WisdomTree Negative Dur High Yld Bd ETF (HYND)

18.50 +0.03  +0.18% NASDAQ Dec 5, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 18.55
Discount or Premium to NAV -0.31%
Turnover Ratio 66.00%
1 Year Fund Level Flows -35.30M
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News

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.21% -0.81% 0.15% 90
3M 3.19% 2.18% 0.92% 8
6M -1.22% -1.54% 1.93% 92
YTD 0.59% -0.74% 5.55% 95
1Y -4.58% -5.05% 4.77% 98
3Y 1.39% 1.29% 3.19% 87
5Y 0.97% 1.35% 2.47% 78
10Y -- -- 3.43% --
15Y -- -- 3.90% --
20Y -- -- 4.72% --
As of Dec. 5, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 113.1% 113.1% 0.00%
Stock 0.00% 0.00% 0.00%
Bond -13.19% 92.97% 106.2%
Convertible 0.06% 0.06% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Dec. 2, 2019

Region Exposure

Americas 96.49%
North America 96.41%
Latin America 0.08%
Greater Europe 2.29%
United Kingdom 0.67%
Europe Developed 1.62%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 1.22%
Japan 0.00%
Australasia 0.62%
Asia Developed 0.00%
Asia Emerging 0.60%
Market Classification
% Developed Markets 99.40%
% Emerging Markets 0.60%
As of Dec. 2, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

HYND Bond Exposure

Government 0.00%
Corporate 45.13%
Securitized 0.00%
Municipal 0.00%
Cash 54.87%
Derivative 0.00%
As of Dec. 2, 2019

HYND Bond Credit Quality Exposure

AAA 0.00%
AA 0.00%
A 0.00%
BBB 5.54%
BB 52.31%
B 30.82%
Below B 11.29%
As of Nov. 30, 2019

HYND Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 1.74%
183 to 364 Days 2.60%
1 to 3 Years 35.24%
3 to 5 Years 59.83%
5 to 7 Years 0.07%
7 to 10 Years 0.19%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.11%
Over 30 Years 0.22%
As of Dec. 2, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
ASSF Future on US 10 Year Ultra Future -63.14% -- --
ASSF Future on US 5 Year Note (CBT) -24.06% -- --
ASSF Future on US 2 Year Note (CBT) -9.80% -- --
-- Us Ultra Bond Cbt Mar20 Xcbt 20200320 -9.17% -- --
ASSF Community Health Systems Incorporated 6.25% 1.29% -- --
ASSF Sprint Corporation 7.88% 0.89% -- --
ASSF Cirsa Finance International S.a.r.l. 7.88% 0.88% -- --
ASSF CSC Holdings, LLC 5.38% 0.85% -- --
ASSF Veritas US Inc / Veritas Bermuda Ltd 10.5% 0.76% -- --
ASSF Jaguar Land Rover Automotive PLC 5.63% 0.62% -- --
As of Dec. 2, 2019
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Basic Info

Investment Strategy
The investment seeks to track the price and yield performance, before fees and expenses, of the ICE BofA Merrill Lynch 0-5 Year U.S. High Yield Constrained, Negative Seven Duration Index. The index is designed to provide long exposure to the ICE BofA Merrill Lynch 0-5 Year US High Yield Constrained Index while seeking to manage interest rate risk through the use of short positions in U.S. Treasury securities. The fund normally invests at least 80% of its total assets in the component securities of the index and investments that have economic characteristics that are substantially identical to such component securities. It is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style --
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Nontraditional Bond
Prospectus Objective Government Bond - Treasury
Fund Owner Firm Name WisdomTree
Reports
One Page Report Download

Manager Info

Name Tenure
Paul Benson 4.07 yrs
Stephanie Shu 4.07 yrs

Net Fund Flows

1M 0.00
3M -9.312M
6M -9.312M
YTD -25.28M
1Y -35.30M
3Y 22.13M
5Y 20.51M
10Y --
As of Nov. 30, 2019

Risk Info

Beta (5Y) -1.774
Max Drawdown (All) 26.08%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.4587
30-Day Rolling Volatility 7.84%
Daily Value at Risk (VaR) 1% (All) 2.14%
Monthly Value at Risk (VaR) 1% (All) 6.32%

Fundamentals

Dividend Yield TTM (12-5-19) 5.98%
30-Day SEC Yield (4-29-16) 0.06%
7-Day SEC Yield --
Current Yield 6.10%
Yield to Maturity 5.87%
Effective Duration -7.100
Average Coupon 6.22%
Average Credit Score 15.00 (B)
Average Price 100.70
Number of Holdings 550
As of Dec. 2, 2019

Comparables

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Attributes

Key Dates
Inception Date 12/18/2013
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 3/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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