NTSXWisdomTree U.S. Efficient Core Fund
NTSX Fund Description
NTSX is an actively managed portfolio of US equities and US Treasury futures contracts.
NTSX Factset Analytics Insight
NTSX uses futures contracts to construct what is effectively a leveraged 60/40 portfolio of US equities and Treasurys. The fund places 90% of its assets in US equities and the remaining 10% in Treasury futures contracts. The notional exposure of the Treasury futures equals 60% of the fund’s assets. The resulting exposure is equivalent to a 90/60 allocation to stocks and Treasurys, or a 60/40 allocation leveraged 150%. The equity allocation will generally consist of US large-caps, weighted by market cap. Treasury exposure will range in maturity between 2 and 30 years, with a target duration of 3 to 8 years.
NTSX Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of NTSX. NTSX is rated a N/A out of 5.