LMBS
First Trust Low Duration Oppos ETF
ICE BofA 1-5Y US Trsy&Agcy TR USD
NAV as of
4 Week: 47.49 - 48.15
52 Week: 46.64 - 48.96
Latest Closing Price
48.09
Premium / Discount
-0.19
Expense Ratio
0.66%
Investment Objective
The investment seeks to generate current income with a secondary objective of capital appreciation. Under normal market conditions, the fund will seek to achieve its investment objectives by investing at least 60% of its net assets (including investment borrowings) in mortgage-related debt securities and other mortgage-related instruments (collectively, "Mortgage-Related Investments"). The advisor normally expects to invest in Mortgage-Related Investments tied to residential and commercial mortgages.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 1.43 | 0.25 | 5.83 |
| 1 Day | -0.12 | 0.00 | 0.00 |
| 1 Week | 0.08 | 0.84 | 0.10 |
| 1 Month | 1.03 | 1.47 | 0.70 |
| 3 Months | 0.97 | 1.93 | 0.50 |
| 6 Months | 0.84 | 2.63 | 0.32 |
| 1 Year | -1.94 | 3.13 | -0.62 |
| 2 Years | -6.15 | 3.47 | -1.77 |
| 3 Years | -4.73 | 4.16 | -1.14 |
| 5 Years | -6.24 | 5.60 | -1.11 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 2.3706 | 6.8456 | 1.7645 | 1.4638 | 4.1520 | 1.8202 | -0.7722 | -3.2023 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 1.0000 | 2.0000 | 40.0000 | 21.0000 | 69.0000 | 93.0000 | 32.0000 | 6.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 23/03/2023 | 30/03/2023 | 0.1350 |
| 21/02/2023 | 27/02/2023 | 0.1350 |
| 23/01/2023 | 30/01/2023 | 0.1350 |
| 22/12/2022 | 29/12/2022 | 0.1300 |
| 21/11/2022 | 29/11/2022 | 0.1200 |
| 20/10/2022 | 31/10/2022 | 0.1050 |
| 22/09/2022 | 29/09/2022 | 0.0775 |
| 22/08/2022 | 30/08/2022 | 0.0775 |
| 20/07/2022 | 28/07/2022 | 0.0775 |
| 23/06/2022 | 29/06/2022 | 0.0775 |
Portfolio Data
Total Number of Holdings: 1187
Number of Bond Holdings: 1172
Number of Equity Holdings: 0
Total Market Value: 5,009,848,393
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Federal National Mortgage Association 5% | 3.0785 | 104,600,000 | -20,000,000 | 104,698,062 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.00 |
| Medium | 0.00 |
| Small | 0.00 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
0.0000
Price/Book*
0.0000
Price/Sales*
0.0000
Price/Cash Flow*
0.0000
Dividend Yield*
0.0000
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
0.0000
Sales Growth
0.0000
Cash-Flow Growth
0.0000
Book-Value Growth
0.0000
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
1172
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 2.46 |
| Average Effective Maturity (Years)* | 2.96 |
| Average Credit Quality | 4.00 |
| Average Weighted Coupon* | 3.46 |
| Average Weighted Price* | 91.75 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| AAA | 96.44 |
| AA | 0.80 |
| A | 0.78 |
| BBB | 1.12 |
| BB | 0.16 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.70 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 6.52 |
| 3 to 5 Years | 2.29 |
| 5 to 7 Years | 2.68 |
| 7 to 10 Years | 10.67 |
| 10 to 15 Years | 15.91 |
| 15 to 20 Years | 14.65 |
| 20 to 30 Years | 65.03 |
| Over 30 Years | 18.74 |
| 1 to 7 Days | 0.04 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.03 |
| 91 to 182 Days | 1.85 |
| 183 to 364 Days | 5.21 |
Data Source: Morningstar
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