{"ticker":"WTMF","name":"WisdomTree Managed Futures Strategy Fund","page_url":null,"cite_as":"TickerInside, WisdomTree Managed Futures Strategy Fund (WTMF), holdings and contracts from SEC Form N-PORT for the period ended 2026-05-31, filed 2026-07-30, https://tickerinside.com/api/v1/etf/wtmf.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/wtmf.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/wtmf.json)","identifiers":{"asset_type":"etf","exchange":"NYSE Arca","composite_figi":"BBG001CSJZ68","share_class_figi":"BBG001V038F5","cik":"0001350487","series_id":"S000026387","class_id":"C000079238"},"source_layer":"sec_nport_derivatives","category":{"id":"managed-futures","label":"Managed Futures","group":"alternative","group_label":"Alternatives","asset_class":"derivative_based","rule":"In its filing for 2026-05-31, its futures are long and short across 4 asset classes.","basis":"contracts","as_of":"2026-05-31","facets":{},"measured":{},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-05-31","report_date":"2026-05-31","filed":"2026-07-30","filing_url":"https://www.sec.gov/Archives/edgar/data/1350487/000094040026028876/","net_assets":235133794,"multi_class":false,"stock_pct":7.11,"unmapped_pct":0.0,"abroad":[],"expense_ratio":0.66,"expense_ratio_gross":0.67,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2025-12-31","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1350487/000121465925018684/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":25,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{"USFR":4.3968,"BTCW":2.7126},"summary":"On 2026-05-31, WTMF held US Treasury notes and bonds (80.3%), stocks and ETFs held outright (7.1%) and money market funds (6.7%), as percent of net assets. It carried futures on Euro Stoxx 50 Index (8.0% long), Nikkei 225 Index (8.0% long) and S&P 500 Index (7.9% long), and 20 more underlyings, as notional exposure in percent of net assets.","composition":[{"kind":"treasury_notes_and_bonds","label":"US Treasury notes and bonds","pct":80.27},{"kind":"stocks","label":"Stocks and ETFs held outright","pct":7.11},{"kind":"money_market_funds","label":"Money market funds","pct":6.67}],"derivatives":[{"instrument":"future","description":"futures","underlying":"US Dollar Index Futures - NYCC,","underlying_ticker":null,"underlying_kind":"currency","direction":"long","notional_pct":10.0062,"value_pct":-0.0846,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-15","expires_last":"2026-06-15"},{"instrument":"future","description":"futures","underlying":"Euro Stoxx 50 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":8.0287,"value_pct":0.3076,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-19","expires_last":"2026-06-19"},{"instrument":"future","description":"futures","underlying":"Nikkei 225 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":7.9682,"value_pct":0.5685,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-11","expires_last":"2026-09-11"},{"instrument":"future","description":"futures","underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":7.9083,"value_pct":0.3292,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-18","expires_last":"2026-06-18"},{"instrument":"future","description":"futures","underlying":"S&P/TSX 60 Index Standard","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":7.8693,"value_pct":0.2496,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-19","expires_last":"2026-06-19"},{"instrument":"future","description":"futures","underlying":"Russell 2000 Index","underlying_ticker":null,"underlying_kind":"index","direction":"long","notional_pct":7.5578,"value_pct":0.6505,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-18","expires_last":"2026-06-18"},{"instrument":"future","description":"futures","underlying":"10-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":4.9588,"value_pct":0.0076,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-21","expires_last":"2026-09-21"},{"instrument":"future","description":"futures","underlying":"U.S. Treasury Bond Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":4.9403,"value_pct":-0.0231,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-09-21","expires_last":"2026-09-21"},{"instrument":"future","description":"futures","underlying":"Primary Aluminium future composite","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":2.237,"value_pct":0.0562,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-16","expires_last":"2026-06-16"},{"instrument":"future","description":"futures","underlying":"Zinc future composite","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":2.1923,"value_pct":0.0967,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-16","expires_last":"2026-06-16"},{"instrument":"future","description":"futures","underlying":"Lead future composite","underlying_ticker":null,"underlying_kind":"other","direction":"short","notional_pct":2.1858,"value_pct":-0.0293,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-16","expires_last":"2026-06-16"},{"instrument":"future","description":"futures","underlying":"Lean Hog Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"short","notional_pct":2.1835,"value_pct":0.0846,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-17","expires_last":"2026-07-17"},{"instrument":"future","description":"futures","underlying":null,"underlying_ticker":"GOLD","underlying_kind":"stock","direction":"long","notional_pct":2.1534,"value_pct":-0.0047,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-27","expires_last":"2026-08-27"},{"instrument":"future","description":"futures","underlying":"Nickel future composite","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":2.1429,"value_pct":-0.0675,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-16","expires_last":"2026-06-16"},{"instrument":"future","description":"futures","underlying":"Feeder Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":2.1376,"value_pct":-0.1372,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-28","expires_last":"2026-08-28"},{"instrument":"future","description":"futures","underlying":"Corn Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":2.1325,"value_pct":-0.147,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-14","expires_last":"2026-07-14"},{"instrument":"future","description":"futures","underlying":"Live Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":2.1122,"value_pct":-0.0789,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-08-31","expires_last":"2026-08-31"},{"instrument":"future","description":"futures","underlying":"Henry Hub Natural Gas Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":2.0908,"value_pct":0.1479,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-26","expires_last":"2026-06-26"},{"instrument":"future","description":"futures","underlying":"Chicago SRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":2.0304,"value_pct":0.0078,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-14","expires_last":"2026-07-14"},{"instrument":"future","description":"futures","underlying":"Silver","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":2.0287,"value_pct":0.0687,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-29","expires_last":"2026-07-29"},{"instrument":"future","description":"futures","underlying":"KC HRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":1.933,"value_pct":0.0704,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-07-14","expires_last":"2026-07-14"},{"instrument":"future","description":"futures","underlying":"Crude Oil Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":1.1138,"value_pct":0.0345,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-12-21","expires_last":"2026-12-21"},{"instrument":"future","description":"futures","underlying":"LS Gas Oil Futures - ULSD-ARA,","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":1.113,"value_pct":-0.1684,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-11","expires_last":"2026-06-11"},{"instrument":"future","description":"futures","underlying":"RBOB Gasoline Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","direction":"long","notional_pct":1.0394,"value_pct":0.114,"positions":1,"option_type":null,"option_side":null,"expires_first":"2027-04-30","expires_last":"2027-04-30"},{"instrument":"future","description":"futures","underlying":"Brent Crude Futures - North Sea,","underlying_ticker":null,"underlying_kind":"commodity","direction":"long","notional_pct":0.9896,"value_pct":0.018,"positions":1,"option_type":null,"option_side":null,"expires_first":"2026-06-30","expires_last":"2026-06-30"}],"underlyings":[{"underlying":"Euro Stoxx 50 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":8.03,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":8.03},{"underlying":"Nikkei 225 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":7.97,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":7.97},{"underlying":"S&P 500 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":7.91,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":7.91},{"underlying":"S&P/TSX 60 Index Standard","underlying_ticker":null,"underlying_kind":"index","long_pct":7.87,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":7.87},{"underlying":"Russell 2000 Index","underlying_ticker":null,"underlying_kind":"index","long_pct":7.56,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":7.56},{"underlying":"10-Year T-Note Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":4.96,"options":{},"instruments":["future"],"complete":true,"net_pct":-4.96},{"underlying":"U.S. Treasury Bond Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":4.94,"options":{},"instruments":["future"],"complete":true,"net_pct":-4.94},{"underlying":"Primary Aluminium future composite","underlying_ticker":null,"underlying_kind":"commodity","long_pct":2.24,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.24},{"underlying":"Zinc future composite","underlying_ticker":null,"underlying_kind":"commodity","long_pct":2.19,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.19},{"underlying":"Lean Hog Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":0.0,"short_pct":2.18,"options":{},"instruments":["future"],"complete":true,"net_pct":-2.18},{"underlying":null,"underlying_ticker":"GOLD","underlying_kind":"stock","long_pct":2.15,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.15},{"underlying":"Nickel future composite","underlying_ticker":null,"underlying_kind":"commodity","long_pct":2.14,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.14},{"underlying":"Feeder Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":2.14,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.14},{"underlying":"Corn Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":2.13,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.13},{"underlying":"Live Cattle Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":2.11,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.11},{"underlying":"Henry Hub Natural Gas Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":2.09,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.09},{"underlying":"Silver","underlying_ticker":null,"underlying_kind":"commodity","long_pct":2.03,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.03},{"underlying":"Chicago SRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":2.03,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":2.03},{"underlying":"KC HRW Wheat Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":1.93,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":1.93},{"underlying":"Crude Oil Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":1.11,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":1.11},{"underlying":"LS Gas Oil Futures - ULSD-ARA,","underlying_ticker":null,"underlying_kind":"commodity","long_pct":1.11,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":1.11},{"underlying":"RBOB Gasoline Futures, ,ETH","underlying_ticker":null,"underlying_kind":"crypto","long_pct":1.04,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":1.04},{"underlying":"Brent Crude Futures - North Sea,","underlying_ticker":null,"underlying_kind":"commodity","long_pct":0.99,"short_pct":0.0,"options":{},"instruments":["future"],"complete":true,"net_pct":0.99}],"exposure":{"stocks_pct":7.11,"swaps_futures_long_pct":66.78,"swaps_futures_short_pct":12.08,"options_notional_pct":0,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}