WisdomTree Managed Futures Strategy (WTMF)

WisdomTree Trust - WisdomTree Managed Futures Strategy Fund is an exchange traded fund launched by WisdomTree, Inc. It is co-managed by WisdomTree Asset Management, Inc. and Newton Investment Management North America, LLC. The fund invests in public equity, fixed income, commodity, and currency markets of the United States. For its equity portion, it invests through derivatives in stocks of companies operating across diversified sectors. The fund uses derivatives such as futures to create its portfolio. It invests in growth and value stocks of companies across diversified market capitalization. For its fixed income portion, the fund invests in U.S. treasury futures and U.S. government securities. For its commodity portion, it takes long and short positions and uses derivatives such as futures, forwards and swaps to invest in light crude oil, natural gas, gasoline, heating oil, soybeans, corn, wheat, gold, silver, copper, live cattle, lean hogs, coffee, cocoa, cotton and sugar sectors. For its currency portion, the fund uses derivatives such as futures, forwards and swaps to invest in currencies. It also invests through a wholly owned Cayman Islands subsidiary. The fund employs quantitative analysis to create its portfolio. It seeks to benchmark the performance of its portfolio against the ICE BofA U.S. 3-Month Treasury Bill Index and a composite index comprising of 60% the S&P 500 Index and 40% the Bloomberg U.S. Aggregate Bond Index. WisdomTree Trust - WisdomTree Managed Futures Strategy Fund was formed on January 5, 2011 and is domiciled in the United States.