WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
Key Statistics
Historical Performance
Total return including reinvested distributions, from adjusted closing prices.
Price History
Price history is being compiled for this fund.
Top Holdings
Top 25 holdings as of May 31, 2026 · source: SEC N-PORT. Full holdings & prospectus →
About AGGY
The Fund employs a “passive management” – or indexing– investment approach designed to track the performance of the Index. The Fund generally uses a representative sampling strategyto achieve its investment objective, meaning it generally will invest in a sample of the securities in the Index whose risk, return,and other characteristics resemble the risk, return, and other characteristics of the Index as a whole. Under normal circumstances, atleast 80% of the Fund’s total assets (exclusive of collateral held from securities lending) will be invested in the constituentsecurities of the Index and investments that have economic characteristics that are substantially identical to the economic characteristicsof such constituent securities. Bloomberg Index Services Limited (the “Index Provider”),designed the Index to broadly capture the U.S. investment grade, fixed income securities market while seeking to enhance yield withindesired risk parameters and constraints. Rather than re-weight individual securities, the Index uses a rules-based approach to re-weightsubgroups of the Bloomberg US Aggregate Index with the aim of earning a higher yield while broadly retaining the risk characteristicsof the Bloomberg US Aggregate Index. The subgroups identified in the Bloomberg US Aggregate Index generally reflect the different riskdimensions of investment grade securities such as sector (asset class) exposure (i.e., treasuries, agency, credit, and securitized),interest rate risk (i.e., duration) and credit risk (i.e., spread). Yield can typically be increased by shifting exposureamong any of a number of these risk dimensions and re-weighting the Index constituents. At the security level, the Index draws from theuniverse defined by the Bloomberg US Aggregate Index, which consists of investment grade debt securities denominated in U.S. dollars.To be eligible for inclusion in the Index, debt securities must have at least $250 million in par amount outstanding with the exceptionof asset-backed securities and commercial mortgage-backed securities which must have an original deal size of $500 million, a minimumtranche size of $25 million, and at least $300 million of the original transaction still outstanding. The Index consists of U.S. Treasuriesand U.S. Government-related bonds (e.g., obligations of the U.S. Government or its agencies or instrumentalities), corporate bonds,mortgage-backed pass- through securities, commercial mortgage-backed securities, and asset-backed securities that are publicly offeredfor sale in the United States. Index constituents are U.S. dollar-denominated debt securities with fixed rate coupons that have at leastone year to final maturity. The Index segments the eligible universe of U.S. investment grade fixedincome securities into subgroups defined by sector, quality and maturity characteristics. The subgroups cover the treasury sector, agencysector, credit markets, and securitized securities. The Index employs a proprietary weighting methodology that seeks to enhance yieldby allocating more weight to subgroups with higher yields while maintaining defined risk constraints designed to mitigate volatility andturnover drift from the eligible U.S. investment grade fixed income universe. Subgroups with higher yields are identified based on a subgroup’syield to worst measurements, rather than its yield to maturity. Yield to worst refers to the lowest potential yield that can be receivedon a bond without issuer default. The Index uses yield to worst measurements to determine the yield of each subgroup, except the mortgage-backedsecurities subgroups, which use yield to worst calculations of Treasury bonds whose maturities match the average life of their mortgagesecurities plus their option-adjusted spreads. However, to retain the broad risk characteristics of the Bloomberg US Aggregate Index,the Index also employs constraints that include caps on tracking error volatility, duration, sector and subgroup weights, and turnover.The Index’s constraints are capped relative to the constraints of the Bloomberg US Aggregate Index. The weights are determined atthe subgroup level (negative weights are not permitted) and passed down to the individual security level, where each security’sweight is equal to the subgroup weight multiplied by its market capitalization weight within the subgroup. The Index is rebalanced ona monthly basis. The duration range of the Index is expected to be within one year ofthe duration of the Bloomberg US Aggregate Index. Historically, such universe has had a duration range between approximately three andseven years. Duration is a measure used to determine the sensitivity of a portfolio to changes in interest rates with a longer durationportfolio being more sensitive to changes in interest rates. For example, the value of a fund with a portfolio duration of seven yearswould be expected to drop by 7% for every 1% increase in interest rates. A significant portion of the bonds represented in the Index are U.S.agency mortgage-backed pass-through securities. U.S. agency mortgage-backed pass-through securities are securities issued by entitiessuch as Government National Mortgage Association (“GNMA”) and Federal National Mortgage Association (“FNMA”) thatare backed by pool of mortgages. Most transactions in mortgage-backed pass-through securities occur through standardized contracts forfuture delivery in which the exact mortgage pools to be delivered are not specified until a few days prior to settlement, referred toas a “to-be-announced transaction” or “TBA Transaction.” In a TBA Transaction, the buyer and seller agree upongeneral trade parameters such as agency, settlement date, par amount and price. The actual pools delivered generally are determined twodays prior to the settlement date; however, it is not anticipated that the Fund will receive pools, but instead will participate in rollingTBA Transactions. The Fund expects to enter into such contracts on a regular basis. The Fund, pending settlement of such contracts, willinvest its assets in high-quality, liquid short term instruments. The Fund may invest up to 20% of its assets in other fixed income securitiesand/or such other investments, including other exchange-traded funds (“ETFs”) that invest in fixed income securities withcharacteristics similar to the Index constituents, that WisdomTree Asset Management, Inc. (“WisdomTree Asset Management” orthe “Adviser”) and/or Mellon Investments Corporation (“Mellon” or the “Sub-Adviser”) believe willhelp the Fund track the performance of the Index. Other fixed income securities will consist primarily of investment grade securitieswith similar risk characteristics as the Index constituents, but up to 5% of the Fund’s total assets may be held in non-investmentgrade securities with credit ratings deemed to be of no less than BB. To the extent the Index is concentrated in the securities of companiesassigned to a particular industry or group of industries, the Fund will seek to concentrate its investments (i.e., invest morethan 25% of its total assets) in such industry or group of industries to approximately the same extent as the Index.
AGGY News
- Precision Trading with Wisdomtree Yield Enhanced U.s. Aggregate Bond Fund (AGGY) Risk Zones
- Technical Reactions to AGGY Trends in Macro Strategies
- Trading the Move, Not the Narrative: (AGGY) Edition
- WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (NYSEARCA:AGGY) Reaches New 12-Month Low – Should You Sell?
- Trading the Move, Not the Narrative: (AGGY) Edition
- (AGGY) Volatility Zones as Tactical Triggers
- Short Interest in WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (NYSEARCA:AGGY) Increases By 100.6%
- Price-Driven Insight from (AGGY) for Rule-Based Strategy
Data for AGGY is aggregated from third-party providers (Tiingo, Nasdaq, Finnhub) and SEC filings, may be delayed at least 20 minutes, and may be incomplete or contain errors. Nothing here is investment advice. Verify with the official prospectus before investing.