Register

INDEX RECONSTITUTION

 

September 28, 2020 

 

The hedge ratios for the WisdomTree Dynamic Currency Hedged Equity Indexes for the month of October are as follows and will be implemented after the close of trading on , 2020.  

 

WisdomTree Dynamic Currency Hedged Equity Indexes

 

September 25, 2020   
 
In accordance with the WisdomTree Index Rules-Based Methodology, WisdomTree Indexes are checked for RIC rule compliance. In the event components of any WisdomTree index fail a concentration test, component weights are adjusted to reduce concentration in individual components that represent more than 5% of the Index.  
 
• The changes to the WisdomTree Germany Hedged Equity Index will be implemented following the close of trading, Wednesday, September 30, 2020.
• The implemented index components and weightings will be published on the WisdomTree website index pages starting on Friday, October 2, 2020.
 
WisdomTree Germany Hedged Equity Index (WTGEH)

 

August 28, 2020 

 

The WisdomTree Managed Futures Index is reconstituted on a monthly basis and will implement the below changes after the close of trading on August 31, 2020.

 

WisdomTree Managed Futures Index (WTMFPR)

 

 

 

 

 

 

 

 

 

 

August 26, 2020

The WisdomTree Indexes listed below are reconstituted quarterly. In accordance with the WisdomTree Index Rules-Based Methodology, the WisdomTree Indexes listed below “screen” quarterly for the new components to be added to (or deleted from) the Indexes by the end of August 31, 2020.

  • The changes to the Indexes will be implemented following the close of trading, August 31, 2020.
  • The implemented Index components and weights will be published on the WisdomTree website Index pages starting on September 2, 2020.

WisdomTree U.S. Corporate Bond Index (WFCIG)
WisdomTree U.S. Short-term Corporate Bond Index (WFCIGS)
WisdomTree U.S. BBB Corporate Bond Index (WFC3B)
WisdomTree U.S. Short-term BBB Corporate Bond Index (WFC3BS)

 

May 27, 2020

As part of the monthly rebalance, the WisdomTree US High Yield, Zero Duration Index will be short the following securities:

6M Bellwether with a weight of 5.20%
2Y Bellwether with a weight of 33.36%
5Y Bellwether with a weight of 55.49%
10Y Bellwether with a weight of 5.96%

The index will hold these securities starting on June 1st 2020.

 

May 26, 2020

The WisdomTree Indexes listed below are reconstituted quarterly. In accordance with the WisdomTree Index Rules-Based Methodology, the WisdomTree Indexes listed below “screen” quarterly for the new components to be added to (or deleted from) the Indexes by the end of May 29, 2020.

 

  • The changes to the Indexes will be implemented following the close of trading, May 29, 2020.
  • The implemented Index components and weights will be published on the WisdomTree website Index pages starting on June 1, 2020.

WisdomTree U.S. Corporate Bond Index (WFCIG)
WisdomTree U.S. Short-term Corporate Bond Index (WFCIGS)
WisdomTree U.S. BBB Corporate Bond Index (WFC3B)
WisdomTree U.S. Short-term BBB Corporate Bond Index (WFC3BS)

 

The WisdomTree Indexes listed below are reconstituted semi-annually. In accordance with the WisdomTree Index Rules-Based Methodology, the WisdomTree Indexes listed below “screen” quarterly for the new components to be added to (or deleted from) the Indexes by the end of May 29, 2020.

 

  • The changes to the Indexes will be implemented following the close of trading, May 29, 2020.
  • The implemented Index components and weights will be published on the WisdomTree website Index pages starting on June 1, 2020.

WisdomTree U.S. High Yield Corporate Bond Index (WFCHY)
WisdomTree U.S. Short-term High Yield Corporate Bond Index (WFCHYS)

 

February 25, 2020

The WisdomTree Indexes listed below are reconstituted quarterly. In accordance with the WisdomTree Index Rules-Based Methodology, the WisdomTree Indexes listed below “screen” quarterly for the new components to be added to (or deleted from) the Indexes by the end of February 28, 2020.

 

  • The changes to the Indexes will be implemented following the close of trading, Friday, February 28, 2020.
  • The implemented Index components and weights will be published on the WisdomTree website Index pages starting on Tuesday, March 3, 2020.

WisdomTree U.S. Corporate Bond Index (WFCIG)
WisdomTree U.S. Short-term Corporate Bond Index (WFCIGS)
WisdomTree U.S. BBB Corporate Bond Index (WFC3B)
WisdomTree U.S. Short-term BBB Corporate Bond Index (WFC3BS)

 

November 25, 2019

The WisdomTree Indexes listed below are reconstituted semi-annually. In accordance with the WisdomTree Index Rules-Based Methodology, the WisdomTree Indexes listed below “screen” semi-annually for the new components to be added to (or deleted from) the Indexes by the end of November 29, 2019.

 

  • The changes to the indexes will be implemented following the close of trading, Friday, November 29, 2019.
  • The implemented index components and weights will be published on the WisdomTree website index pages starting on Tuesday, December 3, 2019.

WisdomTree U.S. High Yield Corporate Bond Index (WFCHY)
WisdomTree U.S. Short-term High Yield Corporate Bond Index (WFCHYS)