WTMF

Fund Description
The WisdomTree Managed Futures Strategy Fund seeks to achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns. The Fund is managed using a quantitative rules-based strategy designed to provide returns that correspond to the performance of the Diversified Trends Indicator (DTI Index or Benchmark). The Fund intends to invest in a combination of U.S. treasury futures currency futures non-deliverable currency forwards commodity futures commodity swaps U.S. government and money market securities. The Benchmark is a widely-used indicator designed to capture the economic benefit derived from rising or declining price trends in the markets for commodity currency and U.S. treasury futures.
Fund Profile
Fund Name WisdomTree Managed Futures Strategy Fund
Fund Exchange Ticker WTMF
Fund Sponsor Wisdom Tree
Fund ISIN US97717W1255
Net Expense Ratio 0.65 %
Fund Inception Date 5 January 2011
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Multi-Asset / Other
Asset Class Other Asset Types
Index Linked Passive
Index Name Diversified Trends Indicator
Index Provider Alpha Financial Technologies LLC
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Funds Combining Developed & Emerging Exposure
Key Statistics
Return As of Date 13 September 2019
Asset Under Management 207.36 Million (USD)
1 Month Total Return -1.55 %
Year To Date Return -1.93 %
1 Year Total Return -3.13 %
3 Year Annualized Total Return -1.74 %
NAV 38.0478
Share Outstanding 5,450,000
Top 10 Holdings (13 September 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
US Treasury Bill 09/09/2019 BILL 0.2747590916
US Treasury Bill 09/09/2019 BILL 0.2747590916
US Treasury Bill 09/09/2019 BILL 0.2747590916
WisdomTree Managed Futures Portfolio I - Cayman ETF 0.2198437123
US Dollar CASH 0.0884738721
JPY190918 FUTR 0.0866947094
US 10Yr Note (CBT) Futr Dec19 TYZ9 FUTR 0.0671340435
US Long Bond (CBT) Futr Dec19 USZ9 FUTR 0.0658401488
CHF Currency Future Dec19 SFZ9 FUTR 0.0454057673
US Treasury Bill 12/12/2019 BILL 0.0073305709