DYB

Fund Description
The WisdomTree Dynamic Bearish U.S. Equity Fund seeks to track long equity positions or long U.S. Treasury positions and short equity positions. The Long Equity positions consist of approximately 100 U.S. large- and mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted according to their volatility characteristics. The Short Equity positions include the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The WisdomTree Dynamic Bearish U.S. Equity Index includes long equity positions or long U.S. Treasury positions and short equity positions. The Long Equity Index consists of approximately 100 U.S. large- and mid-capitalization stocks that meet Index eligibility requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted in the Long Equity Index according to their volatility characteristics. The Short Equity Index consists of short positions in the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The Index provides a dynamic allocation of exposure to the Long Equity Index ranging from 100% to 0% while employing a variable monthly hedge ratio ranging from 75% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth and value market signals. During times when the market indicator shows unattractive readings on valuation and growth characteristics, the Index can move to 100% exposure to the Long Treasury Index, (and accordingly no exposure to the Long Equity Index).
Fund Profile
Fund Name WisdomTree Dynamic Bearish U.S. Equity Fund
Fund Exchange Ticker DYB
Fund Sponsor Wisdom Tree
Fund ISIN US97717X2971
Net Expense Ratio 0.48 %
Fund Inception Date 23 December 2015
Fund Legal Structure ETF (Open end fund)
Exchange BATS
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Quant Strat
Asset Class Equities (Stocks)
Index Linked Passive
Index Name WisdomTree Dynamic Bearish U.S. Equity Index
Index Provider Wisdom Tree
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Broad Market / Multi-Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 15 July 2019
Asset Under Management 6.47 Million (USD)
1 Month Total Return -0.15 %
Year To Date Return -13.19 %
1 Year Total Return -17.66 %
3 Year Annualized Total Return -4.37 %
NAV 21.5598
Share Outstanding 300,000
Top 10 Holdings (15 July 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
SPTR Index Swap (LIBOR) 0XA1979 SWAP 0.1620271165
SPTR Index Swap (LIBOR) 0XA1981 SWAP 0.1620271165
SPTR Index Swap (LIBOR) 0XA1971 SWAP 0.1601430796
SPTR Index Swap (LIBOR) 0XA1975 SWAP 0.1601430796
US Treasury Bill 8/15/2019 BILL 0.1576498778
TRS S&P 500 Swap (LIBOR) SWP-0XA1989 SWAP 0.1478968448
SPTR Index Swap (LIBOR) 0XA1985 SWAP 0.1215203366
TREASURY BILL 08/19 0.00000 0.1185252247
US Treasury Bill 8/8/2019 BILL 0.1184822530
US Treasury Bill 8/22/2019 BILL 0.1134956428