WisdomTree Floating Rate Treasury Fund
WisdomTree Trust · Series S000043966 · 1 share classes
data updated 2026-08-10
Fund profile
As filed in the prospectus · 2025 Q4
The WisdomTree Floating Rate Treasury Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of an index that measures the performance of the market for floating rate public obligations of the U.S. Treasury.
The fund tracks the Bloomberg U.S. Treasury Floating Rate Bond Index using a representative sampling strategy, holding a sample of floating rate Treasury notes whose risk and return characteristics resemble the index as a whole. Because the fund samples rather than holds all index constituents, its performance may diverge from the index. Floating rate notes have coupons that reset periodically based on the 13-week T-bill rate plus a fixed spread, so their values fluctuate less than fixed-rate bonds when interest rates move, but will decline if rates rise more quickly than the coupon resets.
| Share class | Expense ratio |
|---|---|
| USFR | 0.15% |
Portfolio turnover 159.00% · as of 2025 Q4
Allocation
Asset groups · long / short shown separately, never netted · 2026 Q1
| Bonds | 99.71% |
| Cash & short-term | 0.01% |
Latest quarter
What changed since the fund's previous filing
New: United States Treasury Notes
Exited: US TREASURY FRN
Return profile
Total return as filed — price change plus distributions reinvested · trailing figures to Feb 2026
Debt profile
What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-02-28
Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.
| Floating rate | 100.0% |
Share of the fund's debt value in each maturity band, shortest first.
| 1-3y | 100.0% |
Based on what filers reported; a filer that never reported a flag also reads as none.
Risk profile
Interest-rate and credit-spread sensitivity, both in years · as of 2026Q1
This fund filed the credit-spread disclosure and reported no sensitivity — measured, and the answer is none.
Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.
| Interest rates | 100% |
Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.
Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.
| 3 mo | 0.08 yr | 100% |
1 yr and 5 yr are NEGATIVE (-0.03 yr, -0.03 yr) — a deliberate hedge at that point on the curve, so they are not part of the band above.
Show the numbers
| Tenor | Rate yrs | IG yrs | HY yrs | IG $/bp | HY $/bp |
|---|---|---|---|---|---|
| 3 mo | +0.08 | +0.00 | +0.00 | $0 | $0 |
| 1 yr | -0.03 | +0.00 | +0.00 | $0 | $0 |
| 5 yr | -0.03 | +0.00 | +0.00 | $0 | $0 |
| 10 yr | +0.00 | +0.00 | +0.00 | $0 | $0 |
| 30 yr | +0.00 | +0.00 | +0.00 | $0 | $0 |
Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.
Holdings
By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page
| Ticker | Issuer | %NAV | Value | Shares |
|---|---|---|---|---|
| — | United States Treasury Notes3.80% floating · due 2027-10-31 | 27.90% | $4.47B | — |
| — | United States Treasury Notes3.78% floating · due 2027-07-31 | 27.88% | $4.47B | — |
| — | United States Treasury Notes3.77% floating · due 2027-04-30 | 27.88% | $4.47B | — |
| — | United States Treasury Notes3.75% floating · due 2028-01-31 | 16.05% | $2.57B | — |
| — | DREYFUS TRSY OBLIG CASH M | 0.01% | $1.90M | — |
Top 10 positions are 99.72% of net assets, top 25 99.72%, across 2 issuers.
See more of this fund's book
More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.
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