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 14 June 2019
Asset Under Management 219.32 Million (USD)
1 Month Total Return -3.50 %
Year To Date Return -1.66 %
1 Year Total Return -0.53 %
3 Year Annualized Total Return -2.74 %
NAV 38.1432
Share Outstanding 5,750,000
Top 10 Holdings (14 June 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
US Treasury Bill 6/20/2019 BILL 0.2832396054
US Treasury Bill 6/20/2019 BILL 0.2832396054
US Treasury Bill 6/20/2019 BILL 0.2832396054
WisdomTree Managed Futures Portfolio I - Cayman ETF 0.2305958398
US Dollar 999USDZ92 CASH 0.0978872524
US Long Bond (CBT) Futr Sep19 USU9 FUTR 0.0664602118
US 10Yr Note (CBT) Futr Sep19 TYU9 FUTR 0.0663536245
US Treasury Bill 6/20/2019 BILL 0.0527958625
JPY190619 FUTR 0.0466475238
JPY190619 FUTR 0.0218130278