LMBS
First Trust Low Duration Oppos ETF
NAV as of
4 Week: 46.96 - 47.65
52 Week: 46.64 - 48.33
Latest Closing Price
47.11
Premium / Discount
-0.06
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 | -0.95 | 0.20 | -4.68 |
| 1 Day | -0.32 | 0.00 | 0.00 |
| 1 Week | -0.51 | 0.44 | -1.15 |
| 1 Month | -1.39 | 0.65 | -2.14 |
| 3 Months | -1.43 | 1.45 | -0.98 |
| 6 Months | -2.09 | 2.01 | -1.04 |
| 1 Year | -1.05 | 3.22 | -0.33 |
| 2 Years | -7.21 | 3.93 | -1.83 |
| 3 Years | -9.22 | 4.18 | -2.21 |
| 5 Years | -7.85 | 5.90 | -1.33 |
| 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 |
|---|---|---|
| 21/09/2023 | 28/09/2023 | 0.1800 |
| 21/08/2023 | 30/08/2023 | 0.1650 |
| 20/07/2023 | 30/07/2023 | 0.1500 |
| 26/06/2023 | 29/06/2023 | 0.1350 |
| 22/05/2023 | 30/05/2023 | 0.1350 |
| 20/04/2023 | 27/04/2023 | 0.1350 |
| 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 |
Portfolio Data
Total Number of Holdings: 1093
Number of Bond Holdings: 1083
Number of Equity Holdings: 3
Total Market Value: 4,681,204,273
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Federal National Mortgage Association 5.5% | 4.8059 | 155,500,000 | 0 | 152,195,623 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.01 |
| 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*
11.6187
Price/Book*
1.0701
Price/Sales*
0.3934
Price/Cash Flow*
5.0949
Dividend Yield*
4.6445
Growth Measures
Long-Term Earnings
4.3820
Historical Earnings
86.7566
Sales Growth
3.6311
Cash-Flow Growth
-8.7640
Book-Value Growth
3.7118
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
1083
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 2.52 |
| Average Effective Maturity (Years)* | 2.61 |
| Average Credit Quality | 4.00 |
| Average Weighted Coupon* | 3.81 |
| Average Weighted Price* | 87.91 |
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 | 96.52 |
| AA | 1.04 |
| A | 0.73 |
| BBB | 0.45 |
| BB | 0.33 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.93 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 4.04 |
| 3 to 5 Years | 2.21 |
| 5 to 7 Years | 6.79 |
| 7 to 10 Years | 8.43 |
| 10 to 15 Years | 15.34 |
| 15 to 20 Years | 9.00 |
| 20 to 30 Years | 88.82 |
| Over 30 Years | 16.45 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 7.79 |
| 183 to 364 Days | 9.55 |
Data Source: Morningstar
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
