DEED

First Trust TCW Securitized Plus ETF

Bloomberg US MBS TR USD

NAV as of 22-Sep-2023

20.3900

4 Week: 20.34 - 20.85

52 Week: 20.34 - 22.10

Latest Closing Price

20.34

Premium / Discount

-0.16

Expense Ratio

0.75%

Investment Objective

The investment seeks to maximize long-term total return. Under normal market conditions, the fund invests at least 80% of its net assets (including investment borrowings) in securitized debt securities, including asset-backed securities, residential and commercial mortgage-backed securities and collateralized loan obligations ("CLOs"). It will invest at least 50% of its total assets in securities issued or guaranteed by the U.S. government, its agencies or instrumentalities (such as Ginnie Mae), and U.S. government-sponsored entities (such as Fannie Mae and Freddie Mac). The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
First Trust
Asset Under Management:
130,983,099
Launch Date:
28/04/2020
Asset Class:
Fixed Income
Replication Method:
Not Applicable
Number of Holdings:
255
Trading Currency:
USD
Style:
Mid Value
Region/Sector/Strategy:
N.A / N.A / Multi Sector
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-3.560.52-6.88
1 Day-0.240.000.00
1 Week-1.140.75-1.52
1 Month-0.492.11-0.23
3 Months-4.913.83-1.28
6 Months-6.565.32-1.23
1 Year-7.298.53-0.85
2 Years-21.8010.17-2.14
3 Years-21.4810.36-2.07
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00001.1082-15.3212
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.000071.000095.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 255

Number of Bond Holdings: 250

Number of Equity Holdings: 2

Total Market Value: 130,983,099

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Thai Union Group Public Company Limited Future Dec9.910263012,758,484
2US 5 Year Note (CBT) Dec136.13107507,893,164
3Us 10yr Ultra Fut Dec236.02626907,758,188
4G2sf 2.5 10/23 Tba3.50805,450,00004,516,262
5Fncl 5 10/23 Tba3.00954,075,00003,874,434
6Fncl 5.5 10/23 Tba2.28503,025,00002,941,694
7Fncl 2 10/23 Tba2.19233,650,00002,822,405
8Fncl 2.5 10/23 Tba1.81602,900,000-725,0002,338,012
9G2sf 4.5 10/23 Tba1.39371,925,00001,794,311
10Fncl 4.5 10/23 Tba1.29601,800,00001,668,516

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large1.14
Medium9.91
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

14.1348

Price/Book*

0.8036

Price/Sales*

0.4222

Price/Cash Flow*

5.8017

Dividend Yield*

5.9746

Growth Measures

Long-Term Earnings

4.3820

Historical Earnings

82.5585

Sales Growth

3.6962

Cash-Flow Growth

-9.2139

Book-Value Growth

3.9486

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

250

Bond Statitics

DetailValue
Average Effective Duration6.79
Average Effective Maturity (Years)*8.46
Average Credit Quality14.00
Average Weighted Coupon*4.14
Average Weighted Price*85.19

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA42.25
AA9.15
A3.83
BBB5.15
BB5.65
B8.47
Below B25.50
Not Rated0.00

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years1.30
3 to 5 Years2.16
5 to 7 Years0.61
7 to 10 Years1.82
10 to 15 Years16.57
15 to 20 Years3.41
20 to 30 Years25.67
Over 30 Years2.01
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(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.

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