NTSX WisdomTree U.S. Efficient Core Fund
S&P 500 TR USD

NAV as of 26-May-2023

35.3734

4 Week: 34.85 - 35.56

52 Week: 30.36 - 37.75

Latest Closing Price

35.44

Premium / Discount

0.07

Expense Ratio

0.2%

Investment Objective

The investment seeks total return. The fund is actively managed using a models-based approach. It seeks to achieve its investment objective by investing in large-capitalization U.S. equity securities and U.S. Treasury futures contracts. Under normal circumstances, the fund will invest approximately 90% of its net assets in U.S. equity securities. It is non-diversified.

Main Fund Characteristics

Fund Manager:
WisdomTree
Asset Under Management:
1,185,978,660
Launch Date:
01/08/2018
Asset Class:
Equity
Replication Method:
Not Applicable
Number of Holdings:
506
Trading Currency:
USD
Style:
Large Growth
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD9.220.949.86
1 Day1.210.000.00
1 Week-0.022.30-0.01
1 Month2.173.060.71
3 Months6.096.600.92
6 Months3.7311.600.32
1 Year-1.3521.40-0.06
2 Years-9.9527.47-0.36
3 Years19.9131.770.63
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.000031.528324.906422.1776-25.7144
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.000022.00005.000087.000098.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 506

Number of Bond Holdings: 5

Number of Equity Holdings: 500

Total Market Value: 1,185,978,660

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Future on 2 Year Treasury Note7.884291,200,000093,504,938
2Us 5yr Note (Cbt) Sep23 Xcbt 202309297.817285,700,000092,709,993
3Future on 10 Year Treasury Note7.797381,700,000092,474,188
4Future on Ultra 10 Year US Treasury Note7.765977,600,000092,101,500
5Us Long Bond(Cbt) Sep23 Xcbt 202309207.590671,500,000090,022,969

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant30.46
Large20.81
Medium9.88
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

19.7132

Price/Book*

3.6785

Price/Sales*

2.2871

Price/Cash Flow*

12.2901

Dividend Yield*

1.6776

Growth Measures

Long-Term Earnings

11.5296

Historical Earnings

16.5447

Sales Growth

11.6403

Cash-Flow Growth

8.8008

Book-Value Growth

5.0762

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

5

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*113.60

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days38.86
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.