 269,730 | ||||||
| 1.13%, 5/15/40 |
875,000 | 560,684 | ||||||
| 4.38%, 5/15/40 |
375,000 | 399,844 | ||||||
| 1.13%, 8/15/40 |
850,000 | 540,547 | ||||||
| 3.88%, 8/15/40 |
203,000 | 202,635 | ||||||
| 1.38%, 11/15/40 |
860,000 | 570,959 | ||||||
| 4.25%, 11/15/40 |
150,000 | 157,066 | ||||||
| 1.88%, 2/15/41 |
1,300,000 | 940,469 | ||||||
| 4.75%, 2/15/41 |
175,000 | 195,029 | ||||||
| 2.25%, 5/15/41 |
1,875,000 | 1,442,578 | ||||||
| 4.38%, 5/15/41 |
190,000 | 201,860 | ||||||
| 1.75%, 8/15/41 |
1,300,000 | 907,664 | ||||||
| 3.75%, 8/15/41 |
99,000 | 96,394 | ||||||
| 2.00%, 11/15/41 |
1,300,000 | 947,883 | ||||||
| 3.13%, 11/15/41 |
625,000 | 553,418 | ||||||
| 2.38%, 2/15/42 |
2,050,000 | 1,596,758 | ||||||
| 3.13%, 2/15/42 |
265,000 | 234,401 | ||||||
| 3.00%, 5/15/42 |
225,000 | 194,256 | ||||||
| 3.25%, 5/15/42 |
500,000 | 449,336 | ||||||
| 2.75%, 8/15/42 |
178,000 | 146,753 | ||||||
| 2.75%, 11/15/42 |
950,000 | 781,078 | ||||||
| 3.13%, 2/15/43 |
225,000 | 196,646 | ||||||
| 2.88%, 5/15/43 |
64,000 | 53,565 | ||||||
| 3.63%, 8/15/43 |
274,000 | 258,480 | ||||||
| 3.75%, 11/15/43 |
435,000 | 417,736 | ||||||
| 3.63%, 2/15/44 |
240,000 | 225,862 | ||||||
| 3.38%, 5/15/44 |
290,000 | 261,702 | ||||||
| 3.13%, 8/15/44 |
350,000 | 302,613 | ||||||
| 3.00%, 11/15/44 |
500,000 | 422,852 | ||||||
| 2.50%, 2/15/45 |
550,000 | 424,531 | ||||||
| 3.00%, 5/15/45 |
470,000 | 396,269 | ||||||
| 2.88%, 8/15/45 |
305,000 | 251,291 | ||||||
| 3.00%, 11/15/45 |
500,000 | 421,133 | ||||||
| 2.50%, 2/15/46 |
615,000 | 471,484 | ||||||
| 2.50%, 5/15/46 |
560,000 | 428,487 | ||||||
| 2.25%, 8/15/46 |
525,000 | 381,404 | ||||||
| 2.88%, 11/15/46 |
440,000 | 361,934 | ||||||
| 3.00%, 2/15/47 |
390,000 | 327,661 | ||||||
| 3.00%, 5/15/47 |
350,000 | 294,328 | ||||||
| 2.75%, 8/15/47 |
350,000 | 280,875 | ||||||
| 2.75%, 11/15/47 |
460,000 | 369,258 | ||||||
| 3.00%, 2/15/48 |
1,100,000 | 926,922 | ||||||
| 3.13%, 5/15/48 |
625,000 | 540,137 | ||||||
| 3.00%, 8/15/48 |
1,545,000 | 1,305,887 | ||||||
| 3.38%, 11/15/48 |
565,000 | 512,649 | ||||||
| 3.00%, 2/15/49 |
530,000 | 449,755 | ||||||
| 2.88%, 5/15/49 |
550,000 | 455,941 | ||||||
| 2.25%, 8/15/49 |
560,000 | 407,050 | ||||||
| 2.38%, 11/15/49 |
550,000 | 411,211 | ||||||
| 2.00%, 2/15/50 |
855,000 | 584,406 | ||||||
| 1.25%, 5/15/50 |
1,008,000 | 562,669 | ||||||
| 1.38%, 8/15/50 |
1,180,000 | 680,712 | ||||||
| 1.63%, 11/15/50 |
1,100,000 | 679,680 | ||||||
| 1.88%, 2/15/51 |
1,050,000 | 692,590 | ||||||
| 2.38%, 5/15/51 |
1,250,000 | 930,176 | ||||||
| 2.00%, 8/15/51 |
1,170,000 | 795,691 | ||||||
| 1.88%, 11/15/51 |
1,150,000 | 756,754 | ||||||
| 2.25%, 2/15/52 |
1,275,000 | 921,686 | ||||||
| 2.88%, 5/15/52 |
1,050,000 | 873,715 | ||||||
| 3.00%, 8/15/52 |
1,000,000 | 857,109 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Bonds | 36,665,652 | |||||||
|
|
|
|||||||
| U.S. Treasury Notes - 17.0% |
||||||||
| 0.25%, 11/15/23 |
600,000 | 575,027 | ||||||
| 2.75%, 11/15/23 |
615,000 | 603,421 | ||||||
| 0.50%, 11/30/23 |
1,000,000 | 958,848 | ||||||
| 2.13%, 11/30/23 |
580,000 | 565,251 | ||||||
| 2.88%, 11/30/23 |
245,000 | 240,502 | ||||||
| 0.13%, 12/15/23 |
845,000 | 805,919 | ||||||
| 0.75%, 12/31/23 |
1,200,000 | 1,149,961 | ||||||
| 2.25%, 12/31/23 |
415,000 | 404,204 | ||||||
| 2.63%, 12/31/23 |
420,000 | 410,837 | ||||||
| 0.13%, 1/15/24 |
890,000 | 846,247 | ||||||
| 0.88%, 1/31/24 |
1,000,000 | 957,363 | ||||||
| 2.25%, 1/31/24 |
490,000 | 476,870 | ||||||
| 2.50%, 1/31/24 |
660,000 | 643,784 | ||||||
| 0.13%, 2/15/24 |
1,590,000 | 1,505,935 | ||||||
| 2.75%, 2/15/24 |
1,285,000 | 1,256,238 | ||||||
| 1.50%, 2/29/24 |
1,800,000 | 1,732,148 | ||||||
| 2.38%, 2/29/24 |
1,000,000 | 973,027 | ||||||
| 0.25%, 3/15/24 |
610,000 | 576,796 | ||||||
| 2.13%, 3/31/24 |
400,000 | 387,156 | ||||||
| 2.25%, 3/31/24 |
1,000,000 | 969,395 | ||||||
| 0.38%, 4/15/24 |
1,000,000 | 944,004 | ||||||
| 2.25%, 4/30/24 |
205,000 | 198,366 | ||||||
| 2.50%, 4/30/24 |
1,450,000 | 1,408,312 | ||||||
| 0.25%, 5/15/24 |
1,100,000 | 1,032,969 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 2.50%, 5/15/24 |
$ | 1,900,000 | $ | 1,844,113 | ||||
| 2.00%, 5/31/24 |
1,010,000 | 972,224 | ||||||
| 2.50%, 5/31/24 |
1,150,000 | 1,115,410 | ||||||
| 0.25%, 6/15/24 |
1,500,000 | 1,404,258 | ||||||
| 1.75%, 6/30/24 |
1,000,000 | 958,086 | ||||||
| 2.00%, 6/30/24 |
1,644,000 | 1,580,777 | ||||||
| 3.00%, 6/30/24 |
1,000,000 | 976,406 | ||||||
| 0.38%, 7/15/24 |
1,500,000 | 1,403,936 | ||||||
| 1.75%, 7/31/24 |
1,100,000 | 1,051,381 | ||||||
| 2.13%, 7/31/24 |
576,000 | 553,928 | ||||||
| 3.00%, 7/31/24 |
1,000,000 | 976,309 | ||||||
| 0.38%, 8/15/24 |
1,200,000 | 1,119,586 | ||||||
| 2.38%, 8/15/24 |
1,400,000 | 1,351,191 | ||||||
| 1.25%, 8/31/24 |
1,205,000 | 1,139,996 | ||||||
| 1.88%, 8/31/24 |
1,100,000 | 1,051,682 | ||||||
| 3.25%, 8/31/24 |
600,000 | 588,000 | ||||||
| 0.38%, 9/15/24 |
2,100,000 | 1,954,764 | ||||||
| 1.50%, 9/30/24 |
615,000 | 583,553 | ||||||
| 2.13%, 9/30/24 |
894,000 | 858,450 | ||||||
| 4.25%, 9/30/24 |
1,000,000 | 997,148 | ||||||
| 0.63%, 10/15/24 |
1,355,000 | 1,264,093 | ||||||
| 1.50%, 10/31/24 |
1,100,000 | 1,042,637 | ||||||
| 2.25%, 10/31/24 |
310,000 | 298,030 | ||||||
| 0.75%, 11/15/24 |
1,300,000 | 1,212,275 | ||||||
| 2.25%, 11/15/24 |
1,150,000 | 1,104,562 | ||||||
| 1.50%, 11/30/24 |
865,000 | 818,016 | ||||||
| 2.13%, 11/30/24 |
1,000,000 | 957,988 | ||||||
| 1.00%, 12/15/24 |
2,100,000 | 1,964,402 | ||||||
| 1.75%, 12/31/24 |
525,000 | 498,545 | ||||||
| 2.25%, 12/31/24 |
972,000 | 932,285 | ||||||
| 1.13%, 1/15/25 |
1,345,000 | 1,258,521 | ||||||
| 1.38%, 1/31/25 |
1,204,000 | 1,132,230 | ||||||
| 2.50%, 1/31/25 |
750,000 | 722,168 | ||||||
| 1.50%, 2/15/25 |
1,325,000 | 1,247,156 | ||||||
| 2.00%, 2/15/25 |
1,150,000 | 1,094,656 | ||||||
| 1.13%, 2/28/25 |
850,000 | 793,355 | ||||||
| 1.75%, 3/15/25 |
1,000,000 | 945,938 | ||||||
| 0.50%, 3/31/25 |
1,275,000 | 1,171,556 | ||||||
| 2.63%, 3/31/25 |
702,000 | 677,896 | ||||||
| 2.63%, 4/15/25 |
1,300,000 | 1,252,773 | ||||||
| 0.38%, 4/30/25 |
1,308,000 | 1,194,265 | ||||||
| 2.13%, 5/15/25 |
1,375,000 | 1,308,560 | ||||||
| 2.75%, 5/15/25 |
350,000 | 338,188 | ||||||
| 0.25%, 5/31/25 |
1,920,000 | 1,742,325 | ||||||
| 2.88%, 5/31/25 |
565,000 | 547,388 | ||||||
| 0.25%, 6/30/25 |
1,650,000 | 1,496,215 | ||||||
| 2.75%, 6/30/25 |
311,000 | 300,650 | ||||||
| 3.00%, 7/15/25 |
1,000,000 | 971,367 | ||||||
| 0.25%, 7/31/25 |
1,200,000 | 1,083,891 | ||||||
| 2.00%, 8/15/25 |
500,000 | 472,695 | ||||||
| 3.13%, 8/15/25 |
125,000 | 121,782 | ||||||
| 0.25%, 8/31/25 |
1,715,000 | 1,543,567 | ||||||
| 0.25%, 9/30/25 |
1,972,000 | 1,774,569 | ||||||
| 4.25%, 10/15/25 |
1,000,000 | 1,003,984 | ||||||
| 0.25%, 10/31/25 |
2,000,000 | 1,792,969 | ||||||
| 2.25%, 11/15/25 |
835,000 | 792,826 | ||||||
| 0.38%, 11/30/25 |
1,425,000 | 1,277,490 | ||||||
| 0.38%, 12/31/25 |
1,400,000 | 1,253,766 | ||||||
| 0.38%, 1/31/26 |
1,746,400 | 1,557,775 | ||||||
| 1.63%, 2/15/26 |
700,000 | 649,168 | ||||||
| 0.50%, 2/28/26 |
1,500,000 | 1,339,570 | ||||||
| 0.75%, 3/31/26 |
1,120,000 | 1,007,563 | ||||||
| 2.25%, 3/31/26 |
215,000 | 203,351 | ||||||
| 0.75%, 4/30/26 |
1,400,000 | 1,255,023 | ||||||
| 1.63%, 5/15/26 |
1,170,000 | 1,080,148 | ||||||
| 0.75%, 5/31/26 |
1,500,000 | 1,341,445 | ||||||
| 2.13%, 5/31/26 |
1,000,000 | 939,063 | ||||||
| 0.88%, 6/30/26 |
1,500,000 | 1,344,902 | ||||||
| 1.88%, 6/30/26 |
850,000 | 790,865 | ||||||
| 0.63%, 7/31/26 |
1,000,000 | 886,328 | ||||||
| 1.88%, 7/31/26 |
570,000 | 529,410 | ||||||
| 1.50%, 8/15/26 |
1,624,000 | 1,486,023 | ||||||
| 0.75%, 8/31/26 |
1,000,000 | 888,438 | ||||||
| 1.38%, 8/31/26 |
335,000 | 304,902 | ||||||
| 0.88%, 9/30/26 |
1,000,000 | 891,016 | ||||||
| 1.63%, 9/30/26 |
100,000 | 91,828 | ||||||
| 1.13%, 10/31/26 |
1,000,000 | 898,320 | ||||||
| 2.00%, 11/15/26 |
500,000 | 464,473 | ||||||
| 1.25%, 11/30/26 |
315,000 | 283,955 | ||||||
| 1.25%, 12/31/26 |
1,000,000 | 899,648 | ||||||
| 1.75%, 12/31/26 |
620,000 | 569,891 | ||||||
| 1.50%, 1/31/27 |
2,000,000 | 1,815,547 | ||||||
| 2.25%, 2/15/27 |
500,000 | 467,871 | ||||||
| 1.13%, 2/28/27 |
500,000 | 446,406 | ||||||
| 1.88%, 2/28/27 |
1,250,000 | 1,151,758 | ||||||
| 0.63%, 3/31/27 |
90,000 | 78,377 | ||||||
| 2.50%, 3/31/27 |
500,000 | 472,422 | ||||||
| 0.50%, 4/30/27 |
300,000 | 259,488 | ||||||
| 2.75%, 4/30/27 |
1,250,000 | 1,193,066 | ||||||
| 2.38%, 5/15/27 |
1,000,000 | 938,359 | ||||||
| 0.50%, 5/31/27 |
460,000 | 396,463 | ||||||
| 2.63%, 5/31/27 |
315,000 | 299,102 | ||||||
| 0.50%, 6/30/27 |
615,000 | 528,900 | ||||||
| 0.38%, 7/31/27 |
1,245,000 | 1,062,238 | ||||||
| 2.25%, 8/15/27 |
595,000 | 554,303 | ||||||
| 0.50%, 8/31/27 |
666,700 | 570,393 | ||||||
| 0.38%, 9/30/27 |
800,000 | 678,844 | ||||||
| 0.50%, 10/31/27 |
650,000 | 553,541 | ||||||
| 2.25%, 11/15/27 |
540,000 | 501,356 | ||||||
| 0.63%, 11/30/27 |
862,400 | 737,285 | ||||||
| 0.63%, 12/31/27 |
695,000 | 592,922 | ||||||
| 0.75%, 1/31/28 |
770,000 | 659,794 | ||||||
| 2.75%, 2/15/28 |
650,000 | 616,535 | ||||||
| 1.13%, 2/29/28 |
521,600 | 455,361 | ||||||
| 1.25%, 3/31/28 |
950,000 | 833,180 | ||||||
| 2.88%, 5/15/28 |
1,090,000 | 1,038,608 | ||||||
| 1.25%, 5/31/28 |
2,000,000 | 1,747,422 | ||||||
| 1.25%, 6/30/28 |
1,000,000 | 871,914 | ||||||
| 1.00%, 7/31/28 |
840,000 | 720,464 | ||||||
| 2.88%, 8/15/28 |
1,000,000 | 951,445 | ||||||
| 1.13%, 8/31/28 |
750,000 | 647,051 | ||||||
| 1.25%, 9/30/28 |
500,000 | 433,711 | ||||||
| 1.38%, 10/31/28 |
650,000 | 566,922 | ||||||
| 3.13%, 11/15/28 |
800,000 | 770,531 | ||||||
| 1.50%, 11/30/28 |
1,000,000 | 877,344 | ||||||
| 1.38%, 12/31/28 |
1,000,000 | 871,289 | ||||||
| 1.75%, 1/31/29 |
1,000,000 | 888,555 | ||||||
| 2.63%, 2/15/29 |
1,000,000 | 935,508 | ||||||
| 1.88%, 2/28/29 |
500,000 | 447,734 | ||||||
| 2.38%, 3/31/29 |
1,200,000 | 1,104,891 | ||||||
| 2.38%, 5/15/29 |
1,000,000 | 920,625 | ||||||
| 2.75%, 5/31/29 |
360,000 | 338,709 | ||||||
| 1.63%, 8/15/29 |
1,305,000 | 1,146,667 | ||||||
| 3.13%, 8/31/29 |
1,000,000 | 962,656 | ||||||
| 1.75%, 11/15/29 |
750,000 | 664,980 | ||||||
| 1.50%, 2/15/30 |
1,500,000 | 1,296,328 | ||||||
| 0.63%, 5/15/30 |
1,195,000 | 960,855 | ||||||
| 0.63%, 8/15/30 |
700,000 | 559,453 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 0.88%, 11/15/30 |
$ | 960,000 | $ | 780,525 | ||||
| 1.13%, 2/15/31 |
1,595,000 | 1,322,355 | ||||||
| 1.63%, 5/15/31 |
2,250,000 | 1,925,332 | ||||||
| 1.25%, 8/15/31 |
1,870,000 | 1,540,851 | ||||||
| 1.38%, 11/15/31 |
1,735,000 | 1,436,390 | ||||||
| 1.88%, 2/15/32 |
2,000,000 | 1,723,906 | ||||||
| 2.88%, 5/15/32 |
1,715,000 | 1,608,482 | ||||||
| 2.75%, 8/15/32 |
2,190,000 | 2,029,856 | ||||||
| 4.13%, 11/15/32 |
1,000,000 | 1,039,609 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Notes | 150,206,941 | |||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $204,372,290) |
186,872,593 | |||||||
|
|
|
|||||||
| CORPORATE BONDS - 34.8% |
||||||||
| Australia - 0.1% |
||||||||
| BHP Billiton Finance USA Ltd. |
||||||||
| 6.42%, 3/1/26 |
100,000 | 105,075 | ||||||
| Rio Tinto Finance USA Ltd. |
||||||||
| 7.13%, 7/15/28 |
98,000 | 108,997 | ||||||
| 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)(b) |
315,000 | 269,190 | ||||||
| 2.67%, 11/15/35, (2.668% fixed rate until 11/15/30; 5-year Constant Maturity Treasury Rate + 1.75% thereafter)(b) |
600,000 | 441,438 | ||||||
| 2.96%, 11/16/40 |
323,000 | 213,761 | ||||||
|
|
|
|||||||
| Total Australia | 1,138,461 | |||||||
|
|
|
|||||||
| Austria - 0.1% |
||||||||
| Suzano Austria GmbH |
||||||||
| 6.00%, 1/15/29 |
200,000 | 199,056 | ||||||
| 5.00%, 1/15/30 |
452,000 | 423,782 | ||||||
| 3.75%, 1/15/31 |
200,000 | 167,980 | ||||||
|
|
|
|||||||
| Total Austria | 790,818 | |||||||
|
|
|
|||||||
| Belgium - 0.5% |
||||||||
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 4.70%, 2/1/36 |
385,000 | 370,443 | ||||||
| 4.90%, 2/1/46 |
800,000 | 750,392 | ||||||
| Anheuser-Busch InBev Finance, Inc. |
||||||||
| 4.70%, 2/1/36 |
35,000 | 33,499 | ||||||
| 4.90%, 2/1/46 |
31,000 | 29,133 | ||||||
| Anheuser-Busch InBev Worldwide, Inc. |
||||||||
| 4.00%, 4/13/28 |
320,000 | 310,307 | ||||||
| 4.75%, 1/23/29 |
612,000 | 612,502 | ||||||
| 4.90%, 1/23/31 |
425,000 | 432,854 | ||||||
| 4.38%, 4/15/38 |
45,000 | 41,518 | ||||||
| 8.20%, 1/15/39 |
155,000 | 199,063 | ||||||
| 5.45%, 1/23/39 |
330,000 | 337,478 | ||||||
| 8.00%, 11/15/39 |
146,000 | 182,945 | ||||||
| 4.35%, 6/1/40 |
100,000 | 90,727 | ||||||
| 4.60%, 4/15/48 |
290,000 | 264,842 | ||||||
| 4.44%, 10/6/48 |
170,000 | 149,731 | ||||||
| 5.55%, 1/23/49 |
165,000 | 169,323 | ||||||
| 4.50%, 6/1/50 |
641,000 | 583,041 | ||||||
|
|
|
|||||||
| Total Belgium | 4,557,798 | |||||||
|
|
|
|||||||
| Bermuda - 0.0% |
||||||||
| RenaissanceRe Holdings Ltd. |
||||||||
| 3.60%, 4/15/29 |
325,000 | 296,790 | ||||||
| XLIT Ltd. |
||||||||
| 5.50%, 3/31/45 |
53,000 | 50,787 | ||||||
|
|
|
|||||||
| Total Bermuda | 347,577 | |||||||
|
|
|
|||||||
| Brazil - 0.1% |
||||||||
| Vale Overseas Ltd. |
||||||||
| 3.75%, 7/8/30 |
418,000 | 365,207 | ||||||
| 6.88%, 11/21/36 |
127,000 | 133,954 | ||||||
|
|
|
|||||||
| Total Brazil | 499,161 | |||||||
|
|
|
|||||||
| Canada - 1.0% |
||||||||
| Bank of Montreal |
||||||||
| 3.80%, 12/15/32, (3.803% fixed rate until 12/15/27; 5-year U.S. dollar Swap Rate + 1.432% thereafter)(b) |
369,000 | 326,535 | ||||||
| Bank of Nova Scotia |
||||||||
| 4.59%, 5/4/37, (4.588% fixed rate until 2/4/32; 5-year Constant Maturity Treasury Rate + 2.05% thereafter)(b) |
250,000 | 215,403 | ||||||
| Barrick Gold Corp. |
||||||||
| 5.25%, 4/1/42 |
200,000 | 194,588 | ||||||
| Barrick North America Finance LLC |
||||||||
| 5.75%, 5/1/43 |
82,000 | 83,500 | ||||||
| Barrick PD Australia Finance Pty Ltd. |
||||||||
| 5.95%, 10/15/39 |
25,000 | 25,827 | ||||||
| Bell Telephone Co. of Canada / Bell Canada |
||||||||
| 4.30%, 7/29/49 |
125,000 | 105,405 | ||||||
| 3.20%, 2/15/52, Series US-6 |
160,000 | 110,019 | ||||||
| Canadian National Railway Co. |
||||||||
| 6.90%, 7/15/28 |
135,000 | 150,082 | ||||||
| Canadian Natural Resources Ltd. |
||||||||
| 3.85%, 6/1/27 |
56,000 | 53,158 | ||||||
| 2.95%, 7/15/30 |
30,000 | 25,784 | ||||||
| 6.50%, 2/15/37 |
104,000 | 106,310 | ||||||
| 4.95%, 6/1/47 |
150,000 | 136,491 | ||||||
| Canadian Pacific Railway Co. |
||||||||
| 1.35%, 12/2/24 |
83,000 | 77,183 | ||||||
| 7.13%, 10/15/31 |
313,000 | 351,815 | ||||||
| 4.80%, 9/15/35 |
95,000 | 90,192 | ||||||
| 3.00%, 12/2/41 |
40,000 | 30,796 | ||||||
| 3.10%, 12/2/51 |
186,000 | 131,041 | ||||||
| 6.13%, 9/15/2115 |
85,000 | 86,335 | ||||||
| Cenovus Energy, Inc. |
||||||||
| 5.25%, 6/15/37 |
250,000 | 233,268 | ||||||
| 3.75%, 2/15/52(c) |
90,000 | 65,015 | ||||||
| CI Financial Corp. |
||||||||
| 3.20%, 12/17/30 |
260,000 | 201,583 | ||||||
| 4.10%, 6/15/51 |
145,000 | 89,194 | ||||||
| Emera U.S. Finance LP |
||||||||
| 4.75%, 6/15/46 |
173,000 | 138,564 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Enbridge, Inc. |
||||||||
| 2.50%, 1/15/25 |
$ | 450,000 | $ | 427,648 | ||||
| 4.25%, 12/1/26 |
25,000 | 24,288 | ||||||
| 3.70%, 7/15/27 |
55,000 | 51,955 | ||||||
| 3.13%, 11/15/29 |
57,000 | 50,397 | ||||||
| 4.00%, 11/15/49 |
200,000 | 157,166 | ||||||
| Fairfax Financial Holdings Ltd. |
||||||||
| 4.85%, 4/17/28 |
157,000 | 150,020 | ||||||
| Manulife Financial Corp. |
||||||||
| 4.06%, 2/24/32, (4.061% fixed rate until 2/24/27; 5-year U.S. dollar ICE Swap Rate + 1.647% thereafter)(b) |
25,000 | 22,556 | ||||||
| Nutrien Ltd. |
||||||||
| 4.20%, 4/1/29 |
142,000 | 134,727 | ||||||
| 4.13%, 3/15/35 |
55,000 | 48,398 | ||||||
| 5.88%, 12/1/36 |
60,000 | 61,713 | ||||||
| 5.25%, 1/15/45 |
134,000 | 124,905 | ||||||
| Rogers Communications, Inc. |
||||||||
| 2.95%, 3/15/25(d) |
250,000 | 236,180 | ||||||
| 3.20%, 3/15/27(d) |
500,000 | 467,260 | ||||||
| 4.50%, 3/15/43 |
170,000 | 140,782 | ||||||
| 5.00%, 3/15/44 |
88,000 | 77,883 | ||||||
| 4.30%, 2/15/48 |
81,000 | 63,440 | ||||||
| 4.35%, 5/1/49 |
222,000 | 175,011 | ||||||
| 4.55%, 3/15/52(d) |
59,000 | 48,090 | ||||||
| Royal Bank of Canada |
||||||||
| 1.60%, 1/21/25, Series GMTN |
750,000 | 701,692 | ||||||
| Suncor Energy, Inc. |
||||||||
| 5.95%, 12/1/34 |
71,000 | 71,836 | ||||||
| 6.80%, 5/15/38 |
93,000 | 100,377 | ||||||
| 6.50%, 6/15/38 |
265,000 | 276,750 | ||||||
| 4.00%, 11/15/47 |
72,000 | 56,755 | ||||||
| TELUS Corp. |
||||||||
| 3.70%, 9/15/27 |
130,000 | 124,199 | ||||||
| 4.60%, 11/16/48 |
120,000 | 106,639 | ||||||
| Thomson Reuters Corp. |
||||||||
| 5.65%, 11/23/43 |
90,000 | 85,724 | ||||||
| Toronto-Dominion Bank |
||||||||
| 4.29%, 9/13/24 |
500,000 | 494,295 | ||||||
| 4.46%, 6/8/32 |
250,000 | 239,788 | ||||||
| TransCanada PipeLines Ltd. |
||||||||
| 4.25%, 5/15/28 |
77,000 | 73,702 | ||||||
| 4.63%, 3/1/34 |
445,000 | 413,374 | ||||||
| 4.75%, 5/15/38 |
140,000 | 127,252 | ||||||
| 7.25%, 8/15/38 |
175,000 | 199,022 | ||||||
| 6.10%, 6/1/40 |
50,000 | 51,810 | ||||||
| 5.10%, 3/15/49 |
163,000 | 153,411 | ||||||
|
|
|
|||||||
| Total Canada | 8,767,133 | |||||||
|
|
|
|||||||
| Chile - 0.0% |
||||||||
| Celulosa Arauco y Constitucion SA |
||||||||
| 3.88%, 11/2/27 |
205,000 | 188,907 | ||||||
| Enel Chile SA |
||||||||
| 4.88%, 6/12/28 |
120,000 | 115,637 | ||||||
|
|
|
|||||||
| Total Chile | 304,544 | |||||||
|
|
|
|||||||
| China - 0.1% |
||||||||
| NXP BV / NXP Funding LLC |
||||||||
| 5.35%, 3/1/26 |
139,000 | 138,760 | ||||||
| 5.55%, 12/1/28 |
57,000 | 57,226 | ||||||
| NXP BV / NXP Funding LLC / NXP USA, Inc. |
||||||||
| 4.30%, 6/18/29 |
227,000 | 213,144 | ||||||
| 3.13%, 2/15/42 |
500,000 | 345,875 | ||||||
| Tencent Music Entertainment Group |
||||||||
| 2.00%, 9/3/30 |
265,000 | 194,377 | ||||||
| Weibo Corp. |
||||||||
| 3.38%, 7/8/30 |
225,000 | 168,341 | ||||||
|
|
|
|||||||
| Total China | 1,117,723 | |||||||
|
|
|
|||||||
| France - 0.2% |
||||||||
| Lafarge SA |
||||||||
| 7.13%, 7/15/36 |
40,000 | 43,513 | ||||||
| Orange SA |
||||||||
| 9.00%, 3/1/31 |
382,000 | 475,434 | ||||||
| 5.50%, 2/6/44 |
135,000 | 136,041 | ||||||
| Sanofi |
||||||||
| 3.63%, 6/19/28 |
180,000 | 173,479 | ||||||
| TotalEnergies Capital International SA |
||||||||
| 2.83%, 1/10/30 |
225,000 | 201,692 | ||||||
| TotalEnergies Capital SA |
||||||||
| 3.88%, 10/11/28 |
393,000 | 383,607 | ||||||
|
|
|
|||||||
| Total France | 1,413,766 | |||||||
|
|
|
|||||||
| Germany - 0.2% |
||||||||
| Deutsche Bank AG |
||||||||
| 3.96%, 11/26/25, (3.961% fixed rate until 11/26/24; Secured Overnight Financing Rate + 2.581% thereafter)(b) |
500,000 | 472,610 | ||||||
| 4.10%, 1/13/26 |
250,000 | 239,443 | ||||||
| 3.55%, 9/18/31, (3.547% fixed rate until 9/18/30; Secured Overnight Financing Rate + 3.043% thereafter)(b) |
585,000 | 465,461 | ||||||
| Deutsche Telekom International Finance BV |
||||||||
| 8.75%, 6/15/30 |
336,000 | 400,764 | ||||||
| 9.25%, 6/1/32 |
23,000 | 29,170 | ||||||
| Mercedes-Benz Finance North America LLC |
||||||||
| 8.50%, 1/18/31 |
100,000 | 124,288 | ||||||
|
|
|
|||||||
| Total Germany | 1,731,736 | |||||||
|
|
|
|||||||
| Ireland - 0.2% |
||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
| 1.65%, 10/29/24 |
475,000 | 436,933 | ||||||
| 3.65%, 7/21/27 |
210,000 | 189,674 | ||||||
| 3.00%, 10/29/28 |
384,000 | 323,309 | ||||||
| 3.30%, 1/30/32 |
645,000 | 509,802 | ||||||
| 3.40%, 10/29/33 |
270,000 | 207,735 | ||||||
|
|
|
|||||||
| Total Ireland | 1,667,453 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Japan - 0.5% |
||||||||
| Mitsubishi UFJ Financial Group, Inc. |
||||||||
| 3.84%, 4/17/26, (3.837% fixed rate until 4/17/25; 1-year Constant Maturity Treasury Rate + 1.125% thereafter)(b) |
$ | 500,000 | $ | 482,265 | ||||
| 3.74%, 3/7/29 |
150,000 | 138,432 | ||||||
| 3.20%, 7/18/29 |
235,000 | 207,343 | ||||||
| 2.31%, 7/20/32, (2.309% fixed rate until 7/20/31; 1-year Constant Maturity Treasury Rate + 0.95% thereafter)(b) |
280,000 | 218,529 | ||||||
| Mizuho Financial Group, Inc. |
||||||||
| 4.02%, 3/5/28 |
200,000 | 186,828 | ||||||
| 1.98%, 9/8/31, (1.979% fixed rate until 9/8/30; Secured Overnight Financing Rate + 1.532% thereafter)(b) |
240,000 | 184,750 | ||||||
| Nomura Holdings, Inc. |
||||||||
| 2.65%, 1/16/25 |
386,000 | 365,287 | ||||||
| 3.10%, 1/16/30(c) |
414,000 | 346,055 | ||||||
| ORIX Corp. |
||||||||
| 3.70%, 7/18/27 |
90,000 | 84,708 | ||||||
| Sumitomo Mitsui Financial Group, Inc. |
||||||||
| 2.70%, 7/16/24 |
250,000 | 239,670 | ||||||
| 1.47%, 7/8/25 |
590,000 | 538,062 | ||||||
| 3.54%, 1/17/28 |
105,000 | 96,850 | ||||||
| 3.04%, 7/16/29 |
210,000 | 183,248 | ||||||
| 3.20%, 9/17/29 |
246,000 | 213,203 | ||||||
| Takeda Pharmaceutical Co. Ltd. |
||||||||
| 5.00%, 11/26/28 |
366,000 | 365,634 | ||||||
| 2.05%, 3/31/30 |
350,000 | 288,967 | ||||||
| 3.03%, 7/9/40 |
200,000 | 150,558 | ||||||
| 3.18%, 7/9/50 |
260,000 | 182,694 | ||||||
|
|
|
|||||||
| Total Japan | 4,473,083 | |||||||
|
|
|
|||||||
| Luxembourg - 0.0% |
||||||||
| ArcelorMittal SA |
||||||||
| 6.75%, 3/1/41 |
125,000 | 123,450 | ||||||
|
|
|
|||||||
| Mexico - 0.1% |
||||||||
| America Movil SAB de CV |
||||||||
| 3.63%, 4/22/29 |
314,000 | 288,670 | ||||||
| 6.38%, 3/1/35 |
40,000 | 43,333 | ||||||
| Grupo Televisa SAB |
||||||||
| 6.63%, 1/15/40 |
360,000 | 363,517 | ||||||
|
|
|
|||||||
| Total Mexico | 695,520 | |||||||
|
|
|
|||||||
| Netherlands - 0.1% |
||||||||
| Cooperatieve Rabobank UA |
||||||||
| 3.75%, 7/21/26 |
425,000 | 399,373 | ||||||
| 5.25%, 8/4/45(c) |
250,000 | 227,995 | ||||||
| Koninklijke Ahold Delhaize NV |
||||||||
| 5.70%, 10/1/40 |
40,000 | 40,894 | ||||||
|
|
|
|||||||
| Total Netherlands | 668,262 | |||||||
|
|
|
|||||||
| Norway - 0.1% |
||||||||
| Equinor ASA |
||||||||
| 3.25%, 11/18/49 |
579,000 | 437,898 | ||||||
| 3.70%, 4/6/50 |
190,000 | 157,504 | ||||||
|
|
|
|||||||
| Total Norway | 595,402 | |||||||
|
|
|
|||||||
| Peru - 0.0% |
||||||||
| Southern Copper Corp. |
||||||||
| 6.75%, 4/16/40 |
210,000 | 228,654 | ||||||
| 5.88%, 4/23/45(c) |
121,000 | 121,675 | ||||||
|
|
|
|||||||
| Total Peru | 350,329 | |||||||
|
|
|
|||||||
| Spain - 0.2% |
||||||||
| Banco Santander SA |
||||||||
| 5.15%, 8/18/25 |
800,000 | 791,528 | ||||||
| 2.75%, 12/3/30 |
410,000 | 308,213 | ||||||
| Telefonica Emisiones SA |
||||||||
| 4.10%, 3/8/27 |
120,000 | 114,373 | ||||||
| 7.05%, 6/20/36 |
135,000 | 141,213 | ||||||
| 4.67%, 3/6/38 |
170,000 | 137,525 | ||||||
| 5.52%, 3/1/49 |
225,000 | 192,285 | ||||||
| Telefonica Europe BV |
||||||||
| 8.25%, 9/15/30 |
150,000 | 169,598 | ||||||
|
|
|
|||||||
| Total Spain | 1,854,735 | |||||||
|
|
|
|||||||
| Switzerland - 0.0% |
||||||||
| Credit Suisse Group AG |
||||||||
| 4.55%, 4/17/26 |
110,000 | 96,947 | ||||||
| 4.88%, 5/15/45 |
225,000 | 159,959 | ||||||
|
|
|
|||||||
| Total Switzerland | 256,906 | |||||||
|
|
|
|||||||
| United Kingdom - 1.6% |
||||||||
| AstraZeneca Finance LLC |
||||||||
| 0.70%, 5/28/24 |
500,000 | 470,780 | ||||||
| 1.20%, 5/28/26 |
100,000 | 89,485 | ||||||
| AstraZeneca PLC |
||||||||
| 4.38%, 8/17/48 |
20,000 | 18,444 | ||||||
| Barclays PLC |
||||||||
| 3.93%, 5/7/25, (3.932% fixed rate until 5/7/24; 3-month U.S. dollar London Interbank Offered Rate + 1.61% thereafter)(b)(e) |
500,000 | 482,460 | ||||||
| 4.84%, 5/9/28 |
355,000 | 328,095 | ||||||
| 4.97%, 5/16/29, (4.972% fixed rate until 5/16/28; 3-month U.S. dollar London Interbank Offered Rate + 1.902% thereafter)(b)(e) |
830,000 | 779,237 | ||||||
| 5.09%, 6/20/30, (5.088% fixed rate until 6/20/29; 3-month U.S. dollar London Interbank Offered Rate + 3.054% thereafter)(b)(e) |
300,000 | 271,935 | ||||||
| 2.65%, 6/24/31, (2.645% fixed rate until 6/24/30; 1-year Constant Maturity Treasury Rate + 1.90% thereafter)(b) |
360,000 | 282,125 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 5.75%, 8/9/33, (5.746% fixed rate until 8/9/32; 1-year Constant Maturity Treasury Rate + 3.00% thereafter)(b) |
$ | 325,000 | $ | 310,924 | ||||
| 3.81%, 3/10/42, (3.811% fixed rate until 3/10/41; 1-year Constant Maturity Treasury Rate + 1.70% thereafter)(b) |
250,000 | 164,548 | ||||||
| 5.25%, 8/17/45 |
100,000 | 89,535 | ||||||
| BAT Capital Corp. |
||||||||
| 3.22%, 8/15/24 |
250,000 | 241,167 | ||||||
| 3.56%, 8/15/27 |
807,000 | 736,565 | ||||||
| 3.46%, 9/6/29 |
162,000 | 139,929 | ||||||
| 4.91%, 4/2/30 |
53,000 | 49,252 | ||||||
| 4.39%, 8/15/37 |
225,000 | 178,222 | ||||||
| 3.73%, 9/25/40 |
40,000 | 28,204 | ||||||
| 4.54%, 8/15/47 |
155,000 | 112,594 | ||||||
| 4.76%, 9/6/49 |
100,000 | 75,244 | ||||||
| 5.28%, 4/2/50 |
45,000 | 36,599 | ||||||
| 3.98%, 9/25/50 |
185,000 | 126,131 | ||||||
| BAT International Finance PLC |
||||||||
| 1.67%, 3/25/26 |
50,000 | 44,349 | ||||||
| BP Capital Markets PLC |
||||||||
| 3.72%, 11/28/28 |
70,000 | 67,025 | ||||||
| British Telecommunications PLC |
||||||||
| 5.13%, 12/4/28 |
375,000 | 368,689 | ||||||
| 9.63%, 12/15/30 |
281,000 | 339,041 | ||||||
| CNH Industrial NV |
||||||||
| 3.85%, 11/15/27 |
89,000 | 83,482 | ||||||
| GlaxoSmithKline Capital, Inc. |
||||||||
| 3.88%, 5/15/28 |
21,000 | 20,358 | ||||||
| HSBC Holdings PLC |
||||||||
| 4.25%, 8/18/25 |
375,000 | 361,384 | ||||||
| 2.63%, 11/7/25, (2.633% fixed rate until 11/7/24; Secured Overnight Financing Rate + 1.402% thereafter)(b) |
500,000 | 465,900 | ||||||
| 4.29%, 9/12/26, (4.292% fixed rate until 9/12/25; 3-month U.S. dollar London Interbank Offered Rate + 1.348% thereafter)(b)(e) |
500,000 | 476,600 | ||||||
| 4.58%, 6/19/29, (4.583% fixed rate until 6/19/28; 3-month U.S. dollar London Interbank Offered Rate + 1.535% thereafter)(b)(e) |
390,000 | 358,913 | ||||||
| 4.95%, 3/31/30 |
500,000 | 479,645 | ||||||
| 2.80%, 5/24/32, (2.804% fixed rate until 5/24/31; Secured Overnight Financing Rate + 1.187% thereafter)(b) |
412,000 | 319,205 | ||||||
| 4.76%, 3/29/33, (4.762% fixed rate until 3/29/32; Secured Overnight Financing Rate + 2.53% thereafter)(b) |
500,000 | 431,695 | ||||||
| 6.50%, 5/2/36 |
250,000 | 252,777 | ||||||
| 6.50%, 9/15/37 |
100,000 | 97,167 | ||||||
| Lloyds Banking Group PLC |
||||||||
| 4.50%, 11/4/24 |
400,000 | 390,784 | ||||||
| 3.51%, 3/18/26, (3.511% fixed rate until 3/18/25; 1-year Constant Maturity Treasury Rate + 1.60% thereafter)(b) |
750,000 | 708,315 | ||||||
| 4.34%, 1/9/48 |
214,000 | 159,299 | ||||||
| NatWest Group PLC |
||||||||
| 4.89%, 5/18/29, (4.892% fixed rate until 5/18/28; 3-month U.S. dollar London Interbank Offered Rate + 1.754% thereafter)(b)(e) |
211,000 | 198,515 | ||||||
| 3.75%, 11/1/29, (3.754% fixed rate until 11/1/24; 5-year Constant Maturity Treasury Rate + 2.10% thereafter)(b) |
250,000 | 230,982 | ||||||
| 5.08%, 1/27/30, (5.076% fixed rate until 1/27/29; 3-month U.S. dollar London Interbank Offered Rate + 1.905% thereafter)(b)(e) |
340,000 | 319,413 | ||||||
| nVent Finance Sarl |
||||||||
| 4.55%, 4/15/28 |
84,000 | 77,955 | ||||||
| Prudential PLC |
||||||||
| 3.13%, 4/14/30 |
91,000 | 79,707 | ||||||
| RELX Capital, Inc. |
||||||||
| 4.00%, 3/18/29 |
171,000 | 161,409 | ||||||
| 3.00%, 5/22/30 |
195,000 | 169,574 | ||||||
| Reynolds American, Inc. |
||||||||
| 5.70%, 8/15/35 |
152,000 | 140,840 | ||||||
| 7.25%, 6/15/37 |
150,000 | 156,629 | ||||||
| 5.85%, 8/15/45 |
126,000 | 110,893 | ||||||
| Santander UK Group Holdings PLC |
||||||||
| 3.82%, 11/3/28, (3.823% fixed rate until 11/3/27; 3-month U.S. dollar London Interbank Offered Rate + 1.40% thereafter)(b)(e) |
350,000 | 309,225 | ||||||
| 2.90%, 3/15/32, (2.896% fixed rate until 3/15/31; Secured Overnight Financing Rate + 1.475% thereafter)(b) |
250,000 | 193,325 | ||||||
| Unilever Capital Corp. |
||||||||
| 2.90%, 5/5/27 |
160,000 | 150,307 | ||||||
| Vodafone Group PLC |
||||||||
| 4.13%, 5/30/25 |
250,000 | 247,080 | ||||||
| 4.38%, 5/30/28 |
356,000 | 352,525 | ||||||
| 7.88%, 2/15/30 |
164,000 | 186,420 | ||||||
| 5.00%, 5/30/38 |
82,000 | 76,599 | ||||||
| 4.38%, 2/19/43 |
64,000 | 53,874 | ||||||
| 5.25%, 5/30/48 |
306,000 | 276,624 | ||||||
| 4.88%, 6/19/49 |
383,000 | 331,115 | ||||||
|
|
|
|||||||
| Total United Kingdom | 14,259,114 | |||||||
|
|
|
|||||||
| United States - 29.7% |
||||||||
| Abbott Laboratories |
||||||||
| 3.75%, 11/30/26 |
84,000 | 82,896 | ||||||
| AbbVie, Inc. |
||||||||
| 3.80%, 3/15/25 |
700,000 | 685,573 | ||||||
| 4.25%, 11/14/28 |
155,000 | 151,323 | ||||||
| 3.20%, 11/21/29 |
624,000 | 570,324 | ||||||
| 4.55%, 3/15/35 |
640,000 | 609,466 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 4.50%, 5/14/35 |
$ | 234,000 | $ | 221,839 | ||||
| 4.05%, 11/21/39 |
40,000 | 34,999 | ||||||
| 4.63%, 10/1/42 |
230,000 | 209,617 | ||||||
| 4.75%, 3/15/45 |
278,000 | 258,824 | ||||||
| 4.70%, 5/14/45 |
230,000 | 211,676 | ||||||
| 4.45%, 5/14/46 |
125,000 | 110,304 | ||||||
| 4.25%, 11/21/49 |
450,000 | 387,000 | ||||||
| Activision Blizzard, Inc. |
||||||||
| 1.35%, 9/15/30 |
505,000 | 399,859 | ||||||
| 2.50%, 9/15/50 |
150,000 | 95,815 | ||||||
| Adobe, Inc. |
||||||||
| 2.30%, 2/1/30 |
44,000 | 37,957 | ||||||
| Adventist Health System |
||||||||
| 2.95%, 3/1/29 |
150,000 | 130,521 | ||||||
| AEP Texas, Inc. |
||||||||
| 3.95%, 6/1/28 |
110,000 | 103,460 | ||||||
| 3.80%, 10/1/47 |
25,000 | 18,589 | ||||||
| 3.45%, 5/15/51 |
225,000 | 160,913 | ||||||
| AES Corp. |
||||||||
| 2.45%, 1/15/31 |
122,000 | 97,508 | ||||||
| Aetna, Inc. |
||||||||
| 6.63%, 6/15/36 |
55,000 | 59,124 | ||||||
| 4.50%, 5/15/42 |
222,000 | 194,969 | ||||||
| 4.13%, 11/15/42 |
45,000 | 37,285 | ||||||
| 4.75%, 3/15/44 |
120,000 | 107,040 | ||||||
| 3.88%, 8/15/47 |
76,000 | 59,783 | ||||||
| Agilent Technologies, Inc. |
||||||||
| 2.75%, 9/15/29 |
33,000 | 28,962 | ||||||
| 2.30%, 3/12/31 |
380,000 | 312,132 | ||||||
| Air Lease Corp. |
||||||||
| 0.80%, 8/18/24 |
385,000 | 354,477 | ||||||
| 3.25%, 3/1/25 |
100,000 | 94,866 | ||||||
| 3.63%, 4/1/27 |
186,000 | 170,830 | ||||||
| 3.63%, 12/1/27 |
195,000 | 175,280 | ||||||
| 4.63%, 10/1/28 |
586,000 | 547,910 | ||||||
| 3.25%, 10/1/29 |
100,000 | 85,334 | ||||||
| Air Products and Chemicals, Inc. |
||||||||
| 2.05%, 5/15/30 |
155,000 | 130,626 | ||||||
| Alexandria Real Estate Equities, Inc. |
||||||||
| 3.95%, 1/15/28(c) |
95,000 | 89,639 | ||||||
| 4.50%, 7/30/29 |
42,000 | 39,874 | ||||||
| 3.38%, 8/15/31 |
675,000 | 594,688 | ||||||
| 4.00%, 2/1/50 |
35,000 | 27,181 | ||||||
| 3.00%, 5/18/51 |
150,000 | 98,334 | ||||||
| Allstate Corp. |
||||||||
| 3.28%, 12/15/26 |
98,000 | 93,452 | ||||||
| Ally Financial, Inc. |
||||||||
| 8.00%, 11/1/31 |
671,000 | 722,476 | ||||||
| Altria Group, Inc. |
||||||||
| 4.80%, 2/14/29 |
366,000 | 352,173 | ||||||
| 3.40%, 5/6/30 |
279,000 | 241,249 | ||||||
| 5.80%, 2/14/39 |
184,000 | 171,265 | ||||||
| 3.40%, 2/4/41 |
55,000 | 37,456 | ||||||
| 4.50%, 5/2/43 |
125,000 | 95,503 | ||||||
| 5.38%, 1/31/44 |
300,000 | 262,182 | ||||||
| 3.88%, 9/16/46 |
67,000 | 45,743 | ||||||
| 5.95%, 2/14/49 |
112,000 | 100,093 | ||||||
| 4.45%, 5/6/50 |
75,000 | 53,987 | ||||||
| 3.70%, 2/4/51 |
55,000 | 35,820 | ||||||
| 4.00%, 2/4/61 |
140,000 | 94,291 | ||||||
| Amcor Flexibles North America, Inc. |
||||||||
| 2.69%, 5/25/31(c) |
325,000 | 264,764 | ||||||
| Ameren Corp. |
||||||||
| 3.65%, 2/15/26 |
2,000 | 1,925 | ||||||
| 1.75%, 3/15/28 |
88,000 | 74,847 | ||||||
| Ameren Illinois Co. |
||||||||
| 1.55%, 11/15/30 |
125,000 | 99,241 | ||||||
| American Airlines Pass-Through Trust |
||||||||
| 3.15%, 8/15/33, Series 2019-1, Class AA |
216,107 | 180,793 | ||||||
| American Electric Power Co., Inc. |
||||||||
| 1.00%, 11/1/25, Series N(c) |
25,000 | 22,458 | ||||||
| 4.30%, 12/1/28, Series J |
180,000 | 173,401 | ||||||
| 3.25%, 3/1/50 |
40,000 | 27,578 | ||||||
| American Equity Investment Life Holding Co. |
||||||||
| 5.00%, 6/15/27 |
50,000 | 48,051 | ||||||
| American Express Co. |
||||||||
| 2.25%, 3/4/25 |
750,000 | 709,072 | ||||||
| American Homes 4 Rent LP |
||||||||
| 4.25%, 2/15/28 |
87,000 | 81,250 | ||||||
| American Honda Finance Corp. |
||||||||
| 1.50%, 1/13/25 |
500,000 | 468,965 | ||||||
| 1.80%, 1/13/31 |
245,000 | 196,892 | ||||||
| American International Group, Inc. |
||||||||
| 3.88%, 1/15/35 |
263,000 | 236,387 | ||||||
| 4.38%, 6/30/50 |
156,000 | 135,279 | ||||||
| American Tower Corp. |
||||||||
| 3.55%, 7/15/27 |
175,000 | 162,921 | ||||||
| 1.50%, 1/31/28 |
181,000 | 149,978 | ||||||
| 3.80%, 8/15/29 |
479,000 | 439,224 | ||||||
| 2.90%, 1/15/30 |
415,000 | 356,356 | ||||||
| 2.30%, 9/15/31 |
290,000 | 230,069 | ||||||
| 3.10%, 6/15/50 |
220,000 | 146,639 | ||||||
| 2.95%, 1/15/51 |
70,000 | 44,952 | ||||||
| American Water Capital Corp. |
||||||||
| 3.40%, 3/1/25 |
100,000 | 97,470 | ||||||
| 2.95%, 9/1/27 |
32,000 | 29,718 | ||||||
| 3.75%, 9/1/28 |
234,000 | 225,496 | ||||||
| 4.00%, 12/1/46 |
78,000 | 62,830 | ||||||
| 3.75%, 9/1/47 |
95,000 | 75,335 | ||||||
| 4.20%, 9/1/48 |
80,000 | 68,478 | ||||||
| 3.45%, 5/1/50 |
75,000 | 55,993 | ||||||
| AmerisourceBergen Corp. |
||||||||
| 3.45%, 12/15/27 |
167,000 | 156,813 | ||||||
| 2.70%, 3/15/31 |
410,000 | 342,555 | ||||||
| Amgen, Inc. |
||||||||
| 1.90%, 2/21/25 |
850,000 | 802,519 | ||||||
| 2.20%, 2/21/27 |
100,000 | 91,051 | ||||||
| 3.20%, 11/2/27 |
161,000 | 151,913 | ||||||
| 2.45%, 2/21/30 |
421,000 | 361,563 | ||||||
| 2.00%, 1/15/32 |
285,000 | 227,433 | ||||||
| 3.15%, 2/21/40 |
80,000 | 61,307 | ||||||
| 2.80%, 8/15/41 |
220,000 | 158,110 | ||||||
| 4.40%, 5/1/45 |
176,000 | 152,097 | ||||||
| 4.56%, 6/15/48 |
200,000 | 177,800 | ||||||
| 3.38%, 2/21/50 |
500,000 | 364,805 | ||||||
| 4.66%, 6/15/51 |
100,000 | 90,125 | ||||||
| 3.00%, 1/15/52 |
356,000 | 237,367 | ||||||
| 2.77%, 9/1/53 |
70,000 | 43,509 | ||||||
| Amphenol Corp. |
||||||||
| 2.80%, 2/15/30 |
220,000 | 191,277 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Analog Devices, Inc. |
||||||||
| 3.50%, 12/5/26 |
$ | 83,000 | $ | 79,707 | ||||
| Aon Corp. |
||||||||
| 4.50%, 12/15/28 |
509,000 | 495,934 | ||||||
| Aon Corp. / Aon Global Holdings PLC |
||||||||
| 2.90%, 8/23/51 |
160,000 | 105,747 | ||||||
| Aon Global Ltd. |
||||||||
| 3.88%, 12/15/25 |
50,000 | 48,602 | ||||||
| 4.75%, 5/15/45 |
25,000 | 22,133 | ||||||
| Appalachian Power Co. |
||||||||
| 3.30%, 6/1/27, Series X |
100,000 | 94,459 | ||||||
| Aptiv PLC |
||||||||
| 4.35%, 3/15/29 |
75,000 | 70,071 | ||||||
| 5.40%, 3/15/49(c) |
150,000 | 131,268 | ||||||
| 3.10%, 12/1/51 |
44,000 | 27,504 | ||||||
| Arch Capital Group Ltd. |
||||||||
| 3.64%, 6/30/50 |
142,000 | 100,882 | ||||||
| Arch Capital Group U.S., Inc. |
||||||||
| 5.14%, 11/1/43 |
105,000 | 95,074 | ||||||
| Ares Capital Corp. |
||||||||
| 2.88%, 6/15/28 |
631,000 | 519,067 | ||||||
| Arizona Public Service Co. |
||||||||
| 2.95%, 9/15/27(c) |
33,000 | 30,183 | ||||||
| Arrow Electronics, Inc. |
||||||||
| 3.88%, 1/12/28 |
212,000 | 195,390 | ||||||
| Arthur J Gallagher & Co. |
||||||||
| 3.50%, 5/20/51 |
190,000 | 137,258 | ||||||
| Assurant, Inc. |
||||||||
| 4.90%, 3/27/28(c) |
50,000 | 48,311 | ||||||
| Assured Guaranty U.S. Holdings, Inc. |
||||||||
| 3.60%, 9/15/51 |
60,000 | 39,562 | ||||||
| AT&T, Inc. |
||||||||
| 3.88%, 1/15/26 |
60,000 | 58,963 | ||||||
| 2.30%, 6/1/27 |
125,000 | 112,772 | ||||||
| 4.10%, 2/15/28 |
234,000 | 226,257 | ||||||
| 4.35%, 3/1/29 |
509,000 | 489,546 | ||||||
| 4.30%, 2/15/30 |
267,000 | 253,874 | ||||||
| 2.75%, 6/1/31 |
518,000 | 436,560 | ||||||
| 2.25%, 2/1/32 |
885,000 | 702,478 | ||||||
| 2.55%, 12/1/33 |
834,000 | 656,800 | ||||||
| 4.50%, 5/15/35 |
114,000 | 104,774 | ||||||
| 5.25%, 3/1/37 |
73,000 | 71,749 | ||||||
| 4.85%, 3/1/39 |
135,000 | 124,277 | ||||||
| 3.50%, 6/1/41 |
575,000 | 441,197 | ||||||
| 4.30%, 12/15/42 |
320,000 | 271,251 | ||||||
| 5.15%, 11/15/46 |
22,000 | 20,450 | ||||||
| 4.55%, 3/9/49 |
29,000 | 24,661 | ||||||
| 5.15%, 2/15/50 |
205,000 | 190,943 | ||||||
| 3.65%, 6/1/51 |
200,000 | 147,212 | ||||||
| 3.30%, 2/1/52(c) |
388,000 | 272,081 | ||||||
| 3.50%, 9/15/53 |
525,000 | 371,406 | ||||||
| 3.55%, 9/15/55 |
659,000 | 463,330 | ||||||
| 3.80%, 12/1/57 |
670,000 | 487,733 | ||||||
| 3.65%, 9/15/59 |
244,000 | 168,411 | ||||||
| 3.85%, 6/1/60 |
296,000 | 216,515 | ||||||
| Athene Holding Ltd. |
||||||||
| 4.13%, 1/12/28 |
525,000 | 481,189 | ||||||
| 3.95%, 5/25/51 |
38,000 | 26,701 | ||||||
| Autodesk, Inc. |
||||||||
| 3.50%, 6/15/27 |
253,000 | 238,308 | ||||||
| 2.40%, 12/15/31 |
20,000 | 16,285 | ||||||
| AutoNation, Inc. |
||||||||
| 3.80%, 11/15/27 |
215,000 | 194,536 | ||||||
| AutoZone, Inc. |
||||||||
| 3.13%, 4/18/24 |
50,000 | 48,774 | ||||||
| 3.75%, 6/1/27 |
63,000 | 60,607 | ||||||
| 3.75%, 4/18/29 |
175,000 | 162,808 | ||||||
| 1.65%, 1/15/31 |
245,000 | 190,549 | ||||||
| AvalonBay Communities, Inc. |
||||||||
| 3.20%, 1/15/28 |
85,000 | 78,430 | ||||||
| 3.30%, 6/1/29 |
325,000 | 294,443 | ||||||
| Avangrid, Inc. |
||||||||
| 3.80%, 6/1/29 |
250,000 | 229,960 | ||||||
| Avery Dennison Corp. |
||||||||
| 4.88%, 12/6/28 |
41,000 | 40,333 | ||||||
| AXIS Specialty Finance LLC |
||||||||
| 3.90%, 7/15/29 |
225,000 | 202,009 | ||||||
| AXIS Specialty Finance PLC |
||||||||
| 4.00%, 12/6/27 |
195,000 | 183,945 | ||||||
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. |
||||||||
| 3.34%, 12/15/27 |
10,000 | 9,368 | ||||||
| 3.14%, 11/7/29 |
245,000 | 219,050 | ||||||
| Baltimore Gas and Electric Co. |
||||||||
| 2.25%, 6/15/31 |
795,000 | 653,927 | ||||||
| Bank of America Corp. |
||||||||
| 4.00%, 1/22/25 |
241,000 | 236,419 | ||||||
| 3.95%, 4/21/25, Series L |
200,000 | 195,616 | ||||||
| 3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.09% thereafter)(b)(e) |
610,000 | 582,105 | ||||||
| 2.46%, 10/22/25, (2.456% fixed rate until 10/22/24; 3-month U.S. dollar London Interbank Offered Rate + 0.87% thereafter)(b)(e) |
400,000 | 376,456 | ||||||
| 4.45%, 3/3/26 |
220,000 | 216,902 | ||||||
| 3.56%, 4/23/27, (3.559% fixed rate until 4/23/26; 3-month U.S. dollar London Interbank Offered Rate + 1.06% thereafter)(b)(e) |
250,000 | 236,042 | ||||||
| 4.18%, 11/25/27, Series L |
230,000 | 219,825 | ||||||
| 4.38%, 4/27/28, (4.376% fixed rate until 4/27/27; Secured Overnight Financing Rate +
1.58% |
500,000 | 479,990 | ||||||
| 3.42%, 12/20/28, (3.419% fixed rate until 12/20/27; 3-month U.S. dollar London Interbank Offered Rate + 1.04% thereafter)(b)(e) |
150,000 | 136,873 | ||||||
| 2.09%, 6/14/29, (2.087% fixed rate until 6/14/28; Secured Overnight Financing Rate +
1.06% |
320,000 | 269,920 | ||||||
| 2.88%, 10/22/30, (2.884% fixed rate until 10/22/29; 3-month U.S. dollar London Interbank Offered Rate + 1.19% thereafter)(b)(e) |
145,000 | 123,660 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 2.50%, 2/13/31, (2.496% fixed rate until 2/13/30; 3-month U.S. dollar London Interbank Offered Rate + 0.99% thereafter)(b)(e) |
$ | 320,000 | $ | 263,824 | ||||
| 2.65%, 3/11/32, Series N, (2.651% fixed rate until 3/11/31; Secured Overnight Financing Rate + 1.22% thereafter)(b) |
906,000 | 736,216 | ||||||
| 2.69%, 4/22/32, (2.687% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.32% thereafter)(b) |
934,000 | 758,249 | ||||||
| 2.97%, 2/4/33, (2.972% fixed rate until 2/4/32; Secured Overnight Financing Rate + 1.33% thereafter)(b) |
275,000 | 225,516 | ||||||
| 2.48%, 9/21/36, (2.482% fixed rate until 9/21/31; 5-year Constant Maturity Treasury Rate + 1.20% thereafter)(b) |
594,000 | 445,815 | ||||||
| 4.24%, 4/24/38, (4.244% fixed rate until 4/24/37; 3-month U.S. dollar London Interbank Offered Rate + 1.814% thereafter)(b)(e) |
76,000 | 66,463 | ||||||
| 7.75%, 5/14/38 |
260,000 | 313,534 | ||||||
| 4.08%, 3/20/51, (4.083% fixed rate until 3/20/50; 3-month U.S. dollar London Interbank Offered Rate + 3.15% thereafter)(b)(e) |
60,000 | 49,379 | ||||||
| BankUnited, Inc. |
||||||||
| 5.13%, 6/11/30 |
225,000 | 209,664 | ||||||
| Baxalta, Inc. |
||||||||
| 5.25%, 6/23/45 |
14,000 | 13,495 | ||||||
| Baxter International, Inc. |
||||||||
| 3.95%, 4/1/30 |
400,000 | 370,900 | ||||||
| 1.73%, 4/1/31 |
310,000 | 239,401 | ||||||
| Becton Dickinson and Co. |
||||||||
| 1.96%, 2/11/31 |
434,000 | 349,591 | ||||||
| 4.69%, 12/15/44 |
33,000 | 30,285 | ||||||
| 4.67%, 6/6/47 |
99,000 | 90,283 | ||||||
| 3.79%, 5/20/50 |
112,000 | 88,657 | ||||||
| Berkshire Hathaway Energy Co. |
||||||||
| 3.25%, 4/15/28 |
73,000 | 68,311 | ||||||
| Berry Global, Inc. |
||||||||
| 1.65%, 1/15/27 |
175,000 | 148,216 | ||||||
| Biogen, Inc. |
||||||||
| 2.25%, 5/1/30(c) |
194,000 | 160,312 | ||||||
| 3.15%, 5/1/50 |
70,000 | 48,152 | ||||||
| 3.25%, 2/15/51 |
157,000 | 109,716 | ||||||
| Black Hills Corp. |
||||||||
| 2.50%, 6/15/30 |
50,000 | 40,421 | ||||||
| 4.35%, 5/1/33 |
145,000 | 129,439 | ||||||
| 3.88%, 10/15/49 |
114,000 | 82,779 | ||||||
| Blackstone Private Credit Fund |
||||||||
| 2.70%, 1/15/25 |
505,000 | 470,074 | ||||||
| Block Financial LLC |
||||||||
| 3.88%, 8/15/30 |
355,000 | 315,009 | ||||||
| Boardwalk Pipelines LP |
||||||||
| 4.45%, 7/15/27 |
110,000 | 105,297 | ||||||
| 3.40%, 2/15/31 |
380,000 | 322,924 | ||||||
| Boeing Co. |
||||||||
| 4.88%, 5/1/25 |
500,000 | 495,480 | ||||||
| 2.80%, 3/1/27 |
285,000 | 259,823 | ||||||
| 3.25%, 3/1/28 |
649,000 | 580,388 | ||||||
| 5.15%, 5/1/30 |
382,000 | 372,931 | ||||||
| 3.63%, 2/1/31 |
194,000 | 171,471 | ||||||
| 3.60%, 5/1/34 |
169,000 | 136,261 | ||||||
| 6.63%, 2/15/38 |
220,000 | 229,427 | ||||||
| 3.55%, 3/1/38 |
50,000 | 37,218 | ||||||
| 6.88%, 3/15/39 |
70,000 | 74,581 | ||||||
| 5.88%, 2/15/40 |
130,000 | 125,130 | ||||||
| 5.71%, 5/1/40 |
126,000 | 120,489 | ||||||
| 3.38%, 6/15/46 |
35,000 | 23,347 | ||||||
| 3.85%, 11/1/48 |
25,000 | 17,519 | ||||||
| 3.75%, 2/1/50 |
60,000 | 42,484 | ||||||
| 5.81%, 5/1/50 |
408,000 | 385,254 | ||||||
| 3.95%, 8/1/59 |
150,000 | 104,439 | ||||||
| 5.93%, 5/1/60 |
542,000 | 502,282 | ||||||
| Bon Secours Mercy Health, Inc. |
||||||||
| 3.46%, 6/1/30 |
55,000 | 49,748 | ||||||
| 2.10%, 6/1/31, Series 20-2 |
100,000 | 79,791 | ||||||
| Booking Holdings, Inc. |
||||||||
| 4.63%, 4/13/30 |
175,000 | 171,201 | ||||||
| BorgWarner, Inc. |
||||||||
| 4.38%, 3/15/45 |
27,000 | 21,479 | ||||||
| Boston Properties LP |
||||||||
| 4.50%, 12/1/28 |
50,000 | 46,700 | ||||||
| 2.90%, 3/15/30 |
77,000 | 63,168 | ||||||
| 2.45%, 10/1/33 |
650,000 | 478,699 | ||||||
| Boston Scientific Corp. |
||||||||
| 6.75%, 11/15/35 |
165,000 | 183,049 | ||||||
| 4.70%, 3/1/49 |
22,000 | 20,300 | ||||||
| BP Capital Markets America, Inc. |
||||||||
| 3.02%, 1/16/27 |
162,000 | 152,445 | ||||||
| 4.23%, 11/6/28 |
35,000 | 34,190 | ||||||
| 2.72%, 1/12/32 |
103,000 | 87,572 | ||||||
| Brandywine Operating Partnership LP |
||||||||
| 4.55%, 10/1/29 |
190,000 | 167,255 | ||||||
| Brighthouse Financial, Inc. |
||||||||
| 5.63%, 5/15/30 |
415,000 | 405,978 | ||||||
| 4.70%, 6/22/47 |
25,000 | 18,888 | ||||||
| Bristol-Myers Squibb Co. |
||||||||
| 3.20%, 6/15/26 |
500,000 | 480,840 | ||||||
| 1.45%, 11/13/30 |
113,000 | 90,337 | ||||||
| 4.25%, 10/26/49 |
25,000 | 22,308 | ||||||
| Brixmor Operating Partnership LP |
||||||||
| 4.05%, 7/1/30 |
381,000 | 336,065 | ||||||
| Broadcom Corp. / Broadcom Cayman Finance Ltd. |
||||||||
| 3.88%, 1/15/27 |
105,000 | 99,522 | ||||||
| Broadcom, Inc. |
||||||||
| 3.63%, 10/15/24 |
100,000 | 97,924 | ||||||
| 3.46%, 9/15/26 |
148,000 | 140,044 | ||||||
| 1.95%, 2/15/28(d) |
233,000 | 199,164 | ||||||
| 4.75%, 4/15/29 |
515,000 | 493,921 | ||||||
| 5.00%, 4/15/30 |
250,000 | 239,792 | ||||||
| 4.15%, 11/15/30 |
790,000 | 711,229 | ||||||
| 2.60%, 2/15/33(d) |
255,000 | 192,737 | ||||||
| 3.42%, 4/15/33(d) |
650,000 | 526,727 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.47%, 4/15/34(d) |
$ | 180,000 | $ | 143,327 | ||||
| 3.50%, 2/15/41(d) |
374,000 | 271,030 | ||||||
| 3.75%, 2/15/51(d) |
110,000 | 77,857 | ||||||
| Broadridge Financial Solutions, Inc. |
||||||||
| 2.90%, 12/1/29 |
325,000 | 278,362 | ||||||
| Broadstone Net Lease LLC |
||||||||
| 2.60%, 9/15/31 |
350,000 | 265,779 | ||||||
| Brown & Brown, Inc. |
||||||||
| 2.38%, 3/15/31 |
820,000 | 637,312 | ||||||
| Brunswick Corp. |
||||||||
| 2.40%, 8/18/31 |
70,000 | 51,508 | ||||||
| Bunge Ltd. Finance Corp. |
||||||||
| 3.75%, 9/25/27 |
114,000 | 107,150 | ||||||
| 2.75%, 5/14/31(c) |
107,000 | 88,935 | ||||||
| Burlington Northern Santa Fe LLC |
||||||||
| 3.25%, 6/15/27 |
100,000 | 95,364 | ||||||
| 5.40%, 6/1/41 |
50,000 | 51,536 | ||||||
| Camden Property Trust |
||||||||
| 2.80%, 5/15/30 |
20,000 | 17,318 | ||||||
| Campbell Soup Co. |
||||||||
| 2.38%, 4/24/30(c) |
175,000 | 146,562 | ||||||
| 4.80%, 3/15/48 |
133,000 | 120,949 | ||||||
| Capital One Financial Corp. |
||||||||
| 3.90%, 1/29/24 |
246,000 | 242,817 | ||||||
| 4.17%, 5/9/25, (4.166% fixed rate until 5/9/24; Secured Overnight Financing Rate + 1.37% thereafter)(b) |
500,000 | 488,480 | ||||||
| 2.64%, 3/3/26, (2.636% fixed rate until 3/3/25; Secured Overnight Financing Rate + 1.29% thereafter)(b) |
500,000 | 468,530 | ||||||
| 3.75%, 3/9/27 |
350,000 | 332,185 | ||||||
| 3.80%, 1/31/28 |
280,000 | 262,931 | ||||||
| 5.27%, 5/10/33, (5.268% fixed rate until 5/10/22; Secured Overnight Financing Rate + 2.37% thereafter)(b) |
200,000 | 190,042 | ||||||
| Cardinal Health, Inc. |
||||||||
| 3.41%, 6/15/27 |
184,000 | 173,041 | ||||||
| 4.60%, 3/15/43 |
50,000 | 42,158 | ||||||
| 4.90%, 9/15/45 |
75,000 | 65,766 | ||||||
| Carlisle Cos., Inc. |
||||||||
| 3.75%, 12/1/27 |
126,000 | 118,202 | ||||||
| 2.75%, 3/1/30 |
27,000 | 22,668 | ||||||
| Carrier Global Corp. |
||||||||
| 2.70%, 2/15/31 |
305,000 | 255,947 | ||||||
| 3.38%, 4/5/40 |
175,000 | 136,684 | ||||||
| 3.58%, 4/5/50 |
219,000 | 160,788 | ||||||
| Caterpillar Financial Services Corp. |
||||||||
| 2.15%, 11/8/24 |
750,000 | 716,340 | ||||||
| CDW LLC / CDW Finance Corp. |
||||||||
| 5.50%, 12/1/24 |
90,000 | 89,922 | ||||||
| 3.57%, 12/1/31 |
326,000 | 269,204 | ||||||
| Celanese U.S. Holdings LLC |
||||||||
| 5.90%, 7/5/24 |
500,000 | 497,165 | ||||||
| Centene Corp. |
||||||||
| 2.50%, 3/1/31 |
500,000 | 396,470 | ||||||
| CenterPoint Energy Resources Corp. |
||||||||
| 4.00%, 4/1/28 |
295,000 | 283,103 | ||||||
| CenterPoint Energy, Inc. |
||||||||
| 1.45%, 6/1/26 |
100,000 | 89,545 | ||||||
| CF Industries, Inc. |
||||||||
| 4.95%, 6/1/43 |
185,000 | 161,908 | ||||||
| Charles Schwab Corp. |
||||||||
| 4.20%, 3/24/25 |
130,000 | 129,642 | ||||||
| 3.85%, 5/21/25 |
500,000 | 492,355 | ||||||
| 1.95%, 12/1/31 |
265,000 | 210,482 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
| 4.20%, 3/15/28 |
180,000 | 167,936 | ||||||
| 5.05%, 3/30/29 |
90,000 | 85,907 | ||||||
| 2.80%, 4/1/31 |
455,000 | 361,739 | ||||||
| 6.38%, 10/23/35 |
657,000 | 649,287 | ||||||
| 3.50%, 6/1/41 |
230,000 | 156,982 | ||||||
| 3.50%, 3/1/42 |
443,000 | 299,946 | ||||||
| 6.48%, 10/23/45 |
72,000 | 68,229 | ||||||
| 5.38%, 5/1/47 |
74,000 | 61,213 | ||||||
| 5.75%, 4/1/48 |
47,000 | 40,373 | ||||||
| 5.13%, 7/1/49 |
202,000 | 160,927 | ||||||
| 4.80%, 3/1/50 |
250,000 | 189,425 | ||||||
| 3.70%, 4/1/51 |
380,000 | 243,838 | ||||||
| 3.90%, 6/1/52 |
220,000 | 145,829 | ||||||
| 3.85%, 4/1/61 |
55,000 | 34,275 | ||||||
| 4.40%, 12/1/61 |
310,000 | 211,098 | ||||||
| 3.95%, 6/30/62 |
186,000 | 117,887 | ||||||
| Cheniere Corpus Christi Holdings LLC |
||||||||
| 5.13%, 6/30/27 |
425,000 | 425,901 | ||||||
| 3.70%, 11/15/29 |
75,000 | 68,739 | ||||||
| Cheniere Energy Partners LP |
||||||||
| 3.25%, 1/31/32(d) |
250,000 | 203,662 | ||||||
| Chubb INA Holdings, Inc. |
||||||||
| 1.38%, 9/15/30(c) |
505,000 | 398,304 | ||||||
| Church & Dwight Co., Inc. |
||||||||
| 3.15%, 8/1/27 |
240,000 | 226,183 | ||||||
| Cigna Corp. |
||||||||
| 4.13%, 11/15/25 |
150,000 | 147,292 | ||||||
| 3.40%, 3/1/27 |
130,000 | 123,001 | ||||||
| 3.05%, 10/15/27 |
165,000 | 152,830 | ||||||
| 4.38%, 10/15/28 |
509,000 | 496,596 | ||||||
| 2.38%, 3/15/31 |
127,000 | 105,345 | ||||||
| 4.80%, 8/15/38 |
27,000 | 25,596 | ||||||
| 6.13%, 11/15/41 |
61,000 | 65,327 | ||||||
| 4.80%, 7/15/46 |
93,000 | 85,054 | ||||||
| 3.88%, 10/15/47 |
221,000 | 175,414 | ||||||
| 4.90%, 12/15/48 |
150,000 | 138,915 | ||||||
| 3.40%, 3/15/50 |
230,000 | 167,859 | ||||||
| 3.40%, 3/15/51 |
120,000 | 87,766 | ||||||
| Cintas Corp. No. 2 |
||||||||
| 3.70%, 4/1/27 |
48,000 | 46,512 | ||||||
| Cisco Systems, Inc. |
||||||||
| 5.50%, 1/15/40 |
50,000 | 52,683 | ||||||
| Citigroup, Inc. |
||||||||
| 4.40%, 6/10/25 |
500,000 | 492,025 | ||||||
| 5.61%, 9/29/26, (5.61% fixed rate until 9/29/25; Secured Overnight Financing Rate + 1.546% thereafter)(b) |
750,000 | 752,730 | ||||||
| 4.45%, 9/29/27 |
219,000 | 211,094 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.67%, 7/24/28, (3.668% fixed rate until 7/24/27; 3-month U.S. dollar London Interbank Offered Rate + 1.39% thereafter)(b)(e) |
$ | 225,000 | $ | 208,170 | ||||
| 4.13%, 7/25/28 |
55,000 | 52,042 | ||||||
| 4.08%, 4/23/29, (4.075% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.192% thereafter)(b)(e) |
500,000 | 467,680 | ||||||
| 2.98%, 11/5/30, (2.976% fixed rate until 11/5/29; Secured Overnight Financing Rate + 1.422% thereafter)(b) |
315,000 | 269,511 | ||||||
| 2.67%, 1/29/31, (2.666% fixed rate until 1/29/30; Secured Overnight Financing Rate + 1.146% thereafter)(b) |
149,000 | 124,095 | ||||||
| 2.56%, 5/1/32, (2.561% fixed rate until 5/1/31; Secured Overnight Financing Rate + 1.167% thereafter)(b) |
262,000 | 210,100 | ||||||
| 6.63%, 6/15/32 |
336,000 | 358,216 | ||||||
| 3.06%, 1/25/33, (3.057% fixed rate until 1/25/32; Secured Overnight Financing Rate + 1.351% thereafter)(b) |
257,000 | 211,537 | ||||||
| 3.79%, 3/17/33, (3.785% fixed rate until 3/17/32; Secured Overnight Financing Rate + 1.939% thereafter)(b) |
475,000 | 414,979 | ||||||
| 6.00%, 10/31/33 |
50,000 | 51,800 | ||||||
| 6.68%, 9/13/43 |
54,000 | 59,464 | ||||||
| 4.75%, 5/18/46 |
100,000 | 86,636 | ||||||
| Citizens Financial Group, Inc. |
||||||||
| 2.85%, 7/27/26 |
284,000 | 264,319 | ||||||
| 2.64%, 9/30/32 |
254,000 | 191,430 | ||||||
| Clorox Co. |
||||||||
| 3.10%, 10/1/27 |
125,000 | 116,801 | ||||||
| CMS Energy Corp. |
||||||||
| 3.45%, 8/15/27 |
157,000 | 146,365 | ||||||
| 4.75%, 6/1/50, (4.75% fixed rate until 3/1/30; 5-year Constant Maturity Treasury Rate + 4.116% thereafter)(b) |
82,000 | 69,118 | ||||||
| 3.75%, 12/1/50, (3.75% fixed rate until 9/1/30; 5-year Constant Maturity Treasury Rate + 2.90% thereafter)(b) |
100,000 | 74,836 | ||||||
| CNA Financial Corp. |
||||||||
| 2.05%, 8/15/30 |
460,000 | 364,407 | ||||||
| CNH Industrial Capital LLC |
||||||||
| 4.20%, 1/15/24 |
91,000 | 89,980 | ||||||
| Coca-Cola Co. |
||||||||
| 2.90%, 5/25/27 |
100,000 | 95,105 | ||||||
| 2.00%, 3/5/31 |
404,000 | 338,087 | ||||||
| 1.38%, 3/15/31 |
143,000 | 113,306 | ||||||
| 2.75%, 6/1/60 |
50,000 | 34,534 | ||||||
| Comcast Corp. |
||||||||
| 3.95%, 10/15/25 |
550,000 | 541,282 | ||||||
| 2.65%, 2/1/30 |
206,000 | 180,011 | ||||||
| 1.95%, 1/15/31 |
85,000 | 69,449 | ||||||
| 1.50%, 2/15/31(c) |
416,000 | 328,157 | ||||||
| 2.99%, 11/1/63 |
46,000 | 29,258 | ||||||
| CommonSpirit Health |
||||||||
| 4.35%, 11/1/42 |
80,000 | 67,085 | ||||||
| 3.91%, 10/1/50 |
50,000 | 37,015 | ||||||
| Conagra Brands, Inc. |
||||||||
| 7.00%, 10/1/28 |
228,000 | 245,592 | ||||||
| 4.85%, 11/1/28 |
187,000 | 182,931 | ||||||
| 8.25%, 9/15/30 |
335,000 | 386,041 | ||||||
| 5.40%, 11/1/48 |
10,000 | 9,563 | ||||||
| ConocoPhillips |
||||||||
| 6.95%, 4/15/29 |
130,000 | 145,306 | ||||||
| Consolidated Edison Co. of New York, Inc. |
||||||||
| 2.40%, 6/15/31 |
220,000 | 182,732 | ||||||
| 4.45%, 3/15/44 |
10,000 | 8,788 | ||||||
| Constellation Brands, Inc. |
||||||||
| 3.70%, 12/6/26 |
190,000 | 182,561 | ||||||
| 3.50%, 5/9/27 |
87,000 | 82,178 | ||||||
| 2.88%, 5/1/30 |
210,000 | 181,476 | ||||||
| 4.50%, 5/9/47 |
145,000 | 124,713 | ||||||
| 4.10%, 2/15/48 |
110,000 | 89,961 | ||||||
| Constellation Energy Generation LLC |
||||||||
| 6.25%, 10/1/39 |
20,000 | 20,869 | ||||||
| 5.60%, 6/15/42 |
97,000 | 94,995 | ||||||
| Consumers Energy Co. |
||||||||
| 3.80%, 11/15/28 |
233,000 | 223,214 | ||||||
| Continental Airlines Pass-Through Trust |
||||||||
| 4.00%, 4/29/26, Series 2012-2, Class A |
9,126 | 8,686 | ||||||
| Corebridge Financial, Inc. |
||||||||
| 3.85%, 4/5/29(d) |
250,000 | 228,512 | ||||||
| 3.90%, 4/5/32(d) |
250,000 | 220,722 | ||||||
| Corning, Inc. |
||||||||
| 4.75%, 3/15/42 |
75,000 | 68,264 | ||||||
| 5.45%, 11/15/79 |
250,000 | 224,982 | ||||||
| Costco Wholesale Corp. |
||||||||
| 1.60%, 4/20/30 |
25,000 | 20,759 | ||||||
| Crown Castle, Inc. |
||||||||
| 1.35%, 7/15/25 |
50,000 | 45,509 | ||||||
| 4.00%, 3/1/27 |
270,000 | 258,387 | ||||||
| 3.65%, 9/1/27 |
104,000 | 97,352 | ||||||
| 3.80%, 2/15/28 |
153,000 | 143,139 | ||||||
| 4.30%, 2/15/29 |
305,000 | 290,964 | ||||||
| 3.10%, 11/15/29 |
102,000 | 89,685 | ||||||
| 2.25%, 1/15/31 |
380,000 | 308,264 | ||||||
| 4.75%, 5/15/47 |
190,000 | 167,287 | ||||||
| 5.20%, 2/15/49 |
85,000 | 78,665 | ||||||
| CSX Corp. |
||||||||
| 3.25%, 6/1/27 |
99,000 | 93,522 | ||||||
| 3.80%, 3/1/28 |
106,000 | 102,058 | ||||||
| 2.40%, 2/15/30 |
110,000 | 94,273 | ||||||
| 4.10%, 11/15/32 |
19,000 | 18,079 | ||||||
| 6.00%, 10/1/36 |
200,000 | 212,170 | ||||||
| 4.10%, 3/15/44 |
71,000 | 60,967 | ||||||
| 3.80%, 11/1/46 |
130,000 | 104,672 | ||||||
| 4.75%, 11/15/48 |
110,000 | 101,610 | ||||||
| 4.50%, 3/15/49 |
145,000 | 128,995 | ||||||
| 3.80%, 4/15/50 |
75,000 | 59,626 | ||||||
| 2.50%, 5/15/51 |
85,000 | 53,389 | ||||||
| 4.65%, 3/1/68 |
60,000 | 52,014 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| CubeSmart LP |
||||||||
| 2.25%, 12/15/28 |
$ | 78,000 | $ | 64,699 | ||||
| 4.38%, 2/15/29 |
150,000 | 140,545 | ||||||
| 2.50%, 2/15/32 |
200,000 | 154,242 | ||||||
| CVS Health Corp. |
||||||||
| 3.88%, 7/20/25 |
434,000 | 426,757 | ||||||
| 6.25%, 6/1/27 |
100,000 | 105,839 | ||||||
| 4.30%, 3/25/28 |
697,000 | 677,909 | ||||||
| 3.25%, 8/15/29 |
616,000 | 557,591 | ||||||
| 4.88%, 7/20/35 |
653,000 | 627,017 | ||||||
| 4.78%, 3/25/38 |
116,000 | 107,580 | ||||||
| 6.13%, 9/15/39 |
35,000 | 36,927 | ||||||
| 4.13%, 4/1/40 |
464,000 | 391,528 | ||||||
| 2.70%, 8/21/40 |
96,000 | 67,503 | ||||||
| 5.13%, 7/20/45 |
103,000 | 96,374 | ||||||
| 5.05%, 3/25/48 |
509,000 | 472,026 | ||||||
| 4.25%, 4/1/50 |
130,000 | 107,345 | ||||||
| Danaher Corp. |
||||||||
| 2.60%, 10/1/50 |
45,000 | 30,029 | ||||||
| 2.80%, 12/10/51 |
47,000 | 32,430 | ||||||
| Dayton Power & Light Co. |
||||||||
| 3.95%, 6/15/49 |
100,000 | 80,392 | ||||||
| Dell International LLC / EMC Corp. |
||||||||
| 6.02%, 6/15/26 |
500,000 | 510,955 | ||||||
| 6.10%, 7/15/27 |
122,000 | 125,834 | ||||||
| 5.30%, 10/1/29 |
345,000 | 339,880 | ||||||
| 8.10%, 7/15/36 |
288,000 | 332,954 | ||||||
| 3.45%, 12/15/51(d) |
150,000 | 97,105 | ||||||
| Devon Energy Corp. |
||||||||
| 7.95%, 4/15/32 |
85,000 | 98,309 | ||||||
| 5.00%, 6/15/45 |
206,000 | 184,749 | ||||||
| DH Europe Finance II Sarl |
||||||||
| 3.40%, 11/15/49 |
50,000 | 38,661 | ||||||
| Diamondback Energy, Inc. |
||||||||
| 3.25%, 12/1/26 |
220,000 | 206,393 | ||||||
| 3.50%, 12/1/29 |
158,000 | 141,252 | ||||||
| 3.13%, 3/24/31 |
310,000 | 261,128 | ||||||
| 4.40%, 3/24/51 |
77,000 | 60,907 | ||||||
| Digital Realty Trust LP |
||||||||
| 3.70%, 8/15/27 |
163,000 | 152,576 | ||||||
| 4.45%, 7/15/28 |
257,000 | 245,304 | ||||||
| 3.60%, 7/1/29 |
50,000 | 45,388 | ||||||
| Discover Bank |
||||||||
| 4.65%, 9/13/28 |
418,000 | 390,370 | ||||||
| Discovery Communications LLC |
||||||||
| 3.95%, 3/20/28 |
201,000 | 180,757 | ||||||
| 4.13%, 5/15/29 |
425,000 | 374,633 | ||||||
| 5.00%, 9/20/37 |
250,000 | 207,590 | ||||||
| 5.30%, 5/15/49 |
30,000 | 23,602 | ||||||
| 4.00%, 9/15/55 |
512,000 | 329,165 | ||||||
| Dollar General Corp. |
||||||||
| 3.50%, 4/3/30 |
368,000 | 334,725 | ||||||
| Dollar Tree, Inc. |
||||||||
| 2.65%, 12/1/31(c) |
440,000 | 359,986 | ||||||
| Dominion Energy, Inc. |
||||||||
| 4.25%, 6/1/28 |
75,000 | 72,023 | ||||||
| 3.38%, 4/1/30, Series C |
566,000 | 503,083 | ||||||
| 4.35%, 8/15/32, Series A |
99,000 | 93,766 | ||||||
| 5.25%, 8/1/33, Series F |
45,000 | 44,551 | ||||||
| 7.00%, 6/15/38 |
25,000 | 27,268 | ||||||
| 4.60%, 3/15/49, Series A |
47,000 | 40,593 | ||||||
| Dow Chemical Co. |
||||||||
| 4.80%, 11/30/28 |
272,000 | 269,171 | ||||||
| 7.38%, 11/1/29 |
195,000 | 215,881 | ||||||
| 4.25%, 10/1/34 |
145,000 | 128,206 | ||||||
| 5.25%, 11/15/41 |
217,000 | 202,227 | ||||||
| 4.38%, 11/15/42 |
105,000 | 88,119 | ||||||
| 5.55%, 11/30/48 |
29,000 | 27,479 | ||||||
| 6.90%, 5/15/53 |
200,000 | 217,694 | ||||||
| DTE Electric Co. |
||||||||
| 2.63%, 3/1/31, Series C |
415,000 | 356,136 | ||||||
| DTE Energy Co. |
||||||||
| 2.85%, 10/1/26 |
100,000 | 92,980 | ||||||
| Duke Energy Carolinas LLC |
||||||||
| 3.45%, 4/15/51 |
50,000 | 37,671 | ||||||
| Duke Energy Corp. |
||||||||
| 3.40%, 6/15/29 |
92,000 | 83,758 | ||||||
| 2.45%, 6/1/30 |
260,000 | 218,091 | ||||||
| 2.55%, 6/15/31 |
738,000 | 610,385 | ||||||
| 3.30%, 6/15/41 |
216,000 | 161,134 | ||||||
| 4.80%, 12/15/45 |
10,000 | 8,906 | ||||||
| 3.75%, 9/1/46 |
200,000 | 151,244 | ||||||
| 3.95%, 8/15/47 |
125,000 | 97,045 | ||||||
| 4.20%, 6/15/49 |
300,000 | 242,313 | ||||||
| Duke Energy Progress LLC |
||||||||
| 3.70%, 9/1/28 |
60,000 | 57,304 | ||||||
| 3.45%, 3/15/29 |
47,000 | 43,595 | ||||||
| DuPont de Nemours, Inc. |
||||||||
| 4.73%, 11/15/28 |
286,000 | 285,265 | ||||||
| 5.32%, 11/15/38 |
56,000 | 54,906 | ||||||
| 5.42%, 11/15/48 |
177,000 | 171,547 | ||||||
| Eastman Chemical Co. |
||||||||
| 4.50%, 12/1/28 |
190,000 | 181,325 | ||||||
| 4.65%, 10/15/44 |
45,000 | 37,207 | ||||||
| Eaton Corp. |
||||||||
| 3.10%, 9/15/27 |
206,000 | 193,236 | ||||||
| 4.00%, 11/2/32 |
101,000 | 94,114 | ||||||
| 4.15%, 11/2/42 |
100,000 | 87,900 | ||||||
| Eaton Vance Corp. |
||||||||
| 3.50%, 4/6/27 |
90,000 | 84,661 | ||||||
| eBay, Inc. |
||||||||
| 2.60%, 5/10/31(c) |
240,000 | 196,886 | ||||||
| 4.00%, 7/15/42 |
140,000 | 112,571 | ||||||
| Ecolab, Inc. |
||||||||
| 4.80%, 3/24/30 |
236,000 | 235,934 | ||||||
| Electronic Arts, Inc. |
||||||||
| 1.85%, 2/15/31 |
544,000 | 437,196 | ||||||
| Elevance Health, Inc. |
||||||||
| 2.38%, 1/15/25 |
485,000 | 462,705 | ||||||
| 3.65%, 12/1/27 |
42,000 | 39,992 | ||||||
| 2.25%, 5/15/30 |
230,000 | 193,076 | ||||||
| 2.55%, 3/15/31 |
340,000 | 287,443 | ||||||
| 4.63%, 5/15/42 |
30,000 | 27,710 | ||||||
| 5.10%, 1/15/44 |
242,000 | 232,250 | ||||||
| 4.65%, 8/15/44 |
26,000 | 23,735 | ||||||
| 4.38%, 12/1/47 |
79,000 | 68,992 | ||||||
| 3.13%, 5/15/50 |
162,000 | 114,992 | ||||||
| 3.60%, 3/15/51 |
262,000 | 200,608 | ||||||
| Eli Lilly & Co. |
||||||||
| 3.38%, 3/15/29 |
137,000 | 130,197 | ||||||
| Energy Transfer LP |
||||||||
| 2.90%, 5/15/25 |
450,000 | 425,268 | ||||||
| 4.40%, 3/15/27 |
10,000 | 9,583 | ||||||
| 5.50%, 6/1/27 |
125,000 | 125,201 | ||||||
| 4.00%, 10/1/27 |
186,000 | 175,193 | ||||||
| 4.95%, 5/15/28 |
145,000 | 140,177 | ||||||
| 4.15%, 9/15/29 |
259,000 | 235,131 | ||||||
| 3.75%, 5/15/30 |
175,000 | 155,344 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 6.63%, 10/15/36 |
$ | 50,000 | $ | 51,039 | ||||
| 5.80%, 6/15/38, Series 20Y |
125,000 | 116,187 | ||||||
| 7.50%, 7/1/38 |
35,000 | 38,027 | ||||||
| 6.10%, 2/15/42 |
100,000 | 94,132 | ||||||
| 4.95%, 1/15/43 |
54,000 | 44,744 | ||||||
| 5.00%, 5/15/44 |
310,000 | 259,563 | ||||||
| 5.35%, 5/15/45 |
180,000 | 157,423 | ||||||
| 5.30%, 4/15/47 |
85,000 | 73,060 | ||||||
| 5.40%, 10/1/47 |
133,000 | 115,383 | ||||||
| 6.25%, 4/15/49 |
105,000 | 99,360 | ||||||
| 5.00%, 5/15/50 |
218,000 | 179,881 | ||||||
| Enstar Group Ltd. |
||||||||
| 4.95%, 6/1/29 |
296,000 | 272,986 | ||||||
| Entergy Corp. |
||||||||
| 1.90%, 6/15/28 |
144,000 | 122,414 | ||||||
| 2.80%, 6/15/30 |
335,000 | 282,613 | ||||||
| 3.75%, 6/15/50 |
89,000 | 67,065 | ||||||
| Enterprise Products Operating LLC |
||||||||
| 4.15%, 10/16/28 |
372,000 | 355,212 | ||||||
| 3.13%, 7/31/29 |
161,000 | 143,891 | ||||||
| 6.65%, 10/15/34, Series H |
160,000 | 172,669 | ||||||
| 7.55%, 4/15/38 |
50,000 | 57,338 | ||||||
| 5.95%, 2/1/41 |
175,000 | 178,647 | ||||||
| 4.45%, 2/15/43 |
150,000 | 129,151 | ||||||
| 4.85%, 3/15/44 |
75,000 | 67,143 | ||||||
| 5.10%, 2/15/45 |
325,000 | 299,494 | ||||||
| 4.25%, 2/15/48 |
110,000 | 89,756 | ||||||
| 4.95%, 10/15/54 |
125,000 | 108,876 | ||||||
| 3.95%, 1/31/60 |
252,000 | 187,385 | ||||||
| 5.25%, 8/16/77, Series E, (5.25% fixed rate until 8/16/27; 3-month U.S. dollar London Interbank Offered Rate + 3.033% thereafter)(b)(e) |
267,000 | 218,144 | ||||||
| 5.38%, 2/15/78, (5.375% fixed rate until 2/15/28; 3-month U.S. dollar London Interbank Offered Rate + 2.57% thereafter)(b)(e) |
100,000 | 75,794 | ||||||
| EPR Properties |
||||||||
| 4.75%, 12/15/26 |
15,000 | 13,551 | ||||||
| 3.60%, 11/15/31 |
94,000 | 69,121 | ||||||
| EQT Corp. |
||||||||
| 6.13%, 2/1/25 |
500,000 | 504,220 | ||||||
| Equifax, Inc. |
||||||||
| 2.60%, 12/15/25 |
300,000 | 279,969 | ||||||
| Equinix, Inc. |
||||||||
| 1.80%, 7/15/27 |
48,000 | 41,353 | ||||||
| 3.20%, 11/18/29 |
430,000 | 378,396 | ||||||
| 2.15%, 7/15/30 |
40,000 | 32,153 | ||||||
| 3.90%, 4/15/32 |
175,000 | 156,298 | ||||||
| 3.00%, 7/15/50 |
134,000 | 88,126 | ||||||
| 2.95%, 9/15/51 |
115,000 | 74,004 | ||||||
| Equitable Holdings, Inc. |
||||||||
| 4.35%, 4/20/28 |
294,000 | 281,161 | ||||||
| 5.00%, 4/20/48 |
95,000 | 83,684 | ||||||
| ERP Operating LP |
||||||||
| 3.50%, 3/1/28 |
72,000 | 66,884 | ||||||
| 4.15%, 12/1/28 |
183,000 | 173,568 | ||||||
| Essential Properties LP |
||||||||
| 2.95%, 7/15/31 |
193,000 | 141,347 | ||||||
| Essential Utilities, Inc. |
||||||||
| 3.57%, 5/1/29 |
367,000 | 332,443 | ||||||
| 4.28%, 5/1/49 |
150,000 | 122,310 | ||||||
| Essex Portfolio LP |
||||||||
| 4.00%, 3/1/29 |
125,000 | 114,650 | ||||||
| 3.00%, 1/15/30 |
135,000 | 114,916 | ||||||
| 1.65%, 1/15/31 |
256,000 | 192,330 | ||||||
| 4.50%, 3/15/48 |
35,000 | 28,858 | ||||||
| Estee Lauder Cos., Inc. |
||||||||
| 1.95%, 3/15/31(c) |
260,000 | 211,136 | ||||||
| Everest Reinsurance Holdings, Inc. |
||||||||
| 3.50%, 10/15/50 |
150,000 | 105,294 | ||||||
| 3.13%, 10/15/52 |
32,000 | 20,664 | ||||||
| Evergy Metro, Inc. |
||||||||
| 4.20%, 6/15/47 |
50,000 | 41,319 | ||||||
| Evergy, Inc. |
||||||||
| 2.90%, 9/15/29 |
174,000 | 150,585 | ||||||
| Eversource Energy |
||||||||
| 4.20%, 6/27/24 |
500,000 | 493,450 | ||||||
| 3.30%, 1/15/28, Series M |
78,000 | 72,130 | ||||||
| 1.65%, 8/15/30, Series R |
325,000 | 255,476 | ||||||
| Exelon Corp. |
||||||||
| 3.35%, 3/15/32(d) |
80,000 | 70,283 | ||||||
| 4.95%, 6/15/35 |
151,000 | 147,082 | ||||||
| 4.45%, 4/15/46 |
280,000 | 240,114 | ||||||
| Expedia Group, Inc. |
||||||||
| 4.63%, 8/1/27 |
33,000 | 31,927 | ||||||
| 3.25%, 2/15/30 |
348,000 | 298,246 | ||||||
| 2.95%, 3/15/31 |
129,000 | 105,070 | ||||||
| Extra Space Storage LP |
||||||||
| 2.55%, 6/1/31 |
95,000 | 75,120 | ||||||
| Federal Realty Investment Trust |
||||||||
| 3.20%, 6/15/29 |
71,000 | 62,058 | ||||||
| 4.50%, 12/1/44 |
130,000 | 104,975 | ||||||
| FedEx Corp. |
||||||||
| 3.40%, 2/15/28 |
90,000 | 83,918 | ||||||
| 3.10%, 8/5/29 |
470,000 | 416,528 | ||||||
| 4.25%, 5/15/30 |
50,000 | 47,007 | ||||||
| 4.90%, 1/15/34 |
120,000 | 115,218 | ||||||
| 3.25%, 5/15/41 |
145,000 | 105,664 | ||||||
| 4.75%, 11/15/45 |
250,000 | 217,980 | ||||||
| 4.05%, 2/15/48 |
75,000 | 57,937 | ||||||
| 5.25%, 5/15/50(c) |
160,000 | 147,742 | ||||||
| Fidelity National Financial, Inc. |
||||||||
| 4.50%, 8/15/28 |
200,000 | 192,126 | ||||||
| Fidelity National Information Services, Inc. |
||||||||
| 0.60%, 3/1/24 |
175,000 | 165,569 | ||||||
| 1.65%, 3/1/28 |
423,000 | 355,468 | ||||||
| 5.10%, 7/15/32(c) |
415,000 | 407,322 | ||||||
| Fifth Third Bancorp |
||||||||
| 3.65%, 1/25/24 |
210,000 | 206,812 | ||||||
| 8.25%, 3/1/38 |
250,000 | 308,107 | ||||||
| First Republic Bank |
||||||||
| 4.38%, 8/1/46 |
75,000 | 58,415 | ||||||
| Fiserv, Inc. |
||||||||
| 2.75%, 7/1/24 |
481,000 | 463,780 | ||||||
| 2.25%, 6/1/27 |
100,000 | 89,300 | ||||||
| 4.20%, 10/1/28 |
322,000 | 307,555 | ||||||
| 2.65%, 6/1/30 |
373,000 | 316,408 | ||||||
| 4.40%, 7/1/49 |
188,000 | 156,745 | ||||||
| Flex Ltd. |
||||||||
| 4.88%, 6/15/29 |
50,000 | 46,645 | ||||||
| Flowers Foods, Inc. |
||||||||
| 3.50%, 10/1/26 |
8,000 | 7,551 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| FMC Corp. |
||||||||
| 3.20%, 10/1/26 |
$ | 101,000 | $ | 94,710 | ||||
| 3.45%, 10/1/29 |
305,000 | 271,907 | ||||||
| Ford Foundation |
||||||||
| 2.42%, 6/1/50, Series 2020 |
75,000 | 47,637 | ||||||
| Fox Corp. |
||||||||
| 4.71%, 1/25/29 |
360,000 | 347,537 | ||||||
| 3.50%, 4/8/30 |
246,000 | 216,473 | ||||||
| 5.48%, 1/25/39 |
115,000 | 106,539 | ||||||
| 5.58%, 1/25/49 |
37,000 | 33,509 | ||||||
| Freeport-McMoRan, Inc. |
||||||||
| 4.13%, 3/1/28 |
445,000 | 409,008 | ||||||
| 5.40%, 11/14/34 |
90,000 | 85,073 | ||||||
| 5.45%, 3/15/43 |
150,000 | 135,204 | ||||||
| FS KKR Capital Corp. |
||||||||
| 3.40%, 1/15/26 |
100,000 | 91,230 | ||||||
| 3.13%, 10/12/28 |
240,000 | 194,542 | ||||||
| GATX Corp. |
||||||||
| 3.25%, 9/15/26 |
73,000 | 67,844 | ||||||
| 3.85%, 3/30/27 |
35,000 | 33,122 | ||||||
| 3.50%, 3/15/28 |
155,000 | 141,617 | ||||||
| 4.55%, 11/7/28 |
143,000 | 137,393 | ||||||
| 4.70%, 4/1/29 |
146,000 | 140,689 | ||||||
| 1.90%, 6/1/31 |
190,000 | 142,834 | ||||||
| GE Capital International Funding Co. Unlimited Co. |
||||||||
| 4.42%, 11/15/35 |
462,000 | 436,548 | ||||||
| GE Healthcare Holding LLC |
||||||||
| 6.38%, 11/22/52(d) |
400,000 | 445,312 | ||||||
| General Dynamics Corp. |
||||||||
| 2.13%, 8/15/26 |
114,000 | 105,098 | ||||||
| 2.63%, 11/15/27 |
67,000 | 61,444 | ||||||
| General Electric Co. |
||||||||
| 6.75%, 3/15/32, Series MTNA |
213,000 | 242,194 | ||||||
| 5.88%, 1/14/38 |
108,000 | 113,949 | ||||||
| 6.88%, 1/10/39, Series GMTN |
160,000 | 181,474 | ||||||
| General Mills, Inc. |
||||||||
| 3.20%, 2/10/27 |
28,000 | 26,773 | ||||||
| 4.20%, 4/17/28 |
255,000 | 250,846 | ||||||
| 2.25%, 10/14/31 |
160,000 | 130,218 | ||||||
| 3.00%, 2/1/51 |
125,000 | 86,871 | ||||||
| General Motors Co. |
||||||||
| 6.80%, 10/1/27 |
500,000 | 525,350 | ||||||
| 5.00%, 4/1/35 |
185,000 | 164,115 | ||||||
| 6.60%, 4/1/36 |
605,000 | 614,686 | ||||||
| 5.15%, 4/1/38 |
110,000 | 97,311 | ||||||
| 5.95%, 4/1/49 |
200,000 | 186,116 | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 1.05%, 3/8/24 |
565,000 | 535,038 | ||||||
| 1.50%, 6/10/26 |
784,000 | 680,779 | ||||||
| 3.85%, 1/5/28 |
231,000 | 211,591 | ||||||
| Georgia Power Co. |
||||||||
| 2.20%, 9/15/24, Series A |
50,000 | 47,780 | ||||||
| 4.30%, 3/15/43 |
25,000 | 21,638 | ||||||
| 3.25%, 3/15/51, Series A |
105,000 | 74,632 | ||||||
| Gilead Sciences, Inc. |
||||||||
| 3.65%, 3/1/26 |
200,000 | 194,134 | ||||||
| 2.95%, 3/1/27 |
72,000 | 67,419 | ||||||
| 1.65%, 10/1/30 |
525,000 | 423,528 | ||||||
| 2.60%, 10/1/40 |
210,000 | 150,801 | ||||||
| 4.80%, 4/1/44 |
395,000 | 372,995 | ||||||
| 4.50%, 2/1/45 |
250,000 | 226,402 | ||||||
| 2.80%, 10/1/50 |
153,000 | 101,268 | ||||||
| Global Payments, Inc. |
||||||||
| 4.45%, 6/1/28 |
85,000 | 79,755 | ||||||
| 3.20%, 8/15/29 |
572,000 | 490,473 | ||||||
| 5.40%, 8/15/32 |
200,000 | 192,390 | ||||||
| 4.15%, 8/15/49 |
43,000 | 30,955 | ||||||
| Globe Life, Inc. |
||||||||
| 4.55%, 9/15/28 |
75,000 | 73,693 | ||||||
| 2.15%, 8/15/30 |
130,000 | 103,940 | ||||||
| GLP Capital LP / GLP Financing II, Inc. |
||||||||
| 5.75%, 6/1/28 |
310,000 | 302,743 | ||||||
| 4.00%, 1/15/30 |
495,000 | 429,724 | ||||||
| Goldman Sachs Group, Inc. |
||||||||
| 3.27%, 9/29/25, (3.272% fixed rate until 9/29/24; 3-month U.S. dollar London Interbank Offered Rate + 1.201% thereafter)(b)(e) |
500,000 | 481,675 | ||||||
| 0.86%, 2/12/26, (0.855% fixed rate until 2/12/25; Secured Overnight Financing Rate + 0.609% thereafter)(b) |
500,000 | 450,310 | ||||||
| 1.95%, 10/21/27, (1.948% fixed rate until 10/21/26; Secured Overnight Financing Rate + 0.913% thereafter)(b) |
400,000 | 350,760 | ||||||
| 3.81%, 4/23/29, (3.814% fixed rate until 4/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.158% thereafter)(b)(e) |
250,000 | 230,537 | ||||||
| 4.22%, 5/1/29, (4.223% fixed rate until 5/1/28; 3-month U.S. dollar London Interbank Offered Rate + 1.301% thereafter)(b)(e) |
210,000 | 197,316 | ||||||
| 3.80%, 3/15/30 |
322,000 | 293,236 | ||||||
| 2.62%, 4/22/32, (2.615% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.281% thereafter)(b) |
350,000 | 283,122 | ||||||
| 3.10%, 2/24/33, (3.102% fixed rate until 2/24/32; Secured Overnight Financing Rate + 1.41% thereafter)(b) |
333,000 | 276,843 | ||||||
| 6.45%, 5/1/36 |
160,000 | 171,026 | ||||||
| 6.75%, 10/1/37 |
370,000 | 402,789 | ||||||
| 4.02%, 10/31/38, (4.017% fixed rate until 10/31/37; 3-month U.S. dollar London Interbank Offered Rate + 1.373% thereafter)(b)(e) |
136,000 | 115,127 | ||||||
| 5.15%, 5/22/45 |
274,000 | 260,327 | ||||||
| Golub Capital BDC, Inc. |
||||||||
| 2.05%, 2/15/27 |
200,000 | 166,330 | ||||||
| GSK Consumer Healthcare Capital U.S. LLC |
||||||||
| 3.02%, 3/24/24 |
500,000 | 485,675 | ||||||
| GSK Consumer Healthcare Capital UK PLC |
||||||||
| 3.13%, 3/24/25 |
500,000 | 479,410 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| GXO Logistics, Inc. |
||||||||
| 2.65%, 7/15/31 |
$ | 100,000 | $ | 74,895 | ||||
| Halliburton Co. |
||||||||
| 2.92%, 3/1/30(c) |
125,000 | 108,476 | ||||||
| 4.85%, 11/15/35 |
208,000 | 195,880 | ||||||
| 6.70%, 9/15/38 |
56,000 | 60,889 | ||||||
| 7.45%, 9/15/39 |
33,000 | 38,317 | ||||||
| 4.75%, 8/1/43 |
167,000 | 147,180 | ||||||
| 5.00%, 11/15/45 |
117,000 | 105,475 | ||||||
| Harley-Davidson, Inc. |
||||||||
| 4.63%, 7/28/45(c) |
110,000 | 85,231 | ||||||
| Hartford Financial Services Group, Inc. |
||||||||
| 4.30%, 4/15/43 |
140,000 | 115,576 | ||||||
| 4.40%, 3/15/48 |
130,000 | 110,327 | ||||||
| 3.60%, 8/19/49 |
75,000 | 55,962 | ||||||
| Hasbro, Inc. |
||||||||
| 3.50%, 9/15/27 |
234,000 | 218,348 | ||||||
| 6.35%, 3/15/40 |
91,000 | 90,220 | ||||||
| HCA, Inc. |
||||||||
| 5.38%, 2/1/25 |
755,000 | 754,169 | ||||||
| 5.88%, 2/15/26 |
250,000 | 252,180 | ||||||
| 4.50%, 2/15/27 |
152,000 | 146,378 | ||||||
| 5.63%, 9/1/28 |
250,000 | 250,115 | ||||||
| 4.13%, 6/15/29 |
551,000 | 506,000 | ||||||
| 2.38%, 7/15/31 |
420,000 | 330,889 | ||||||
| 5.13%, 6/15/39 |
95,000 | 85,203 | ||||||
| 5.50%, 6/15/47 |
69,000 | 62,696 | ||||||
| 5.25%, 6/15/49 |
263,000 | 231,687 | ||||||
| 3.50%, 7/15/51 |
170,000 | 114,643 | ||||||
| Healthcare Realty Holdings LP |
||||||||
| 3.63%, 1/15/28 |
306,000 | 274,672 | ||||||
| 3.10%, 2/15/30 |
125,000 | 106,157 | ||||||
| 2.00%, 3/15/31 |
300,000 | 230,448 | ||||||
| Healthpeak Properties, Inc. |
||||||||
| 3.25%, 7/15/26 |
128,000 | 121,288 | ||||||
| 2.88%, 1/15/31 |
280,000 | 237,205 | ||||||
| 6.75%, 2/1/41 |
32,000 | 33,987 | ||||||
| Hershey Co. |
||||||||
| 1.70%, 6/1/30 |
50,000 | 40,557 | ||||||
| Hess Corp. |
||||||||
| 4.30%, 4/1/27 |
8,000 | 7,696 | ||||||
| 7.13%, 3/15/33 |
200,000 | 219,584 | ||||||
| 6.00%, 1/15/40 |
296,000 | 300,381 | ||||||
| Hewlett Packard Enterprise Co. |
||||||||
| 1.45%, 4/1/24 |
815,000 | 777,624 | ||||||
| 6.20%, 10/15/35 |
42,000 | 44,101 | ||||||
| 6.35%, 10/15/45 |
117,000 | 120,287 | ||||||
| Highwoods Realty LP |
||||||||
| 4.13%, 3/15/28 |
25,000 | 22,805 | ||||||
| 4.20%, 4/15/29 |
45,000 | 39,777 | ||||||
| 3.05%, 2/15/30 |
105,000 | 84,705 | ||||||
| Home Depot, Inc. |
||||||||
| 2.70%, 4/15/25 |
500,000 | 481,195 | ||||||
| 2.95%, 6/15/29 |
170,000 | 155,414 | ||||||
| 1.38%, 3/15/31 |
220,000 | 172,973 | ||||||
| 2.38%, 3/15/51 |
50,000 | 31,512 | ||||||
| Hormel Foods Corp. |
||||||||
| 1.80%, 6/11/30 |
150,000 | 123,096 | ||||||
| Host Hotels & Resorts LP |
||||||||
| 3.50%, 9/15/30, Series I |
235,000 | 196,089 | ||||||
| HP, Inc. |
||||||||
| 3.40%, 6/17/30 |
325,000 | 279,614 | ||||||
| 2.65%, 6/17/31 |
211,000 | 166,490 | ||||||
| 4.20%, 4/15/32 |
315,000 | 276,494 | ||||||
| 6.00%, 9/15/41 |
135,000 | 131,944 | ||||||
| Hubbell, Inc. |
||||||||
| 3.50%, 2/15/28 |
161,000 | 150,727 | ||||||
| Hudson Pacific Properties LP |
||||||||
| 4.65%, 4/1/29 |
214,000 | 187,978 | ||||||
| 3.25%, 1/15/30 |
100,000 | 78,593 | ||||||
| Humana, Inc. |
||||||||
| 2.15%, 2/3/32 |
600,000 | 475,782 | ||||||
| 4.95%, 10/1/44 |
57,000 | 52,836 | ||||||
| 4.80%, 3/15/47 |
200,000 | 180,394 | ||||||
| Huntington Bancshares, Inc. |
||||||||
| 4.44%, 8/4/28, (4.443% fixed rate until 8/4/27; Secured Overnight Financing Rate + 1.97% thereafter)(b) |
100,000 | 94,353 | ||||||
| 5.02%, 5/17/33, (5.023% fixed rate until 5/17/32; Secured Overnight Financing Rate + 2.05% thereafter)(b)(c) |
300,000 | 287,187 | ||||||
| Huntington Ingalls Industries, Inc. |
||||||||
| 3.48%, 12/1/27 |
120,000 | 110,040 | ||||||
| 2.04%, 8/16/28 |
195,000 | 163,207 | ||||||
| 4.20%, 5/1/30 |
230,000 | 211,703 | ||||||
| Huntsman International LLC |
||||||||
| 4.50%, 5/1/29 |
454,000 | 411,787 | ||||||
| Hyatt Hotels Corp. |
||||||||
| 4.38%, 9/15/28 |
220,000 | 201,676 | ||||||
| Indiana Michigan Power Co. |
||||||||
| 3.85%, 5/15/28 |
242,000 | 230,810 | ||||||
| Ingredion, Inc. |
||||||||
| 3.20%, 10/1/26 |
109,000 | 102,273 | ||||||
| Intel Corp. |
||||||||
| 2.45%, 11/15/29(c) |
180,000 | 155,884 | ||||||
| 3.90%, 3/25/30 |
334,000 | 316,392 | ||||||
| 2.00%, 8/12/31 |
270,000 | 217,723 | ||||||
| Intercontinental Exchange, Inc. |
||||||||
| 3.00%, 9/15/60 |
25,000 | 16,516 | ||||||
| International Business Machines Corp. |
||||||||
| 3.00%, 5/15/24 |
500,000 | 487,680 | ||||||
| 3.50%, 5/15/29 |
400,000 | 372,744 | ||||||
| 4.40%, 7/27/32 |
100,000 | 96,622 | ||||||
| International Flavors & Fragrances, Inc. |
||||||||
| 5.00%, 9/26/48 |
200,000 | 172,914 | ||||||
| International Paper Co. |
||||||||
| 4.80%, 6/15/44 |
50,000 | 44,548 | ||||||
| 4.35%, 8/15/48(c) |
234,000 | 199,445 | ||||||
| Interpublic Group of Cos., Inc. |
||||||||
| 4.65%, 10/1/28 |
73,000 | 70,065 | ||||||
| 4.75%, 3/30/30 |
93,000 | 88,260 | ||||||
| 5.40%, 10/1/48 |
210,000 | 194,269 | ||||||
| Interstate Power and Light Co. |
||||||||
| 4.10%, 9/26/28 |
125,000 | 120,629 | ||||||
| 6.25%, 7/15/39 |
10,000 | 10,553 | ||||||
| 3.70%, 9/15/46 |
100,000 | 74,253 | ||||||
| 3.10%, 11/30/51 |
150,000 | 99,939 | ||||||
| Invitation Homes Operating Partnership LP |
||||||||
| 2.00%, 8/15/31 |
53,000 | 39,468 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| J.M. Smucker Co. |
||||||||
| 4.25%, 3/15/35 |
$ | 172,000 | $ | 156,859 | ||||
| 2.75%, 9/15/41 |
75,000 | 51,306 | ||||||
| 4.38%, 3/15/45 |
5,000 | 4,182 | ||||||
| Jabil, Inc. |
||||||||
| 3.95%, 1/12/28 |
239,000 | 224,975 | ||||||
| Janus Henderson U.S. Holdings, Inc. |
||||||||
| 4.88%, 8/1/25 |
27,000 | 26,676 | ||||||
| JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance, Inc. |
||||||||
| 2.50%, 1/15/27(d) |
425,000 | 375,462 | ||||||
| 3.63%, 1/15/32(d) |
500,000 | 415,915 | ||||||
| 6.50%, 12/1/52(d) |
250,000 | 245,427 | ||||||
| Jefferies Financial Group, Inc. |
||||||||
| 4.85%, 1/15/27 |
102,000 | 99,622 | ||||||
| 4.15%, 1/23/30 |
203,000 | 181,265 | ||||||
| 2.75%, 10/15/32 |
120,000 | 90,568 | ||||||
| 6.25%, 1/15/36 |
318,000 | 324,350 | ||||||
| JetBlue Pass Through Trust |
||||||||
| 2.75%, 11/15/33, Series 2019-1, Class AA |
87,454 | 72,908 | ||||||
| John Deere Capital Corp. |
||||||||
| 4.55%, 10/11/24 |
500,000 | 499,495 | ||||||
| 3.05%, 1/6/28 |
25,000 | 23,564 | ||||||
| 3.45%, 3/7/29 |
60,000 | 56,446 | ||||||
| 2.80%, 7/18/29 |
273,000 | 245,716 | ||||||
| 2.45%, 1/9/30 |
145,000 | 126,353 | ||||||
| Johnson & Johnson |
||||||||
| 4.38%, 12/5/33 |
30,000 | 30,119 | ||||||
| 3.40%, 1/15/38 |
50,000 | 43,394 | ||||||
| Johnson Controls International PLC |
||||||||
| 6.00%, 1/15/36 |
212,000 | 222,078 | ||||||
| 5.13%, 9/14/45 |
11,000 | 10,043 | ||||||
| 4.50%, 2/15/47 |
120,000 | 101,291 | ||||||
| JPMorgan Chase & Co. |
||||||||
| 3.88%, 2/1/24 |
610,000 | 604,455 | ||||||
| 2.30%, 10/15/25, (2.301% fixed rate until 10/15/24; Secured Overnight Financing Rate + 1.16% thereafter)(b) |
575,000 | 542,685 | ||||||
| 2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(b) |
500,000 | 464,585 | ||||||
| 1.05%, 11/19/26, (1.045% fixed rate until 11/19/25; Secured Overnight Financing Rate + 0.80% thereafter)(b) |
500,000 | 441,035 | ||||||
| 8.00%, 4/29/27 |
101,000 | 113,980 | ||||||
| 3.78%, 2/1/28, (3.782% fixed rate until 2/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.337% thereafter)(b)(e) |
250,000 | 235,805 | ||||||
| 3.54%, 5/1/28, (3.54% fixed rate until 5/1/27; 3-month U.S. dollar London Interbank Offered Rate + 1.38% thereafter)(b)(e) |
360,000 | 334,573 | ||||||
| 4.20%, 7/23/29, (4.203% fixed rate until 7/23/28; 3-month U.S. dollar London Interbank Offered Rate + 1.26% thereafter)(b)(e) |
585,000 | 551,000 | ||||||
| 2.96%, 5/13/31, (2.956% fixed rate until 5/13/30; Secured Overnight Financing Rate + 2.515% thereafter)(b) |
231,000 | 191,578 | ||||||
| 1.95%, 2/4/32, (1.953% fixed rate until 2/4/31; Secured Overnight Financing Rate + 1.065% thereafter)(b) |
500,000 | 389,035 | ||||||
| 2.58%, 4/22/32, (2.58% fixed rate until 4/22/31; Secured Overnight Financing Rate + 1.25% thereafter)(b) |
822,000 | 668,845 | ||||||
| 3.16%, 4/22/42, (3.157% fixed rate until 4/22/41; Secured Overnight Financing Rate + 1.46% thereafter)(b) |
25,000 | 18,603 | ||||||
| Juniper Networks, Inc. |
||||||||
| 2.00%, 12/10/30 |
60,000 | 45,938 | ||||||
| 5.95%, 3/15/41 |
75,000 | 69,422 | ||||||
| Kansas City Southern |
||||||||
| 2.88%, 11/15/29 |
120,000 | 104,827 | ||||||
| 4.30%, 5/15/43 |
25,000 | 21,155 | ||||||
| 3.50%, 5/1/50 |
69,000 | 50,503 | ||||||
| 4.20%, 11/15/69 |
65,000 | 49,803 | ||||||
| Kellogg Co. |
||||||||
| 2.65%, 12/1/23 |
150,000 | 146,692 | ||||||
| 3.40%, 11/15/27 |
270,000 | 253,741 | ||||||
| 7.45%, 4/1/31, Series B |
150,000 | 171,705 | ||||||
| Kennametal, Inc. |
||||||||
| 4.63%, 6/15/28 |
121,000 | 114,568 | ||||||
| Keurig Dr. Pepper, Inc. |
||||||||
| 3.13%, 12/15/23 |
38,000 | 37,274 | ||||||
| 0.75%, 3/15/24 |
229,000 | 216,607 | ||||||
| 3.20%, 5/1/30 |
634,000 | 558,991 | ||||||
| KeyBank NA |
||||||||
| 3.90%, 4/13/29 |
400,000 | 362,396 | ||||||
| KeyCorp |
||||||||
| 4.10%, 4/30/28 |
307,000 | 293,962 | ||||||
| 2.55%, 10/1/29 |
120,000 | 101,665 | ||||||
| Kilroy Realty LP |
||||||||
| 4.25%, 8/15/29 |
50,000 | 44,623 | ||||||
| 3.05%, 2/15/30 |
270,000 | 219,953 | ||||||
| Kimberly-Clark Corp. |
||||||||
| 3.20%, 4/25/29 |
97,000 | 89,354 | ||||||
| Kimco Realty Corp. |
||||||||
| 2.80%, 10/1/26 |
150,000 | 138,145 | ||||||
| 1.90%, 3/1/28 |
41,000 | 34,506 | ||||||
| 2.70%, 10/1/30 |
50,000 | 41,333 | ||||||
| 4.13%, 12/1/46 |
10,000 | 7,590 | ||||||
| 3.70%, 10/1/49 |
150,000 | 106,977 | ||||||
| Kinder Morgan Energy Partners LP |
||||||||
| 7.30%, 8/15/33 |
124,000 | 136,276 | ||||||
| 5.80%, 3/15/35 |
50,000 | 49,859 | ||||||
| 6.50%, 2/1/37 |
25,000 | 25,580 | ||||||
| 5.00%, 8/15/42 |
210,000 | 184,388 | ||||||
| 4.70%, 11/1/42 |
100,000 | 85,511 | ||||||
| 5.40%, 9/1/44 |
105,000 | 96,416 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Kinder Morgan, Inc. |
||||||||
| 4.30%, 3/1/28 |
$ | 132,000 | $ | 127,620 | ||||
| 2.00%, 2/15/31(c) |
395,000 | 311,631 | ||||||
| 7.75%, 1/15/32 |
247,000 | 282,877 | ||||||
| 5.30%, 12/1/34 |
173,000 | 165,379 | ||||||
| 5.55%, 6/1/45 |
73,000 | 68,277 | ||||||
| 5.05%, 2/15/46 |
55,000 | 48,787 | ||||||
| 5.20%, 3/1/48 |
75,000 | 67,004 | ||||||
| 3.25%, 8/1/50 |
190,000 | 126,700 | ||||||
| Kirby Corp. |
||||||||
| 4.20%, 3/1/28 |
106,000 | 96,812 | ||||||
| Kohl’s Corp. |
||||||||
| 5.55%, 7/17/45 |
257,000 | 171,206 | ||||||
| Kraft Heinz Foods Co. |
||||||||
| 4.25%, 3/1/31 |
525,000 | 499,427 | ||||||
| 5.20%, 7/15/45 |
466,000 | 440,561 | ||||||
| 4.38%, 6/1/46 |
101,000 | 85,225 | ||||||
| 4.88%, 10/1/49 |
296,000 | 267,469 | ||||||
| Kroger Co. |
||||||||
| 3.70%, 8/1/27(c) |
245,000 | 233,997 | ||||||
| 5.40%, 7/15/40 |
50,000 | 48,495 | ||||||
| 5.00%, 4/15/42 |
66,000 | 60,970 | ||||||
| 5.15%, 8/1/43 |
200,000 | 188,292 | ||||||
| 4.65%, 1/15/48 |
119,000 | 104,804 | ||||||
| 5.40%, 1/15/49 |
10,000 | 9,720 | ||||||
| Kyndryl Holdings, Inc. |
||||||||
| 2.05%, 10/15/26 |
42,000 | 34,322 | ||||||
| 4.10%, 10/15/41 |
45,000 | 26,966 | ||||||
| L3Harris Technologies, Inc. |
||||||||
| 4.40%, 6/15/28 |
56,000 | 54,359 | ||||||
| 1.80%, 1/15/31 |
205,000 | 159,945 | ||||||
| 4.85%, 4/27/35 |
85,000 | 80,702 | ||||||
| Laboratory Corp. of America Holdings |
||||||||
| 1.55%, 6/1/26 |
200,000 | 177,592 | ||||||
| 3.60%, 9/1/27(c) |
335,000 | 319,208 | ||||||
| 4.70%, 2/1/45 |
4,000 | 3,546 | ||||||
| Lam Research Corp. |
||||||||
| 4.00%, 3/15/29 |
414,000 | 399,315 | ||||||
| Lear Corp. |
||||||||
| 4.25%, 5/15/29 |
298,000 | 271,654 | ||||||
| Leggett & Platt, Inc. |
||||||||
| 3.50%, 11/15/27 |
270,000 | 250,968 | ||||||
| 3.50%, 11/15/51 |
175,000 | 127,634 | ||||||
| Leidos, Inc. |
||||||||
| 2.30%, 2/15/31 |
320,000 | 248,406 | ||||||
| Lennar Corp. |
||||||||
| 4.88%, 12/15/23 |
489,000 | 487,587 | ||||||
| Life Storage LP |
||||||||
| 3.50%, 7/1/26 |
35,000 | 33,087 | ||||||
| 3.88%, 12/15/27 |
10,000 | 9,327 | ||||||
| Lincoln National Corp. |
||||||||
| 3.63%, 12/12/26 |
88,000 | 83,115 | ||||||
| 3.80%, 3/1/28 |
13,000 | 12,148 | ||||||
| 3.05%, 1/15/30 |
210,000 | 174,936 | ||||||
| 4.35%, 3/1/48 |
178,000 | 137,706 | ||||||
| Linde, Inc. |
||||||||
| 3.55%, 11/7/42 |
50,000 | 41,304 | ||||||
| Lowe’s Cos., Inc. |
||||||||
| 4.00%, 4/15/25 |
650,000 | 640,718 | ||||||
| 3.10%, 5/3/27 |
70,000 | 65,792 | ||||||
| 3.65%, 4/5/29 |
336,000 | 314,691 | ||||||
| 4.50%, 4/15/30 |
440,000 | 428,938 | ||||||
| 2.63%, 4/1/31 |
195,000 | 164,192 | ||||||
| 5.00%, 4/15/40 |
105,000 | 99,975 | ||||||
| 2.80%, 9/15/41 |
65,000 | 45,919 | ||||||
| 4.05%, 5/3/47 |
141,000 | 114,372 | ||||||
| 5.13%, 4/15/50 |
252,000 | 238,521 | ||||||
| 3.00%, 10/15/50 |
585,000 | 391,845 | ||||||
| LYB International Finance BV |
||||||||
| 5.25%, 7/15/43 |
200,000 | 177,856 | ||||||
| LYB International Finance III LLC |
||||||||
| 2.25%, 10/1/30 |
100,000 | 80,110 | ||||||
| 4.20%, 10/15/49 |
110,000 | 82,657 | ||||||
| 3.80%, 10/1/60 |
260,000 | 171,761 | ||||||
| LyondellBasell Industries NV |
||||||||
| 4.63%, 2/26/55 |
25,000 | 19,902 | ||||||
| Magellan Midstream Partners LP |
||||||||
| 3.25%, 6/1/30 |
275,000 | 242,313 | ||||||
| 5.15%, 10/15/43 |
147,000 | 131,249 | ||||||
| 4.20%, 10/3/47 |
100,000 | 77,813 | ||||||
| Marathon Oil Corp. |
||||||||
| 4.40%, 7/15/27 |
40,000 | 38,712 | ||||||
| 6.60%, 10/1/37 |
104,000 | 107,099 | ||||||
| Marathon Petroleum Corp. |
||||||||
| 6.50%, 3/1/41 |
180,000 | 189,877 | ||||||
| 4.75%, 9/15/44 |
51,000 | 43,829 | ||||||
| 4.50%, 4/1/48 |
10,000 | 8,122 | ||||||
| 5.00%, 9/15/54 |
40,000 | 34,497 | ||||||
| Markel Corp. |
||||||||
| 3.50%, 11/1/27 |
141,000 | 130,503 | ||||||
| 5.00%, 4/5/46 |
170,000 | 150,712 | ||||||
| Marriott International, Inc. |
||||||||
| 4.63%, 6/15/30, Series FF |
157,000 | 147,495 | ||||||
| 2.85%, 4/15/31, Series HH |
361,000 | 295,525 | ||||||
| 3.50%, 10/15/32, Series GG |
318,000 | 267,969 | ||||||
| Marsh & McLennan Cos., Inc. |
||||||||
| 4.38%, 3/15/29 |
121,000 | 118,216 | ||||||
| Martin Marietta Materials, Inc. |
||||||||
| 3.45%, 6/1/27 |
35,000 | 32,854 | ||||||
| 4.25%, 12/15/47 |
40,000 | 32,885 | ||||||
| 3.20%, 7/15/51 |
146,000 | 101,496 | ||||||
| Marvell Technology, Inc. |
||||||||
| 2.95%, 4/15/31 |
450,000 | 368,968 | ||||||
| Masco Corp. |
||||||||
| 1.50%, 2/15/28 |
430,000 | 357,747 | ||||||
| Massachusetts Institute of Technology |
||||||||
| 5.60%, 7/1/2111 |
60,000 | 65,280 | ||||||
| Mastercard, Inc. |
||||||||
| 3.50%, 2/26/28 |
22,000 | 21,179 | ||||||
| 2.95%, 6/1/29 |
209,000 | 191,722 | ||||||
| 1.90%, 3/15/31 |
50,000 | 41,484 | ||||||
| McCormick & Co., Inc. |
||||||||
| 3.40%, 8/15/27 |
60,000 | 56,471 | ||||||
| 1.85%, 2/15/31 |
235,000 | 183,453 | ||||||
| McDonald’s Corp. |
||||||||
| 3.30%, 7/1/25 |
500,000 | 486,700 | ||||||
| 3.80%, 4/1/28 |
18,000 | 17,376 | ||||||
| 2.63%, 9/1/29 |
71,000 | 63,027 | ||||||
| 2.13%, 3/1/30(c) |
150,000 | 127,798 | ||||||
| 3.60%, 7/1/30 |
216,000 | 202,280 | ||||||
| 4.70%, 12/9/35 |
146,000 | 142,334 | ||||||
| 4.88%, 7/15/40 |
125,000 | 119,421 | ||||||
| 3.70%, 2/15/42 |
200,000 | 163,014 | ||||||
| 4.45%, 3/1/47 |
44,000 | 39,233 | ||||||
| 4.45%, 9/1/48 |
250,000 | 222,865 | ||||||
| 3.63%, 9/1/49 |
181,000 | 140,997 | ||||||
| 4.20%, 4/1/50 |
43,000 | 37,029 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| McKesson Corp. |
||||||||
| 0.90%, 12/3/25 |
$ | 70,000 | $ | 62,420 | ||||
| MDC Holdings, Inc. |
||||||||
| 3.85%, 1/15/30 |
50,000 | 40,744 | ||||||
| 3.97%, 8/6/61 |
180,000 | 100,285 | ||||||
| Merck & Co., Inc. |
||||||||
| 1.45%, 6/24/30 |
225,000 | 182,558 | ||||||
| 2.15%, 12/10/31 |
290,000 | 241,248 | ||||||
| Mercury General Corp. |
||||||||
| 4.40%, 3/15/27 |
60,000 | 56,581 | ||||||
| MetLife, Inc. |
||||||||
| 6.40%, 12/15/66 |
146,000 | 138,218 | ||||||
| 10.75%, 8/1/69 |
25,000 | 33,339 | ||||||
| Micron Technology, Inc. |
||||||||
| 5.33%, 2/6/29 |
287,000 | 279,033 | ||||||
| Microsoft Corp. |
||||||||
| 4.50%, 10/1/40 |
50,000 | 50,179 | ||||||
| Mid-America Apartments LP |
||||||||
| 3.95%, 3/15/29 |
260,000 | 244,403 | ||||||
| 1.70%, 2/15/31 |
150,000 | 117,921 | ||||||
| MidAmerican Energy Co. |
||||||||
| 3.10%, 5/1/27 |
100,000 | 94,639 | ||||||
| 3.65%, 4/15/29 |
100,000 | 94,668 | ||||||
| 6.75%, 12/30/31 |
125,000 | 142,272 | ||||||
| Mississippi Power Co. |
||||||||
| 3.95%, 3/30/28 |
85,000 | 79,849 | ||||||
| Molson Coors Beverage Co. |
||||||||
| 5.00%, 5/1/42 |
45,000 | 40,699 | ||||||
| 4.20%, 7/15/46 |
220,000 | 177,318 | ||||||
| Mondelez International, Inc. |
||||||||
| 2.75%, 4/13/30 |
43,000 | 37,377 | ||||||
| 1.50%, 2/4/31 |
475,000 | 369,540 | ||||||
| 1.88%, 10/15/32(c) |
175,000 | 135,046 | ||||||
| Montefiore Obligated Group |
||||||||
| 4.29%, 9/1/50 |
25,000 | 15,519 | ||||||
| Moody’s Corp. |
||||||||
| 3.25%, 1/15/28 |
58,000 | 53,680 | ||||||
| 2.00%, 8/19/31 |
200,000 | 159,924 | ||||||
| 4.25%, 8/8/32 |
200,000 | 188,900 | ||||||
| 5.25%, 7/15/44 |
50,000 | 48,833 | ||||||
| 3.25%, 5/20/50 |
305,000 | 216,349 | ||||||
| Morgan Stanley |
||||||||
| 5.00%, 11/24/25 |
325,000 | 325,835 | ||||||
| 2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(b) |
500,000 | 465,200 | ||||||
| 4.68%, 7/17/26, (4.679% fixed rate until 7/17/25; Secured Overnight Financing Rate + 1.669% thereafter)(b) |
560,000 | 553,834 | ||||||
| 3.95%, 4/23/27 |
325,000 | 313,375 | ||||||
| 4.21%, 4/20/28, (4.21% fixed rate until 4/20/27; Secured Overnight Financing Rate + 1.61% thereafter)(b) |
500,000 | 476,715 | ||||||
| 4.43%, 1/23/30, (4.431% fixed rate until 1/23/29; 3-month U.S. dollar London Interbank Offered Rate + 1.628% thereafter)(b)(e) |
350,000 | 331,940 | ||||||
| 1.79%, 2/13/32, (1.794% fixed rate until 2/13/31; Secured Overnight Financing Rate + 1.034% thereafter)(b) |
356,000 | 271,475 | ||||||
| 7.25%, 4/1/32 |
150,000 | 172,291 | ||||||
| 1.93%, 4/28/32, (1.928% fixed rate until 4/28/31; Secured Overnight Financing Rate + 1.02% thereafter)(b) |
225,000 | 172,575 | ||||||
| 2.24%, 7/21/32, (2.239% fixed rate until 7/21/31; Secured Overnight Financing Rate + 1.178% thereafter)(b) |
260,000 | 203,024 | ||||||
| 2.94%, 1/21/33, (2.943% fixed rate until 1/21/32; Secured Overnight Financing Rate + 1.29% thereafter)(b) |
429,000 | 352,260 | ||||||
| 2.48%, 9/16/36, (2.484% fixed rate until 9/16/31; Secured Overnight Financing Rate + 1.36% thereafter)(b) |
308,000 | 228,816 | ||||||
| 2.80%, 1/25/52, (2.802% fixed rate until 1/25/51; Secured Overnight Financing Rate + 1.43% thereafter)(b) |
50,000 | 32,507 | ||||||
| Morgan Stanley Domestic Holdings, Inc. |
||||||||
| 3.80%, 8/24/27 |
105,000 | 99,778 | ||||||
| Mosaic Co. |
||||||||
| 4.05%, 11/15/27 |
123,000 | 116,424 | ||||||
| 5.63%, 11/15/43 |
88,000 | 83,413 | ||||||
| Motorola Solutions, Inc. |
||||||||
| 4.60%, 5/23/29 |
153,000 | 146,499 | ||||||
| 2.30%, 11/15/30 |
100,000 | 79,294 | ||||||
| 2.75%, 5/24/31 |
361,000 | 291,742 | ||||||
| 5.50%, 9/1/44 |
25,000 | 22,658 | ||||||
| Mount Sinai Hospitals Group, Inc. |
||||||||
| 3.74%, 7/1/49, Series 2019 |
35,000 | 26,314 | ||||||
| MPLX LP |
||||||||
| 4.25%, 12/1/27 |
175,000 | 167,048 | ||||||
| 4.00%, 3/15/28 |
130,000 | 121,884 | ||||||
| 4.80%, 2/15/29 |
215,000 | 207,281 | ||||||
| 2.65%, 8/15/30 |
210,000 | 173,302 | ||||||
| 4.95%, 9/1/32 |
250,000 | 237,785 | ||||||
| 5.20%, 3/1/47 |
10,000 | 8,708 | ||||||
| 5.20%, 12/1/47 |
227,000 | 199,233 | ||||||
| 4.70%, 4/15/48 |
275,000 | 222,871 | ||||||
| Mylan, Inc. |
||||||||
| 4.55%, 4/15/28 |
191,000 | 181,036 | ||||||
| 5.20%, 4/15/48 |
150,000 | 116,644 | ||||||
| Nasdaq, Inc. |
||||||||
| 1.65%, 1/15/31 |
640,000 | 495,507 | ||||||
| 2.50%, 12/21/40 |
50,000 | 33,355 | ||||||
| National Fuel Gas Co. |
||||||||
| 3.95%, 9/15/27 |
150,000 | 138,438 | ||||||
| 4.75%, 9/1/28 |
105,000 | 99,653 | ||||||
| National Health Investors, Inc. |
||||||||
| 3.00%, 2/1/31 |
365,000 | 267,501 | ||||||
| National Retail Properties, Inc. |
||||||||
| 3.60%, 12/15/26 |
90,000 | 84,542 | ||||||
| 3.50%, 10/15/27 |
15,000 | 13,629 | ||||||
| 2.50%, 4/15/30 |
200,000 | 164,358 | ||||||
| 3.50%, 4/15/51 |
150,000 | 102,723 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| National Rural Utilities Cooperative Finance Corp. |
||||||||
| 3.40%, 2/7/28 |
$ | 40,000 | $ | 37,434 | ||||
| 3.90%, 11/1/28 |
198,000 | 187,809 | ||||||
| 3.70%, 3/15/29 |
142,000 | 131,519 | ||||||
| 1.65%, 6/15/31 |
15,000 | 11,527 | ||||||
| 2.75%, 4/15/32 |
45,000 | 37,684 | ||||||
| NewMarket Corp. |
||||||||
| 2.70%, 3/18/31 |
279,000 | 221,275 | ||||||
| Newmont Corp. |
||||||||
| 2.80%, 10/1/29 |
171,000 | 147,452 | ||||||
| 2.60%, 7/15/32 |
220,000 | 176,975 | ||||||
| 6.25%, 10/1/39 |
98,000 | 103,646 | ||||||
| 5.45%, 6/9/44 |
150,000 | 144,295 | ||||||
| NextEra Energy Capital Holdings, Inc. |
||||||||
| 4.45%, 6/20/25 |
401,000 | 399,372 | ||||||
| 1.90%, 6/15/28 |
196,000 | 168,323 | ||||||
| 3.50%, 4/1/29 |
267,000 | 245,496 | ||||||
| 2.75%, 11/1/29 |
360,000 | 314,384 | ||||||
| 2.44%, 1/15/32 |
100,000 | 81,719 | ||||||
| 3.00%, 1/15/52 |
85,000 | 58,345 | ||||||
| 4.80%, 12/1/77, (4.80% fixed rate until 12/1/27; 3-month U.S. dollar London Interbank Offered Rate + 2.409% thereafter)(b)(e) |
268,000 | 216,456 | ||||||
| NIKE, Inc. |
||||||||
| 2.85%, 3/27/30 |
280,000 | 252,353 | ||||||
| NiSource, Inc. |
||||||||
| 3.60%, 5/1/30 |
515,000 | 463,629 | ||||||
| 5.25%, 2/15/43 |
25,000 | 23,940 | ||||||
| 4.80%, 2/15/44 |
15,000 | 13,421 | ||||||
| 5.65%, 2/1/45 |
74,000 | 73,654 | ||||||
| 4.38%, 5/15/47 |
131,000 | 111,616 | ||||||
| Norfolk Southern Corp. |
||||||||
| 3.15%, 6/1/27 |
60,000 | 56,286 | ||||||
| 3.80%, 8/1/28(c) |
34,000 | 32,593 | ||||||
| 2.55%, 11/1/29 |
193,000 | 167,665 | ||||||
| 4.84%, 10/1/41 |
120,000 | 112,826 | ||||||
| 3.95%, 10/1/42 |
62,000 | 52,382 | ||||||
| 3.94%, 11/1/47 |
10,000 | 8,222 | ||||||
| 4.10%, 5/15/49 |
83,000 | 69,401 | ||||||
| 3.05%, 5/15/50 |
255,000 | 177,141 | ||||||
| 2.90%, 8/25/51 |
110,000 | 73,874 | ||||||
| 3.70%, 3/15/53 |
45,000 | 34,797 | ||||||
| 4.10%, 5/15/2121 |
120,000 | 85,804 | ||||||
| Northrop Grumman Corp. |
||||||||
| 2.93%, 1/15/25 |
450,000 | 432,823 | ||||||
| 3.20%, 2/1/27 |
100,000 | 94,250 | ||||||
| 7.75%, 2/15/31 |
170,000 | 199,247 | ||||||
| 5.15%, 5/1/40 |
275,000 | 273,823 | ||||||
| 5.05%, 11/15/40 |
26,000 | 25,424 | ||||||
| 4.03%, 10/15/47 |
39,000 | 33,228 | ||||||
| 5.25%, 5/1/50 |
205,000 | 208,415 | ||||||
| NOV, Inc. |
||||||||
| 3.95%, 12/1/42 |
180,000 | 129,269 | ||||||
| NSTAR Electric Co. |
||||||||
| 3.20%, 5/15/27 |
125,000 | 118,016 | ||||||
| Nucor Corp. |
||||||||
| 5.20%, 8/1/43 |
225,000 | 217,676 | ||||||
| 2.98%, 12/15/55 |
22,000 | 13,812 | ||||||
| NVIDIA Corp. |
||||||||
| 2.85%, 4/1/30 |
515,000 | 455,456 | ||||||
| O’Reilly Automotive, Inc. |
||||||||
| 3.60%, 9/1/27 |
50,000 | 47,593 | ||||||
| 4.20%, 4/1/30 |
225,000 | 213,759 | ||||||
| 1.75%, 3/15/31 |
175,000 | 136,677 | ||||||
| Oglethorpe Power Corp. |
||||||||
| 5.95%, 11/1/39 |
50,000 | 48,551 | ||||||
| 5.25%, 9/1/50 |
80,000 | 69,980 | ||||||
| Oklahoma Gas and Electric Co. |
||||||||
| 3.80%, 8/15/28 |
135,000 | 127,521 | ||||||
| Omega Healthcare Investors, Inc. |
||||||||
| 4.95%, 4/1/24 |
50,000 | 49,409 | ||||||
| 4.50%, 4/1/27 |
30,000 | 28,060 | ||||||
| 4.75%, 1/15/28 |
60,000 | 55,547 | ||||||
| 3.63%, 10/1/29 |
112,000 | 93,012 | ||||||
| Omnicom Group, Inc. |
||||||||
| 2.45%, 4/30/30 |
380,000 | 317,026 | ||||||
| ONEOK Partners LP |
||||||||
| 6.13%, 2/1/41 |
195,000 | 187,122 | ||||||
| ONEOK, Inc. |
||||||||
| 4.00%, 7/13/27 |
265,000 | 250,197 | ||||||
| 4.55%, 7/15/28 |
157,000 | 149,351 | ||||||
| 3.40%, 9/1/29 |
259,000 | 226,192 | ||||||
| 4.95%, 7/13/47 |
25,000 | 20,942 | ||||||
| 7.15%, 1/15/51 |
165,000 | 172,044 | ||||||
| Oracle Corp. |
||||||||
| 2.50%, 4/1/25 |
800,000 | 757,200 | ||||||
| 2.80%, 4/1/27 |
385,000 | 352,059 | ||||||
| 2.30%, 3/25/28 |
25,000 | 21,699 | ||||||
| 2.95%, 4/1/30 |
635,000 | 545,681 | ||||||
| 2.88%, 3/25/31 |
743,000 | 622,783 | ||||||
| 4.30%, 7/8/34 |
337,000 | 298,595 | ||||||
| 3.80%, 11/15/37 |
240,000 | 190,538 | ||||||
| 6.50%, 4/15/38 |
190,000 | 198,719 | ||||||
| 3.60%, 4/1/40 |
55,000 | 41,377 | ||||||
| 5.38%, 7/15/40 |
560,000 | 521,108 | ||||||
| 4.13%, 5/15/45 |
355,000 | 271,373 | ||||||
| 4.00%, 7/15/46 |
270,000 | 201,458 | ||||||
| 4.00%, 11/15/47 |
270,000 | 202,011 | ||||||
| 3.60%, 4/1/50 |
156,000 | 108,790 | ||||||
| 3.95%, 3/25/51 |
575,000 | 423,217 | ||||||
| 4.38%, 5/15/55 |
173,000 | 131,667 | ||||||
| 3.85%, 4/1/60 |
262,000 | 177,133 | ||||||
| 4.10%, 3/25/61 |
353,000 | 251,753 | ||||||
| Oshkosh Corp. |
||||||||
| 4.60%, 5/15/28 |
46,000 | 44,072 | ||||||
| Otis Worldwide Corp. |
||||||||
| 2.57%, 2/15/30 |
448,000 | 382,404 | ||||||
| 3.11%, 2/15/40 |
15,000 | 11,343 | ||||||
| Ovintiv, Inc. |
||||||||
| 7.20%, 11/1/31 |
248,000 | 265,561 | ||||||
| Owens Corning |
||||||||
| 7.00%, 12/1/36 |
32,000 | 34,874 | ||||||
| 4.30%, 7/15/47 |
40,000 | 31,944 | ||||||
| 4.40%, 1/30/48 |
175,000 | 139,538 | ||||||
| Owl Rock Capital Corp. |
||||||||
| 2.88%, 6/11/28 |
400,000 | 321,428 | ||||||
| Owl Rock Capital Corp. III |
||||||||
| 3.13%, 4/13/27 |
200,000 | 166,662 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Pacific Gas and Electric Co. |
||||||||
| 3.45%, 7/1/25 |
$ | 250,000 | $ | 237,047 | ||||
| 2.10%, 8/1/27 |
50,000 | 42,795 | ||||||
| 4.55%, 7/1/30 |
525,000 | 481,540 | ||||||
| 2.50%, 2/1/31 |
785,000 | 617,614 | ||||||
| 4.40%, 3/1/32 |
45,000 | 39,842 | ||||||
| 4.50%, 7/1/40 |
257,000 | 205,590 | ||||||
| 4.20%, 6/1/41 |
60,000 | 45,773 | ||||||
| 3.75%, 8/15/42 |
350,000 | 244,020 | ||||||
| 4.60%, 6/15/43 |
50,000 | 38,598 | ||||||
| 4.75%, 2/15/44 |
25,000 | 19,645 | ||||||
| 4.00%, 12/1/46 |
100,000 | 69,888 | ||||||
| 4.95%, 7/1/50 |
135,000 | 107,974 | ||||||
| 3.50%, 8/1/50 |
203,000 | 132,551 | ||||||
| Packaging Corp. of America |
||||||||
| 3.40%, 12/15/27 |
205,000 | 190,556 | ||||||
| 3.00%, 12/15/29 |
252,000 | 219,371 | ||||||
| 4.05%, 12/15/49 |
26,000 | 20,579 | ||||||
| Paramount Global |
||||||||
| 2.90%, 1/15/27 |
92,000 | 83,157 | ||||||
| 3.38%, 2/15/28 |
200,000 | 178,286 | ||||||
| 3.70%, 6/1/28 |
84,000 | 76,132 | ||||||
| 7.88%, 7/30/30 |
232,000 | 251,739 | ||||||
| 4.95%, 1/15/31 |
248,000 | 223,944 | ||||||
| 4.20%, 5/19/32 |
35,000 | 29,096 | ||||||
| 4.38%, 3/15/43 |
173,000 | 122,131 | ||||||
| 5.85%, 9/1/43 |
82,000 | 69,406 | ||||||
| 5.25%, 4/1/44 |
30,000 | 23,648 | ||||||
| 4.95%, 5/19/50 |
190,000 | 142,846 | ||||||
| Parker-Hannifin Corp. |
||||||||
| 3.65%, 6/15/24 |
500,000 | 489,205 | ||||||
| 3.25%, 3/1/27 |
145,000 | 136,355 | ||||||
| 3.25%, 6/14/29 |
222,000 | 200,981 | ||||||
| 4.10%, 3/1/47(d) |
100,000 | 82,231 | ||||||
| 4.00%, 6/14/49 |
105,000 | 85,231 | ||||||
| PayPal Holdings, Inc. |
||||||||
| 2.30%, 6/1/30 |
90,000 | 74,867 | ||||||
| Pentair Finance Sarl |
||||||||
| 4.50%, 7/1/29 |
293,000 | 269,123 | ||||||
| PepsiCo, Inc. |
||||||||
| 2.25%, 3/19/25 |
750,000 | 717,030 | ||||||
| 3.00%, 10/15/27 |
128,000 | 121,476 | ||||||
| 3.60%, 2/18/28 |
100,000 | 97,015 | ||||||
| PerkinElmer, Inc. |
||||||||
| 2.55%, 3/15/31 |
200,000 | 163,334 | ||||||
| Pfizer, Inc. |
||||||||
| 3.60%, 9/15/28 |
94,000 | 90,904 | ||||||
| 3.45%, 3/15/29 |
92,000 | 87,260 | ||||||
| 2.63%, 4/1/30 |
96,000 | 85,471 | ||||||
| 1.70%, 5/28/30 |
32,000 | 26,641 | ||||||
| 1.75%, 8/18/31 |
175,000 | 143,094 | ||||||
| PG&E Wildfire Recovery Funding LLC |
||||||||
| 5.10%, 6/1/54, Series A-5 |
650,000 | 635,115 | ||||||
| Philip Morris International, Inc. |
||||||||
| 1.75%, 11/1/30 |
410,000 | 321,735 | ||||||
| Phillips 66 |
||||||||
| 4.65%, 11/15/34 |
322,000 | 307,903 | ||||||
| 5.88%, 5/1/42 |
155,000 | 163,874 | ||||||
| 3.30%, 3/15/52 |
200,000 | 143,654 | ||||||
| Phillips 66 Co. |
||||||||
| 3.75%, 3/1/28(d) |
220,000 | 203,381 | ||||||
| 4.90%, 10/1/46(d) |
100,000 | 90,678 | ||||||
| Physicians Realty LP |
||||||||
| 3.95%, 1/15/28 |
75,000 | 69,041 | ||||||
| Piedmont Operating Partnership LP |
||||||||
| 4.45%, 3/15/24 |
45,000 | 44,326 | ||||||
| Pioneer Natural Resources Co. |
||||||||
| 1.90%, 8/15/30 |
278,000 | 223,053 | ||||||
| Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
| 4.50%, 12/15/26 |
171,000 | 165,258 | ||||||
| 3.55%, 12/15/29 |
170,000 | 148,762 | ||||||
| 6.65%, 1/15/37 |
252,000 | 253,429 | ||||||
| 4.70%, 6/15/44 |
42,000 | 32,616 | ||||||
| PNC Financial Services Group, Inc. |
||||||||
| 5.67%, 10/28/25, (5.671% fixed rate until 10/28/24; Secured Overnight Financing Index + 1.09% thereafter)(b) |
500,000 | 504,590 | ||||||
| 3.45%, 4/23/29 |
58,000 | 53,460 | ||||||
| 2.55%, 1/22/30 |
392,000 | 333,561 | ||||||
| PPG Industries, Inc. |
||||||||
| 2.55%, 6/15/30 |
25,000 | 21,252 | ||||||
| PPL Capital Funding, Inc. |
||||||||
| 3.10%, 5/15/26 |
87,000 | 81,458 | ||||||
| 4.13%, 4/15/30 |
100,000 | 92,934 | ||||||
| President and Fellows of Harvard College |
||||||||
| 2.52%, 10/15/50 |
125,000 | 83,804 | ||||||
| Principal Financial Group, Inc. |
||||||||
| 3.70%, 5/15/29 |
156,000 | 146,473 | ||||||
| Progress Energy, Inc. |
||||||||
| 7.75%, 3/1/31 |
19,000 | 21,849 | ||||||
| Progressive Corp. |
||||||||
| 6.63%, 3/1/29 |
105,000 | 115,739 | ||||||
| Prologis LP |
||||||||
| 3.25%, 6/30/26 |
41,000 | 39,055 | ||||||
| 4.00%, 9/15/28 |
45,000 | 43,186 | ||||||
| 4.38%, 2/1/29 |
110,000 | 106,227 | ||||||
| 1.75%, 2/1/31 |
260,000 | 205,145 | ||||||
| 1.63%, 3/15/31 |
50,000 | 38,682 | ||||||
| Prudential Financial, Inc. |
||||||||
| 4.50%, 9/15/47, (4.50% fixed rate until 9/15/27; 3-month U.S. dollar London Interbank Offered Rate + 2.38% thereafter)(b)(e) |
600,000 | 527,112 | ||||||
| 6.00%, 9/1/52, (6.00% fixed rate until 9/1/32; 5-year Constant Maturity Treasury Rate + 3.234% thereafter)(b) |
150,000 | 138,643 | ||||||
| Public Service Co. of Colorado |
||||||||
| 3.70%, 6/15/28(c) |
251,000 | 240,119 | ||||||
| Public Service Electric and Gas Co. |
||||||||
| 3.20%, 5/15/29 |
300,000 | 275,178 | ||||||
| Public Service Enterprise Group, Inc. |
||||||||
| 1.60%, 8/15/30 |
100,000 | 78,385 | ||||||
| Public Storage |
||||||||
| 3.09%, 9/15/27 |
50,000 | 46,838 | ||||||
| 2.25%, 11/9/31 |
185,000 | 150,246 | ||||||
| Puget Energy, Inc. |
||||||||
| 2.38%, 6/15/28 |
104,000 | 89,161 | ||||||
| PulteGroup, Inc. |
||||||||
| 6.00%, 2/15/35 |
190,000 | 185,026 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| QUALCOMM, Inc. |
||||||||
| 1.30%, 5/20/28 |
$ | 50,000 | $ | 42,644 | ||||
| Quanta Services, Inc. |
||||||||
| 3.05%, 10/1/41 |
160,000 | 109,144 | ||||||
| Quest Diagnostics, Inc. |
||||||||
| 2.95%, 6/30/30 |
485,000 | 422,731 | ||||||
| 4.70%, 3/30/45 |
25,000 | 21,360 | ||||||
| Raytheon Technologies Corp. |
||||||||
| 3.20%, 3/15/24 |
500,000 | 490,590 | ||||||
| 3.50%, 3/15/27 |
190,000 | 181,830 | ||||||
| 7.20%, 8/15/27 |
21,000 | 23,387 | ||||||
| 4.13%, 11/16/28 |
338,000 | 327,620 | ||||||
| 2.25%, 7/1/30 |
175,000 | 147,448 | ||||||
| 4.45%, 11/16/38 |
152,000 | 140,304 | ||||||
| 4.88%, 10/15/40 |
18,000 | 17,212 | ||||||
| 4.70%, 12/15/41 |
50,000 | 46,354 | ||||||
| 4.50%, 6/1/42 |
196,000 | 181,496 | ||||||
| 4.15%, 5/15/45 |
119,000 | 102,239 | ||||||
| 3.75%, 11/1/46 |
31,000 | 24,771 | ||||||
| 4.35%, 4/15/47 |
102,000 | 89,893 | ||||||
| 4.05%, 5/4/47 |
130,000 | 109,115 | ||||||
| 4.63%, 11/16/48 |
30,000 | 27,629 | ||||||
| 3.13%, 7/1/50 |
85,000 | 61,484 | ||||||
| 2.82%, 9/1/51 |
50,000 | 34,139 | ||||||
| 3.03%, 3/15/52 |
84,000 | 59,226 | ||||||
| Realty Income Corp. |
||||||||
| 4.60%, 2/6/24 |
50,000 | 49,777 | ||||||
| 4.13%, 10/15/26 |
55,000 | 53,381 | ||||||
| 3.00%, 1/15/27 |
46,000 | 42,627 | ||||||
| 3.65%, 1/15/28 |
236,000 | 221,491 | ||||||
| Regency Centers LP |
||||||||
| 4.13%, 3/15/28 |
25,000 | 23,366 | ||||||
| 2.95%, 9/15/29 |
122,000 | 102,873 | ||||||
| 4.40%, 2/1/47 |
38,000 | 30,115 | ||||||
| 4.65%, 3/15/49 |
90,000 | 73,712 | ||||||
| Regeneron Pharmaceuticals, Inc. |
||||||||
| 1.75%, 9/15/30 |
224,000 | 176,234 | ||||||
| 2.80%, 9/15/50 |
150,000 | 96,591 | ||||||
| Regions Financial Corp. |
||||||||
| 7.38%, 12/10/37 |
40,000 | 46,181 | ||||||
| Reinsurance Group of America, Inc. |
||||||||
| 3.90%, 5/15/29 |
75,000 | 68,954 | ||||||
| 3.15%, 6/15/30 |
400,000 | 343,500 | ||||||
| Republic Services, Inc. |
||||||||
| 3.95%, 5/15/28 |
34,000 | 32,698 | ||||||
| 1.45%, 2/15/31 |
280,000 | 218,400 | ||||||
| 1.75%, 2/15/32(c) |
293,000 | 229,117 | ||||||
| Rockwell Automation, Inc. |
||||||||
| 3.50%, 3/1/29 |
168,000 | 158,249 | ||||||
| Roper Technologies, Inc. |
||||||||
| 3.80%, 12/15/26 |
140,000 | 135,162 | ||||||
| 1.40%, 9/15/27 |
44,000 | 37,638 | ||||||
| 2.00%, 6/30/30 |
500,000 | 404,315 | ||||||
| Ross Stores, Inc. |
||||||||
| 1.88%, 4/15/31 |
275,000 | 217,739 | ||||||
| Royalty Pharma PLC |
||||||||
| 2.20%, 9/2/30 |
290,000 | 230,086 | ||||||
| 3.30%, 9/2/40 |
101,000 | 73,004 | ||||||
| 3.55%, 9/2/50 |
245,000 | 164,145 | ||||||
| RPM International, Inc. |
||||||||
| 3.75%, 3/15/27 |
73,000 | 68,554 | ||||||
| 4.55%, 3/1/29 |
45,000 | 42,055 | ||||||
| 4.25%, 1/15/48 |
23,000 | 17,628 | ||||||
| S&P Global, Inc. |
||||||||
| 2.95%, 1/22/27 |
5,000 | 4,727 | ||||||
| 4.25%, 5/1/29(d) |
210,000 | 203,146 | ||||||
| Sabine Pass Liquefaction LLC |
||||||||
| 5.00%, 3/15/27 |
50,000 | 49,422 | ||||||
| 4.20%, 3/15/28 |
232,000 | 220,103 | ||||||
| 4.50%, 5/15/30 |
412,000 | 390,349 | ||||||
| Sabra Health Care LP |
||||||||
| 5.13%, 8/15/26 |
163,000 | 154,382 | ||||||
| 3.90%, 10/15/29 |
100,000 | 82,609 | ||||||
| Santander Holdings USA, Inc. |
||||||||
| 4.40%, 7/13/27 |
202,000 | 194,358 | ||||||
| Sempra Energy |
||||||||
| 3.25%, 6/15/27 |
40,000 | 37,252 | ||||||
| 3.40%, 2/1/28 |
156,000 | 145,127 | ||||||
| 3.80%, 2/1/38 |
213,000 | 174,749 | ||||||
| ServiceNow, Inc. |
||||||||
| 1.40%, 9/1/30 |
284,000 | 221,435 | ||||||
| Sherwin-Williams Co. |
||||||||
| 2.95%, 8/15/29 |
145,000 | 127,877 | ||||||
| 2.30%, 5/15/30 |
240,000 | 199,486 | ||||||
| 4.50%, 6/1/47 |
220,000 | 191,992 | ||||||
| Shire Acquisitions Investments Ireland DAC |
||||||||
| 3.20%, 9/23/26 |
24,000 | 22,632 | ||||||
| Simon Property Group LP |
||||||||
| 3.38%, 6/15/27 |
166,000 | 155,907 | ||||||
| 1.75%, 2/1/28 |
25,000 | 21,361 | ||||||
| 2.45%, 9/13/29 |
82,000 | 68,960 | ||||||
| SITE Centers Corp. |
||||||||
| 4.70%, 6/1/27 |
115,000 | 108,952 | ||||||
| Skyworks Solutions, Inc. |
||||||||
| 1.80%, 6/1/26 |
197,000 | 173,675 | ||||||
| 3.00%, 6/1/31 |
110,000 | 86,258 | ||||||
| Snap-on, Inc. |
||||||||
| 3.25%, 3/1/27 |
150,000 | 143,257 | ||||||
| Sonoco Products Co. |
||||||||
| 2.25%, 2/1/27 |
50,000 | 44,953 | ||||||
| 3.13%, 5/1/30 |
11,000 | 9,550 | ||||||
| 2.85%, 2/1/32 |
150,000 | 122,973 | ||||||
| Southern California Edison Co. |
||||||||
| 3.65%, 3/1/28, Series B |
125,000 | 117,449 | ||||||
| 4.20%, 3/1/29, Series A |
180,000 | 171,761 | ||||||
| 6.65%, 4/1/29 |
208,000 | 216,792 | ||||||
| Southern Co. |
||||||||
| 4.48%, 8/1/24(b) |
500,000 | 492,665 | ||||||
| 3.70%, 4/30/30, Series A |
25,000 | 22,764 | ||||||
| 4.25%, 7/1/36 |
247,000 | 220,349 | ||||||
| 4.40%, 7/1/46 |
80,000 | 67,950 | ||||||
| Southern Co. Gas Capital Corp. |
||||||||
| 5.88%, 3/15/41 |
150,000 | 151,996 | ||||||
| 4.40%, 5/30/47 |
3,000 | 2,444 | ||||||
| Southern Power Co. |
||||||||
| 5.15%, 9/15/41 |
50,000 | 45,691 | ||||||
| 5.25%, 7/15/43 |
110,000 | 99,999 | ||||||
| 4.95%, 12/15/46, Series F |
260,000 | 225,774 | ||||||
| Southwest Airlines Co. |
||||||||
| 5.13%, 6/15/27 |
225,000 | 227,563 | ||||||
| 3.45%, 11/16/27 |
100,000 | 92,952 | ||||||
| Southwest Gas Corp. |
||||||||
| 3.80%, 9/29/46 |
50,000 | 35,580 | ||||||
| 4.15%, 6/1/49 |
150,000 | 109,473 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Southwestern Electric Power Co. |
||||||||
| 1.65%, 3/15/26, Series N |
$ | 408,000 | $ | 366,816 | ||||
| 4.10%, 9/15/28, Series M |
79,000 | 75,862 | ||||||
| 3.85%, 2/1/48, Series L |
150,000 | 112,758 | ||||||
| 3.25%, 11/1/51 |
150,000 | 102,423 | ||||||
| Spectra Energy Partners LP |
||||||||
| 5.95%, 9/25/43 |
100,000 | 99,415 | ||||||
| Spirit Realty LP |
||||||||
| 3.40%, 1/15/30 |
45,000 | 37,606 | ||||||
| Stanley Black & Decker, Inc. |
||||||||
| 4.25%, 11/15/28 |
159,000 | 155,138 | ||||||
| 2.30%, 3/15/30 |
25,000 | 20,997 | ||||||
| Starbucks Corp. |
||||||||
| 4.00%, 11/15/28 |
158,000 | 153,074 | ||||||
| 3.55%, 8/15/29 |
289,000 | 272,073 | ||||||
| 4.30%, 6/15/45(c) |
50,000 | 43,671 | ||||||
| 4.50%, 11/15/48 |
60,000 | 53,306 | ||||||
| 4.45%, 8/15/49 |
247,000 | 217,926 | ||||||
| 3.35%, 3/12/50 |
10,000 | 7,306 | ||||||
| 3.50%, 11/15/50 |
35,000 | 26,396 | ||||||
| State Street Corp. |
||||||||
| 3.03%, 11/1/34, (3.031% fixed rate until 11/1/29; Secured Overnight Financing Rate + 1.49% thereafter)(b) |
540,000 | 458,892 | ||||||
| Steel Dynamics, Inc. |
||||||||
| 3.45%, 4/15/30 |
26,000 | 22,930 | ||||||
| 3.25%, 1/15/31 |
270,000 | 231,169 | ||||||
| STERIS Irish FinCo Unlimited Co. |
||||||||
| 2.70%, 3/15/31 |
589,000 | 484,712 | ||||||
| Stifel Financial Corp. |
||||||||
| 4.00%, 5/15/30 |
175,000 | 154,191 | ||||||
| STORE Capital Corp. |
||||||||
| 4.50%, 3/15/28 |
30,000 | 27,397 | ||||||
| 4.63%, 3/15/29 |
25,000 | 22,959 | ||||||
| Stryker Corp. |
||||||||
| 4.63%, 3/15/46 |
218,000 | 198,347 | ||||||
| 2.90%, 6/15/50(c) |
28,000 | 19,423 | ||||||
| Summa Health |
||||||||
| 3.51%, 11/15/51 |
110,000 | 75,386 | ||||||
| SVB Financial Group |
||||||||
| 3.13%, 6/5/30 |
390,000 | 319,437 | ||||||
| 1.80%, 2/2/31(c) |
431,000 | 310,833 | ||||||
| Synchrony Financial |
||||||||
| 3.70%, 8/4/26 |
119,000 | 108,684 | ||||||
| 3.95%, 12/1/27 |
232,000 | 208,686 | ||||||
| 5.15%, 3/19/29 |
390,000 | 374,322 | ||||||
| Sysco Corp. |
||||||||
| 3.25%, 7/15/27 |
109,000 | 101,580 | ||||||
| 5.95%, 4/1/30 |
123,000 | 129,387 | ||||||
| 5.38%, 9/21/35 |
72,000 | 72,236 | ||||||
| 4.50%, 4/1/46 |
25,000 | 21,459 | ||||||
| 6.60%, 4/1/50 |
232,000 | 263,067 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 3.50%, 4/15/25 |
750,000 | 726,667 | ||||||
| 2.25%, 2/15/26 |
500,000 | 458,640 | ||||||
| 3.75%, 4/15/27 |
797,000 | 755,397 | ||||||
| 3.88%, 4/15/30 |
703,000 | 646,141 | ||||||
| 2.55%, 2/15/31 |
738,000 | 611,005 | ||||||
| 2.25%, 11/15/31 |
145,000 | 115,723 | ||||||
| 2.70%, 3/15/32 |
75,000 | 61,878 | ||||||
| 4.38%, 4/15/40 |
190,000 | 165,106 | ||||||
| 3.00%, 2/15/41 |
148,000 | 107,236 | ||||||
| 4.50%, 4/15/50 |
580,000 | 490,709 | ||||||
| 3.30%, 2/15/51 |
198,000 | 138,038 | ||||||
| 3.40%, 10/15/52 |
313,000 | 218,940 | ||||||
| 3.60%, 11/15/60 |
85,000 | 59,050 | ||||||
| Targa Resources Corp. |
||||||||
| 4.95%, 4/15/52 |
20,000 | 16,274 | ||||||
| Targa Resources Partners LP / Targa Resources Partners Finance Corp. |
||||||||
| 4.88%, 2/1/31 |
940,000 | 856,810 | ||||||
| Target Corp. |
||||||||
| 2.25%, 4/15/25 |
500,000 | 476,120 | ||||||
| 3.38%, 4/15/29 |
130,000 | 121,008 | ||||||
| TC PipeLines LP |
||||||||
| 3.90%, 5/25/27 |
117,000 | 111,335 | ||||||
| TD SYNNEX Corp. |
||||||||
| 1.75%, 8/9/26 |
112,000 | 95,768 | ||||||
| 2.65%, 8/9/31 |
58,000 | 45,114 | ||||||
| Teledyne FLIR LLC |
||||||||
| 2.50%, 8/1/30 |
235,000 | 192,465 | ||||||
| Teledyne Technologies, Inc. |
||||||||
| 2.25%, 4/1/28 |
178,000 | 154,232 | ||||||
| 2.75%, 4/1/31 |
340,000 | 280,643 | ||||||
| Texas Instruments, Inc. |
||||||||
| 2.25%, 9/4/29 |
105,000 | 91,378 | ||||||
| Textron, Inc. |
||||||||
| 3.65%, 3/15/27 |
250,000 | 234,970 | ||||||
| 3.38%, 3/1/28 |
205,000 | 186,101 | ||||||
| Thermo Fisher Scientific, Inc. |
||||||||
| 2.00%, 10/15/31(c) |
240,000 | 197,388 | ||||||
| 2.80%, 10/15/41 |
45,000 | 34,037 | ||||||
| Time Warner Cable Enterprises LLC |
||||||||
| 8.38%, 7/15/33 |
75,000 | 84,106 | ||||||
| Time Warner Cable LLC |
||||||||
| 6.55%, 5/1/37 |
201,000 | 194,281 | ||||||
| 7.30%, 7/1/38 |
155,000 | 158,204 | ||||||
| 5.50%, 9/1/41 |
160,000 | 137,470 | ||||||
| 4.50%, 9/15/42 |
125,000 | 94,435 | ||||||
| Timken Co. |
||||||||
| 4.50%, 12/15/28 |
206,000 | 196,823 | ||||||
| TJX Cos., Inc. |
||||||||
| 1.60%, 5/15/31 |
270,000 | 212,611 | ||||||
| Toledo Hospital |
||||||||
| 5.33%, 11/15/28, Series B |
100,000 | 82,430 | ||||||
| Toll Brothers Finance Corp. |
||||||||
| 4.88%, 3/15/27 |
145,000 | 136,426 | ||||||
| 3.80%, 11/1/29 |
100,000 | 84,742 | ||||||
| Toyota Motor Credit Corp. |
||||||||
| 4.40%, 9/20/24 |
750,000 | 746,257 | ||||||
| 1.90%, 1/13/27 |
178,000 | 160,040 | ||||||
| 2.15%, 2/13/30 |
110,000 | 93,756 | ||||||
| 1.65%, 1/10/31 |
155,000 | 123,808 | ||||||
| Trane Technologies Global Holding Co. Ltd. |
||||||||
| 3.75%, 8/21/28 |
58,000 | 55,300 | ||||||
| 5.75%, 6/15/43 |
50,000 | 50,678 | ||||||
| Trane Technologies Luxembourg Finance SA |
||||||||
| 3.80%, 3/21/29 |
180,000 | 167,089 | ||||||
| 4.50%, 3/21/49 |
150,000 | 125,865 | ||||||
| Transatlantic Holdings, Inc. |
||||||||
| 8.00%, 11/30/39 |
30,000 | 37,217 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Transcontinental Gas Pipe Line Co. LLC |
||||||||
| 4.00%, 3/15/28 |
$ | 420,000 | $ | 398,475 | ||||
| 4.60%, 3/15/48 |
200,000 | 171,674 | ||||||
| Trimble, Inc. |
||||||||
| 4.90%, 6/15/28 |
185,000 | 179,918 | ||||||
| Truist Bank |
||||||||
| 3.30%, 5/15/26 |
40,000 | 37,537 | ||||||
| Truist Financial Corp. |
||||||||
| 4.26%, 7/28/26, (4.26% fixed rate until 7/28/25; Secured Overnight Financing Rate + 1.456% thereafter)(b) |
490,000 | 482,753 | ||||||
| Tyson Foods, Inc. |
||||||||
| 4.35%, 3/1/29 |
260,000 | 252,928 | ||||||
| 4.88%, 8/15/34 |
126,000 | 123,908 | ||||||
| 4.55%, 6/2/47 |
50,000 | 44,323 | ||||||
| 5.10%, 9/28/48 |
286,000 | 271,863 | ||||||
| U.S. Bancorp |
||||||||
| 5.73%, 10/21/26(b) |
750,000 | 766,417 | ||||||
| 2.49%, 11/3/36, (2.491% fixed rate until 11/3/31; 5-year Constant Maturity Treasury Rate + 0.95% thereafter)(b) |
327,000 | 254,128 | ||||||
| UDR, Inc. |
||||||||
| 2.95%, 9/1/26 |
40,000 | 37,176 | ||||||
| 3.50%, 1/15/28 |
25,000 | 22,771 | ||||||
| 4.40%, 1/26/29 |
129,000 | 122,489 | ||||||
| 3.20%, 1/15/30 |
260,000 | 226,226 | ||||||
| 3.00%, 8/15/31 |
95,000 | 79,827 | ||||||
| Union Pacific Corp. |
||||||||
| 6.63%, 2/1/29 |
187,000 | 206,319 | ||||||
| 2.38%, 5/20/31 |
110,000 | 93,597 | ||||||
| 4.05%, 3/1/46 |
49,000 | 41,471 | ||||||
| United Airlines Pass-Through Trust |
||||||||
| 4.30%, 2/15/27, Series 2013-1, Class A |
147,761 | 137,897 | ||||||
| 4.00%, 10/11/27, Series 2014-1, Class A |
54,155 | 50,094 | ||||||
| 3.75%, 3/3/28, Series 2014-2, Class A |
22,494 | 20,552 | ||||||
| 3.45%, 1/7/30, Series 2016-1, Class A |
22,085 | 17,825 | ||||||
| United Parcel Service, Inc. |
||||||||
| 3.05%, 11/15/27(c) |
49,000 | 46,846 | ||||||
| 3.40%, 3/15/29 |
110,000 | 103,672 | ||||||
| UnitedHealth Group, Inc. |
||||||||
| 1.15%, 5/15/26 |
100,000 | 90,120 | ||||||
| 3.45%, 1/15/27 |
93,000 | 89,499 | ||||||
| 3.38%, 4/15/27 |
95,000 | 90,994 | ||||||
| 3.70%, 5/15/27 |
10,000 | 9,716 | ||||||
| 3.85%, 6/15/28 |
70,000 | 67,632 | ||||||
| 3.88%, 12/15/28 |
40,000 | 38,528 | ||||||
| 3.05%, 5/15/41 |
25,000 | 19,238 | ||||||
| 3.25%, 5/15/51 |
25,000 | 18,534 | ||||||
| Universal Health Services, Inc. |
||||||||
| 2.65%, 1/15/32(d) |
365,000 | 279,995 | ||||||
| University of Notre Dame du Lac |
||||||||
| 3.39%, 2/15/48, Series 2017 |
12,000 | 9,505 | ||||||
| Unum Group |
||||||||
| 5.75%, 8/15/42 |
122,000 | 112,016 | ||||||
| 4.50%, 12/15/49 |
75,000 | 55,826 | ||||||
| Utah Acquisition Sub, Inc. |
||||||||
| 5.25%, 6/15/46 |
110,000 | 86,230 | ||||||
| Valero Energy Corp. |
||||||||
| 2.15%, 9/15/27 |
154,000 | 136,564 | ||||||
| 4.35%, 6/1/28 |
132,000 | 128,812 | ||||||
| 2.80%, 12/1/31 |
250,000 | 207,687 | ||||||
| 6.63%, 6/15/37 |
18,000 | 19,419 | ||||||
| 4.90%, 3/15/45 |
93,000 | 85,713 | ||||||
| 3.65%, 12/1/51 |
77,000 | 56,708 | ||||||
| Valero Energy Partners LP |
||||||||
| 4.50%, 3/15/28 |
50,000 | 49,154 | ||||||
| Valmont Industries, Inc. |
||||||||
| 5.00%, 10/1/44 |
55,000 | 48,587 | ||||||
| Ventas Realty LP |
||||||||
| 3.50%, 2/1/25 |
100,000 | 95,968 | ||||||
| 4.00%, 3/1/28 |
115,000 | 107,517 | ||||||
| 4.40%, 1/15/29 |
160,000 | 150,669 | ||||||
| 3.00%, 1/15/30 |
140,000 | 119,091 | ||||||
| 2.50%, 9/1/31 |
370,000 | 292,359 | ||||||
| Verisk Analytics, Inc. |
||||||||
| 5.50%, 6/15/45 |
125,000 | 119,436 | ||||||
| 3.63%, 5/15/50 |
45,000 | 32,235 | ||||||
| Verizon Communications, Inc. |
||||||||
| 0.85%, 11/20/25 |
295,000 | 264,792 | ||||||
| 4.13%, 3/16/27 |
188,000 | 184,567 | ||||||
| 4.33%, 9/21/28 |
436,000 | 424,241 | ||||||
| 3.88%, 2/8/29 |
587,000 | 555,255 | ||||||
| 4.02%, 12/3/29 |
223,000 | 210,552 | ||||||
| 3.15%, 3/22/30 |
350,000 | 312,133 | ||||||
| 1.68%, 10/30/30 |
204,000 | 160,564 | ||||||
| 1.75%, 1/20/31 |
505,000 | 396,213 | ||||||
| 2.55%, 3/21/31 |
947,000 | 789,552 | ||||||
| 2.36%, 3/15/32 |
675,000 | 543,564 | ||||||
| 4.50%, 8/10/33 |
192,000 | 182,755 | ||||||
| 4.40%, 11/1/34 |
130,000 | 120,346 | ||||||
| 2.65%, 11/20/40 |
630,000 | 432,810 | ||||||
| 3.40%, 3/22/41 |
390,000 | 301,575 | ||||||
| 2.85%, 9/3/41 |
364,000 | 259,386 | ||||||
| 4.00%, 3/22/50 |
502,000 | 405,631 | ||||||
| 2.88%, 11/20/50 |
220,000 | 143,070 | ||||||
| 3.55%, 3/22/51 |
626,000 | 464,661 | ||||||
| 2.99%, 10/30/56 |
256,000 | 162,465 | ||||||
| 3.00%, 11/20/60 |
46,000 | 28,840 | ||||||
| 3.70%, 3/22/61 |
383,000 | 276,756 | ||||||
| VF Corp. |
||||||||
| 2.80%, 4/23/27 |
130,000 | 118,661 | ||||||
| 2.95%, 4/23/30(c) |
160,000 | 134,491 | ||||||
| Viatris, Inc. |
||||||||
| 2.70%, 6/22/30 |
200,000 | 159,830 | ||||||
| 3.85%, 6/22/40 |
50,000 | 34,625 | ||||||
| 4.00%, 6/22/50 |
225,000 | 147,247 | ||||||
| VICI Properties LP |
||||||||
| 4.38%, 5/15/25 |
500,000 | 481,900 | ||||||
| Virginia Electric and Power Co. |
||||||||
| 2.40%, 3/30/32 |
167,000 | 136,750 | ||||||
| 6.00%, 1/15/36, Series B |
92,000 | 96,064 | ||||||
| 4.20%, 5/15/45, Series B |
50,000 | 41,887 | ||||||
| VMware, Inc. |
||||||||
| 4.50%, 5/15/25 |
500,000 | 495,375 | ||||||
| 3.90%, 8/21/27 |
114,000 | 107,347 | ||||||
| 2.20%, 8/15/31 |
180,000 | 138,058 | ||||||
| Vontier Corp. |
||||||||
| 2.95%, 4/1/31 |
225,000 | 163,861 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Voya Financial, Inc. |
||||||||
| 4.70%, 1/23/48, (4.70% fixed rate until 1/23/28; 3-month U.S. dollar London Interbank Offered Rate + 2.084% thereafter)(b)(e) |
$ | 40,000 | $ | 29,950 | ||||
| Vulcan Materials Co. |
||||||||
| 3.90%, 4/1/27 |
20,000 | 19,151 | ||||||
| 4.50%, 6/15/47 |
80,000 | 68,723 | ||||||
| 4.70%, 3/1/48 |
30,000 | 26,181 | ||||||
| W.R. Berkley Corp. |
||||||||
| 4.75%, 8/1/44 |
8,000 | 7,118 | ||||||
| 4.00%, 5/12/50 |
175,000 | 139,195 | ||||||
| 3.15%, 9/30/61 |
35,000 | 21,704 | ||||||
| Walgreens Boots Alliance, Inc. |
||||||||
| 3.20%, 4/15/30 |
150,000 | 130,504 | ||||||
| 4.50%, 11/18/34 |
50,000 | 44,724 | ||||||
| 4.80%, 11/18/44 |
52,000 | 44,822 | ||||||
| 4.10%, 4/15/50 |
125,000 | 94,224 | ||||||
| Walt Disney Co. |
||||||||
| 3.35%, 3/24/25 |
500,000 | 487,190 | ||||||
| 2.00%, 9/1/29 |
139,000 | 117,889 | ||||||
| 3.80%, 3/22/30 |
25,000 | 23,542 | ||||||
| Warnermedia Holdings, Inc. |
||||||||
| 3.64%, 3/15/25(d) |
500,000 | 477,950 | ||||||
| 4.28%, 3/15/32(d) |
510,000 | 433,633 | ||||||
| 5.05%, 3/15/42(d) |
525,000 | 420,026 | ||||||
| 5.14%, 3/15/52(d) |
250,000 | 193,925 | ||||||
| 5.39%, 3/15/62(d) |
425,000 | 329,213 | ||||||
| Waste Connections, Inc. |
||||||||
| 3.50%, 5/1/29 |
261,000 | 242,406 | ||||||
| 2.20%, 1/15/32 |
531,000 | 427,986 | ||||||
| Waste Management, Inc. |
||||||||
| 3.15%, 11/15/27 |
175,000 | 163,949 | ||||||
| 1.15%, 3/15/28 |
121,000 | 101,560 | ||||||
| 1.50%, 3/15/31 |
275,000 | 218,410 | ||||||
| 4.15%, 7/15/49 |
50,000 | 44,669 | ||||||
| 2.50%, 11/15/50(c) |
50,000 | 32,179 | ||||||
| WEC Energy Group, Inc. |
||||||||
| 1.38%, 10/15/27 |
85,000 | 72,257 | ||||||
| Wells Fargo & Co. |
||||||||
| 2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month U.S. dollar London Interbank Offered Rate + 0.75% thereafter)(b)(e) |
650,000 | 606,053 | ||||||
| 3.00%, 4/22/26 |
610,000 | 573,937 | ||||||
| 3.91%, 4/25/26, (3.908% fixed rate until 4/25/25; Secured Overnight Financing Rate + 1.32% thereafter)(b) |
500,000 | 484,480 | ||||||
| 2.39%, 6/2/28, (2.393% fixed rate until 6/2/27; Secured Overnight Financing Rate + 2.10% thereafter)(b) |
500,000 | 442,220 | ||||||
| 4.48%, 4/4/31, (4.478% fixed rate until 4/4/30; Secured Overnight Financing Rate + 4.032% thereafter)(b) |
283,000 | 269,042 | ||||||
| 3.35%, 3/2/33, (3.35% fixed rate until 3/2/32; Secured Overnight Financing Rate + 1.50% thereafter)(b) |
424,000 | 362,825 | ||||||
| 3.07%, 4/30/41, (3.068% fixed rate until 4/30/40; Secured Overnight Financing Rate + 2.53% thereafter)(b) |
100,000 | 74,316 | ||||||
| 5.95%, 12/1/86 |
100,000 | 95,274 | ||||||
| Welltower, Inc. |
||||||||
| 4.25%, 4/15/28 |
50,000 | 47,412 | ||||||
| 4.13%, 3/15/29 |
175,000 | 162,396 | ||||||
| 3.10%, 1/15/30 |
409,000 | 348,799 | ||||||
| 2.80%, 6/1/31 |
225,000 | 182,243 | ||||||
| Westinghouse Air Brake Technologies Corp. |
||||||||
| 4.95%, 9/15/28 |
209,000 | 199,664 | ||||||
| Westlake Corp. |
||||||||
| 5.00%, 8/15/46 |
85,000 | 72,804 | ||||||
| 4.38%, 11/15/47 |
85,000 | 65,298 | ||||||
| 3.13%, 8/15/51 |
150,000 | 96,640 | ||||||
| WestRock MWV LLC |
||||||||
| 8.20%, 1/15/30 |
36,000 | 40,945 | ||||||
| Weyerhaeuser Co. |
||||||||
| 6.95%, 10/1/27 |
75,000 | 81,274 | ||||||
| 4.00%, 11/15/29 |
120,000 | 110,399 | ||||||
| 4.00%, 4/15/30 |
50,000 | 45,662 | ||||||
| 7.38%, 3/15/32 |
61,000 | 68,105 | ||||||
| Whirlpool Corp. |
||||||||
| 2.40%, 5/15/31 |
165,000 | 131,099 | ||||||
| 4.60%, 5/15/50(c) |
185,000 | 146,962 | ||||||
| Williams Cos., Inc. |
||||||||
| 3.75%, 6/15/27 |
149,000 | 141,063 | ||||||
| 2.60%, 3/15/31 |
560,000 | 461,832 | ||||||
| 6.30%, 4/15/40 |
55,000 | 57,385 | ||||||
| 5.75%, 6/24/44 |
47,000 | 46,074 | ||||||
| 5.10%, 9/15/45 |
195,000 | 176,091 | ||||||
| Willis North America, Inc. |
||||||||
| 4.65%, 6/15/27 |
183,000 | 177,938 | ||||||
| 4.50%, 9/15/28 |
100,000 | 95,249 | ||||||
| 2.95%, 9/15/29 |
150,000 | 127,971 | ||||||
| Wisconsin Power and Light Co. |
||||||||
| 3.00%, 7/1/29 |
110,000 | 98,087 | ||||||
| Workday, Inc. |
||||||||
| 3.50%, 4/1/27 |
489,000 | 462,711 | ||||||
| WRKCo, Inc. |
||||||||
| 3.00%, 9/15/24 |
123,000 | 117,807 | ||||||
| 4.00%, 3/15/28 |
74,000 | 69,241 | ||||||
| 3.90%, 6/1/28 |
98,000 | 90,631 | ||||||
| 4.90%, 3/15/29 |
162,000 | 156,848 | ||||||
| 3.00%, 6/15/33 |
155,000 | 124,758 | ||||||
| Xcel Energy, Inc. |
||||||||
| 1.75%, 3/15/27 |
150,000 | 132,564 | ||||||
| 3.40%, 6/1/30 |
80,000 | 71,797 | ||||||
| 2.35%, 11/15/31 |
85,000 | 68,632 | ||||||
| 6.50%, 7/1/36 |
100,000 | 109,179 | ||||||
| Xylem, Inc. |
||||||||
| 1.95%, 1/30/28 |
95,000 | 82,668 | ||||||
| Zimmer Biomet Holdings, Inc. |
||||||||
| 5.75%, 11/30/39 |
108,000 | 106,428 | ||||||
| Zoetis, Inc. |
||||||||
| 3.00%, 9/12/27 |
231,000 | 213,920 | ||||||
| 3.90%, 8/20/28 |
131,000 | 125,087 | ||||||
| 4.70%, 2/1/43 |
25,000 | 23,311 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| 3.95%, 9/12/47 |
$ | 100,000 | $ | 82,737 | ||||
| 4.45%, 8/20/48 |
75,000 | 66,291 | ||||||
|
|
|
|||||||
| Total United States | 262,248,609 | |||||||
|
|
|
|||||||
| TOTAL CORPORATE BONDS (Cost: $348,111,794) |
307,861,580 | |||||||
|
|
|
|||||||
| FOREIGN GOVERNMENT AGENCIES - 0.2% |
||||||||
| Canada - 0.0% |
||||||||
| Hydro-Quebec |
||||||||
| 9.38%, 4/15/30, Series HK |
10,000 | 13,228 | ||||||
|
|
|
|||||||
| Germany - 0.0% |
||||||||
| Kreditanstalt fuer Wiederaufbau |
||||||||
| 5.78%, 6/29/37(f) |
177,000 | 99,281 | ||||||
|
|
|
|||||||
| Japan - 0.2% |
||||||||
| Japan Bank for International Cooperation |
||||||||
| 1.88%, 7/21/26 |
250,000 | 227,805 | ||||||
| 2.88%, 6/1/27 |
320,000 | 300,739 | ||||||
| 2.88%, 7/21/27 |
250,000 | 234,590 | ||||||
| 1.88%, 4/15/31 |
910,000 | 752,106 | ||||||
| Japan International Cooperation Agency |
||||||||
| 2.13%, 10/20/26 |
250,000 | 228,717 | ||||||
|
|
|
|||||||
| Total Japan | 1,743,957 | |||||||
|
|
|
|||||||
| Panama - 0.0% |
||||||||
| Panama Government International Bond |
||||||||
| 4.50%, 1/19/63 |
315,000 | 231,654 | ||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $2,436,137) |
2,088,120 | |||||||
|
|
|
|||||||
| FOREIGN GOVERNMENT OBLIGATIONS - 1.9% |
||||||||
| Chile - 0.1% |
||||||||
| Chile Government International Bond |
||||||||
| 3.24%, 2/6/28 |
200,000 | 188,448 | ||||||
| 2.45%, 1/31/31 |
200,000 | 170,154 | ||||||
| 2.55%, 1/27/32 |
200,000 | 168,952 | ||||||
|
|
|
|||||||
| Total Chile | 527,554 | |||||||
|
|
|
|||||||
| Hungary - 0.0% |
||||||||
| Hungary Government International Bond |
||||||||
| 7.63%, 3/29/41 |
138,000 | 151,244 | ||||||
|
|
|
|||||||
| Indonesia - 0.3% |
||||||||
| Indonesia Government International Bond |
||||||||
| 4.10%, 4/24/28 |
460,000 | 451,555 | ||||||
| 2.85%, 2/14/30 |
240,000 | 216,938 | ||||||
| 3.85%, 10/15/30 |
300,000 | 283,473 | ||||||
| 4.35%, 1/11/48 |
625,000 | 539,075 | ||||||
| 5.35%, 2/11/49 |
200,000 | 193,656 | ||||||
| 4.20%, 10/15/50 |
220,000 | 184,701 | ||||||
| 4.45%, 4/15/70 |
322,000 | 271,971 | ||||||
|
|
|
|||||||
| Total Indonesia | 2,141,369 | |||||||
|
|
|
|||||||
| Israel - 0.0% |
||||||||
| State of Israel |
||||||||
| 2.50%, 1/15/30 |
200,000 | 179,284 | ||||||
|
|
|
|||||||
| Italy - 0.1% |
||||||||
| Republic of Italy Government International Bond |
||||||||
| 2.88%, 10/17/29 |
550,000 | 461,148 | ||||||
| 5.38%, 6/15/33 |
153,000 | 150,275 | ||||||
| 4.00%, 10/17/49 |
350,000 | 255,878 | ||||||
|
|
|
|||||||
| Total Italy | 867,301 | |||||||
|
|
|
|||||||
| Mexico - 0.5% |
||||||||
| Mexico Government International Bond |
||||||||
| 3.75%, 1/11/28 |
260,000 | 248,373 | ||||||
| 4.50%, 4/22/29 |
320,000 | 312,362 | ||||||
| 3.25%, 4/16/30 |
450,000 | 402,961 | ||||||
| 2.66%, 5/24/31 |
860,000 | 718,220 | ||||||
| 4.75%, 4/27/32 |
355,000 | 343,867 | ||||||
| 7.50%, 4/8/33, Series MTNA |
105,000 | 118,263 | ||||||
| 6.75%, 9/27/34, Series MTNA |
380,000 | 408,701 | ||||||
| 6.05%, 1/11/40 |
102,000 | 102,947 | ||||||
| 4.28%, 8/14/41 |
275,000 | 223,814 | ||||||
| 4.75%, 3/8/44, Series MTN |
214,000 | 181,671 | ||||||
| 5.55%, 1/21/45 |
200,000 | 187,770 | ||||||
| 4.60%, 1/23/46 |
500,000 | 410,200 | ||||||
| 4.35%, 1/15/47 |
205,000 | 162,270 | ||||||
| 4.60%, 2/10/48 |
200,000 | 162,984 | ||||||
| 4.50%, 1/31/50 |
200,000 | 160,698 | ||||||
| 4.40%, 2/12/52 |
250,000 | 193,783 | ||||||
| 3.77%, 5/24/61 |
260,000 | 176,389 | ||||||
| 5.75%, 10/12/2110, Series GMTN |
310,000 | 270,611 | ||||||
|
|
|
|||||||
| Total Mexico | 4,785,884 | |||||||
|
|
|
|||||||
| Panama - 0.2% |
||||||||
| Panama Government International Bond |
||||||||
| 8.88%, 9/30/27 |
156,000 | 182,405 | ||||||
| 9.38%, 4/1/29 |
285,000 | 342,576 | ||||||
| 3.30%, 1/19/33 |
500,000 | 416,165 | ||||||
| 6.70%, 1/26/36 |
235,000 | 251,386 | ||||||
| 4.50%, 5/15/47 |
200,000 | 158,186 | ||||||
| 4.30%, 4/29/53 |
295,000 | 221,153 | ||||||
| 4.50%, 4/1/56 |
325,000 | 244,091 | ||||||
|
|
|
|||||||
| Total Panama | 1,815,962 | |||||||
|
|
|
|||||||
| Peru - 0.2% | ||||||||
| Peruvian Government International Bond |
||||||||
| 4.13%, 8/25/27 |
104,000 | 101,699 | ||||||
| 2.84%, 6/20/30 |
620,000 | 536,226 | ||||||
| 2.78%, 1/23/31 |
100,000 | 84,841 | ||||||
| 8.75%, 11/21/33 |
240,000 | 299,074 | ||||||
| 3.00%, 1/15/34 |
246,000 | 201,486 | ||||||
| 6.55%, 3/14/37 |
55,000 | 59,278 | ||||||
| 5.63%, 11/18/50 |
70,000 | 70,321 | ||||||
| 2.78%, 12/1/60 |
210,000 | 127,147 | ||||||
| 3.60%, 1/15/72 |
313,000 | 211,469 | ||||||
| 3.23%, 7/28/2121 |
60,000 | 36,554 | ||||||
|
|
|
|||||||
| Total Peru | 1,728,095 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Philippines - 0.4% |
||||||||
| Philippine Government International Bond |
||||||||
| 3.00%, 2/1/28 |
$ | 750,000 | $ | 698,085 | ||||
| 9.50%, 2/2/30 |
282,000 | 354,122 | ||||||
| 2.46%, 5/5/30 |
200,000 | 173,614 | ||||||
| 1.95%, 1/6/32 |
376,000 | 306,620 | ||||||
| 6.38%, 1/15/32 |
285,000 | 312,417 | ||||||
| 5.00%, 1/13/37 |
500,000 | 490,375 | ||||||
| 3.95%, 1/20/40 |
480,000 | 408,355 | ||||||
| 3.70%, 3/1/41 |
200,000 | 164,324 | ||||||
| 3.70%, 2/2/42 |
325,000 | 266,529 | ||||||
|
|
|
|||||||
| Total Philippines | 3,174,441 | |||||||
|
|
|
|||||||
| Uruguay - 0.1% |
||||||||
| Uruguay Government International Bond |
||||||||
| 4.38%, 1/23/31 |
255,000 | 255,490 | ||||||
| 7.63%, 3/21/36 |
180,000 | 229,478 | ||||||
| 4.13%, 11/20/45 |
70,000 | 65,279 | ||||||
| 5.10%, 6/18/50 |
165,000 | 164,462 | ||||||
| 4.98%, 4/20/55 |
390,000 | 379,033 | ||||||
|
|
|
|||||||
| Total Uruguay | 1,093,742 | |||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $19,006,695) |
16,464,876 | |||||||
|
|
|
|||||||
| SUPRANATIONAL BONDS - 0.1% |
||||||||
| European Investment Bank |
||||||||
| 4.88%, 2/15/36 |
150,000 | 163,746 | ||||||
| Inter-American Development Bank |
||||||||
| 3.88%, 10/28/41 |
100,000 | 94,513 | ||||||
| 3.20%, 8/7/42 |
372,000 | 317,528 | ||||||
| 4.38%, 1/24/44 |
100,000 | 101,188 | ||||||
|
|
|
|||||||
| TOTAL SUPRANATIONAL BONDS (Cost: $933,751) |
676,975 | |||||||
|
|
|
|||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.6% |
||||||||
| United States - 4.6% |
||||||||
| Bank |
||||||||
| 2.04%, 2/15/54, Series 2021-BN31, Class A4 |
1,000,000 | 799,665 | ||||||
| 2.93%, 2/15/55, Series 2022-BNK39, Class A4 |
325,000 | 274,634 | ||||||
| 3.25%, 7/15/60, Series 2017-BNK6, Class A4 |
1,000,000 | 919,224 | ||||||
| 2.76%, 9/15/62, Series 2019-BN20, Class A2 |
1,993,333 | 1,723,287 | ||||||
| Benchmark Mortgage Trust |
||||||||
| 2.70%, 9/15/43, Series 2020-IG1 |
300,000 | 282,392 | ||||||
| 3.94%, 7/15/51, Series 2018-B5, Class A3 |
1,000,000 | 935,028 | ||||||
| 3.46%, 3/15/55, Series 2022-B33, Class A5 |
350,000 | 309,044 | ||||||
| 3.79%, 4/15/55, Series 2022-B34, Class A5^(b) |
750,000 | 678,501 | ||||||
| 3.72%, 3/15/62, Series 2019-B10, Class A4 |
1,000,000 | 923,300 | ||||||
| Citigroup Commercial Mortgage Trust |
||||||||
| 3.15%, 11/15/49, Series 2016-C3, Class A4 |
616,000 | 566,193 | ||||||
| 2.69%, 8/10/56, Series 2019-GC41, Class A2 |
244,337 | 232,499 | ||||||
| 2.87%, 8/10/56, Series 2019-GC41, Class A5 |
250,000 | 216,572 | ||||||
| Commercial Mortgage Trust |
||||||||
| 3.96%, 3/10/47, Series 2014-UBS2, Class A5 |
1,000,000 | 975,358 | ||||||
| 3.70%, 5/10/47, Series 2014-CR17, Class A4 |
1,007,225 | 984,130 | ||||||
| 3.18%, 2/10/48, Series 2015-LC19, Class A4 |
1,000,000 | 948,709 | ||||||
| 3.76%, 8/10/48, Series 2015-CR25, Class A4 |
250,000 | 238,564 | ||||||
| CSAIL Commercial Mortgage Trust |
||||||||
| 3.49%, 11/15/48, Series 2016-C5, Class A4 |
117,779 | 112,846 | ||||||
| 4.22%, 8/15/51, Series 2018-CX12, Class A4^(b) |
779,577 | 738,792 | ||||||
| 3.33%, 6/15/52, Series 2019-C16, Class A3 |
1,000,000 | 888,961 | ||||||
| 2.56%, 3/15/53, Series 2020-C19, Class A3 |
500,000 | 419,738 | ||||||
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates |
||||||||
| 3.31%, 9/25/25, Series K051, Class A2 |
250,000 | 241,322 | ||||||
| 2.57%, 7/25/26, Series K057, Class A2 |
950,000 | 891,814 | ||||||
| 3.43%, 1/25/27, Series K063, Class A2^(b) |
1,000,000 | 963,174 | ||||||
| 3.12%, 6/25/27, Series K066, Class A2 |
750,000 | 712,559 | ||||||
| 3.35%, 1/25/28, Series K073, Class A2 |
1,750,000 | 1,675,592 | ||||||
| 3.93%, 7/25/28, Series K080, Class A2^(b) |
1,000,000 | 980,134 | ||||||
| 2.79%, 6/25/29, Series K095, Class A2 |
2,000,000 | 1,824,431 | ||||||
| 2.07%, 1/25/30, Series K106, Class A2 |
2,000,000 | 1,723,059 | ||||||
| 1.66%, 12/25/30, Series K124, Class A2 |
1,100,000 | 897,928 | ||||||
| 2.11%, 1/25/31, Series K127, Class A2 |
1,600,000 | 1,351,842 | ||||||
| 1.89%, 1/25/32, Series K138, Class AM |
1,000,000 | 808,661 | ||||||
| 2.12%, 4/25/55, Series K749, Class A2^(b) |
350,000 | 308,372 | ||||||
| 2.58%, 6/25/55, Series K145, Class A2 |
1,200,000 | 1,035,658 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| Federal National Mortgage Association Alternative Credit Enhancement Securities |
||||||||
| 3.27%, 2/25/29, Series 2019 -M5, Class A2 |
$ | 2,000,000 | $ | 1,896,309 | ||||
| 2.44%, 10/25/29, Series 2020-M1, Class A2 |
2,600,000 | 2,305,025 | ||||||
| 1.27%, 7/25/30, Series 2020-M42, Class A2 |
150,000 | 119,900 | ||||||
| 1.52%, 11/25/30, Series 2021-M1G, Class A2^(b) |
1,000,000 | 802,590 | ||||||
| 2.94%, 7/25/39, Series 2016-M11, Class AL |
180,692 | 175,659 | ||||||
| GS Mortgage Securities Trust |
||||||||
| 2.90%, 2/13/53, Series 2020-GC45, Class A2 |
630,000 | 589,427 | ||||||
| JP Morgan Chase Commercial Mortgage Securities Trust |
||||||||
| 3.65%, 12/15/49, Series 2016-JP4, Class A4^(b) |
132,000 | 123,482 | ||||||
| JPMBB Commercial Mortgage Securities Trust |
||||||||
| 4.08%, 2/15/47, Series 2014-C18, Class A5 |
1,000,000 | 974,780 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||
| 3.08%, 3/15/48, Series 2015-C21, Class A3 |
108,046 | 102,537 | ||||||
| 3.31%, 4/15/48, Series 2015-C22, Class A4 |
1,000,000 | 946,095 | ||||||
| 3.21%, 10/15/48, Series 2015-C26, Class A3 |
694,668 | 673,141 | ||||||
| Morgan Stanley Capital I Trust |
||||||||
| 3.53%, 6/15/50, Series 2017-H1, Class A5 |
500,000 | 462,210 | ||||||
| 2.57%, 10/15/54, Series 2021-L7, Class A5 |
1,000,000 | 812,096 | ||||||
| UBS Commercial Mortgage Trust |
||||||||
| 3.49%, 8/15/50, Series 2017-C2, Class A4 |
1,000,000 | 920,000 | ||||||
| Wells Fargo Commercial Mortgage Trust |
||||||||
| 2.93%, 7/15/48, Series 2016-C35, Class A4 |
1,525,000 | 1,393,552 | ||||||
| 3.72%, 12/15/48, Series 2015-NXS4, Class A4 |
500,000 | 474,880 | ||||||
| 3.37%, 10/15/49, Series 2016-LC24, Class AS |
860,000 | 774,582 | ||||||
| 3.75%, 3/15/51, Series 2018-C43, Class A3 |
555,313 | 524,119 | ||||||
| 4.00%, 4/15/55, Series 2022-C62, Class A4^(b) |
100,000 | 90,684 | ||||||
|
|
|
|||||||
| TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $43,598,558) |
40,743,051 | |||||||
|
|
|
|||||||
| MUNICIPAL BONDS - 0.2% |
||||||||
| United States - 0.2% |
||||||||
| Alameda County Joint Powers Authority |
||||||||
| 7.05%, 12/1/44, Series A |
150,000 | 184,555 | ||||||
| Los Angeles County Public Works Financing Authority |
||||||||
| 7.62%, 8/1/40 |
100,000 | 125,964 | ||||||
| Los Angeles Department of Water & Power |
||||||||
| 6.57%, 7/1/45, Series A |
70,000 | 83,275 | ||||||
| Municipal Electric Authority of Georgia |
||||||||
| 6.64%, 4/1/57, Series A |
213,000 | 222,960 | ||||||
| Port Authority of New York & New Jersey |
||||||||
| 5.65%, 11/1/40 |
130,000 | 139,563 | ||||||
| Sales Tax Securitization Corp. |
||||||||
| 4.64%, 1/1/40, Series A |
95,000 | 90,487 | ||||||
| San Jose Redevelopment Agency Successor Agency |
||||||||
| 3.38%, 8/1/34, Series A-T |
60,000 | 51,432 | ||||||
| State of Illinois |
||||||||
| 5.10%, 6/1/33 |
595,000 | 574,209 | ||||||
| 6.63%, 2/1/35 |
100,000 | 102,234 | ||||||
| University of California |
||||||||
| 4.86%, 5/15/2112, Series AD |
56,000 | 48,775 | ||||||
| University of Virginia |
||||||||
| 3.23%, 9/1/2119, Series A |
150,000 | 87,786 | ||||||
|
|
|
|||||||
| TOTAL MUNICIPAL BONDS (Cost: $2,010,590) |
1,711,240 | |||||||
|
|
|
|||||||
| ASSET-BACKED SECURITIES - 2.9% |
||||||||
| United States - 2.9% |
||||||||
| American Express Credit Account Master Trust |
||||||||
| 0.90%, 11/15/26, Series 2021-1, Class A |
1,570,000 | 1,451,175 | ||||||
| 3.39%, 5/15/27, Series 2022-2, Class A |
2,000,000 | 1,933,305 | ||||||
| BA Credit Card Trust |
||||||||
| 3.53%, 11/15/27, Series 2022-A1, Class A1 |
1,150,000 | 1,114,398 | ||||||
| Barclays Dryrock Issuance Trust |
||||||||
| 3.07%, 2/15/28, Series 2022-1, Class A |
1,250,000 | 1,198,970 | ||||||
| Capital One Multi-Asset Execution Trust |
||||||||
| 3.49%, 5/15/27, Series 2022-A2, Class A |
1,850,000 | 1,790,046 | ||||||
| 2.06%, 8/15/28, Series 2019-A3, Class A3 |
1,000,000 | 910,092 | ||||||
| 1.39%, 7/15/30, Series 2021-A2, Class A2 |
1,250,000 | 1,045,459 | ||||||
| CarMax Auto Owner Trust |
||||||||
| 2.03%, 6/16/25, Series 2020-1, Class A4 |
585,000 | 562,661 | ||||||
| 3.97%, 4/15/27, Series 2022-3, Class A3 |
1,095,000 | 1,065,828 | ||||||
| CNH Equipment Trust |
||||||||
| 0.70%, 5/17/27, Series 2021-B, Class A4 |
1,000,000 | 882,480 | ||||||
| Discover Card Execution Note Trust |
||||||||
| 1.96%, 2/15/27, Series 2022-A1, Class A1 |
350,000 | 328,572 | ||||||
| Ford Credit Auto Owner Trust |
||||||||
| 3.93%, 8/15/27, Series 2022-B, Class A4 |
750,000 | 728,540 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| Investments in Long Securities |
Principal Amount |
Value | ||||||
| GM Financial Automobile Leasing Trust |
||||||||
| 3.42%, 6/20/25, Series 2022-2, Class A3 |
$ | 500,000 | $ | 486,870 | ||||
| 4.01%, 9/22/25, Series 2022-3, Class A3 |
850,000 | 830,713 | ||||||
| GM Financial Consumer Automobile Receivables Trust |
||||||||
| 0.58%, 1/16/26, Series 2020-3, Class A4 |
1,000,000 | 939,944 | ||||||
| 3.71%, 12/16/27, Series 2022-3, Class A4 |
1,250,000 | 1,201,598 | ||||||
| Honda Auto Receivables Owner Trust |
||||||||
| 0.46%, 4/19/27, Series 2020-3, Class A4 |
250,000 | 237,581 | ||||||
| Hyundai Auto Receivables Trust |
||||||||
| 0.60%, 2/16/27, Series 2021-B, Class A4 |
1,000,000 | 902,759 | ||||||
| Toyota Auto Receivables Owner Trust |
||||||||
| 0.53%, 10/15/26, Series 2021-B, Class A4 |
1,500,000 | 1,356,583 | ||||||
| 3.76%, 4/15/27, Series 2022-C, Class A3 |
250,000 | 243,353 | ||||||
| 3.77%, 2/15/28, Series 2022-C, Class A4 |
774,000 | 745,242 | ||||||
| Verizon Master Trust |
||||||||
| 1.53%, 7/20/28, Series 2022-2, Class A |
500,000 | 464,432 | ||||||
| Volkswagen Auto Lease Trust |
||||||||
| 3.65%, 1/20/27, Series 2022-A, Class A4 |
1,250,000 | 1,212,174 | ||||||
| World Omni Auto Receivables Trust |
||||||||
| 0.44%, 8/17/26, Series 2021-C, Class A3 |
990,000 | 938,940 | ||||||
| 0.61%, 10/15/26, Series 2020-C, Class A4 |
400,000 | 370,441 | ||||||
| 0.64%, 9/15/27, Series 2021-C, Class A4 |
1,000,000 | 913,186 | ||||||
| World Omni Automobile Lease Securitization Trust |
||||||||
| 0.42%, 8/15/24, Series 2021-A, Class A3 |
650,000 | 626,603 | ||||||
| 3.21%, 2/18/25, Series 2022-A, Class A3 |
1,000,000 | 971,686 | ||||||
|
|
|
|||||||
| TOTAL ASSET-BACKED SECURITIES (Cost: $26,221,256) |
25,453,631 | |||||||
|
|
|
|||||||
| REPURCHASE AGREEMENT - 1.9% |
||||||||
| United States - 1.9% |
||||||||
| Citigroup, Inc., tri-party repurchase agreement dated 11/30/22 (tri-party custodian: The Bank of New York Mellon Corp.), 3.80% due 12/1/22; Proceeds at maturity - $16,451,736 (fully collateralized by U.S. Treasury Inflation Indexed Bond, 0.63% due 4/15/32; Market value including accrued interest - $16,779,097) (Cost: $16,450,000) |
16,450,000 | 16,450,000 | ||||||
|
|
|
|||||||
| Shares | ||||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 0.5% |
||||||||
| United States - 0.5% |
||||||||
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.86%(g) (Cost: $4,029,578) |
4,029,578 | 4,029,578 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN LONG SECURITIES BEFORE SECURITIES SOLD SHORT - 103.8% (Cost: $1,025,640,036) |
916,896,286 | |||||||
|
|
|
|||||||
| Securities Sold Short |
Principal Amount |
|||||||
| U.S. GOVERNMENT AGENCIES SOLD SHORT - (2.8)% |
||||||||
| Federal National Mortgage Association - (1.1)% |
||||||||
| 2.50%, 12/13/52(a) |
$ | (2,875,000 | ) | (2,453,317 | ) | |||
| 2.50%, 1/12/53(a) |
(4,900,000 | ) | (4,185,622 | ) | ||||
| 3.00%, 1/12/53(a) |
(3,000,000 | ) | (2,653,911 | ) | ||||
|
|
|
|||||||
| Total Federal National Mortgage Association | (9,292,850 | ) | ||||||
|
|
|
|||||||
| Uniform Mortgage-Backed Securities - (1.7)% |
||||||||
| 2.50%, 12/16/35(a) |
(3,250,000 | ) | (2,997,997 | ) | ||||
| 3.00%, 12/15/37(a) |
(3,400,000 | ) | (3,196,342 | ) | ||||
| 4.00%, 12/15/37(a) |
(400,000 | ) | (391,301 | ) | ||||
| 3.50%, 2/25/49(a) |
(1,000,000 | ) | (915,474 | ) | ||||
| 3.00%, 12/13/52(a) |
(3,000,000 | ) | (2,652,012 | ) | ||||
| 1.50%, 1/12/53(a) |
(800,000 | ) | (621,312 | ) | ||||
| 2.00%, 1/12/53(a) |
(4,400,000 | ) | (3,619,267 | ) | ||||
| 4.00%, 1/12/53(a) |
(1,000,000 | ) | (945,442 | ) | ||||
|
|
|
|||||||
| Total Uniform Mortgage-Backed Securities | (15,339,147 | ) | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES SOLD SHORT (Proceeds: $24,288,093) |
(24,631,997 | ) | ||||||
| Other Assets less Liabilities - (1.0)% |
(8,846,804 | ) | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% | $ | 883,417,485 | ||||||
|
|
|
|||||||
| ^ | Variable coupon rate based on weighted average interest rate of underlying mortgage. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
| (a) | To-be-announced (“TBA”) security. TBA securities are non-income producing. |
| (b) | Rate shown reflects the accrual rate as of November 30, 2022 on securities with variable or step rates. |
| (c) | Security, or portion thereof, was on loan at November 30, 2022. At November 30, 2022, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $4,938,337 and the total market value of the collateral held by the Fund was $5,035,604. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $1,006,026. |
| (d) | This security is exempt from registration under rule 144A of the Securities Act of 1933. This security may be sold in transactions that are exempt from registration, normally to qualified institutional buyers. |
| (e) | The London Interbank Offered Rate (“LIBOR”) is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Fund’s investments. |
| (f) | Represents a zero coupon bond. Rate shown reflects the effective yield as of November 30, 2022. |
| (g) | Rate shown represents annualized 7-day yield as of November 30, 2022. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (AGGY)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Agencies |
$ | — | $ | 314,544,642 | $ | — | $ | 314,544,642 | ||||||||
| U.S. Government Obligations |
— | 186,872,593 | — | 186,872,593 | ||||||||||||
| Corporate Bonds |
— | 307,861,580 | — | 307,861,580 | ||||||||||||
| Foreign Government Agencies |
— | 2,088,120 | — | 2,088,120 | ||||||||||||
| Foreign Government Obligations |
— | 16,464,876 | — | 16,464,876 | ||||||||||||
| Supranational Bonds |
— | 676,975 | — | 676,975 | ||||||||||||
| Commercial Mortgage-Backed Securities |
— | 40,743,051 | — | 40,743,051 | ||||||||||||
| Municipal Bonds |
— | 1,711,240 | — | 1,711,240 | ||||||||||||
| Asset-Backed Securities |
— | 25,453,631 | — | 25,453,631 | ||||||||||||
| Repurchase Agreement |
— | 16,450,000 | — | 16,450,000 | ||||||||||||
| Investment of Cash Collateral for Securities Loaned |
— | 4,029,578 | — | 4,029,578 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | — | $ | 916,896,286 | $ | — | $ | 916,896,286 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities: | ||||||||||||||||
| Investments in Securities Sold Short | ||||||||||||||||
| U.S. Government Agencies |
$ | — | $ | (24,631,997 | ) | $ | — | $ | (24,631,997 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net | $ | — | $ | 892,264,289 | $ | — | $ | 892,264,289 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT AGENCIES - 18.7% |
||||||||
| Federal Farm Credit Bank - 2.0% |
||||||||
| 2.85%, 5/23/25 |
$ | 511,000 | $ | 493,299 | ||||
| 3.13%, 8/26/27 |
1,000,000 | 964,880 | ||||||
|
|
|
|||||||
| Total Federal Farm Credit Bank | 1,458,179 | |||||||
|
|
|
|||||||
| Federal Home Loan Bank - 1.1% |
||||||||
| 3.66%, 12/1/22(a) |
675,000 | 675,000 | ||||||
| 0.38%, 9/4/25 |
200,000 | 180,656 | ||||||
|
|
|
|||||||
| Total Federal Home Loan Bank | 855,656 | |||||||
|
|
|
|||||||
| Federal Home Loan Mortgage Corporation - 4.9% |
||||||||
| 0.38%, 4/20/23 |
2,186,000 | 2,150,740 | ||||||
| 0.38%, 7/21/25 |
40,000 | 36,253 | ||||||
| 0.38%, 9/23/25 |
1,643,000 | 1,478,798 | ||||||
|
|
|
|||||||
| Total Federal Home Loan Mortgage Corporation | 3,665,791 | |||||||
|
|
|
|||||||
| Federal National Mortgage Association - 2.6% |
||||||||
| 2.63%, 9/6/24 |
1,850,000 | 1,794,611 | ||||||
| 1.63%, 1/7/25 |
175,000 | 165,286 | ||||||
|
|
|
|||||||
| Total Federal National Mortgage Association | 1,959,897 | |||||||
|
|
|
|||||||
| Tennessee Valley Authority - 0.1% |
||||||||
| 0.75%, 5/15/25 |
86,000 | 78,878 | ||||||
|
|
|
|||||||
| Uniform Mortgage-Backed Securities - 8.0% |
||||||||
| 2.50%, 12/16/35(b) |
1,016,000 | 937,220 | ||||||
| 3.00%, 12/1/37(b) |
5,329,000 | 5,009,797 | ||||||
|
|
|
|||||||
| Total Uniform Mortgage-Backed Securities | 5,947,017 | |||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT AGENCIES (Cost: $14,150,952) |
13,965,418 | |||||||
|
|
|
|||||||
| U.S. GOVERNMENT OBLIGATIONS - 42.3% |
||||||||
| U.S. Treasury Bills - 7.1% |
||||||||
| 3.72%, 12/8/22* |
725,000 | 724,493 | ||||||
| 3.65%, 12/13/22* |
500,000 | 499,413 | ||||||
| 4.16%, 2/2/23* |
4,100,000 | 4,071,175 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Bills | 5,295,081 | |||||||
|
|
|
|||||||
| U.S. Treasury Notes - 35.2% |
||||||||
| 1.75%, 12/31/24 |
1,300,000 | 1,234,492 | ||||||
| 0.50%, 3/31/25 |
17,666,000 | 16,232,708 | ||||||
| 0.75%, 4/30/26 |
1,122,900 | 1,006,618 | ||||||
| 0.63%, 7/31/26 |
2,782,900 | 2,466,562 | ||||||
| 1.25%, 12/31/26 |
2,345,000 | 2,109,676 | ||||||
| 2.50%, 3/31/27 |
1,250,000 | 1,181,055 | ||||||
| 2.75%, 4/30/27 |
1,175,000 | 1,121,482 | ||||||
| 3.25%, 6/30/27 |
9,000 | 8,770 | ||||||
| 2.75%, 7/31/27 |
1,044,900 | 996,002 | ||||||
|
|
|
|||||||
| Total U.S. Treasury Notes | 26,357,365 | |||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $33,813,128) |
31,652,446 | |||||||
|
|
|
|||||||
| CORPORATE BONDS - 38.5% |
||||||||
| Canada - 2.0% |
||||||||
| Bank of Montreal |
||||||||
| 1.85%, 5/1/25 |
1,000 | 935 | ||||||
| 1.25%, 9/15/26 |
100,000 | 87,887 | ||||||
| Bank of Nova Scotia |
||||||||
| 2.20%, 2/3/25 |
206,000 | 194,336 | ||||||
| 4.50%, 12/16/25 |
58,000 | 57,297 | ||||||
| 1.05%, 3/2/26 |
40,000 | 35,465 | ||||||
| Canadian Imperial Bank of Commerce |
||||||||
| 3.10%, 4/2/24 |
78,000 | 76,123 | ||||||
| Canadian Natural Resources Ltd. |
||||||||
| 3.90%, 2/1/25 |
30,000 | 29,371 | ||||||
| Enbridge, Inc. |
||||||||
| 2.50%, 1/15/25 |
42,000 | 39,914 | ||||||
| 2.50%, 2/14/25 |
50,000 | 47,430 | ||||||
| Magna International, Inc. |
||||||||
| 4.15%, 10/1/25 |
25,000 | 24,605 | ||||||
| Royal Bank of Canada |
||||||||
| 1.15%, 6/10/25 |
457,000 | 418,804 | ||||||
| Toronto-Dominion Bank |
||||||||
| 1.15%, 6/12/25 |
343,000 | 312,740 | ||||||
| 1.95%, 1/12/27, Series FXD |
160,000 | 143,336 | ||||||
| TransCanada PipeLines Ltd. |
||||||||
| 4.88%, 1/15/26 |
30,000 | 29,810 | ||||||
|
|
|
|||||||
| Total Canada | 1,498,053 | |||||||
|
|
|
|||||||
| China - 0.3% |
||||||||
| Baidu, Inc. |
||||||||
| 4.13%, 6/30/25 |
90,000 | 86,551 | ||||||
| Tencent Music Entertainment Group |
||||||||
| 1.38%, 9/3/25 |
110,000 | 97,268 | ||||||
|
|
|
|||||||
| Total China | 183,819 | |||||||
|
|
|
|||||||
| France - 0.2% |
||||||||
| BPCE SA |
||||||||
| 4.00%, 4/15/24 |
170,000 | 167,134 | ||||||
|
|
|
|||||||
| Germany - 0.2% |
||||||||
| Deutsche Bank AG |
||||||||
| 2.22%, 9/18/24, (2.222% fixed rate until 9/18/23; Secured Overnight Financing Rate + 2.159% thereafter)(c) |
140,000 | 134,351 | ||||||
|
|
|
|||||||
| Ireland - 0.4% |
||||||||
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust |
||||||||
| 4.50%, 9/15/23 |
130,000 | 128,294 | ||||||
| 6.50%, 7/15/25 |
150,000 | 150,968 | ||||||
|
|
|
|||||||
| Total Ireland | 279,262 | |||||||
|
|
|
|||||||
| Japan - 1.2% |
||||||||
| Mitsubishi UFJ Financial Group, Inc. |
||||||||
| 2.19%, 2/25/25 |
536,000 | 503,508 | ||||||
| 1.41%, 7/17/25 |
50,000 | 45,460 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Sumitomo Mitsui Financial Group, Inc. |
||||||||
| 2.70%, 7/16/24 |
$ | 315,000 | $ | 301,984 | ||||
| Toyota Motor Corp. |
||||||||
| 1.34%, 3/25/26 |
73,000 | 65,962 | ||||||
|
|
|
|||||||
| Total Japan | 916,914 | |||||||
|
|
|
|||||||
| Netherlands - 0.3% |
||||||||
| Cooperatieve Rabobank UA |
||||||||
| 4.63%, 12/1/23 |
100,000 | 99,278 | ||||||
| ING Groep NV |
||||||||
| 3.55%, 4/9/24 |
140,000 | 137,003 | ||||||
|
|
|
|||||||
| Total Netherlands | 236,281 | |||||||
|
|
|
|||||||
| Spain - 0.3% |
||||||||
| Banco Santander SA |
||||||||
| 2.71%, 6/27/24 |
200,000 | 192,328 | ||||||
|
|
|
|||||||
| United Kingdom - 1.7% |
||||||||
| BAT Capital Corp. |
||||||||
| 3.22%, 8/15/24 |
35,000 | 33,763 | ||||||
| BAT International Finance PLC |
||||||||
| 1.67%, 3/25/26 |
100,000 | 88,697 | ||||||
| Diageo Capital PLC |
||||||||
| 1.38%, 9/29/25 |
200,000 | 183,396 | ||||||
| HSBC Holdings PLC |
||||||||
| 4.25%, 3/14/24 |
213,000 | 209,824 | ||||||
| 1.65%, 4/18/26, (1.645% fixed rate until 4/18/25; Secured Overnight Financing Rate + 1.538% thereafter)(c) |
50,000 | 45,071 | ||||||
| 2.10%, 6/4/26, (2.099% fixed rate until 6/4/25; Secured Overnight Financing Rate + 1.929% thereafter)(c) |
500,000 | 453,155 | ||||||
| Lloyds Bank PLC |
||||||||
| 3.50%, 5/14/25 |
200,000 | 193,130 | ||||||
| Lloyds Banking Group PLC |
||||||||
| 3.90%, 3/12/24 |
50,000 | 49,076 | ||||||
| Santander UK Group Holdings PLC |
||||||||
| 1.09%, 3/15/25, (1.089% fixed rate until 3/15/24; Secured Overnight Financing Rate + 0.787% thereafter)(c) |
41,000 | 38,088 | ||||||
|
|
|
|||||||
| Total United Kingdom | 1,294,200 | |||||||
|
|
|
|||||||
| United States - 31.9% |
||||||||
| 3M Co. |
||||||||
| 2.65%, 4/15/25 |
50,000 | 48,023 | ||||||
| Abbott Laboratories |
||||||||
| 3.88%, 9/15/25 |
600,000 | 592,338 | ||||||
| AbbVie, Inc. |
||||||||
| 3.80%, 3/15/25 |
100,000 | 97,939 | ||||||
| 3.20%, 5/14/26 |
125,000 | 118,971 | ||||||
| Adobe, Inc. |
||||||||
| 1.90%, 2/1/25 |
112,000 | 106,410 | ||||||
| Aetna, Inc. |
||||||||
| 3.50%, 11/15/24 |
7,000 | 6,827 | ||||||
| Air Lease Corp. |
||||||||
| 3.00%, 9/15/23 |
50,000 | 49,026 | ||||||
| Air Products and Chemicals, Inc. |
||||||||
| 1.50%, 10/15/25 |
104,000 | 95,556 | ||||||
| Ally Financial, Inc. |
||||||||
| 1.45%, 10/2/23 |
17,000 | 16,442 | ||||||
| Amazon.com, Inc. |
||||||||
| 0.80%, 6/3/25 |
50,000 | 45,866 | ||||||
| American Express Co. |
||||||||
| 3.00%, 10/30/24 |
76,000 | 73,785 | ||||||
| 3.63%, 12/5/24 |
143,000 | 139,888 | ||||||
| American Honda Finance Corp. |
||||||||
| 1.20%, 7/8/25 |
80,000 | 73,258 | ||||||
| American International Group, Inc. |
||||||||
| 3.90%, 4/1/26 |
75,000 | 72,953 | ||||||
| American Tower Corp. |
||||||||
| 3.65%, 3/15/27 |
131,000 | 122,844 | ||||||
| Ameriprise Financial, Inc. |
||||||||
| 3.00%, 4/2/25 |
50,000 | 48,136 | ||||||
| Amgen, Inc. |
||||||||
| 2.60%, 8/19/26 |
75,000 | 69,890 | ||||||
| 2.20%, 2/21/27 |
25,000 | 22,763 | ||||||
| Applied Materials, Inc. |
||||||||
| 3.30%, 4/1/27 |
40,000 | 38,502 | ||||||
| Ares Capital Corp. |
||||||||
| 3.88%, 1/15/26 |
8,000 | 7,370 | ||||||
| AT&T, Inc. |
||||||||
| 2.30%, 6/1/27 |
150,000 | 135,327 | ||||||
| AvalonBay Communities, Inc. |
||||||||
| 3.35%, 5/15/27 |
50,000 | 46,704 | ||||||
| Bank of America Corp. |
||||||||
| 3.88%, 8/1/25 |
323,000 | 318,753 | ||||||
| 0.98%, 9/25/25, (0.981% fixed rate until 9/25/24; Secured Overnight Financing Rate + 0.91% thereafter)(c) |
50,000 | 45,862 | ||||||
| 3.09%, 10/1/25, (3.093% fixed rate until 10/1/24; 3-month U.S. dollar London Interbank Offered Rate + 1.09% thereafter)(c)(d) |
207,000 | 197,534 | ||||||
| 3.37%, 1/23/26, (3.366% fixed rate until 1/23/25; 3-month U.S. dollar London Interbank Offered Rate + 0.81% thereafter)(c)(d) |
80,000 | 76,494 | ||||||
| 2.02%, 2/13/26, (2.015% fixed rate until 2/13/25; 3-month U.S. dollar London Interbank Offered Rate + 0.64% thereafter)(c)(d) |
771,000 | 715,210 | ||||||
| 3.38%, 4/2/26, (3.384% fixed rate until 4/2/25; Secured Overnight Financing Rate + 1.33% thereafter)(c) |
100,000 | 95,226 | ||||||
| Bank of New York Mellon Corp. |
||||||||
| 1.60%, 4/24/25 |
50,000 | 46,461 | ||||||
| 3.35%, 4/25/25 |
150,000 | 145,831 | ||||||
| Berkshire Hathaway Energy Co. |
||||||||
| 4.05%, 4/15/25 |
117,000 | 116,096 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Berry Global, Inc. |
||||||||
| 1.57%, 1/15/26 |
$ | 80,000 | $ | 71,614 | ||||
| BGC Partners, Inc. |
||||||||
| 5.38%, 7/24/23 |
1,000 | 994 | ||||||
| Blackstone Secured Lending Fund |
||||||||
| 3.65%, 7/14/23 |
9,000 | 8,899 | ||||||
| Boeing Co. |
||||||||
| 2.75%, 2/1/26 |
357,000 | 331,564 | ||||||
| Boston Properties LP |
||||||||
| 3.65%, 2/1/26 |
50,000 | 47,584 | ||||||
| BP Capital Markets America, Inc. |
||||||||
| 3.41%, 2/11/26 |
50,000 | 48,372 | ||||||
| 3.12%, 5/4/26 |
25,000 | 23,908 | ||||||
| 3.54%, 4/6/27 |
125,000 | 119,832 | ||||||
| Bristol-Myers Squibb Co. |
||||||||
| 3.20%, 6/15/26 |
100,000 | 96,168 | ||||||
| Broadcom, Inc. |
||||||||
| 3.15%, 11/15/25 |
17,000 | 16,202 | ||||||
| 3.46%, 9/15/26 |
60,000 | 56,774 | ||||||
| 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) |
450,000 | 421,677 | ||||||
| Caterpillar Financial Services Corp. |
||||||||
| 1.70%, 1/8/27 |
175,000 | 157,411 | ||||||
| Celanese U.S. Holdings LLC |
||||||||
| 6.05%, 3/15/25 |
50,000 | 49,776 | ||||||
| Charles Schwab Corp. |
||||||||
| 3.00%, 3/10/25 |
91,000 | 87,722 | ||||||
| 4.20%, 3/24/25 |
50,000 | 49,862 | ||||||
| Charter Communications Operating LLC / Charter Communications Operating Capital |
||||||||
| 4.91%, 7/23/25 |
75,000 | 73,829 | ||||||
| Cigna Corp. |
||||||||
| 4.13%, 11/15/25 |
55,000 | 54,007 | ||||||
| 1.25%, 3/15/26 |
37,000 | 33,207 | ||||||
| Cisco Systems, Inc. |
||||||||
| 3.50%, 6/15/25 |
130,000 | 127,373 | ||||||
| Citigroup, Inc. |
||||||||
| 2.01%, 1/25/26, (2.014% fixed rate until 1/25/25; Secured Overnight Financing Rate + 0.694% thereafter)(c) |
300,000 | 278,547 | ||||||
| 3.29%, 3/17/26, (3.29% fixed rate until 3/17/25; Secured Overnight Financing Rate + 1.528% thereafter)(c) |
200,000 | 190,514 | ||||||
| 3.11%, 4/8/26, (3.106% fixed rate until 4/8/25; Secured Overnight Financing Rate + 2.842% thereafter)(c) |
78,000 | 73,994 | ||||||
| 3.20%, 10/21/26 |
75,000 | 70,123 | ||||||
| 1.12%, 1/28/27, (1.122% fixed rate until 1/28/26; Secured Overnight Financing Rate + 0.765% thereafter)(c) |
251,000 | 219,133 | ||||||
| 4.45%, 9/29/27 |
105,000 | 101,209 | ||||||
| Comcast Corp. |
||||||||
| 3.38%, 8/15/25 |
138,000 | 133,825 | ||||||
| 3.95%, 10/15/25 |
42,000 | 41,334 | ||||||
| 3.15%, 3/1/26 |
255,000 | 244,831 | ||||||
| Crown Castle, Inc. |
||||||||
| 3.20%, 9/1/24 |
48,000 | 46,589 | ||||||
| CSX Corp. |
||||||||
| 3.25%, 6/1/27 |
50,000 | 47,234 | ||||||
| Cummins, Inc. |
||||||||
| 0.75%, 9/1/25 |
140,000 | 126,613 | ||||||
| CVS Health Corp. |
||||||||
| 4.10%, 3/25/25 |
80,000 | 79,238 | ||||||
| 3.88%, 7/20/25 |
30,000 | 29,499 | ||||||
| Dell International LLC / EMC Corp. |
||||||||
| 6.02%, 6/15/26 |
25,000 | 25,548 | ||||||
| Discovery Communications LLC |
||||||||
| 2.95%, 3/20/23 |
30,000 | 30,000 | ||||||
| Dominion Energy, Inc. |
||||||||
| 3.90%, 10/1/25 |
90,000 | 87,828 | ||||||
| Duke Energy Corp. |
||||||||
| 0.90%, 9/15/25 |
100,000 | 90,391 | ||||||
| DuPont de Nemours, Inc. |
||||||||
| 4.49%, 11/15/25 |
30,000 | 29,830 | ||||||
| Ecolab, Inc. |
||||||||
| 1.65%, 2/1/27 |
30,000 | 26,721 | ||||||
| Edison International |
||||||||
| 4.70%, 8/15/25 |
25,000 | 24,552 | ||||||
| Energy Transfer LP |
||||||||
| 2.90%, 5/15/25 |
155,000 | 146,481 | ||||||
| Entergy Louisiana LLC |
||||||||
| 5.59%, 10/1/24 |
36,000 | 36,690 | ||||||
| Enterprise Products Operating LLC |
||||||||
| 3.95%, 2/15/27 |
50,000 | 48,408 | ||||||
| EOG Resources, Inc. |
||||||||
| 4.15%, 1/15/26 |
25,000 | 24,669 | ||||||
| Equinix, Inc. |
||||||||
| 1.25%, 7/15/25 |
44,000 | 39,828 | ||||||
| ERP Operating LP |
||||||||
| 3.38%, 6/1/25 |
12,000 | 11,567 | ||||||
| Evergy Metro, Inc. |
||||||||
| 3.65%, 8/15/25 |
160,000 | 155,630 | ||||||
| Exelon Corp. |
||||||||
| 3.40%, 4/15/26 |
21,000 | 20,131 | ||||||
| Fidelity National Information Services, Inc. |
||||||||
| 1.15%, 3/1/26 |
23,000 | 20,328 | ||||||
| Fifth Third Bancorp |
||||||||
| 2.38%, 1/28/25 |
100,000 | 94,607 | ||||||
| Franklin Resources, Inc. |
||||||||
| 2.85%, 3/30/25 |
140,000 | 134,280 | ||||||
| FS KKR Capital Corp. |
||||||||
| 3.40%, 1/15/26 |
36,000 | 32,843 | ||||||
| General Dynamics Corp. |
||||||||
| 3.25%, 4/1/25 |
150,000 | 145,881 | ||||||
| 3.50%, 5/15/25 |
189,000 | 185,067 | ||||||
| General Motors Co. |
||||||||
| 6.13%, 10/1/25 |
99,000 | 100,421 | ||||||
| General Motors Financial Co., Inc. |
||||||||
| 3.80%, 4/7/25 |
175,000 | 169,262 | ||||||
| 1.25%, 1/8/26 |
125,000 | 109,791 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Georgia Power Co. |
||||||||
| 2.20%, 9/15/24, Series A |
$ | 78,000 | $ | 74,536 | ||||
| Gilead Sciences, Inc. |
||||||||
| 3.65%, 3/1/26 |
130,000 | 126,187 | ||||||
| Global Payments, Inc. |
||||||||
| 4.80%, 4/1/26 |
20,000 | 19,600 | ||||||
| Goldman Sachs Group, Inc. |
||||||||
| 3.50%, 4/1/25 |
209,000 | 202,594 | ||||||
| 3.75%, 5/22/25 |
250,000 | 243,447 | ||||||
| 1.09%, 12/9/26, (1.093% fixed rate until 12/9/25; Secured Overnight Financing Rate + 0.789% thereafter)(c) |
680,000 | 599,685 | ||||||
| HCA, Inc. |
||||||||
| 5.25%, 4/15/25 |
133,000 | 133,108 | ||||||
| Home Depot, Inc. |
||||||||
| 2.88%, 4/15/27 |
200,000 | 188,020 | ||||||
| Honeywell International, Inc. |
||||||||
| 2.50%, 11/1/26 |
100,000 | 93,548 | ||||||
| HP, Inc. |
||||||||
| 2.20%, 6/17/25 |
142,000 | 132,719 | ||||||
| Humana, Inc. |
||||||||
| 1.35%, 2/3/27 |
25,000 | 21,641 | ||||||
| Intel Corp. |
||||||||
| 3.70%, 7/29/25 |
100,000 | 98,215 | ||||||
| Intercontinental Exchange, Inc. |
||||||||
| 3.75%, 12/1/25 |
50,000 | 48,965 | ||||||
| International Business Machines Corp. |
||||||||
| 3.00%, 5/15/24 |
235,000 | 229,210 | ||||||
| Intuit, Inc. |
||||||||
| 0.95%, 7/15/25 |
181,000 | 165,602 | ||||||
| John Deere Capital Corp. |
||||||||
| 3.45%, 3/13/25 |
139,000 | 135,992 | ||||||
| 4.05%, 9/8/25 |
75,000 | 74,223 | ||||||
| JPMorgan Chase & Co. |
||||||||
| 3.80%, 7/23/24, (3.797% fixed rate until 7/23/23; 3-month U.S. dollar London Interbank Offered Rate + 0.89% thereafter)(c)(d) |
100,000 | 98,948 | ||||||
| 3.88%, 9/10/24 |
719,000 | 708,157 | ||||||
| 4.02%, 12/5/24, (4.023% fixed rate until 12/5/23; 3-month U.S. dollar London Interbank Offered Rate + 1.00% thereafter)(c)(d) |
55,000 | 54,341 | ||||||
| 3.13%, 1/23/25 |
76,000 | 73,858 | ||||||
| 2.08%, 4/22/26, (2.083% fixed rate until 4/22/25; Secured Overnight Financing Rate + 1.85% thereafter)(c) |
444,000 | 412,551 | ||||||
| Juniper Networks, Inc. |
||||||||
| 1.20%, 12/10/25 |
45,000 | 40,243 | ||||||
| KeyBank NA |
||||||||
| 3.30%, 6/1/25 |
250,000 | 241,065 | ||||||
| Kinder Morgan, Inc. |
||||||||
| 1.75%, 11/15/26 |
50,000 | 44,322 | ||||||
| L3Harris Technologies, Inc. |
||||||||
| 3.85%, 12/15/26 |
25,000 | 24,087 | ||||||
| Laboratory Corp. of America Holdings |
||||||||
| 3.60%, 2/1/25 |
25,000 | 24,260 | ||||||
| Lam Research Corp. |
||||||||
| 3.75%, 3/15/26 |
7,000 | 6,858 | ||||||
| Lennox International, Inc. |
||||||||
| 1.35%, 8/1/25 |
100,000 | 90,786 | ||||||
| Lockheed Martin Corp. |
||||||||
| 3.55%, 1/15/26 |
25,000 | 24,445 | ||||||
| 5.10%, 11/15/27 |
25,000 | 25,737 | ||||||
| Lowe’s Cos., Inc. |
||||||||
| 3.35%, 4/1/27 |
80,000 | 76,067 | ||||||
| Marriott International, Inc. |
||||||||
| 5.00%, 10/15/27 |
50,000 | 49,717 | ||||||
| Mastercard, Inc. |
||||||||
| 2.00%, 3/3/25 |
30,000 | 28,550 | ||||||
| McDonald’s Corp. |
||||||||
| 3.50%, 7/1/27 |
75,000 | 71,877 | ||||||
| Merck & Co., Inc. |
||||||||
| 1.70%, 6/10/27 |
300,000 | 268,908 | ||||||
| Meta Platforms, Inc. |
||||||||
| 3.50%, 8/15/27(e) |
50,000 | 47,019 | ||||||
| MetLife, Inc. |
||||||||
| 3.60%, 11/13/25 |
25,000 | 24,401 | ||||||
| Mondelez International, Inc. |
||||||||
| 1.50%, 5/4/25 |
25,000 | 23,260 | ||||||
| Morgan Stanley |
||||||||
| 3.62%, 4/17/25, (3.62% fixed rate until 4/17/24; Secured Overnight Financing Rate + 1.16% thereafter)(c) |
320,000 | 311,926 | ||||||
| 4.00%, 7/23/25 |
284,000 | 278,246 | ||||||
| 3.88%, 1/27/26 |
80,000 | 77,660 | ||||||
| 2.19%, 4/28/26, (2.188% fixed rate until 4/28/25; Secured Overnight Financing Rate + 1.99% thereafter)(c) |
306,000 | 284,702 | ||||||
| MPLX LP |
||||||||
| 1.75%, 3/1/26 |
100,000 | 89,715 | ||||||
| National Rural Utilities Cooperative Finance Corp. |
||||||||
| 2.85%, 1/27/25 |
50,000 | 48,191 | ||||||
| NetApp, Inc. |
||||||||
| 1.88%, 6/22/25 |
80,000 | 73,786 | ||||||
| NextEra Energy Capital Holdings, Inc. |
||||||||
| 4.45%, 6/20/25 |
75,000 | 74,695 | ||||||
| NiSource, Inc. |
||||||||
| 0.95%, 8/15/25 |
170,000 | 153,586 | ||||||
| Northrop Grumman Corp. |
||||||||
| 2.93%, 1/15/25 |
25,000 | 24,046 | ||||||
| Oncor Electric Delivery Co. LLC |
||||||||
| 0.55%, 10/1/25 |
379,000 | 337,723 | ||||||
| Oracle Corp. |
||||||||
| 2.50%, 4/1/25 |
544,000 | 514,896 | ||||||
| Pacific Gas and Electric Co. |
||||||||
| 4.95%, 6/8/25 |
100,000 | 98,464 | ||||||
| Parker-Hannifin Corp. |
||||||||
| 4.25%, 9/15/27 |
50,000 | 48,674 | ||||||
| PECO Energy Co. |
||||||||
| 3.15%, 10/15/25 |
35,000 | 33,708 | ||||||
| PepsiCo, Inc. |
||||||||
| 2.25%, 3/19/25 |
40,000 | 38,242 | ||||||
| 3.50%, 7/17/25 |
40,000 | 39,250 | ||||||
| Pfizer, Inc. |
||||||||
| 3.00%, 12/15/26 |
380,000 | 364,192 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| Philip Morris International, Inc. |
||||||||
| 1.50%, 5/1/25 |
$ | 30,000 | $ | 27,778 | ||||
| 3.38%, 8/11/25 |
10,000 | 9,602 | ||||||
| Plains All American Pipeline LP / PAA Finance Corp. |
||||||||
| 4.65%, 10/15/25 |
30,000 | 29,586 | ||||||
| PNC Financial Services Group, Inc. |
||||||||
| 3.90%, 4/29/24 |
100,000 | 98,729 | ||||||
| Prologis LP |
||||||||
| 2.13%, 4/15/27 |
75,000 | 67,744 | ||||||
| Prudential Financial, Inc. |
||||||||
| 1.50%, 3/10/26 |
75,000 | 67,869 | ||||||
| Public Service Electric and Gas Co. |
||||||||
| 0.95%, 3/15/26 |
467,000 | 417,307 | ||||||
| Public Storage |
||||||||
| 1.50%, 11/9/26 |
80,000 | 71,753 | ||||||
| QUALCOMM, Inc. |
||||||||
| 3.45%, 5/20/25 |
200,000 | 195,476 | ||||||
| Ralph Lauren Corp. |
||||||||
| 3.75%, 9/15/25 |
109,000 | 106,694 | ||||||
| Raytheon Technologies Corp. |
||||||||
| 3.50%, 3/15/27 |
50,000 | 47,850 | ||||||
| Realty Income Corp. |
||||||||
| 3.88%, 7/15/24 |
88,000 | 86,367 | ||||||
| Ryder System, Inc. |
||||||||
| 1.75%, 9/1/26 |
80,000 | 71,064 | ||||||
| Sabine Pass Liquefaction LLC |
||||||||
| 5.63%, 3/1/25 |
75,000 | 75,292 | ||||||
| Santander Holdings USA, Inc. |
||||||||
| 3.45%, 6/2/25 |
244,000 | 233,079 | ||||||
| Schlumberger Finance Canada Ltd. |
||||||||
| 1.40%, 9/17/25 |
15,000 | 13,770 | ||||||
| Simon Property Group LP |
||||||||
| 3.38%, 6/15/27 |
50,000 | 46,960 | ||||||
| Southwest Airlines Co. |
||||||||
| 5.25%, 5/4/25 |
34,000 | 34,215 | ||||||
| Southwestern Electric Power Co. |
||||||||
| 1.65%, 3/15/26, Series N |
80,000 | 71,925 | ||||||
| Starbucks Corp. |
||||||||
| 3.80%, 8/15/25 |
8,000 | 7,896 | ||||||
| State Street Corp. |
||||||||
| 3.55%, 8/18/25 |
218,000 | 212,395 | ||||||
| 2.35%, 11/1/25, (2.354% fixed rate until 11/1/24; Secured Overnight Financing Rate + 0.94% thereafter)(c) |
336,000 | 318,269 | ||||||
| 1.75%, 2/6/26, (1.746% fixed rate until 2/6/25; Secured Overnight Financing Rate + 0.411% thereafter)(c) |
50,000 | 46,607 | ||||||
| Stryker Corp. |
||||||||
| 3.50%, 3/15/26 |
10,000 | 9,688 | ||||||
| Sysco Corp. |
||||||||
| 3.75%, 10/1/25 |
56,000 | 54,400 | ||||||
| T-Mobile USA, Inc. |
||||||||
| 3.50%, 4/15/25 |
75,000 | 72,667 | ||||||
| 2.25%, 2/15/26 |
50,000 | 45,864 | ||||||
| Target Corp. |
||||||||
| 1.95%, 1/15/27 |
280,000 | 256,312 | ||||||
| Toyota Motor Credit Corp. |
||||||||
| 3.00%, 4/1/25 |
50,000 | 48,200 | ||||||
| 0.80%, 10/16/25 |
250,000 | 224,777 | ||||||
| 3.05%, 3/22/27 |
150,000 | 141,100 | ||||||
| Truist Bank |
||||||||
| 1.50%, 3/10/25 |
250,000 | 231,842 | ||||||
| Truist Financial Corp. |
||||||||
| 4.00%, 5/1/25 |
335,000 | 329,375 | ||||||
| TWDC Enterprises 18 Corp. |
||||||||
| 3.15%, 9/17/25 |
350,000 | 337,242 | ||||||
| U.S. Bancorp |
||||||||
| 2.40%, 7/30/24 |
50,000 | 48,329 | ||||||
| 1.45%, 5/12/25 |
100,000 | 92,895 | ||||||
| 5.73%, 10/21/26, (5.727% fixed rate until 10/21/25; Secured Overnight Financing Rate + 1.43% thereafter)(c) |
75,000 | 76,642 | ||||||
| Union Pacific Corp. |
||||||||
| 2.15%, 2/5/27 |
100,000 | 91,567 | ||||||
| UnitedHealth Group, Inc. |
||||||||
| 3.75%, 7/15/25 |
150,000 | 147,409 | ||||||
| UPMC |
||||||||
| 3.60%, 4/3/25, Series D-1 |
300,000 | 291,171 | ||||||
| Verizon Communications, Inc. |
||||||||
| 1.45%, 3/20/26 |
75,000 | 67,923 | ||||||
| Walgreens Boots Alliance, Inc. |
||||||||
| 3.45%, 6/1/26 |
50,000 | 47,931 | ||||||
| Walt Disney Co. |
||||||||
| 3.70%, 10/15/25 |
209,000 | 204,170 | ||||||
| Wells Fargo & Co. |
||||||||
| 3.00%, 2/19/25 |
774,000 | 745,950 | ||||||
| 2.41%, 10/30/25, (2.406% fixed rate until 10/30/24; Secured Overnight Financing Rate + 1.087% thereafter)(c) |
416,000 | 392,829 | ||||||
| 2.16%, 2/11/26, (2.164% fixed rate until 2/11/25; 3-month U.S. dollar London Interbank Offered Rate + 0.75% thereafter)(c)(d) |
322,000 | 300,230 | ||||||
| Welltower, Inc. |
||||||||
| 3.63%, 3/15/24 |
50,000 | 49,015 | ||||||
| Williams Cos., Inc. |
||||||||
| 4.00%, 9/15/25 |
50,000 | 48,807 | ||||||
| 3.75%, 6/15/27 |
75,000 | 71,005 | ||||||
| Zoetis, Inc. |
||||||||
| 4.50%, 11/13/25 |
22,000 | 21,888 | ||||||
|
|
|
|||||||
| Total United States | 23,882,403 | |||||||
|
|
|
|||||||
| TOTAL CORPORATE BONDS (Cost: $30,926,003) |
28,784,745 | |||||||
|
|
|
|||||||
| FOREIGN GOVERNMENT AGENCIES - 0.4% |
||||||||
| Japan - 0.4% |
||||||||
| Japan Bank for International Cooperation |
||||||||
| 1.75%, 10/17/24, Series DTC |
200,000 | 189,246 | ||||||
| 2.13%, 2/10/25, Series DTC |
140,000 | 132,920 | ||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT AGENCIES (Cost: $348,918) |
322,166 | |||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| FOREIGN GOVERNMENT OBLIGATIONS - 0.6% |
||||||||
| Chile - 0.2% |
||||||||
| Chile Government International Bond |
||||||||
| 3.13%, 3/27/25 |
$ | 110,000 | $ | 107,173 | ||||
|
|
|
|||||||
| Colombia - 0.2% |
||||||||
| Colombia Government International Bond |
||||||||
| 2.63%, 3/15/23 |
100,000 | 99,181 | ||||||
| 4.00%, 2/26/24 |
78,000 | 75,934 | ||||||
|
|
|
|||||||
| Total Colombia |
175,115 | |||||||
|
|
|
|||||||
| Indonesia - 0.2% |
||||||||
| Indonesia Government International Bond |
||||||||
| 2.95%, 1/11/23 |
150,000 | 150,034 | ||||||
|
|
|
|||||||
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost: $445,342) |
432,322 | |||||||
|
|
|
|||||||
| COMMERCIAL MORTGAGE-BACKED SECURITIES - 6.7% |
||||||||
| United States - 6.7% |
||||||||
| Benchmark Mortgage Trust |
||||||||
| 3.75%, 3/15/52, Series 2019-B9, Class A4 |
500,000 | 461,344 | ||||||
| 2.03%, 10/15/53, Series 2020-B20, Class A5 |
788,000 | 633,852 | ||||||
| 2.58%, 4/15/54, Series 2021-B25, Class A5 |
2,200,000 | 1,827,673 | ||||||
| Commercial Mortgage Trust |
||||||||
| 3.42%, 8/10/47, Series 2014-UBS4, Class A4 |
200,000 | 193,348 | ||||||
| GS Mortgage Securities Trust |
||||||||
| 5.49%, 11/10/46, Series 2013-GC16, Class C^(c) |
200,000 | 194,275 | ||||||
| Morgan Stanley Bank of America Merrill Lynch Trust |
||||||||
| 2.74%, 4/15/48, Series 2015-C22, Class A2 |
244,365 | 244,365 | ||||||
| Morgan Stanley Capital I Trust |
||||||||
| 4.48%, 12/15/50, Series 2017-HR2, Class C^(c) |
160,000 | 137,949 | ||||||
| Wells Fargo Commercial Mortgage Trust |
||||||||
| 2.60%, 6/15/49, Series 2016-C34, Class A2 |
14,599 | 14,307 | ||||||
| 2.63%, 4/15/54, Series 2021-C59, Class A5 |
376,000 | 310,338 | ||||||
| WFRBS Commercial Mortgage Trust |
||||||||
| 3.50%, 8/15/47, Series 2014-C21, Class D(e) |
627,000 | 535,230 | ||||||
| WMRK Commercial Mortgage Trust |
||||||||
| 6.29%, 11/15/27, Series 2022-WMRK, Class A^(c)(e) |
500,000 | 498,053 | ||||||
|
|
|
|||||||
| TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES (Cost: $5,874,570) |
5,050,734 | |||||||
|
|
|
|||||||
| ASSET-BACKED SECURITIES - 0.1% |
||||||||
| United States - 0.1% |
||||||||
| CarMax Auto Owner Trust |
||||||||
| 2.30%, 4/15/25, Series 2019-3, Class A4 |
62,000 | 60,767 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 107.3% (Cost: $85,620,890) |
80,268,598 | |||||||
| Other Assets less Liabilities - (7.3)% |
(5,443,072 | ) | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
$ | 74,825,526 | ||||||
|
|
|
|||||||
| * | 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 November 30, 2022. |
| (b) | To-be-announced (“TBA”) security. TBA securities are non-income producing. |
| (c) | Rate shown reflects the accrual rate as of November 30, 2022 on securities with variable or step rates. |
| (d) | The London Interbank Offered Rate (“LIBOR”) is being phased out completely by June 30, 2023. There remains uncertainty regarding the nature of any replacement rate and the impact of a transition away from LIBOR on the Fund’s investments. |
| (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. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Agencies |
$ | — | $ | 13,965,418 | $ | — | $ | 13,965,418 | ||||||||
| U.S. Government Obligations |
— | 31,652,446 | — | 31,652,446 | ||||||||||||
| Corporate Bonds |
— | 28,784,745 | — | 28,784,745 | ||||||||||||
| Foreign Government Agencies |
— | 322,166 | — | 322,166 | ||||||||||||
| Foreign Government Obligations |
— | 432,322 | — | 432,322 | ||||||||||||
| Commercial Mortgage-Backed Securities |
— | 5,050,734 | — | 5,050,734 | ||||||||||||
| Asset-Backed Securities |
— | 60,767 | — | 60,767 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | — | $ | 80,268,598 | $ | — | $ | 80,268,598 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Alternative Income Fund (HYIN)
November 30, 2022
| Investments |
Shares | Value | ||||||
| COMMON STOCKS - 70.2% |
||||||||
| United States - 70.2% |
||||||||
| Capital Markets - 23.5% |
||||||||
| Ares Capital Corp. |
15,688 | $ | 308,269 | |||||
| Blackstone Secured Lending Fund |
11,838 | 283,402 | ||||||
| FS KKR Capital Corp.(a) |
14,682 | 291,585 | ||||||
| Golub Capital BDC, Inc. |
22,045 | 308,630 | ||||||
| Hercules Capital, Inc.(a) |
21,612 | 306,026 | ||||||
| Main Street Capital Corp. |
7,510 | 287,182 | ||||||
| Owl Rock Capital Corp.(a) |
23,962 | 309,349 | ||||||
| Prospect Capital Corp.(a) |
40,380 | 312,541 | ||||||
|
|
|
|||||||
| Total Capital Markets |
2,406,984 | |||||||
|
|
|
|||||||
| Mortgage Real Estate Investment Trusts (REITs) - 46.7% |
||||||||
| AGNC Investment Corp. |
26,399 | 263,726 | ||||||
| Angel Oak Mortgage, Inc.(a) |
19,921 | 145,423 | ||||||
| Annaly Capital Management, Inc. |
12,059 | 261,319 | ||||||
| Apollo Commercial Real Estate Finance, Inc. |
26,221 | 324,092 | ||||||
| Arbor Realty Trust, Inc.(a) |
20,245 | 301,246 | ||||||
| Blackstone Mortgage Trust, Inc., Class A |
10,216 | 258,158 | ||||||
| Chimera Investment Corp. |
38,040 | 260,574 | ||||||
| Claros Mortgage Trust, Inc. |
19,579 | 338,325 | ||||||
| Ellington Financial, Inc. |
20,638 | 281,502 | ||||||
| Ladder Capital Corp. |
26,477 | 293,895 | ||||||
| MFA Financial, Inc. |
27,174 | 303,805 | ||||||
| New York Mortgage Trust, Inc. |
105,533 | 296,548 | ||||||
| Ready Capital Corp. |
23,601 | 316,254 | ||||||
| Redwood Trust, Inc.(a) |
40,809 | 322,391 | ||||||
| Rithm Capital Corp. |
33,067 | 299,256 | ||||||
| Starwood Property Trust, Inc. |
12,718 | 272,292 | ||||||
| Two Harbors Investment Corp. |
15,436 | 253,150 | ||||||
|
|
|
|||||||
| Total Mortgage Real Estate Investment Trusts (REITs) |
4,791,956 | |||||||
|
|
|
|||||||
| TOTAL COMMON STOCKS (Cost: $7,964,265) |
7,198,940 | |||||||
|
|
|
|||||||
| CLOSED-END MUTUAL FUNDS - 29.3% |
||||||||
| United States - 29.3% |
||||||||
| BlackRock Corporate High Yield Fund, Inc. |
33,704 | 306,706 | ||||||
| Blackstone Strategic Credit Fund |
26,548 | 292,559 | ||||||
| Eaton Vance Limited Duration Income Fund |
29,940 | 311,376 | ||||||
| Guggenheim Strategic Opportunities Fund |
18,213 | 296,872 | ||||||
| Invesco Senior Income Trust |
80,216 | 316,051 | ||||||
| Nuveen Credit Strategies Income Fund |
57,564 | 307,968 | ||||||
| Nuveen Floating Rate Income Fund |
35,856 | 304,776 | ||||||
| Oxford Lane Capital Corp. |
52,303 | 268,838 | ||||||
| PIMCO Corporate & Income Opportunity Fund |
23,232 | 306,662 | ||||||
| PIMCO Dynamic Income Fund |
14,791 | 293,601 | ||||||
| TOTAL CLOSED-END MUTUAL FUNDS (Cost: $3,413,409) |
3,005,409 | |||||||
|
|
|
|||||||
| INVESTMENT OF CASH COLLATERAL FOR SECURITIES LOANED - 7.9% |
||||||||
| United States - 7.9% |
||||||||
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.86%(b) (Cost: $809,837) |
809,837 | 809,837 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 107.4% (Cost: $12,187,511) |
11,014,186 | |||||||
| Other Assets less Liabilities - (7.4)% |
(761,354 | ) | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
$ | 10,252,832 | ||||||
|
|
|
|||||||
| (a) | Security, or portion thereof, was on loan at November 30, 2022. At November 30, 2022, the total market value of the Fund’s securities on loan identified in the Schedule of Investments was $1,307,692 and the total market value of the collateral held by the Fund was $1,336,639. The total market value of the collateral includes non-cash U.S. Government securities collateral having a value of $526,802. |
| (b) | Rate shown represents annualized 7-day yield as of November 30, 2022. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Alternative Income Fund (HYIN)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: |
|
|||||||||||||||
| Investments in Securities | ||||||||||||||||
| Common Stocks |
$ | 7,198,940 | $ | — | $ | — | $ | 7,198,940 | ||||||||
| Closed-End Mutual Funds |
3,005,409 | — | — | 3,005,409 | ||||||||||||
| Investment of Cash Collateral for Securities Loaned |
— | 809,837 | — | 809,837 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | 10,204,349 | $ | 809,837 | $ | — | $ | 11,014,186 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree PutWrite Strategy Fund (PUTW)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS - 92.2% |
| |||||||
| U.S. Treasury Bills - 92.2% |
| |||||||
| 4.23%, 2/16/23* |
$ | 46,500,000 | $ | 46,090,116 | ||||
| 4.31%, 2/23/23* |
43,000,000 | 42,586,564 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $88,667,385) |
|
88,676,680 | ||||||
|
|
|
|||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND - 4.2% |
| |||||||
| United States - 4.2% |
| |||||||
| WisdomTree Floating Rate Treasury Fund(a) (Cost: $4,023,961) |
80,246 | 4,032,361 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 96.4% (Cost: $92,691,346) |
|
92,709,041 | ||||||
| Other Assets less Liabilities - 3.6% |
|
3,448,955 | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
|
$ | 96,157,996 | |||||
|
|
|
|||||||
| * | 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 three-month fiscal period ended November 30, 2022 were as follows:
| Affiliate |
Value at 8/31/2022 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/ (Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 11/30/2022 |
Dividend Income |
|||||||||||||||||||||
| WisdomTree Floating Rate Treasury Fund |
$ | 4,652,949 | $ | — | $ | 621,075 | $ | (592 | ) | $ | 1,079 | $ | 4,032,361 | $ | 35,823 | |||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree PutWrite Strategy Fund (PUTW)
November 30, 2022
FINANCIAL DERIVATIVE INSTRUMENTS
WRITTEN PUT OPTION CONTRACTS (EXCHANGE-TRADED)
| Description |
Number of Contracts |
Notional Amount1 |
Strike Price |
Expiration Date |
Premiums Paid/ (Received) |
Unrealized Appreciation |
Value | |||||||||||||||||||||
| SPDR S&P 500 ETF Trust |
(1,245 | ) | $ | (49,177,500 | ) | $ | 395 | 12/16/2022 | $ | (1,174,035 | ) | $ | 760,072 | $ | (413,963 | ) | ||||||||||||
| SPDR S&P 500 ETF Trust |
(1,218 | ) | (49,024,500 | ) | 402.50 | 1/6/2023 | (1,275,246 | ) | 314,244 | (961,002 | ) | |||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
| $ | (2,449,281 | ) | $ | 1,074,316 | $ | (1,374,965 | ) | |||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
| 1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: |
|
|||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 88,676,680 | $ | — | $ | 88,676,680 | ||||||||
| Exchange-Traded Fund |
4,032,361 | — | — | 4,032,361 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | 4,032,361 | $ | 88,676,680 | $ | — | $ | 92,709,041 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities: |
|
|||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Written Options1 |
$ | — | $ | (1,374,965 | ) | $ | — | $ | (1,374,965 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | 4,032,361 | $ | 87,301,715 | $ | — | $ | 91,334,076 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the market value of the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| COMMON STOCKS - 98.8% |
| |||||||
| Argentina - 0.1% |
| |||||||
| Internet & Direct Marketing Retail - 0.1% |
| |||||||
| MercadoLibre, Inc.* | 5 | $ | 4,655 | |||||
|
|
|
|||||||
| Brazil - 0.0% |
| |||||||
| Banks - 0.0% |
| |||||||
| NU Holdings Ltd., Class A* | 248 | 1,104 | ||||||
|
|
|
|||||||
| China - 0.2% |
| |||||||
| Hotels, Restaurants & Leisure - 0.1% |
| |||||||
| Yum China Holdings, Inc. | 44 | 2,425 | ||||||
|
|
|
|||||||
| Semiconductors & Semiconductor Equipment - 0.1% |
| |||||||
| NXP Semiconductors NV | 26 | 4,572 | ||||||
|
|
|
|||||||
| Total China |
|
6,997 | ||||||
|
|
|
|||||||
| Ireland - 0.0% |
| |||||||
| Technology Hardware, Storage & Peripherals - 0.0% |
| |||||||
| Seagate Technology Holdings PLC | 19 | 1,007 | ||||||
|
|
|
|||||||
| Israel - 0.0% |
| |||||||
| Software - 0.0% |
| |||||||
| Check Point Software Technologies Ltd.* | 11 | 1,461 | ||||||
|
|
|
|||||||
| South Korea - 0.1% |
| |||||||
| Internet & Direct Marketing Retail - 0.1% |
| |||||||
| Coupang, Inc.* | 113 | 2,201 | ||||||
|
|
|
|||||||
| United Kingdom - 0.4% |
| |||||||
| Chemicals - 0.4% |
| |||||||
| Linde PLC | 57 | 19,179 | ||||||
|
|
|
|||||||
| United States - 98.0% |
| |||||||
| Aerospace & Defense - 1.6% |
| |||||||
| Boeing Co.* |
67 | 11,985 | ||||||
| General Dynamics Corp. |
28 | 7,067 | ||||||
| Howmet Aerospace, Inc. |
44 | 1,657 | ||||||
| L3Harris Technologies, Inc. |
20 | 4,542 | ||||||
| Lockheed Martin Corp. |
27 | 13,100 | ||||||
| Northrop Grumman Corp. |
16 | 8,533 | ||||||
| Raytheon Technologies Corp. |
160 | 15,795 | ||||||
| Textron, Inc. |
21 | 1,499 | ||||||
| TransDigm Group, Inc. |
5 | 3,142 | ||||||
|
|
|
|||||||
| Total Aerospace & Defense |
|
67,320 | ||||||
|
|
|
|||||||
| Air Freight & Logistics - 0.5% |
| |||||||
| C.H. Robinson Worldwide, Inc. |
13 | 1,303 | ||||||
| Expeditors International of Washington, Inc. |
17 | 1,973 | ||||||
| FedEx Corp. |
26 | 4,738 | ||||||
| United Parcel Service, Inc., Class B |
79 | 14,988 | ||||||
|
|
|
|||||||
| Total Air Freight & Logistics |
|
23,002 | ||||||
|
|
|
|||||||
| Airlines - 0.2% |
| |||||||
| Delta Air Lines, Inc.* |
73 | 2,582 | ||||||
| Southwest Airlines Co.* |
63 | 2,514 | ||||||
| United Airlines Holdings, Inc.* |
40 | 1,767 | ||||||
|
|
|
|||||||
| Total Airlines |
|
6,863 | ||||||
|
|
|
|||||||
| Auto Components - 0.1% |
| |||||||
| Aptiv PLC* | 32 | 3,413 | ||||||
|
|
|
|||||||
| Automobiles - 1.7% |
| |||||||
| Ford Motor Co. |
441 | 6,130 | ||||||
| General Motors Co. |
155 | 6,287 | ||||||
| Rivian Automotive, Inc., Class A* |
45 | 1,442 | ||||||
| Tesla, Inc.* |
303 | 58,994 | ||||||
|
|
|
|||||||
| Total Automobiles |
|
72,853 | ||||||
|
|
|
|||||||
| Banks - 3.5% |
| |||||||
| Bank of America Corp. |
796 | 30,129 | ||||||
| Citigroup, Inc. |
220 | 10,650 | ||||||
| Citizens Financial Group, Inc. |
59 | 2,501 | ||||||
| Fifth Third Bancorp |
73 | 2,654 | ||||||
| First Citizens BancShares, Inc., Class A |
2 | 1,633 | ||||||
| First Horizon Corp. |
53 | 1,317 | ||||||
| First Republic Bank |
19 | 2,425 | ||||||
| Huntington Bancshares, Inc. |
157 | 2,430 | ||||||
| JPMorgan Chase & Co. |
334 | 46,152 | ||||||
| KeyCorp |
108 | 2,032 | ||||||
| M&T Bank Corp. |
19 | 3,230 | ||||||
| PNC Financial Services Group, Inc. |
47 | 7,908 | ||||||
| Regions Financial Corp. |
104 | 2,414 | ||||||
| SVB Financial Group* |
5 | 1,159 | ||||||
| Truist Financial Corp. |
151 | 7,068 | ||||||
| U.S. Bancorp |
159 | 7,217 | ||||||
| Wells Fargo & Co. |
432 | 20,714 | ||||||
|
|
|
|||||||
| Total Banks |
|
151,633 | ||||||
|
|
|
|||||||
| Beverages - 1.7% |
| |||||||
| Brown-Forman Corp., Class B |
33 | 2,410 | ||||||
| Coca-Cola Co. |
448 | 28,497 | ||||||
| Constellation Brands, Inc., Class A |
19 | 4,889 | ||||||
| Keurig Dr. Pepper, Inc. |
95 | 3,674 | ||||||
| Monster Beverage Corp.* |
43 | 4,423 | ||||||
| PepsiCo, Inc. |
149 | 27,641 | ||||||
|
|
|
|||||||
| Total Beverages |
|
71,534 | ||||||
|
|
|
|||||||
| Biotechnology - 2.3% |
| |||||||
| AbbVie, Inc. |
201 | 32,397 | ||||||
| Alnylam Pharmaceuticals, Inc.* |
8 | 1,765 | ||||||
| Amgen, Inc. |
58 | 16,611 | ||||||
| Biogen, Inc.* |
14 | 4,272 | ||||||
| Biohaven Ltd.* |
3 | 48 | ||||||
| BioMarin Pharmaceutical, Inc.* |
17 | 1,717 | ||||||
| Gilead Sciences, Inc. |
133 | 11,681 | ||||||
| Horizon Therapeutics PLC* |
25 | 2,507 | ||||||
| Incyte Corp.* |
24 | 1,912 | ||||||
| Moderna, Inc.* |
39 | 6,861 | ||||||
| Regeneron Pharmaceuticals, Inc.* |
10 | 7,517 | ||||||
| Seagen, Inc.* |
19 | 2,306 | ||||||
| Vertex Pharmaceuticals, Inc.* |
25 | 7,910 | ||||||
|
|
|
|||||||
| Total Biotechnology |
|
97,504 | ||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| Building Products - 0.3% |
| |||||||
| Carlisle Cos., Inc. |
5 | $ | 1,315 | |||||
| Carrier Global Corp. |
72 | 3,191 | ||||||
| Johnson Controls International PLC |
74 | 4,917 | ||||||
| Masco Corp. |
25 | 1,269 | ||||||
| Trane Technologies PLC |
23 | 4,104 | ||||||
|
|
|
|||||||
| Total Building Products |
|
14,796 | ||||||
|
|
|
|||||||
| Capital Markets - 3.0% |
| |||||||
| Ameriprise Financial, Inc. |
12 | 3,983 | ||||||
| Bank of New York Mellon Corp. |
84 | 3,856 | ||||||
| BlackRock, Inc. |
17 | 12,172 | ||||||
| Blackstone, Inc. |
80 | 7,322 | ||||||
| Charles Schwab Corp. |
174 | 14,362 | ||||||
| CME Group, Inc. |
37 | 6,531 | ||||||
| Coinbase Global, Inc., Class A* |
15 | 686 | ||||||
| FactSet Research Systems, Inc. |
4 | 1,845 | ||||||
| Goldman Sachs Group, Inc. |
39 | 15,060 | ||||||
| Intercontinental Exchange, Inc. |
63 | 6,824 | ||||||
| KKR & Co., Inc. |
57 | 2,959 | ||||||
| LPL Financial Holdings, Inc. |
9 | 2,130 | ||||||
| Moody’s Corp. |
19 | 5,667 | ||||||
| Morgan Stanley |
152 | 14,147 | ||||||
| MSCI, Inc. |
9 | 4,570 | ||||||
| Nasdaq, Inc. |
39 | 2,670 | ||||||
| Northern Trust Corp. |
23 | 2,142 | ||||||
| Raymond James Financial, Inc. |
19 | 2,221 | ||||||
| S&P Global, Inc. |
36 | 12,701 | ||||||
| State Street Corp. |
40 | 3,187 | ||||||
| T. Rowe Price Group, Inc. |
23 | 2,873 | ||||||
|
|
|
|||||||
| Total Capital Markets |
|
127,908 | ||||||
|
|
|
|||||||
| Chemicals - 1.2% |
| |||||||
| Air Products and Chemicals, Inc. |
24 | 7,444 | ||||||
| Albemarle Corp. |
13 | 3,614 | ||||||
| CF Industries Holdings, Inc. |
17 | 1,839 | ||||||
| Corteva, Inc. |
78 | 5,238 | ||||||
| Dow, Inc. |
82 | 4,180 | ||||||
| DuPont de Nemours, Inc. |
57 | 4,019 | ||||||
| Ecolab, Inc. |
28 | 4,195 | ||||||
| FMC Corp. |
15 | 1,960 | ||||||
| International Flavors & Fragrances, Inc. |
24 | 2,540 | ||||||
| LyondellBasell Industries NV, Class A |
31 | 2,635 | ||||||
| Mosaic Co. |
31 | 1,590 | ||||||
| PPG Industries, Inc. |
27 | 3,651 | ||||||
| Sherwin-Williams Co. |
27 | 6,728 | ||||||
|
|
|
|||||||
| Total Chemicals |
|
49,633 | ||||||
|
|
|
|||||||
| Commercial Services & Supplies - 0.5% |
| |||||||
| Cintas Corp. |
10 | 4,618 | ||||||
| Copart, Inc.* |
51 | 3,394 | ||||||
| Republic Services, Inc. |
24 | 3,343 | ||||||
| Waste Connections, Inc. |
28 | 4,046 | ||||||
| Waste Management, Inc. |
44 | 7,380 | ||||||
|
|
|
|||||||
| Total Commercial Services & Supplies |
|
22,781 | ||||||
|
|
|
|||||||
| Communications Equipment - 0.7% |
| |||||||
| Arista Networks, Inc.* |
30 | 4,179 | ||||||
| Cisco Systems, Inc. |
444 | 22,076 | ||||||
| Motorola Solutions, Inc. |
16 | 4,355 | ||||||
|
|
|
|||||||
| Total Communications Equipment |
|
30,610 | ||||||
|
|
|
|||||||
| Construction & Engineering - 0.1% |
| |||||||
| Quanta Services, Inc. | 15 | 2,248 | ||||||
|
|
|
|||||||
| Construction Materials - 0.1% |
| |||||||
| Martin Marietta Materials, Inc. |
6 | 2,199 | ||||||
| Vulcan Materials Co. |
14 | 2,567 | ||||||
|
|
|
|||||||
| Total Construction Materials |
|
4,766 | ||||||
|
|
|
|||||||
| Consumer Finance - 0.5% |
| |||||||
| American Express Co. |
68 | 10,716 | ||||||
| Capital One Financial Corp. |
41 | 4,233 | ||||||
| Discover Financial Services |
28 | 3,034 | ||||||
| Synchrony Financial |
40 | 1,503 | ||||||
|
|
|
|||||||
| Total Consumer Finance |
|
19,486 | ||||||
|
|
|
|||||||
| Containers & Packaging - 0.2% |
| |||||||
| Amcor PLC |
167 | 2,062 | ||||||
| Avery Dennison Corp. |
8 | 1,547 | ||||||
| Ball Corp. |
33 | 1,851 | ||||||
| International Paper Co. |
35 | 1,299 | ||||||
| Packaging Corp. of America |
10 | 1,359 | ||||||
|
|
|
|||||||
| Total Containers & Packaging |
|
8,118 | ||||||
|
|
|
|||||||
| Distributors - 0.1% |
| |||||||
| Genuine Parts Co. |
16 | 2,933 | ||||||
| LKQ Corp. |
32 | 1,738 | ||||||
| Pool Corp. |
4 | 1,318 | ||||||
|
|
|
|||||||
| Total Distributors |
|
5,989 | ||||||
|
|
|
|||||||
| Diversified Financial Services - 1.5% |
| |||||||
| Apollo Global Management, Inc. |
40 | 2,775 | ||||||
| Berkshire Hathaway, Inc., Class B* |
198 | 63,083 | ||||||
|
|
|
|||||||
| Total Diversified Financial Services |
|
65,858 | ||||||
|
|
|
|||||||
| Diversified Telecommunication Services - 0.8% |
| |||||||
| AT&T, Inc. |
811 | 15,636 | ||||||
| Verizon Communications, Inc. |
478 | 18,633 | ||||||
|
|
|
|||||||
| Total Diversified Telecommunication Services |
|
34,269 | ||||||
|
|
|
|||||||
| Electric Utilities - 1.6% |
| |||||||
| Alliant Energy Corp. |
32 | 1,802 | ||||||
| American Electric Power Co., Inc. |
52 | 5,034 | ||||||
| Constellation Energy Corp. |
29 | 2,787 | ||||||
| Duke Energy Corp. |
83 | 8,294 | ||||||
| Edison International |
38 | 2,533 | ||||||
| Entergy Corp. |
20 | 2,325 | ||||||
| Evergy, Inc. |
22 | 1,303 | ||||||
| Eversource Energy |
35 | 2,900 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| Exelon Corp. |
112 | $ | 4,633 | |||||
| FirstEnergy Corp. |
67 | 2,763 | ||||||
| NextEra Energy, Inc. |
224 | 18,973 | ||||||
| PG&E Corp.* |
195 | 3,062 | ||||||
| PPL Corp. |
85 | 2,509 | ||||||
| Southern Co. |
107 | 7,238 | ||||||
| Xcel Energy, Inc. |
51 | 3,581 | ||||||
|
|
|
|||||||
| Total Electric Utilities |
|
69,737 | ||||||
|
|
|
|||||||
| Electrical Equipment - 0.5% |
| |||||||
| AMETEK, Inc. |
26 | 3,703 | ||||||
| Eaton Corp. PLC |
45 | 7,355 | ||||||
| Emerson Electric Co. |
67 | 6,416 | ||||||
| Generac Holdings, Inc.* |
7 | 739 | ||||||
| Hubbell, Inc. |
5 | 1,270 | ||||||
| Plug Power, Inc.* |
53 | 846 | ||||||
| Rockwell Automation, Inc. |
13 | 3,435 | ||||||
|
|
|
|||||||
| Total Electrical Equipment |
|
23,764 | ||||||
|
|
|
|||||||
| Electronic Equipment, Instruments & Components - 0.5% |
| |||||||
| Amphenol Corp., Class A |
58 | 4,665 | ||||||
| CDW Corp. |
16 | 3,018 | ||||||
| Corning, Inc. |
88 | 3,003 | ||||||
| Keysight Technologies, Inc.* |
20 | 3,618 | ||||||
| TE Connectivity Ltd. |
31 | 3,910 | ||||||
| Teledyne Technologies, Inc.* |
5 | 2,101 | ||||||
| Trimble, Inc.* |
23 | 1,374 | ||||||
| Zebra Technologies Corp., Class A* |
7 | 1,892 | ||||||
|
|
|
|||||||
| Total Electronic Equipment, Instruments & Components |
|
23,581 | ||||||
|
|
|
|||||||
| Energy Equipment & Services - 0.3% |
| |||||||
| Baker Hughes Co. |
89 | 2,583 | ||||||
| Halliburton Co. |
91 | 3,448 | ||||||
| Schlumberger Ltd. |
148 | 7,629 | ||||||
|
|
|
|||||||
| Total Energy Equipment & Services |
|
13,660 | ||||||
|
|
|
|||||||
| Entertainment - 1.2% |
| |||||||
| Activision Blizzard, Inc. |
79 | 5,842 | ||||||
| Electronic Arts, Inc. |
27 | 3,531 | ||||||
| Live Nation Entertainment, Inc.* |
19 | 1,383 | ||||||
| Netflix, Inc.* |
51 | 15,582 | ||||||
| ROBLOX Corp., Class A* |
53 | 1,684 | ||||||
| Take-Two Interactive Software, Inc.* |
16 | 1,691 | ||||||
| Walt Disney Co.* |
207 | 20,259 | ||||||
| Warner Bros Discovery, Inc.* |
255 | 2,907 | ||||||
|
|
|
|||||||
| Total Entertainment |
|
52,879 | ||||||
|
|
|
|||||||
| Equity Real Estate Investment Trusts (REITs) - 2.3% |
| |||||||
| Alexandria Real Estate Equities, Inc. |
16 | 2,490 | ||||||
| American Tower Corp. |
53 | 11,726 | ||||||
| AvalonBay Communities, Inc. |
15 | 2,624 | ||||||
| Boston Properties, Inc. |
16 | 1,153 | ||||||
| Camden Property Trust |
12 | 1,444 | ||||||
| Crown Castle, Inc. |
47 | 6,647 | ||||||
| Digital Realty Trust, Inc. |
32 | 3,599 | ||||||
| Equinix, Inc. |
10 | 6,906 | ||||||
| Equity LifeStyle Properties, Inc. |
19 | 1,262 | ||||||
| Equity Residential |
37 | 2,400 | ||||||
| Essex Property Trust, Inc. |
8 | 1,763 | ||||||
| Extra Space Storage, Inc. |
14 | 2,250 | ||||||
| Gaming and Leisure Properties, Inc. |
25 | 1,315 | ||||||
| Healthpeak Properties, Inc. |
65 | 1,707 | ||||||
| Host Hotels & Resorts, Inc. |
71 | 1,345 | ||||||
| Invitation Homes, Inc. |
55 | 1,795 | ||||||
| Iron Mountain, Inc. |
28 | 1,521 | ||||||
| Kimco Realty Corp. |
69 | 1,581 | ||||||
| Mid-America Apartment Communities, Inc. |
12 | 1,979 | ||||||
| Prologis, Inc. |
99 | 11,661 | ||||||
| Public Storage |
16 | 4,767 | ||||||
| Realty Income Corp. |
67 | 4,226 | ||||||
| SBA Communications Corp. |
11 | 3,292 | ||||||
| Simon Property Group, Inc. |
36 | 4,300 | ||||||
| Sun Communities, Inc. |
15 | 2,204 | ||||||
| UDR, Inc. |
33 | 1,369 | ||||||
| Ventas, Inc. |
40 | 1,861 | ||||||
| VICI Properties, Inc. |
77 | 2,633 | ||||||
| W.P. Carey, Inc. |
24 | 1,891 | ||||||
| Welltower, Inc. |
49 | 3,480 | ||||||
| Weyerhaeuser Co. |
83 | 2,715 | ||||||
|
|
|
|||||||
| Total Equity Real Estate Investment Trusts (REITs) |
|
99,906 | ||||||
|
|
|
|||||||
| Food & Staples Retailing - 1.5% |
| |||||||
| Costco Wholesale Corp. |
50 | 26,962 | ||||||
| Kroger Co. |
68 | 3,345 | ||||||
| Sysco Corp. |
58 | 5,018 | ||||||
| Walgreens Boots Alliance, Inc. |
84 | 3,486 | ||||||
| Walmart, Inc. |
164 | 24,997 | ||||||
|
|
|
|||||||
| Total Food & Staples Retailing |
|
63,808 | ||||||
|
|
|
|||||||
| Food Products - 1.0% |
| |||||||
| Archer-Daniels-Midland Co. |
54 | 5,265 | ||||||
| Bunge Ltd. |
16 | 1,677 | ||||||
| Conagra Brands, Inc. |
47 | 1,785 | ||||||
| Darling Ingredients, Inc.* |
16 | 1,149 | ||||||
| General Mills, Inc. |
59 | 5,033 | ||||||
| Hershey Co. |
15 | 3,528 | ||||||
| Hormel Foods Corp. |
33 | 1,551 | ||||||
| J.M. Smucker Co. |
11 | 1,694 | ||||||
| Kellogg Co. |
25 | 1,824 | ||||||
| Kraft Heinz Co. |
91 | 3,581 | ||||||
| McCormick & Co., Inc., Non-Voting Shares |
24 | 2,044 | ||||||
| Mondelez International, Inc., Class A |
156 | 10,547 | ||||||
| Tyson Foods, Inc., Class A |
31 | 2,055 | ||||||
|
|
|
|||||||
| Total Food Products |
|
41,733 | ||||||
|
|
|
|||||||
| Gas Utilities - 0.0% |
| |||||||
| Atmos Energy Corp. | 14 | 1,683 | ||||||
|
|
|
|||||||
| Health Care Equipment & Supplies - 2.3% |
| |||||||
| Abbott Laboratories |
199 | 21,408 | ||||||
| Align Technology, Inc.* |
9 | 1,770 | ||||||
| Baxter International, Inc. |
51 | 2,883 | ||||||
| Becton Dickinson and Co. |
29 | 7,231 | ||||||
| Boston Scientific Corp.* |
159 | 7,198 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| Cooper Cos., Inc. |
5 | $ | 1,582 | |||||
| Dexcom, Inc.* |
42 | 4,884 | ||||||
| Edwards Lifesciences Corp.* |
67 | 5,175 | ||||||
| Hologic, Inc.* |
27 | 2,056 | ||||||
| IDEXX Laboratories, Inc.* |
9 | 3,833 | ||||||
| Insulet Corp.* |
5 | 1,497 | ||||||
| Intuitive Surgical, Inc.* |
38 | 10,275 | ||||||
| Medtronic PLC |
144 | 11,382 | ||||||
| ResMed, Inc. |
15 | 3,453 | ||||||
| STERIS PLC |
11 | 2,043 | ||||||
| Stryker Corp. |
38 | 8,888 | ||||||
| Zimmer Biomet Holdings, Inc. |
23 | 2,762 | ||||||
|
|
|
|||||||
| Total Health Care Equipment & Supplies |
|
98,320 | ||||||
|
|
|
|||||||
| Health Care Providers & Services - 3.0% |
| |||||||
| AmerisourceBergen Corp. |
17 | 2,902 | ||||||
| Cardinal Health, Inc. |
27 | 2,164 | ||||||
| Centene Corp.* |
51 | 4,439 | ||||||
| Cigna Corp. |
32 | 10,524 | ||||||
| CVS Health Corp. |
149 | 15,180 | ||||||
| Elevance Health, Inc. |
27 | 14,389 | ||||||
| HCA Healthcare, Inc. |
24 | 5,765 | ||||||
| Humana, Inc. |
14 | 7,699 | ||||||
| Laboratory Corp. of America Holdings |
11 | 2,648 | ||||||
| McKesson Corp. |
16 | 6,107 | ||||||
| Molina Healthcare, Inc.* |
5 | 1,684 | ||||||
| Quest Diagnostics, Inc. |
12 | 1,822 | ||||||
| UnitedHealth Group, Inc. |
101 | 55,324 | ||||||
|
|
|
|||||||
| Total Health Care Providers & Services |
|
130,647 | ||||||
|
|
|
|||||||
| Health Care Technology - 0.1% |
| |||||||
| Veeva Systems, Inc., Class A* | 13 | 2,475 | ||||||
|
|
|
|||||||
| Hotels, Restaurants & Leisure - 1.8% |
| |||||||
| Airbnb, Inc., Class A* |
44 | 4,494 | ||||||
| Booking Holdings, Inc.* |
5 | 10,397 | ||||||
| Chipotle Mexican Grill, Inc.* |
3 | 4,881 | ||||||
| Darden Restaurants, Inc. |
11 | 1,617 | ||||||
| Domino’s Pizza, Inc. |
3 | 1,166 | ||||||
| Expedia Group, Inc.* |
17 | 1,816 | ||||||
| Hilton Worldwide Holdings, Inc. |
31 | 4,421 | ||||||
| Las Vegas Sands Corp.* |
36 | 1,686 | ||||||
| Marriott International, Inc., Class A |
33 | 5,457 | ||||||
| McDonald’s Corp. |
84 | 22,915 | ||||||
| Starbucks Corp. |
128 | 13,082 | ||||||
| Yum! Brands, Inc. |
32 | 4,117 | ||||||
|
|
|
|||||||
| Total Hotels, Restaurants & Leisure |
|
76,049 | ||||||
|
|
|
|||||||
| Household Durables - 0.1% |
| |||||||
| D.R. Horton, Inc. |
28 | 2,408 | ||||||
| Garmin Ltd. |
16 | 1,488 | ||||||
| Lennar Corp., Class A |
25 | 2,196 | ||||||
|
|
|
|||||||
| Total Household Durables |
|
6,092 | ||||||
|
|
|
|||||||
| Household Products - 1.3% |
| |||||||
| Church & Dwight Co., Inc. |
27 | 2,211 | ||||||
| Clorox Co. |
13 | 1,932 | ||||||
| Colgate-Palmolive Co. |
95 | 7,361 | ||||||
| Kimberly-Clark Corp. |
36 | 4,883 | ||||||
| Procter & Gamble Co. |
271 | 40,422 | ||||||
|
|
|
|||||||
| Total Household Products |
|
56,809 | ||||||
|
|
|
|||||||
| Independent Power & Renewable Electricity Producers - 0.0% |
| |||||||
| AES Corp. | 63 | 1,822 | ||||||
|
|
|
|||||||
| Industrial Conglomerates - 0.8% |
| |||||||
| 3M Co. |
62 | 7,810 | ||||||
| General Electric Co. |
102 | 8,769 | ||||||
| Honeywell International, Inc. |
77 | 16,905 | ||||||
|
|
|
|||||||
| Total Industrial Conglomerates |
|
33,484 | ||||||
|
|
|
|||||||
| Insurance - 2.0% |
| |||||||
| Aflac, Inc. |
63 | 4,532 | ||||||
| Allstate Corp. |
28 | 3,749 | ||||||
| American International Group, Inc. |
81 | 5,112 | ||||||
| Aon PLC, Class A |
22 | 6,782 | ||||||
| Arch Capital Group Ltd.* |
35 | 2,097 | ||||||
| Arthur J Gallagher & Co. |
23 | 4,580 | ||||||
| Brown & Brown, Inc. |
28 | 1,668 | ||||||
| Chubb Ltd. |
45 | 9,882 | ||||||
| Cincinnati Financial Corp. |
17 | 1,886 | ||||||
| Hartford Financial Services Group, Inc. |
31 | 2,367 | ||||||
| Markel Corp.* |
2 | 2,650 | ||||||
| Marsh & McLennan Cos., Inc. |
53 | 9,179 | ||||||
| MetLife, Inc. |
75 | 5,752 | ||||||
| Principal Financial Group, Inc. |
24 | 2,152 | ||||||
| Progressive Corp. |
65 | 8,590 | ||||||
| Prudential Financial, Inc. |
40 | 4,321 | ||||||
| Travelers Cos., Inc. |
25 | 4,745 | ||||||
| W.R. Berkley Corp. |
21 | 1,602 | ||||||
| Willis Towers Watson PLC |
11 | 2,708 | ||||||
|
|
|
|||||||
| Total Insurance |
|
84,354 | ||||||
|
|
|
|||||||
| Interactive Media & Services - 3.9% |
| |||||||
| Alphabet, Inc., Class A* |
682 | 68,875 | ||||||
| Alphabet, Inc., Class C* |
617 | 62,595 | ||||||
| Match Group, Inc.* |
29 | 1,466 | ||||||
| Meta Platforms, Inc., Class A* |
260 | 30,706 | ||||||
| Pinterest, Inc., Class A* |
63 | 1,601 | ||||||
| Snap, Inc., Class A* |
135 | 1,392 | ||||||
| ZoomInfo Technologies, Inc.* |
33 | 944 | ||||||
|
|
|
|||||||
| Total Interactive Media & Services |
|
167,579 | ||||||
|
|
|
|||||||
| Internet & Direct Marketing Retail - 2.5% |
| |||||||
| Amazon.com, Inc.* |
1,043 | 100,691 | ||||||
| DoorDash, Inc., Class A* |
28 | 1,631 | ||||||
| eBay, Inc. |
63 | 2,863 | ||||||
| Etsy, Inc.* |
13 | 1,717 | ||||||
|
|
|
|||||||
| Total Internet & Direct Marketing Retail |
|
106,902 | ||||||
|
|
|
|||||||
| IT Services - 4.3% |
| |||||||
| Accenture PLC, Class A |
72 | 21,667 | ||||||
| Akamai Technologies, Inc.* |
19 | 1,802 | ||||||
| Automatic Data Processing, Inc. |
47 | 12,415 | ||||||
| Block, Inc.* |
60 | 4,066 | ||||||
| Broadridge Financial Solutions, Inc. |
17 | 2,535 | ||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| Cloudflare, Inc., Class A* |
24 | $ | 1,179 | |||||
| Cognizant Technology Solutions Corp., Class A |
59 | 3,670 | ||||||
| EPAM Systems, Inc.* |
6 | 2,212 | ||||||
| Fidelity National Information Services, Inc. |
65 | 4,718 | ||||||
| Fiserv, Inc.* |
67 | 6,992 | ||||||
| FleetCor Technologies, Inc.* |
8 | 1,570 | ||||||
| Gartner, Inc.* |
8 | 2,803 | ||||||
| Global Payments, Inc. |
28 | 2,906 | ||||||
| GoDaddy, Inc., Class A* |
16 | 1,266 | ||||||
| International Business Machines Corp. |
98 | 14,592 | ||||||
| Jack Henry & Associates, Inc. |
7 | 1,325 | ||||||
| MasterCard, Inc., Class A |
97 | 34,571 | ||||||
| MongoDB, Inc.* |
7 | 1,069 | ||||||
| Paychex, Inc. |
35 | 4,341 | ||||||
| PayPal Holdings, Inc.* |
132 | 10,350 | ||||||
| Snowflake, Inc., Class A* |
33 | 4,716 | ||||||
| SS&C Technologies Holdings, Inc. |
28 | 1,505 | ||||||
| Twilio, Inc., Class A* |
16 | 784 | ||||||
| VeriSign, Inc.* |
11 | 2,198 | ||||||
| Visa, Inc., Class A |
186 | 40,362 | ||||||
|
|
|
|||||||
| Total IT Services | 185,614 | |||||||
|
|
|
|||||||
| Life Sciences Tools & Services - 1.6% |
||||||||
| Agilent Technologies, Inc. |
29 | 4,494 | ||||||
| Avantor, Inc.* |
75 | 1,671 | ||||||
| Bio-Techne Corp. |
16 | 1,360 | ||||||
| Danaher Corp. |
78 | 21,326 | ||||||
| Illumina, Inc.* |
15 | 3,271 | ||||||
| IQVIA Holdings, Inc.* |
19 | 4,142 | ||||||
| Mettler-Toledo International, Inc.* |
3 | 4,409 | ||||||
| PerkinElmer, Inc. |
13 | 1,817 | ||||||
| Thermo Fisher Scientific, Inc. |
44 | 24,650 | ||||||
| Waters Corp.* |
5 | 1,733 | ||||||
| West Pharmaceutical Services, Inc. |
8 | 1,877 | ||||||
|
|
|
|||||||
| Total Life Sciences Tools & Services | 70,750 | |||||||
|
|
|
|||||||
| Machinery - 1.6% |
||||||||
| Caterpillar, Inc. |
57 | 13,475 | ||||||
| Cummins, Inc. |
16 | 4,019 | ||||||
| Deere & Co. |
32 | 14,112 | ||||||
| Dover Corp. |
15 | 2,129 | ||||||
| Fortive Corp. |
36 | 2,432 | ||||||
| IDEX Corp. |
9 | 2,137 | ||||||
| Illinois Tool Works, Inc. |
29 | 6,597 | ||||||
| Ingersoll Rand, Inc. |
36 | 1,943 | ||||||
| Nordson Corp. |
7 | 1,656 | ||||||
| Otis Worldwide Corp. |
47 | 3,670 | ||||||
| PACCAR, Inc. |
40 | 4,236 | ||||||
| Parker-Hannifin Corp. |
15 | 4,484 | ||||||
| Snap-on, Inc. |
7 | 1,684 | ||||||
| Stanley Black & Decker, Inc. |
13 | 1,062 | ||||||
| Westinghouse Air Brake Technologies Corp. |
19 | 1,921 | ||||||
| Xylem, Inc. |
20 | 2,247 | ||||||
|
|
|
|||||||
| Total Machinery | 67,804 | |||||||
|
|
|
|||||||
| Media - 0.6% |
||||||||
| Charter Communications, Inc., Class A* |
11 | 4,304 | ||||||
| Comcast Corp., Class A |
501 | 18,357 | ||||||
| Omnicom Group, Inc. |
23 | 1,834 | ||||||
| Trade Desk, Inc., Class A* |
41 | 2,138 | ||||||
|
|
|
|||||||
| Total Media | 26,633 | |||||||
|
|
|
|||||||
| Metals & Mining - 0.4% |
||||||||
| Freeport-McMoRan, Inc. |
147 | 5,850 | ||||||
| Newmont Corp. |
83 | 3,940 | ||||||
| Nucor Corp. |
27 | 4,049 | ||||||
| Steel Dynamics, Inc. |
16 | 1,663 | ||||||
|
|
|
|||||||
| Total Metals & Mining | 15,502 | |||||||
|
|
|
|||||||
| Multi-Utilities - 0.7% |
||||||||
| Ameren Corp. |
26 | 2,322 | ||||||
| CenterPoint Energy, Inc. |
55 | 1,711 | ||||||
| CMS Energy Corp. |
36 | 2,199 | ||||||
| Consolidated Edison, Inc. |
35 | 3,431 | ||||||
| Dominion Energy, Inc. |
96 | 5,867 | ||||||
| DTE Energy Co. |
21 | 2,436 | ||||||
| Public Service Enterprise Group, Inc. |
50 | 3,028 | ||||||
| Sempra Energy |
28 | 4,653 | ||||||
| WEC Energy Group, Inc. |
31 | 3,073 | ||||||
|
|
|
|||||||
| Total Multi-Utilities | 28,720 | |||||||
|
|
|
|||||||
| Multiline Retail - 0.4% |
||||||||
| Dollar General Corp. |
22 | 5,625 | ||||||
| Dollar Tree, Inc.* |
25 | 3,757 | ||||||
| Target Corp. |
50 | 8,354 | ||||||
|
|
|
|||||||
| Total Multiline Retail | 17,736 | |||||||
|
|
|
|||||||
| Oil, Gas & Consumable Fuels - 4.3% |
||||||||
| APA Corp. |
36 | 1,687 | ||||||
| Cheniere Energy, Inc. |
28 | 4,910 | ||||||
| Chevron Corp. |
205 | 37,579 | ||||||
| ConocoPhillips |
145 | 17,909 | ||||||
| Coterra Energy, Inc. |
73 | 2,037 | ||||||
| Devon Energy Corp. |
71 | 4,865 | ||||||
| Diamondback Energy, Inc. |
20 | 2,960 | ||||||
| EOG Resources, Inc. |
56 | 7,948 | ||||||
| EQT Corp. |
33 | 1,400 | ||||||
| Exxon Mobil Corp. |
474 | 52,775 | ||||||
| Hess Corp. |
25 | 3,598 | ||||||
| Kinder Morgan, Inc. |
224 | 4,283 | ||||||
| Marathon Oil Corp. |
72 | 2,205 | ||||||
| Marathon Petroleum Corp. |
54 | 6,578 | ||||||
| Occidental Petroleum Corp. |
81 | 5,629 | ||||||
| ONEOK, Inc. |
47 | 3,145 | ||||||
| Phillips 66 |
51 | 5,530 | ||||||
| Pioneer Natural Resources Co. |
23 | 5,428 | ||||||
| Targa Resources Corp. |
23 | 1,711 | ||||||
| Texas Pacific Land Corp. |
1 | 2,593 | ||||||
| Valero Energy Corp. |
41 | 5,478 | ||||||
| Williams Cos., Inc. |
130 | 4,511 | ||||||
|
|
|
|||||||
| Total Oil, Gas & Consumable Fuels |
|
184,759 | ||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| Personal Products - 0.1% |
||||||||
| Estee Lauder Cos., Inc., Class A |
26 | $ | 6,131 | |||||
|
|
|
|||||||
| Pharmaceuticals - 4.1% |
||||||||
| Bristol-Myers Squibb Co. |
231 | 18,545 | ||||||
| Catalent, Inc.* |
20 | 1,003 | ||||||
| Eli Lilly & Co. |
91 | 33,768 | ||||||
| Johnson & Johnson |
299 | 53,222 | ||||||
| Merck & Co., Inc. |
274 | 30,173 | ||||||
| Pfizer, Inc. |
607 | 30,429 | ||||||
| Royalty Pharma PLC, Class A |
31 | 1,363 | ||||||
| Zoetis, Inc. |
53 | 8,169 | ||||||
|
|
|
|||||||
| Total Pharmaceuticals | 176,672 | |||||||
|
|
|
|||||||
| Professional Services - 0.3% |
||||||||
| Booz Allen Hamilton Holding Corp. |
13 | 1,383 | ||||||
| CoStar Group, Inc.* |
45 | 3,647 | ||||||
| Equifax, Inc. |
15 | 2,961 | ||||||
| Jacobs Solutions, Inc. |
15 | 1,898 | ||||||
| Leidos Holdings, Inc. |
13 | 1,421 | ||||||
| Verisk Analytics, Inc. |
17 | 3,123 | ||||||
|
|
|
|||||||
| Total Professional Services | 14,433 | |||||||
|
|
|
|||||||
| Real Estate Management & Development - 0.1% |
||||||||
| CBRE Group, Inc., Class A* |
34 | 2,706 | ||||||
|
|
|
|||||||
| Road & Rail - 0.9% |
||||||||
| CSX Corp. |
233 | 7,617 | ||||||
| JB Hunt Transport Services, Inc. |
9 | 1,655 | ||||||
| Norfolk Southern Corp. |
27 | 6,925 | ||||||
| Old Dominion Freight Line, Inc. |
9 | 2,723 | ||||||
| Uber Technologies, Inc.* |
225 | 6,557 | ||||||
| Union Pacific Corp. |
71 | 15,438 | ||||||
|
|
|
|||||||
| Total Road & Rail | 40,915 | |||||||
|
|
|
|||||||
| Semiconductors & Semiconductor Equipment - 4.5% |
||||||||
| Advanced Micro Devices, Inc.* |
184 | 14,284 | ||||||
| Analog Devices, Inc. |
59 | 10,143 | ||||||
| Applied Materials, Inc. |
93 | 10,193 | ||||||
| Broadcom, Inc. |
37 | 20,388 | ||||||
| Enphase Energy, Inc.* |
15 | 4,809 | ||||||
| Entegris, Inc. |
17 | 1,314 | ||||||
| First Solar, Inc.* |
11 | 1,898 | ||||||
| Intel Corp. |
436 | 13,110 | ||||||
| KLA Corp. |
15 | 5,897 | ||||||
| Lam Research Corp. |
15 | 7,086 | ||||||
| Marvell Technology, Inc. |
83 | 3,861 | ||||||
| Microchip Technology, Inc. |
56 | 4,434 | ||||||
| Micron Technology, Inc. |
119 | 6,860 | ||||||
| Monolithic Power Systems, Inc. |
5 | 1,910 | ||||||
| NVIDIA Corp. |
266 | 45,015 | ||||||
| ON Semiconductor Corp.* |
41 | 3,083 | ||||||
| QUALCOMM, Inc. |
128 | 16,191 | ||||||
| Skyworks Solutions, Inc. |
19 | 1,817 | ||||||
| SolarEdge Technologies, Inc.* |
5 | 1,494 | ||||||
| Teradyne, Inc. |
17 | 1,589 | ||||||
| Texas Instruments, Inc. |
98 | 17,685 | ||||||
|
|
|
|||||||
| Total Semiconductors & Semiconductor Equipment | 193,061 | |||||||
|
|
|
|||||||
| Software - 17.0% |
||||||||
| Adobe, Inc.* |
53 | 18,281 | ||||||
| ANSYS, Inc.* |
9 | 2,289 | ||||||
| Atlassian Corp. Ltd., Class A* |
13 | 1,710 | ||||||
| Autodesk, Inc.* |
24 | 4,847 | ||||||
| Bill.com Holdings, Inc.* |
8 | 963 | ||||||
| Cadence Design Systems, Inc.* |
29 | 4,989 | ||||||
| Crowdstrike Holdings, Inc., Class A* |
25 | 2,941 | ||||||
| Datadog, Inc., Class A* |
29 | 2,198 | ||||||
| DocuSign, Inc.* |
24 | 1,130 | ||||||
| Fortinet, Inc.* |
67 | 3,562 | ||||||
| Gen Digital, Inc. |
65 | 1,492 | ||||||
| HubSpot, Inc.* |
5 | 1,515 | ||||||
| Intuit, Inc. |
30 | 12,228 | ||||||
| Microsoft Corp. |
849 | 598,868 | ||||||
| Oracle Corp. |
178 | 14,779 | ||||||
| Palantir Technologies, Inc., Class A* |
201 | 1,507 | ||||||
| Palo Alto Networks, Inc.* |
34 | 5,777 | ||||||
| Paycom Software, Inc.* |
6 | 2,035 | ||||||
| PTC, Inc.* |
12 | 1,527 | ||||||
| Roper Technologies, Inc. |
11 | 4,828 | ||||||
| Salesforce, Inc.* |
114 | 18,268 | ||||||
| ServiceNow, Inc.* |
21 | 8,742 | ||||||
| Splunk, Inc.* |
16 | 1,243 | ||||||
| Synopsys, Inc.* |
15 | 5,093 | ||||||
| Tyler Technologies, Inc.* |
4 | 1,371 | ||||||
| VMware, Inc., Class A* |
25 | 3,037 | ||||||
| Workday, Inc., Class A* |
23 | 3,862 | ||||||
| Zoom Video Communications, Inc., Class A* |
27 | 2,037 | ||||||
| Zscaler, Inc.* |
11 | 1,468 | ||||||
|
|
|
|||||||
| Total Software | 732,587 | |||||||
|
|
|
|||||||
| Specialty Retail - 2.0% |
||||||||
| AutoZone, Inc.* |
2 | 5,158 | ||||||
| Best Buy Co., Inc. |
23 | 1,962 | ||||||
| CarMax, Inc.* |
15 | 1,040 | ||||||
| Home Depot, Inc. |
117 | 37,907 | ||||||
| Lowe’s Cos., Inc. |
71 | 15,091 | ||||||
| O’Reilly Automotive, Inc.* |
7 | 6,052 | ||||||
| Ross Stores, Inc. |
34 | 4,001 | ||||||
| TJX Cos., Inc. |
132 | 10,567 | ||||||
| Tractor Supply Co. |
11 | 2,489 | ||||||
| Ulta Beauty, Inc.* |
6 | 2,789 | ||||||
|
|
|
|||||||
| Total Specialty Retail | 87,056 | |||||||
|
|
|
|||||||
| Technology Hardware, Storage & Peripherals - 6.1% |
||||||||
| Apple, Inc. |
1,719 | 254,463 | ||||||
| Hewlett Packard Enterprise Co. |
155 | 2,601 | ||||||
| HP, Inc. |
95 | 2,854 | ||||||
| NetApp, Inc. |
21 | 1,420 | ||||||
|
|
|
|||||||
| Total Technology Hardware, Storage & Peripherals |
|
261,338 | ||||||
|
|
|
|||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| Textiles, Apparel & Luxury Goods - 0.5% |
||||||||
| Lululemon Athletica, Inc.* |
11 | $ | 4,184 | |||||
| NIKE, Inc., Class B |
144 | 15,795 | ||||||
|
|
|
|||||||
| Total Textiles, Apparel & Luxury Goods |
|
19,979 | ||||||
|
|
|
|||||||
| Tobacco - 0.6% |
||||||||
| Altria Group, Inc. |
193 | 8,990 | ||||||
| Philip Morris International, Inc. |
157 | 15,648 | ||||||
|
|
|
|||||||
| Total Tobacco |
|
24,638 | ||||||
|
|
|
|||||||
| Trading Companies & Distributors - 0.2% |
||||||||
| Fastenal Co. |
62 | 3,194 | ||||||
| United Rentals, Inc.* |
8 | 2,824 | ||||||
| W.W. Grainger, Inc. |
5 | 3,015 | ||||||
|
|
|
|||||||
| Total Trading Companies & Distributors |
|
9,033 | ||||||
|
|
|
|||||||
| Water Utilities - 0.1% |
||||||||
| American Water Works Co., Inc. |
20 | 3,035 | ||||||
|
|
|
|||||||
| Wireless Telecommunication Services - 0.3% |
||||||||
| T-Mobile US, Inc.* |
73 | 11,057 | ||||||
|
|
|
|||||||
| Total United States | 4,216,027 | |||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 98.8% (Cost: $4,165,004) |
4,252,631 | |||||||
| Other Assets less Liabilities - 1.2% |
49,937 | |||||||
|
|
|
|||||||
| NET ASSETS - 100.0% | $ | 4,302,568 | ||||||
|
|
|
|||||||
| * | Non-income producing security. |
FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS (EXCHANGE-TRADED)
| Long Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation |
||||||||||||
| Gold 100 Ounce |
21 | 2/24/23 | $ | 3,695,790 | $ | 4,073 | ||||||||||
|
|
|
|
|
|||||||||||||
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| Common Stocks |
$ | 4,252,631 | $ | — | $ | — | $ | 4,252,631 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | 4,252,631 | $ | — | $ | — | $ | 4,252,631 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 4,073 | $ | — | $ | — | $ | 4,073 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net | $ | 4,256,704 | $ | — | $ | — | $ | 4,256,704 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
November 30, 2022
| Investments |
Shares | Value | ||||||
| COMMON STOCKS - 99.7% |
| |||||||
| Australia - 22.6% |
| |||||||
| De Grey Mining Ltd.* |
44,909 | $ | 38,797 | |||||
| Evolution Mining Ltd. |
74,755 | 134,671 | ||||||
| Gold Road Resources Ltd. |
34,410 | 40,328 | ||||||
| Newcrest Mining Ltd. |
17,892 | 943,913 | ||||||
| Northern Star Resources Ltd. |
47,868 | 339,806 | ||||||
| OceanaGold Corp.* |
26,353 | 44,514 | ||||||
| Perseus Mining Ltd. |
50,300 | 75,120 | ||||||
| Ramelius Resources Ltd. |
33,590 | 19,233 | ||||||
| Regis Resources Ltd. |
30,892 | 39,928 | ||||||
| Silver Lake Resources Ltd.* |
35,279 | 28,588 | ||||||
| St. Barbara Ltd.* |
31,650 | 12,824 | ||||||
| West African Resources Ltd.* |
35,086 | 27,139 | ||||||
| Westgold Resources Ltd.* |
19,266 | 9,677 | ||||||
|
|
|
|||||||
| Total Australia |
|
1,754,538 | ||||||
|
|
|
|||||||
| Brazil - 3.7% |
| |||||||
| Wheaton Precious Metals Corp. |
7,291 | 284,568 | ||||||
|
|
|
|||||||
| Canada - 41.8% |
| |||||||
| Agnico Eagle Mines Ltd. |
8,295 | 417,819 | ||||||
| Alamos Gold, Inc., Class A |
15,675 | 152,048 | ||||||
| B2Gold Corp. |
42,585 | 148,196 | ||||||
| Barrick Gold Corp. |
43,393 | 708,174 | ||||||
| Centerra Gold, Inc. |
8,631 | 45,775 | ||||||
| Dundee Precious Metals, Inc. |
8,207 | 38,441 | ||||||
| Equinox Gold Corp.* |
11,365 | 39,891 | ||||||
| Franco-Nevada Corp. |
4,389 | 636,125 | ||||||
| GoGold Resources, Inc.* |
12,252 | 17,713 | ||||||
| IAMGOLD Corp.* |
19,451 | 39,875 | ||||||
| K92 Mining, Inc.* |
9,090 | 51,830 | ||||||
| Kinross Gold Corp. |
50,602 | 208,986 | ||||||
| Lundin Gold, Inc. |
3,189 | 31,215 | ||||||
| New Gold, Inc.* |
27,729 | 30,779 | ||||||
| Osisko Gold Royalties Ltd. |
6,207 | 78,270 | ||||||
| Pan American Silver Corp. |
8,591 | 140,806 | ||||||
| Sandstorm Gold Ltd. |
7,659 | 39,827 | ||||||
| SSR Mining, Inc. |
8,513 | 129,057 | ||||||
| Torex Gold Resources, Inc.* |
3,558 | 32,675 | ||||||
| Wesdome Gold Mines Ltd.* |
5,555 | 37,205 | ||||||
| Yamana Gold, Inc. |
38,722 | 211,422 | ||||||
|
|
|
|||||||
| Total Canada |
|
3,236,129 | ||||||
|
|
|
|||||||
| China - 2.4% |
| |||||||
| Shandong Gold Mining Co. Ltd., Class A |
11,200 | 32,334 | ||||||
| Zhaojin Mining Industry Co. Ltd., Class H* |
53,500 | 59,289 | ||||||
| Zijin Mining Group Co. Ltd., Class A |
66,200 | 91,867 | ||||||
|
|
|
|||||||
| Total China |
|
183,490 | ||||||
|
|
|
|||||||
| Peru - 1.0% |
| |||||||
| Cia de Minas Buenaventura SAA, ADR |
9,550 | 77,928 | ||||||
|
|
|
|||||||
| Russia - 0.2% |
| |||||||
| Petropavlovsk PLC†,* |
40,769 | 0 | ||||||
| Polymetal International PLC* |
4,821 | 13,549 | ||||||
|
|
|
|||||||
| Total Russia |
|
13,549 | ||||||
|
|
|
|||||||
| South Africa - 8.9% |
| |||||||
| AngloGold Ashanti Ltd., ADR |
16,829 | 308,476 | ||||||
| Gold Fields Ltd., ADR |
27,081 | 301,953 | ||||||
| Harmony Gold Mining Co. Ltd., ADR |
21,756 | 76,363 | ||||||
|
|
|
|||||||
| Total South Africa |
|
686,792 | ||||||
|
|
|
|||||||
| Turkey - 0.7% |
| |||||||
| Eldorado Gold Corp.* |
7,567 | 57,963 | ||||||
|
|
|
|||||||
| United Kingdom - 3.8% |
| |||||||
| Centamin PLC |
46,460 | 58,428 | ||||||
| Endeavour Mining PLC |
7,417 | 156,196 | ||||||
| Fresnillo PLC |
7,847 | 83,881 | ||||||
|
|
|
|||||||
| Total United Kingdom |
|
298,505 | ||||||
|
|
|
|||||||
| United States - 14.6% |
| |||||||
| Argonaut Gold, Inc.* |
14,212 | 3,984 | ||||||
| Coeur Mining, Inc.* |
10,684 | 37,394 | ||||||
| Newmont Corp. |
17,860 | 847,814 | ||||||
| Royal Gold, Inc. |
2,145 | 240,948 | ||||||
|
|
|
|||||||
| Total United States |
|
1,130,140 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 99.7% (Cost: $9,513,353) |
|
7,723,602 | ||||||
| Other Assets less Liabilities - 0.3% |
|
20,196 | ||||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
|
$ | 7,743,798 | |||||
|
|
|
|||||||
| * | Non-income producing security. |
| † | This security is being fair valued using significant unobservable inputs (i.e., Level 3 on the fair value hierarchy) by a valuation committee of WisdomTree Asset Management, Inc. in accordance with valuation procedures approved by the Board of Trustees of WisdomTree Trust. The aggregate value of Level 3 fair valued securities is $0, which represents 0.0% of net assets. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) (consolidated)
November 30, 2022
FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS (EXCHANGE-TRADED)
| Long Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation |
||||||||||||
| Gold 100 Ounce |
38 | 2/24/23 | $ | 6,687,620 | $ | 7,370 | ||||||||||
|
|
|
|
|
|||||||||||||
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| Common Stocks |
||||||||||||||||
| Russia |
$ | 13,549 | $ | — | $ | 0 | * | $ | 13,549 | |||||||
| Other |
7,710,053 | — | — | 7,710,053 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | 7,723,602 | $ | — | $ | 0 | $ | 7,723,602 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 7,370 | $ | — | $ | — | $ | 7,370 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | 7,730,972 | $ | — | $ | 0 | $ | 7,730,972 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| * | 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 Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS - 145.4% |
||||||||
| U.S. Treasury Bills - 145.4% |
||||||||
| 1.60%, 12/1/22* |
$ | 133,000,000 | $ | 133,000,000 | ||||
| 3.21%, 12/15/22* |
22,671,000 | 22,643,404 | ||||||
| 4.63%, 5/18/23* |
133,000,000 | 130,223,758 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $285,868,804) |
|
285,867,162 | ||||||
|
|
|
|||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND - 4.5% |
||||||||
| United States - 4.5% |
||||||||
| WisdomTree Floating Rate Treasury Fund(a) (Cost: $8,797,379) |
175,148 | 8,801,187 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 149.9% (Cost: $294,666,183) |
|
294,668,349 | ||||||
| Other Assets less Liabilities - (49.9)% |
|
(98,052,466 | ) | |||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
|
$ | 196,615,883 | |||||
|
|
|
|||||||
| * | 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 three-month fiscal period ended November 30, 2022 were as follows:
| Affiliate |
Value at 8/31/2022 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 11/30/2022 |
Dividend Income |
|||||||||||||||||||||
| WisdomTree Floating Rate Treasury Fund |
$ | 13,018,670 | $ | — | $ | 4,217,958 | $ | (1,567 | ) | $ | 2,042 | $ | 8,801,187 | $ | 91,051 | |||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (continued)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
November 30, 2022
FINANCIAL DERIVATIVE INSTRUMENTS
| FUTURES CONTRACTS (EXCHANGE-TRADED) |
| Short Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
| Aluminum |
292 | 12/19/22 | $ | (17,921,500 | ) | $ | 6,473,775 | |||||||||
| Aluminum |
127 | 1/16/23 | (7,824,788 | ) | (430,676 | ) | ||||||||||
| Copper |
292 | 12/19/22 | (60,150,175 | ) | 7,312,008 | |||||||||||
| Copper |
3 | 2/13/23 | (617,981 | ) | (9,338 | ) | ||||||||||
| Nickel |
27 | 1/16/23 | (4,360,959 | ) | (708,171 | ) | ||||||||||
| Zinc |
146 | 12/19/22 | (11,127,025 | ) | 363,670 | |||||||||||
| Zinc |
46 | 1/16/23 | (3,500,600 | ) | (124,281 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
| $ | (105,503,028) | $ | 12,876,987 | |||||||||||||
|
|
|
|
|
|||||||||||||
| Long Exposure |
||||||||||||||||
| Aluminum |
292 | 12/19/22 | $ | 17,921,500 | $ | (4,277,861 | ) | |||||||||
| Aluminum |
302 | 1/16/23 | 18,606,975 | (6,315,015 | ) | |||||||||||
| Bitcoin |
33 | 12/30/22 | 2,818,200 | 143,341 | ||||||||||||
| Brent Crude |
224 | 12/29/22 | 19,481,280 | (2,086,040 | ) | |||||||||||
| Cattle Feeder |
9 | 1/26/23 | 812,138 | 17,437 | ||||||||||||
| Cocoa |
103 | 5/15/23 | 2,577,060 | 26,930 | ||||||||||||
| Coffee “C” |
63 | 5/18/23 | 4,019,794 | (644,831 | ) | |||||||||||
| Copper |
292 | 12/19/22 | 60,150,175 | (5,807,881 | ) | |||||||||||
| Copper |
68 | 2/13/23 | 14,007,575 | 555,475 | ||||||||||||
| Corn |
424 | 12/14/23 | 12,857,800 | (834,288 | ) | |||||||||||
| Cotton No. 2 |
41 | 3/09/23 | 1,734,505 | (25,010 | ) | |||||||||||
| Gasoline RBOB |
67 | 12/30/22 | 6,710,546 | (577,949 | ) | |||||||||||
| Gold 100 Ounce |
91 | 2/24/23 | 16,015,090 | 589,110 | ||||||||||||
| HRW Wheat |
74 | 7/14/23 | 3,269,875 | (218,513 | ) | |||||||||||
| Lean Hogs |
99 | 2/14/23 | 3,379,860 | (146,930 | ) | |||||||||||
| Live Cattle |
63 | 6/30/23 | 3,920,490 | 32,290 | ||||||||||||
| Low Sulphur Gasoil |
99 | 12/12/23 | 8,016,525 | (317,400 | ) | |||||||||||
| Natural Gas |
203 | 3/29/23 | 10,651,410 | 1,411,550 | ||||||||||||
| Nickel |
77 | 1/16/23 | 12,436,809 | 2,438,955 | ||||||||||||
| NY Harbor ULSD |
67 | 5/31/23 | 8,452,130 | (244,028 | ) | |||||||||||
| Platinum |
59 | 1/27/23 | 3,065,935 | 540,680 | ||||||||||||
| Silver |
79 | 5/26/23 | 8,662,745 | 337,425 | ||||||||||||
| Soybeans |
142 | 11/14/23 | 9,932,900 | 297,888 | ||||||||||||
| Sugar No. 11 |
205 | 4/28/23 | 4,261,376 | (76,384 | ) | |||||||||||
| Wheat |
207 | 7/14/23 | 8,370,562 | (202,663 | ) | |||||||||||
| WTI Crude Oil |
231 | 5/22/23 | 18,565,470 | 557,040 | ||||||||||||
| Zinc |
146 | 12/19/22 | 11,127,025 | (1,559,225 | ) | |||||||||||
| Zinc |
133 | 1/16/23 | 10,121,300 | (146,356 | ) | |||||||||||
|
|
|
|
|
|||||||||||||
| $ | 301,947,050 | $ | (16,532,253 | ) | ||||||||||||
|
|
|
|
|
|||||||||||||
| Total - Net |
|
$ | 196,444,022 | $ | (3,655,266 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Enhanced Commodity Strategy Fund (GCC) (consolidated)
November 30, 2022
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: | ||||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 285,867,162 | $ | — | $ | 285,867,162 | ||||||||
| Exchange-Traded Fund |
8,801,187 | — | — | 8,801,187 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | 8,801,187 | $ | 285,867,162 | $ | — | $ | 294,668,349 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 21,097,574 | $ | — | $ | — | $ | 21,097,574 | ||||||||
| Liabilities: | ||||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | (24,752,840 | ) | $ | — | $ | — | $ | (24,752,840 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net | $ | 5,145,921 | $ | 285,867,162 | $ | — | $ | 291,013,083 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||
| U.S. GOVERNMENT OBLIGATIONS - 174.1% |
| |||||||
| U.S. Treasury Bills - 174.1% |
| |||||||
| 1.43%, 12/1/22* |
$ | 109,500,000 | $ | 109,500,000 | ||||
| 3.26%, 12/15/22* |
7,281,000 | 7,272,137 | ||||||
| 4.63%, 5/18/23* |
109,500,000 | 107,214,297 | ||||||
|
|
|
|||||||
| TOTAL U.S. GOVERNMENT OBLIGATIONS (Cost: $223,987,626) |
|
223,986,434 | ||||||
|
|
|
|||||||
| Shares | ||||||||
| EXCHANGE-TRADED FUND - 4.4% |
| |||||||
| United States - 4.4% |
| |||||||
| WisdomTree Floating Rate Treasury Fund(a) (Cost: $5,717,941) |
114,030 | 5,730,008 | ||||||
|
|
|
|||||||
| TOTAL INVESTMENTS IN SECURITIES - 178.5% (Cost: $229,705,567) |
|
229,716,442 | ||||||
| Other Assets less Liabilities - (78.5)% |
|
(101,048,729 | ) | |||||
|
|
|
|||||||
| NET ASSETS - 100.0% |
|
$ | 128,667,713 | |||||
|
|
|
|||||||
| * | 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 three-month fiscal period ended November 30, 2022 were as follows:
| Affiliate |
Value at 8/31/2022 |
Purchases/ Additions |
Sales/ Reductions |
Realized Gain/(Loss) |
Change in Unrealized Appreciation/ Depreciation |
Value at 11/30/2022 |
Dividend Income |
|||||||||||||||||||||
| WisdomTree Floating Rate Treasury Fund |
$ | 6,059,547 | $ | — | $ | 329,500 | $ | 91 | $ | (130 | ) | $ | 5,730,008 | $ | 49,565 | |||||||||||||
See Notes to Schedule of Investments.
Schedule of Investments (unaudited) (concluded)
WisdomTree Managed Futures Strategy Fund (WTMF) (consolidated)
November 30, 2022
FINANCIAL DERIVATIVE INSTRUMENTS
FUTURES CONTRACTS (EXCHANGE-TRADED)
| Short Exposure |
Contracts | Expiration Date |
Notional Value |
Unrealized Appreciation/ (Depreciation) |
||||||||||||
| 10 Year U.S. Treasury Note |
60 | 3/22/23 | $ | (6,810,000 | ) | $ | (189,906 | ) | ||||||||
| Aluminum |
41 | 12/19/22 | (2,516,375 | ) | (102,500 | ) | ||||||||||
| Cattle Feeder |
26 | 1/26/23 | (2,346,175 | ) | (11,375 | ) | ||||||||||
| Copper |
12 | 12/19/22 | (2,471,925 | ) | (31,125 | ) | ||||||||||
| Gold 100 Ounce |
14 | 2/24/23 | (2,463,860 | ) | (161,130 | ) | ||||||||||
| Lead |
47 | 12/19/22 | (2,569,138 | ) | (220,841 | ) | ||||||||||
| Silver |
24 | 3/29/23 | (2,613,720 | ) | (118,940 | ) | ||||||||||
| Tin |
26 | 12/19/22 | (2,999,100 | ) | (545,780 | ) | ||||||||||
| U.S. Treasury Long Bond |
55 | 3/22/23 | (6,985,000 | ) | (423,867 | ) | ||||||||||
| Wheat |
55 | 3/14/23 | (2,187,625 | ) | 194,538 | |||||||||||
| Zinc |
34 | 12/19/22 | (2,591,225 | ) | (147,088 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
| $ | (36,554,143 | ) | $ | (1,758,014 | ) | |||||||||||
|
|
|
|
|
|||||||||||||
| Long Exposure |
||||||||||||||||
| Bitcoin |
19 | 12/30/22 | $ | 1,622,600 | $ | 82,529 | ||||||||||
| Brent Crude |
24 | 12/29/22 | 2,087,280 | (146,400 | ) | |||||||||||
| Corn |
67 | 3/14/23 | 2,234,450 | (66,163 | ) | |||||||||||
| E-Mini Russell 2000 Index |
59 | 12/16/22 | 5,568,125 | 308,825 | ||||||||||||
| Gasoline RBOB |
21 | 12/30/22 | 2,103,306 | (174,724 | ) | |||||||||||
| Lean Hogs |
70 | 12/14/22 | 2,321,200 | (13,300 | ) | |||||||||||
| Live Cattle |
38 | 2/28/23 | 2,366,260 | 19,760 | ||||||||||||
| Low Sulphur Gasoil |
23 | 12/12/22 | 2,132,675 | (288,075 | ) | |||||||||||
| Nikkei 225 Index |
29 | 3/09/23 | 5,812,885 | ^ | 179,805 | |||||||||||
| NY Harbor ULSD |
15 | 12/30/22 | 2,119,005 | (179,865 | ) | |||||||||||
| S&P 500 E-Mini Index |
28 | 12/16/22 | 5,713,750 | 494,463 | ||||||||||||
| Sugar No. 11 |
112 | 2/28/23 | 2,462,387 | 210,739 | ||||||||||||
| U.S. Dollar Index |
118 | 12/19/22 | 12,495,846 | (339,840 | ) | |||||||||||
|
|
|
|
|
|||||||||||||
| $ | 49,039,769 | $ | 87,754 | |||||||||||||
|
|
|
|
|
|||||||||||||
| Total - Net |
|
$ | 12,485,626 | $ | (1,670,260 | ) | ||||||||||
|
|
|
|
|
|||||||||||||
| ^ | Notional value has been converted to USD using the relevant foreign exchange rate as of November 30, 2022. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: |
|
|||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 223,986,434 | $ | — | $ | 223,986,434 | ||||||||
| Exchange-Traded Fund |
5,730,008 | — | — | 5,730,008 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities | $ | 5,730,008 | $ | 223,986,434 | $ | — | $ | 229,716,442 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | 1,490,659 | $ | — | $ | — | $ | 1,490,659 | ||||||||
| Liabilities: |
|
|||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Futures Contracts1 |
$ | (3,160,919 | ) | $ | — | $ | — | $ | (3,160,919 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net | $ | 4,059,748 | $ | 223,986,434 | $ | — | $ | 228,046,182 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the unrealized appreciation (depreciation) on the financial instrument. |
See Notes to Schedule of Investments.
Schedule of Investments (unaudited)
WisdomTree Target Range Fund (GTR)
November 30, 2022
| Investments |
Principal Amount |
Value | ||||||||||||||||||||||||||
| U.S. GOVERNMENT OBLIGATIONS - 87.3% |
| |||||||||||||||||||||||||||
| U.S. Treasury Bill - 87.3% |
| |||||||||||||||||||||||||||
| 1.98%, 12/1/22* (Cost: $49,300,000) |
|
$ | 49,300,000 | $ | 49,300,000 | |||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||||||
| PURCHASED OPTIONS (EXCHANGE-TRADED) - 4.9% |
| |||||||||||||||||||||||||||
| Call Options |
Number of Contracts |
Notional Amount(a) |
Strike Price |
Expiration Date |
Premiums Paid |
Unrealized Depreciation |
Value | |||||||||||||||||||||
| iShares MSCI EAFE ETF |
1,650 | $ | 11,055,000 | $ | 67 | 1/20/23 | $ | 1,198,145 | $ | (898,670 | ) | 299,475 | ||||||||||||||||
| iShares MSCI Emerging Markets ETF |
1,297 | 5,447,400 | 42 | 1/20/23 | 687,834 | (648,924 | ) | 38,910 | ||||||||||||||||||||
| iShares Russell 2000 ETF |
622 | 11,196,000 | 180 | 1/20/23 | 1,543,115 | (843,987 | ) | 699,128 | ||||||||||||||||||||
| SPDR S&P 500 ETF Trust |
719 | 28,041,000 | 390 | 1/20/23 | 3,932,985 | (2,189,410 | ) | 1,743,575 | ||||||||||||||||||||
|
|
|
|||||||||||||||||||||||||||
| TOTAL PURCHASED OPTIONS (EXCHANGE-TRADED) (Cost: $7,362,079) |
|
2,781,088 | ||||||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||||||
| TOTAL INVESTMENTS IN SECURITIES - 92.2% (Cost: $56,662,079) |
|
52,081,088 | ||||||||||||||||||||||||||
| Other Assets less Liabilities - 7.8% |
|
4,392,353 | ||||||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||||||
| NET ASSETS - 100.0% |
|
$ | 56,473,441 | |||||||||||||||||||||||||
|
|
|
|||||||||||||||||||||||||||
| * | Interest rate shown reflects the yield to maturity at the time of purchase. |
| (a) | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
FINANCIAL DERIVATIVE INSTRUMENTS
WRITTEN OPTION CONTRACTS (EXCHANGE-TRADED)
| Call Options |
Number of Contracts |
Notional Amount1 |
Strike Price |
Expiration Date |
Premiums Received |
Unrealized Appreciation |
Value | |||||||||||||||||||||
| iShares MSCI EAFE ETF |
(1,506 | ) | $ | (13,554,000 | ) | $ | 90 | 1/20/2023 | $ | (56,169 | ) | $ | 56,139 | $ | (30 | ) | ||||||||||||
| iShares MSCI Emerging Markets ETF |
(1,183 | ) | (6,743,100 | ) | 57 | 1/20/2023 | (85,090 | ) | 85,078 | (12 | ) | |||||||||||||||||
| iShares Russell 2000 ETF |
(568 | ) | (13,632,000 | ) | 240 | 1/20/2023 | (206,762 | ) | 205,626 | (1,136 | ) | |||||||||||||||||
| SPDR S&P 500 ETF Trust |
(656 | ) | (34,440,000 | ) | 525 | 1/20/2023 | (223,782 | ) | 223,126 | (656 | ) | |||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
| $ | (571,803 | ) | $ | 569,969 | $ | (1,834 | ) | |||||||||||||||||||||
|
|
|
|
|
|
|
|||||||||||||||||||||||
| 1 | Notional amount is derived by multiplying the number of contracts, the contract size (typically 100), and the contract strike price. |
FAIR VALUATION SUMMARY
The following is a summary of the fair valuations according to the inputs used as of November 30, 2022 in valuing the Fund’s investments:
| Quoted Prices in Active Markets (Level 1) |
Other Significant Observable Inputs (Level 2) |
Significant Unobservable Inputs (Level 3) |
Total | |||||||||||||
| Assets: |
|
|||||||||||||||
| Investments in Securities | ||||||||||||||||
| U.S. Government Obligations |
$ | — | $ | 49,300,000 | $ | — | $ | 49,300,000 | ||||||||
| Purchased Options |
2,442,703 | 338,385 | — | 2,781,088 | ||||||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total Investments in Securities |
$ | 2,442,703 | $ | 49,638,385 | $ | — | $ | 52,081,088 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Liabilities: |
|
|||||||||||||||
| Financial Derivative Instruments | ||||||||||||||||
| Written Options1 |
$ | — | $ | (1,834 | ) | $ | — | $ | (1,834 | ) | ||||||
|
|
|
|
|
|
|
|
|
|||||||||
| Total - Net |
$ | 2,442,703 | $ | 49,636,551 | $ | — | $ | 52,079,254 | ||||||||
|
|
|
|
|
|
|
|
|
|||||||||
| 1 | Amount shown represents the market value of the financial instrument. |
See Notes to Schedule of Investments.
Abbreviations used in the schedules of investments and related tables included in this report are as follows:
CURRENCY ABBREVIATIONS:
| AUD |
Australian dollar | |||
| BRL |
Brazilian real | |||
| CAD |
Canadian dollar | |||
| CHF |
Swiss franc | |||
| CLP |
Chilean peso | |||
| CNH |
Offshore Chinese renminbi | |||
| CNY |
Chinese yuan | |||
| COP |
Colombian peso | |||
| CZK |
Czech koruna | |||
| EGP |
Egyptian pound | |||
| EUR |
Euro | |||
| GBP |
British pound | |||
| HUF |
Hungary forint | |||
| IDR |
Indonesian rupiah | |||
| INR |
Indian rupee | |||
| JPY |
Japanese yen | |||
| KRW |
South Korean won | |||
| MXN |
Mexican peso | |||
| MYR |
Malaysian ringgit | |||
| PEN |
Peruvian nuevo sol | |||
| PHP |
Philippine peso | |||
| PLN |
Polish zloty | |||
| RON |
Romanian leu | |||
| THB |
Thai baht | |||
| TRY |
Turkish new lira | |||
| TWD |
New Taiwan dollar | |||
| USD |
U.S. dollar | |||
| ZAR |
South African rand |
OTHER ABBREVIATIONS:
| ADR |
American Depositary Receipt | |||
| HRW |
Hard Red Winter | |||
| PIK |
Payment In Kind | |||
| RBOB |
Reformulated Blendstock for Oxygenate Blending | |||
| REMIC |
Real Estate Mortgage Investment Conduit | |||
| ULSD |
Ultra-Low-Sulfur Diesel | |||
| WTI |
West Texas Intermediate |
See Notes to Schedule of Investments.
Notes to Schedule of Investments (unaudited)
Investment Valuation - The net asset value (“NAV”) of each Fund’s shares is calculated each day a Fund is open for business as of the regularly scheduled close of regular trading on the New York Stock Exchange, normally 4:00 p.m. Eastern time (the “NAV Calculation Time”). NAV per share is calculated by dividing a Fund’s net assets by the number of Fund shares outstanding. Each Fund issues and redeems shares at NAV only in large blocks of shares known as creation units, which only certain institutions (e.g., broker-dealers) may purchase or redeem. Shares of each Fund are listed on a national securities exchange and trade at market prices. Most investors will buy and sell shares in the secondary market through brokers. Because Fund shares trade at market prices rather than NAV, shares may trade at a price greater than NAV or less than NAV. In calculating each Fund’s NAV, investments are valued under policies approved by the Board of Trustees of the Trust (the “Board of Trustees”). Fixed income securities (including short-term debt securities with remaining maturities of 60 days or less and to-be-announced (‘‘TBA’’) securities) generally are valued at current market quotations or mean prices obtained from broker-dealers or independent pricing service providers. Broker-dealers or independent pricing service providers, in determining the value of securities, may consider such factors as recent transactions, indications from yields and quoted prices from broker-dealers on similar securities, and market sentiment for the type of security. U.S. fixed income securities may be valued as of the announced closing time for such securities on any day that the Securities Industry and Financial Markets Association announces an early closing time. Repurchase agreements are valued at par which represents their fair value. For all Funds, except for U.S. Dollar Bullish Fund, foreign currency contracts that settle within two business days after the trade date (‘‘Spot Contracts’’) and foreign currency contracts having a settlement period greater than two business days after the trade date (‘‘Forward Contracts’’) are valued daily using WM/Reuters closing spot and forward rates, respectively, as of 4:00 p.m. London time except for Forward Contracts in certain Asian currencies (Chinese renminbi, Chinese yuan, Hong Kong dollar, Indian rupee, Indonesian rupiah, Malaysian ringgit, Philippine peso, Singapore dollar, South Korean won, New Taiwan dollar, and the Thai baht) which are valued daily using WM/Reuters closing forward rates as of 2:00 pm Singapore time. U.S. Dollar Bullish Fund uses WM/Reuters closing spot and forward rates as of 4:00 p.m. Eastern time to value foreign currency contracts daily. Futures contracts generally are valued at the settlement price, the price at which a futures contract settles once a given trading day has ended, on the primary exchange on which they trade. Option contracts generally are valued at the mean of the bid/ask price as of 4:00 p.m. Eastern time on the primary exchange on which they trade. Equity securities (including preferred stock) traded on any recognized U.S. or non-U.S. exchange are valued at the last sale price or official closing price on the exchange on which they are principally traded. Unlisted equity securities (including preferred stock) are valued at the last sale price or, if no sale price is available, at the mean between the highest bid and lowest ask price. Each Fund may invest in money market funds which are valued at their NAV per share and exchange-traded funds (“ETFs” or “ETF”), or exchange-traded notes (“ETNs” or “ETN”) or closed-end mutual funds (“CEF” or “CEFs”) which are valued at their last sale or official closing price on the exchange on which they are principally traded or at their NAV per share in instances where the ETF, ETN or CEF has not traded on its principal exchange.
In certain instances, such as when reliable market valuations are not readily available, a Fund’s investments, which include derivatives, will be fair valued in accordance with the Fund’s valuation policy. The Board of Trustees has established a valuation committee (the “Valuation Committee”) which is comprised of senior representatives of WisdomTree Asset Management, Inc. (‘‘WTAM’’) and which reports to the Board of Trustees on a quarterly basis. In the event that a financial instrument cannot be valued based upon a price from the exchange or system on which it is principally traded, independent pricing service provider or broker-dealer quotation, or such prices are deemed to not reflect current market value, the Valuation Committee may value the financial instrument in good faith under the policies and procedures approved by the Board of Trustees based on current facts and circumstances. Securities that may be valued using “fair value” pricing may include, but are not limited to, securities for which there are no current market quotations, securities whose issuer is in default or bankruptcy, securities subject to corporate actions (such as mergers or reorganizations), securities subject to non-U.S. investment limits or currency controls, and securities affected by “significant events.” An example of a significant event is an event occurring after the close of the market in which a security trades but before a Fund’s next NAV Calculation Time that may materially affect the value of a Fund’s investment (e.g., government action, natural disaster, or significant market fluctuation). When fair value pricing is employed, the prices of securities used by a Fund to calculate its NAV may differ from quoted or published prices for the same securities.
Fair Value Measurement - In accordance with Codification Topic 820 (“ASC 820”), Fair Value Measurements and Disclosures, fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. The Valuation Committee will perform other procedures (consistent with Generally Accepted Accounting Principles) 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) |
Notes to Schedule of Investments (unaudited) (concluded)
The inputs or methodology used for valuation are not necessarily an indication of the risk associated with investing in those investments.
Investments that use Level 2 or Level 3 inputs may include, but are not limited to: (i) an unlisted security related to corporate actions; (ii) a restricted security (e.g., one that may not be publicly sold without registration under the Securities Act of 1933, as amended); (iii) a security whose trading has been suspended (either due to events affecting the issuer of the security specifically or events affecting the primary trading exchange more broadly) or which has been de-listed from its primary trading exchange; (iv) a security that is thinly traded; (v) a security in default or bankruptcy proceedings for which there is no current market quotation or market activity; (vi) a security affected by currency controls or restrictions; and (vii) a security affected by a significant event (e.g., an event that occurs after the close of the markets in which the security is traded but before the time as of which a Fund’s NAV is computed and that may materially affect the value of the Fund’s investments).
The valuation techniques and significant inputs used in determining the fair market value measurements for Level 2 and Level 3 positions are as follows:
Financial instruments, such as fixed income securities, are generally valued by independent pricing service providers that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. Depending on the type of financial instrument, the independent pricing service providers’ internal pricing models may use inputs that are observable such as issuer details (e.g., credit rating, debt ranking, coupon date, maturity date, etc.), interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Financial instruments that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate. Over-the-counter financial derivative instruments derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. These instruments are normally valued on the basis of broker-dealer quotations or prices obtained from independent pricing service providers. Depending on the product and the terms of the transaction, the value of the financial derivative instruments can be estimated by an independent pricing service provider using a series of techniques including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as issuer details, indices, credit risks/spreads, interest rates, yield curves, default and exchange rates. Derivative contracts that use similar valuation techniques and observable inputs as described above and have an appropriate level of market activity are categorized as Level 2 of the fair value hierarchy, otherwise a Level 3 fair value classification is appropriate.
Determination of a fair value by the Valuation Committee may include significant unobservable inputs and therefore such financial instruments would be reflected as a Level 3 of the fair value hierarchy. The Valuation Committee may employ a market-based valuation approach which may use, among other potential considerations, related or comparable securities, recent transactions, market multiples, and other relevant information to determine fair value. The Valuation Committee may also use an income-based valuation approach in which anticipated future cash flows of the financial instrument are discounted to calculate fair value.
The summary of fair valuations according to the inputs used in valuing each Fund’s assets as of the measurement date is included in a “Fair Valuation Summary” supplementary table in each applicable Fund’s Schedule of Investments.
During the fiscal period ended November 30, 2022, there were no significant transfers into or out of Level 3 of the fair value hierarchy.