First Trust Enhanced Short Maturity ETF (FTSM)

60.20 +0.00  +0.00% NASDAQ Feb 24, 16:59 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 60.20
Discount or Premium to NAV 0.02%
Turnover Ratio 73.00%
1 Year Fund Level Flows 853.09M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.22% 0.22% 0.26% 67
3M 0.60% 0.58% 0.68% 69
6M 1.16% 1.18% 1.27% 65
YTD 0.35% 0.38% 0.44% 67
1Y 2.67% 2.65% 2.92% 65
3Y 2.12% 2.13% 2.13% 54
5Y 1.59% 1.57% 1.63% 62
10Y -- -- 1.27% --
15Y -- -- 1.76% --
20Y -- -- 2.17% --
As of Feb. 21, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 31.50% 31.56% 0.05%
Stock 0.00% 0.00% 0.00%
Bond 66.18% 66.18% 0.00%
Convertible 2.31% 2.31% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Feb. 23, 2020

Region Exposure

Americas 79.23%
North America 79.23%
Latin America 0.00%
Greater Europe 16.53%
United Kingdom 5.25%
Europe Developed 11.28%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 4.23%
Japan 2.24%
Australasia 2.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of Feb. 23, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FTSM Bond Exposure

Government 1.87%
Corporate 49.85%
Securitized 16.74%
Municipal 0.00%
Cash 31.54%
Derivative 0.00%
As of Feb. 23, 2020

FTSM Bond Credit Quality Exposure

AAA 19.18%
AA 15.87%
A 46.20%
BBB 18.75%
BB 0.00%
B 0.00%
Below B 0.00%
As of Jan. 31, 2020

FTSM 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 11.10%
183 to 364 Days 15.27%
1 to 3 Years 60.63%
3 to 5 Years 4.68%
5 to 7 Years 0.09%
7 to 10 Years 0.15%
10 to 15 Years 0.53%
15 to 20 Years 0.76%
20 to 30 Years 2.63%
Over 30 Years 4.17%
As of Feb. 23, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Notes 1.5% 0.79% -- --
-- Towd Point Mortgage Trust 2.75% 0.61% -- --
-- United States Treasury Notes 1.5% 0.59% -- --
-- Verizon Communications Inc. 2.89% 0.51% -- --
-- Jackson National Life Global Funding 2.18% 0.50% -- --
-- BPCE SA 2.79% 0.50% -- --
-- Morgan Stanley 2.28% 0.49% -- --
-- Met Tower Global Funding 2.13% 0.49% -- --
-- United States Treasury Notes 1.85% 0.49% -- --
-- New York Life Global Funding 2.01% 0.49% -- --
As of Feb. 23, 2020
Advertisement

Basic Info

Investment Strategy
The investment seeks current income, consistent with preservation of capital and daily liquidity. Under normal market conditions, the Advisor intends to achieve its investment objective by investing at least 80% of its net assets in a portfolio of U.S. dollar-denominated fixed- and variable-rate debt securities. Normally the fund's portfolio is expected to have an average duration of less than one year and an average maturity of less than three years. It is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Limited Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Ultrashort Bond
Prospectus Objective Income
Fund Owner Firm Name First Trust
Benchmark Index
ICE BofA 0-1Y US Trsy TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Christi Fletcher 0.79 yrs
Eric Maisel 4.27 yrs
James Snyder 5.41 yrs
Jeremiah Charles 5.41 yrs
Todd Larson 5.41 yrs

Net Fund Flows

1M 30.04M
3M -48.16M
6M 441.79M
YTD 30.04M
1Y 853.09M
3Y 4.412B
5Y 4.383B
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) -0.007
Max Drawdown (All) 1.80%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -2.889
30-Day Rolling Volatility 0.35%
Daily Value at Risk (VaR) 1% (All) 0.10%
Monthly Value at Risk (VaR) 1% (All) 0.17%

Fundamentals

Dividend Yield TTM (2-24-20) 2.33%
30-Day SEC Yield (1-31-20) 1.80%
7-Day SEC Yield --
Current Yield 2.90%
Yield to Maturity --
Effective Duration 0.33
Average Coupon 2.68%
Average Credit Score 7.00 (A)
Average Price 100.74
Number of Holdings 722
As of Feb. 24, 2020

Comparables

Edit

Attributes

Key Dates
Inception Date 8/5/2014
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2019
Attributes
Exchange Traded Share Yes
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 No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.