First Trust Senior FR Income II (FCT)

10.76 +0.02  +0.19% NYSE Jul 6, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 12.32
Discount or Premium to NAV -12.47%
Turnover Ratio 58.00%
1 Year Fund Level Flows -15.81M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -2.57% -0.28% 1.49% 97
3M 17.16% 10.72% 12.67% 75
6M -9.97% -7.31% -9.07% 20
YTD -10.10% -7.23% -8.98% 20
1Y -2.18% -3.10% -7.92% 1
3Y -0.31% 1.25% -0.04% 22
5Y 2.53% 2.68% 2.16% 34
10Y 5.08% 5.00% 5.14% 65
15Y 3.48% 3.32% 3.82% 74
20Y -- -- 4.00% --
As of July 6, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.64% 1.64% 0.00%
Stock 0.47% 0.47% 0.00%
Bond 97.89% 97.89% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Feb. 29, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Feb. 29, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FCT Bond Exposure

Government 0.00%
Corporate 98.28%
Securitized 0.00%
Municipal 0.00%
Cash 1.72%
Derivative 0.00%
As of Feb. 29, 2020

FCT Bond Credit Quality Exposure

AAA 0.00%
AA 0.00%
A 0.00%
BBB 5.61%
BB 29.94%
B 61.74%
Below B 2.55%
Not Rated 0.16%
As of Feb. 29, 2020

FCT Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 8.67%
3 to 5 Years 43.50%
5 to 7 Years 41.91%
7 to 10 Years 5.92%
10 to 15 Years 0.00%
15 to 20 Years 0.00%
20 to 30 Years 0.00%
Over 30 Years 0.00%
As of Feb. 29, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Bausch Health Companies 3.53% -- --
-- Mph Acquisition Holdings Mltpln Tl B 1l Usd 3.45% -- --
-- Hub International Ltd Hbgcn Tl B 1l Usd 2.97% -- --
-- Reynolds Group Holdings Reynol Tl 1l Usd 2.46% -- --
-- Amwins Group Llc Amwins Tl 1l Usd 2.41% -- --
-- Alixpartners Llp Alixpa Tl B 1l Usd 2.29% -- --
-- Financial & Risk Us Hold Finrsk Tl B 1l Usd 2.18% -- --
-- Stars Group Holdings Bv Tsgicn Tl B 1l Usd 2.14% -- --
-- Chg Healthcare Services Inc Comhea Tl 1l Usd 1.85% -- --
-- Endo Luxembourg Finance Endp Tl B 1l Usd 1.77% -- --
As of Feb. 29, 2020
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Basic Info

Investment Strategy
The Fund is a diversified investment management company that seeks a high level of current income with a secondary objective of capital preservation. It will pursue its investment objectives through investment in a portfolio of senior secured floating rate corporate loans (Senior Loans). Under normal market conditions, it will invest at least 80% of its assets in lower grade debt instruments. Normally, it may also invest up to 10% of its assets in revolving credit facilities, investment grade debtor-in-possession financing, unsecured loans, other floating rate debt securities, such as notes, bonds, and asset-backed securities, investment grade loans and fixed income debt obligations and money market instruments, such as commercial paper. It may also invest up to 15% of its assets in US dollar-denominated foreign investments, predominantly in developed countries, but in no case in emerging market countries.
General
Security Type Closed-End Fund
Equity Style Mid Cap/Blend
Fixed Income Style --
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Bank Loan
Prospectus Objective Corporate Bond - High Yield
Fund Owner Firm Name First Trust Advisors L.P.
Benchmark Index
BBgBarc US Agg Bond TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Scott Fries 16.11 yrs
William Housey 16.11 yrs

Net Fund Flows

1M -0.001
3M -4.402M
6M -8.563M
YTD -0.001
1Y -15.81M
3Y --
5Y --
10Y --
As of Jan. 31, 2012

Risk Info

Beta (5Y) 0.0311
Max Drawdown (All) 67.23%
Historical Sharpe Ratio (10Y) 0.3828
Historical Sortino (All) 0.1558
30-Day Rolling Volatility 15.33%
Daily Value at Risk (VaR) 1% (All) 3.12%
Monthly Value at Risk (VaR) 1% (All) 21.82%

Fundamentals

Dividend Yield TTM (7-6-20) 8.68%
30-Day SEC Yield --
7-Day SEC Yield --
Current Yield 5.75%
Yield to Maturity --
Effective Duration --
Average Coupon --
Average Credit Score 15.00 (B)
Average Price 100.47
Number of Holdings 170
As of Feb. 29, 2020

Comparables

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Attributes

Key Dates
Inception Date 5/25/2004
Termination Date
Last Annual Report Date 5/31/2019
Last Prospectus Date 8/22/2013
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund Yes
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan Yes
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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