CYB — WisdomTree Chinese Yuan Strategy Fund
Data updated: 2023-11-14
CYB — WisdomTree Chinese Yuan Strategy Fund. Money Market · $24.19M AUM · 0.45% expense ratio. Holdings, fees, performance and SEC filings.
CYB Fund Overview
CYB — WisdomTree Chinese Yuan Strategy Fund is a US ETF managed by WisdomTree Trust, categorised as Money Market. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: WisdomTree Trust
- Category: Money Market
- Assets under management: $24.19M
- 1-year return: -2.9%
- Ticker: CYB
- SEC CIK: 0001350487
- SEC series ID: S000021353
- Share class ID: C000060982
CYB Investment Objective and Strategy
WisdomTree Chinese Yuan Strategy Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by WisdomTree Trust.
Investment objective
The WisdomTree Chinese Yuan Strategy Fund (the “Fund”) seeks to achieve total returns reflective of both money market rates in China available to foreign investors and changes in value of the Chinese yuan relative to the U.S. dollar.
Principal investment strategy
The Fund is an actively managed exchange traded fund (ETF) that seeks to achieve its investment objective by investing in short-term securities and instruments designed to provide exposure to Chinese currency and money market rates. Because the market for money market securities in China generally is less liquid and accessible to foreign investors than corresponding markets in more developed economies, the Fund intends to achieve exposure to currency markets in China using a variety of investments and investment techniques. For example, the Fund will invest in short-term U.S. money market securities and forward currency contracts and currency swaps that settle in U.S. dollars. The combination of U.S. money market securities and forward currency contracts and swaps is designed to provide exposure equivalent to money market securities denominated in Chinese yuan.
The Fund also will invest in money market securities and other instruments, including forward currency contracts and swaps, denominated in Chinese yuan that trade and settle in Hong Kong and other markets outside of mainland China. The market for these yuan-denominated instruments is sometimes referred to as the CNH market. Eligible yuan-denominated investments include time deposits of commercial banks, short-term corporate debt, short-term debt issued by the government of China (including its agencies and instrumentalities), as well as short-term debt issued by supranational organizations (such as the International Bank for Reconstruction and Development). The Fund also may enter into repurchase agreements. The Fund generally will maintain a weighted average portfolio maturity of 90 days or less with respect to the money market securities in its portfolio.
Forward currency contracts and swaps generally will be kept to an average term of six months or less. The Fund will invest, under normal circumstances, at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in investments whose combined performance is economically tied to China. If subsequent to an investment, the 80% requirement is no longer met, the Funds future investments will be made in a manner that will bring the Fund into compliance with this policy. The Trust will provide shareholders with sixty (60) days prior notice of any change to this policy for the Fund.
CYB Holdings
Top 8 holdings of WisdomTree Chinese Yuan Strategy Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Treasury | 35.60% |
| United States Treasury | 32.42% |
| Citibank N.A. | 25.59% |
| WisdomTree Floating Rate Treasury Fund | 4.16% |
| Citibank N.A. | 0.47% |
| Morgan Stanley & Co. International PLC | 0.23% |
| Goldman Sachs Bank USA | 0.10% |
| HSBC Bank USA N.A. | 0.06% |
CYB Portfolio Allocation
Asset-class allocation of WisdomTree Chinese Yuan Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 68.0% |
| Cash & Equivalents | 25.6% |
| Equity | 4.2% |
| Derivatives | 0.3% |
CYB Performance
Total returns for CYB (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | -2.9% |
| 3 years (annualised) | 0.4% |
CYB Risk Information
Risk metrics for CYB, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.6%
CYB Costs and Fees
CYB costs about $45 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.45%
- Gross expense ratio: 0.45%
- Portfolio turnover: 0%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
CYB Cashflows
Over the 12 months to 2023-08, WisdomTree Chinese Yuan Strategy Fund had net outflows of $2.53M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2023-08 | −$1.21M |
| 2023-07 | $0 |
| 2023-06 | $0 |
| 2023-05 | $1.24M |
| 2023-04 | $0 |
| 2023-03 | $0 |
CYB Debt Constituents
Largest debt holdings of WisdomTree Chinese Yuan Strategy Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 35.60% |
| United States Treasury | 32.42% |
CYB Prospectus and SEC Filings
Official WisdomTree Chinese Yuan Strategy Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2021-12-23
- Prospectus supplement (497) — filed 2023-01-05
- Prospectus supplement (497) — filed 2022-07-07
- Portfolio holdings (N-PORT) — filed 2023-10-24
- Portfolio holdings (N-PORT) — filed 2023-07-26
- Portfolio holdings (N-PORT) — filed 2023-04-25
- Annual census (N-CEN) — filed 2023-11-14
- Annual census (N-CEN) — filed 2022-11-14
Related Funds
Other Money Market funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.