USFR

WisdomTree Floating Rate Treasury Fund
*Unless otherwise stated, data provided by FactSet.

USFR Fund Description

USFR tracks a market-value-weighted index of US Treasury floating-rate securities.

USFR Factset Analytics Insight

USFR launched just weeks after the first floating-rate Treasurys (or FRNs) came to market in early 2014. The fund selects FRNs that have a two-year term that have an issue date on or before the index rebalancing date. As FRNs reset their coupon rate weekly based on the most recent 90-day T-bill auction (interest is paid quarterly), they offer an extremely low-risk place to park one’s cash with minimal interest-rate sensitivity, which should appeal to those concerned about potential rising rates. Of course, that also means reinvestment risk and low returns should rates fall. The index is rebalanced on the last business day of every month.

PERFORMANCE [as of 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
USFR 0.04% 0.04% 0.04% 0.02% 1.04% 1.08% --
USFR (NAV) 0.00% -0.01% 0.01% -0.02% 1.04% 1.13% --
Bloomberg US Treasury Floating Rate Bond Index 0.01% 0.03% 0.09% 0.13% 1.17% 1.22% --
Bloomberg US Treasury Floating Rate Bond Index 0.01% 0.03% 0.09% 0.13% 1.17% 1.22% --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

USFR Summary Data

WisdomTree
02/04/14
Open-Ended Fund
0.15%
$1.09B
$5.79M
0.04%

USFR Portfolio Data

0.22
--
0.16%
N/A
5

USFR Index Data

Bloomberg US Treasury Floating Rate Bond Index
Market Value
Market Value
Bloomberg US Treasury Floating Rate Bond Index

USFR Portfolio Management

0.15%
-0.12%
0.04%
-0.18%

USFR Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

USFR Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

USFR Factset Analytics Block Liquidity

As of 09/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of USFR. USFR is rated a N/A out of 5.

USFR Tradability

230,823
$5.79M
190,109
$4.77M
0.04%
$0.01
-0.02%
0.06% / -0.07%
None
100.00%
25,000
7.60
0.02%
--
226
$25.10
N/A

USFR Sector/Industry Breakdown


USFR
Segment Benchmark
100.00%
--

USFR Top 10 Holdings

27.79%
27.78%
25.68%
18.75%
0.01%
100.00%

USFR Top 5 Countries


USFR
Segment Benchmark
100.00%
--

USFR Top 5 Currencies


USFR
Segment Benchmark
100.00%
--

USFR Performance Statistics

1.00
1.00
--
--
--

USFR Holdings Statistics

1.39 years
0.22
0.16%
1.39
High
5
0.05%

USFR Avg Life Maturity Distribution

0.01%
99.99%
--
--
--
--
--
--
--

USFR OAS Breakdown

100.00%
--
--
--
--
--
--
--
--
--
--