WTMF holdings and exposure

WTMF's SEC Form N-PORT for the period ended 2026-05-31, filed 2026-07-30, reports futures on the Euro Stoxx 50 Index with a notional of 8.0% of net assets, long. Its contracts reference 23 underlyings in all. It holds 7.1% of its net assets in stocks and ETFs outright and 86.9% in Treasury bills, money market funds and repurchase agreements.

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WTMFWisdomTree Managed Futures Strategy FundDerivative-based ETF, WisdomTree, 25 contracts
Largest exposure, N-PORT 2026-05-31
Euro Stoxx 50 Index
8.0% of net assets, long, futures
Held outright
7.1%
in stocks and ETFs, 2 lines
Bills, money funds, repos
86.9%
of net assets
Cost per year
0.66%
$66 a year on $10,000
Net assets
$0.2B
N-PORT 2026-05-31

What exposure does WTMF carry, from its SEC Form N-PORT for the period ended 2026-05-31?

UnderlyingThroughLongShortOptions, notional
Euro Stoxx 50 Indexfutures8.03%nonenone
Nikkei 225 Indexfutures7.97%nonenone
S&P 500 Indexfutures7.91%nonenone
S&P/TSX 60 Index Standardfutures7.87%nonenone
Russell 2000 Indexfutures7.56%nonenone
10-Year T-Note Futures, ,ETHfuturesnone4.96%none
U.S. Treasury Bond Futures, ,ETHfuturesnone4.94%none
Primary Aluminium future compositefutures2.24%nonenone
Zinc future compositefutures2.19%nonenone
Lean Hog Futures, ,ETHfuturesnone2.18%none
Gold.com (GOLD)futures2.15%nonenone
Feeder Cattle Futures, ,ETHfutures2.14%nonenone
Nickel future compositefutures2.14%nonenone
Corn Futures, ,ETHfutures2.13%nonenone
Live Cattle Futures, ,ETHfutures2.11%nonenone
Henry Hub Natural Gas Futures, ,ETHfutures2.09%nonenone
Chicago SRW Wheat Futures, ,ETHfutures2.03%nonenone
Silverfutures2.03%nonenone
KC HRW Wheat Futures, ,ETHfutures1.93%nonenone
Crude Oil Futures, ,ETHfutures1.11%nonenone
LS Gas Oil Futures - ULSD-ARA,futures1.11%nonenone
RBOB Gasoline Futures, ,ETHfutures1.04%nonenone
Brent Crude Futures - North Sea,futures0.99%nonenone

In percent of WTMF's net assets, from its SEC Form N-PORT for the period ended 2026-05-31, filed 2026-07-30; a newer filing replaces it when the nightly read of EDGAR finds one. Notional exposure, not shares held: how it is read. Every contract is in the fund's JSON file.

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WTMF's contracts

ContractUnderlyingSideNotionalFair valuePositionsExpiry
futuresUS Dollar Index Futures - NYCC,long10.01%-0.08%12026-06-15
futuresEuro Stoxx 50 Indexlong8.03%0.31%12026-06-19
futuresNikkei 225 Indexlong7.97%0.57%12026-09-11
futuresS&P 500 Indexlong7.91%0.33%12026-06-18
futuresS&P/TSX 60 Index Standardlong7.87%0.25%12026-06-19
futuresRussell 2000 Indexlong7.56%0.65%12026-06-18
futures10-Year T-Note Futures, ,ETHshort4.96%0.01%12026-09-21
futuresU.S. Treasury Bond Futures, ,ETHshort4.94%-0.02%12026-09-21
futuresPrimary Aluminium future compositelong2.24%0.06%12026-06-16
futuresZinc future compositelong2.19%0.10%12026-06-16
futuresLead future compositeshort2.19%-0.03%12026-06-16
futuresLean Hog Futures, ,ETHshort2.18%0.08%12026-07-17
futuresGold.com (GOLD)long2.15%-0.00%12026-08-27
futuresNickel future compositelong2.14%-0.07%12026-06-16
futuresFeeder Cattle Futures, ,ETHlong2.14%-0.14%12026-08-28
futuresCorn Futures, ,ETHlong2.13%-0.15%12026-07-14
futuresLive Cattle Futures, ,ETHlong2.11%-0.08%12026-08-31
futuresHenry Hub Natural Gas Futures, ,ETHlong2.09%0.15%12026-06-26
futuresChicago SRW Wheat Futures, ,ETHlong2.03%0.01%12026-07-14
futuresSilverlong2.03%0.07%12026-07-29
futuresKC HRW Wheat Futures, ,ETHlong1.93%0.07%12026-07-14
futuresCrude Oil Futures, ,ETHlong1.11%0.03%12026-12-21
futuresLS Gas Oil Futures - ULSD-ARA,long1.11%-0.17%12026-06-11
futuresRBOB Gasoline Futures, ,ETHlong1.04%0.11%12027-04-30
futuresBrent Crude Futures - North Sea,long0.99%0.02%12026-06-30

Notional and fair value in percent of net assets, as the filing states them.

What does WTMF hold outright?

Kind of holdingOf net assetsWeight bar
US Treasury notes and bonds80.27%
Stocks and ETFs held outright7.11%
Money market funds6.67%
RankStock or ETFOf net assetsWeight bar
1USFR4.40%
2BTCW2.71%

Which other ETFs here carry exposure to Euro Stoxx 50 Index?

12 other derivative-based funds here reference the Euro Stoxx 50 Index; the largest exposure is NTSD's, 13.2% long, in its filing for the period ended 2026-06-30.

ETFNameExposureHoldings dated
NTSDWisdomTree Efficient U.S. Plus International Equity Fund13.2% long2026-06-30
ASMFVirtus AlphaSimplex Managed Futures ETF13.0% long2026-07-31
MATEMan Active Trend Enhanced ETF6.6% long2026-05-31
FLSPFranklin Systematic Style Premia ETF5.4% short2026-06-30
FMFFirst Trust Managed Futures Strategy Fund1.6% short2026-06-30
AHLTAmerican Beacon AHL Trend ETFsize not stated2026-07-31
FFUTFidelity Managed Futures ETFsize not stated2026-07-31
HFEQUnlimited HFEQ Equity Long/Short ETFsize not stated2026-05-31
HFGMUnlimited HFGM Global Macro ETFsize not stated2026-05-31
HFNDUnlimited HFND Multi-Strategy Return Tracker ETFsize not stated2026-05-31

The 10 largest exposures of the 12.

Where to go next

Holdings from WTMF's SEC Form N-PORT for the period ended 2026-05-31, filed 2026-07-30. How these figures are read. Measurements, not investment advice.

Cite this page

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/etf/wtmf/, CC BY 4.0

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