DEED
First Trust TCW Securitized Plus ETF
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -3.56 | 0.52 | -6.88 |
| 1 Day | -0.24 | 0.00 | 0.00 |
| 1 Week | -1.14 | 0.75 | -1.52 |
| 1 Month | -0.49 | 2.11 | -0.23 |
| 3 Months | -4.91 | 3.83 | -1.28 |
| 6 Months | -6.56 | 5.32 | -1.23 |
| 1 Year | -7.29 | 8.53 | -0.85 |
| 2 Years | -21.80 | 10.17 | -2.14 |
| 3 Years | -21.48 | 10.36 | -2.07 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 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 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 1.1082 | -15.3212 |
| 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 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 71.0000 | 95.0000 |
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 | ||
|---|---|---|---|---|---|
| 1 | Thai Union Group Public Company Limited Future Dec | 9.9102 | 63 | 0 | 12,758,484 |
| 2 | US 5 Year Note (CBT) Dec13 | 6.1310 | 75 | 0 | 7,893,164 |
| 3 | Us 10yr Ultra Fut Dec23 | 6.0262 | 69 | 0 | 7,758,188 |
| 4 | G2sf 2.5 10/23 Tba | 3.5080 | 5,450,000 | 0 | 4,516,262 |
| 5 | Fncl 5 10/23 Tba | 3.0095 | 4,075,000 | 0 | 3,874,434 |
| 6 | Fncl 5.5 10/23 Tba | 2.2850 | 3,025,000 | 0 | 2,941,694 |
| 7 | Fncl 2 10/23 Tba | 2.1923 | 3,650,000 | 0 | 2,822,405 |
| 8 | Fncl 2.5 10/23 Tba | 1.8160 | 2,900,000 | -725,000 | 2,338,012 |
| 9 | G2sf 4.5 10/23 Tba | 1.3937 | 1,925,000 | 0 | 1,794,311 |
| 10 | Fncl 4.5 10/23 Tba | 1.2960 | 1,800,000 | 0 | 1,668,516 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 1.14 |
| Medium | 9.91 |
| 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*
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
| Detail | Value |
|---|---|
| Average Effective Duration | 6.79 |
| Average Effective Maturity (Years)* | 8.46 |
| Average Credit Quality | 14.00 |
| Average Weighted Coupon* | 4.14 |
| Average Weighted Price* | 85.19 |
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 | 42.25 |
| AA | 9.15 |
| A | 3.83 |
| BBB | 5.15 |
| BB | 5.65 |
| B | 8.47 |
| Below B | 25.50 |
| Not Rated | 0.00 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 1.30 |
| 3 to 5 Years | 2.16 |
| 5 to 7 Years | 0.61 |
| 7 to 10 Years | 1.82 |
| 10 to 15 Years | 16.57 |
| 15 to 20 Years | 3.41 |
| 20 to 30 Years | 25.67 |
| Over 30 Years | 2.01 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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