First Trust Enhanced Short Maturity ETF (FTSM)

60.07 +0.04  +0.07% NASDAQ Jul 6, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 60.02
Discount or Premium to NAV 0.08%
Turnover Ratio 73.00%
1 Year Fund Level Flows 381.90M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.48% 0.28% 0.50% 61
3M 1.91% 1.81% 2.31% 61
6M 0.78% 0.70% 0.54% 56
YTD 0.80% 0.75% 0.55% 55
1Y 1.95% 1.88% 1.78% 54
3Y 2.08% 2.06% 2.00% 54
5Y 1.65% 1.64% 1.65% 56
10Y -- -- 1.22% --
15Y -- -- 1.78% --
20Y -- -- 2.11% --
As of July 6, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 27.65% 27.65% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 69.45% 69.45% 0.00%
Convertible 2.90% 2.90% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of July 6, 2020

Region Exposure

Americas 78.54%
North America 78.54%
Latin America 0.00%
Greater Europe 16.65%
United Kingdom 4.72%
Europe Developed 11.94%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 4.81%
Japan 2.48%
Australasia 2.33%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.00%
% Emerging Markets 0.00%
As of July 6, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

FTSM Bond Exposure

Government 1.84%
Corporate 55.89%
Securitized 14.63%
Municipal 0.00%
Cash 27.65%
Derivative 0.00%
As of July 6, 2020

FTSM Bond Credit Quality Exposure

AAA 14.78%
AA 19.24%
A 50.05%
BBB 15.93%
BB 0.00%
B 0.00%
Below B 0.00%
Not Rated 0.00%
As of May 31, 2020

FTSM Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.42%
91 to 182 Days 10.56%
183 to 364 Days 25.93%
1 to 3 Years 53.05%
3 to 5 Years 3.89%
5 to 7 Years 0.09%
7 to 10 Years 0.36%
10 to 15 Years 0.60%
15 to 20 Years 0.47%
20 to 30 Years 2.87%
Over 30 Years 1.76%
As of July 6, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- United States Treasury Bills 0% 1.01% -- --
-- United States Treasury Notes 1.5% 0.83% -- --
-- Verizon Communications Inc. 1.32% 0.52% -- --
-- Jackson National Life Global Funding 0.71% 0.51% -- --
-- BPCE SA 1.24% 0.51% -- --
-- The Toronto-Dominion Bank 1.06% 0.51% -- --
-- Morgan Stanley 0.76% 0.51% -- --
-- New York Life Global Funding 2.01% 0.51% -- --
-- Met Tower Global Funding 0.66% 0.50% -- --
-- FREMF Mortgage Trust 4.47% 0.48% -- --
As of July 6, 2020
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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
Eric Maisel 4.77 yrs
James Snyder 5.91 yrs
Jeremiah Charles 5.91 yrs
Todd Larson 5.91 yrs

Net Fund Flows

1M -54000.00
3M 86.20M
6M -2.846M
YTD -2.846M
1Y 381.90M
3Y 3.959B
5Y 4.808B
10Y --
As of June 30, 2020

Risk Info

Beta (5Y) 0.0467
Max Drawdown (All) 4.12%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.1056
30-Day Rolling Volatility 0.82%
Daily Value at Risk (VaR) 1% (All) 0.12%
Monthly Value at Risk (VaR) 1% (All) 1.41%

Fundamentals

Dividend Yield TTM (7-6-20) 1.94%
30-Day SEC Yield (5-29-20) 1.46%
7-Day SEC Yield --
Current Yield 2.75%
Yield to Maturity --
Effective Duration 0.39
Average Coupon 2.18%
Average Credit Score 7.00 (A)
Average Price 101.06
Number of Holdings 696
As of July 6, 2020

Comparables

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Attributes

Key Dates
Inception Date 8/5/2014
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/2/2020
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
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