FLSP Franklin Systematic Style Premia ETF
ICE BofA US 3M Trsy Bill TR USD

NAV as of 05-Dec-2022

21.4200

4 Week: 20.54 - 21.82

52 Week: 20.25 - 22.70

Latest Closing Price

21.41

Premium / Discount

-5.43

Expense Ratio

0.65%

Investment Objective

The investment seeks absolute return. The fund seeks to achieve its investment goal by allocating its assets across two underlying "alternative" investment strategies, which represent top-down and bottom-up approaches to capturing factor-based risk premia. Through the two strategies, it may invest in or obtain exposure to: (i) equity securities (which may include common stocks and preferred stocks), (ii) debt securities (which may include bonds, notes, debentures, banker's acceptances and commercial paper), (iii) commodity-linked derivative instruments and (iv) currency-related derivative instruments.

Main Fund Characteristics

Fund Manager:
Franklin Templeton Investments
Asset Under Management:
159,728,683
Launch Date:
17/12/2019
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
278
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / Multi Alternatives
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-1.041.03-1.01
1 Day0.330.000.00
1 Week-0.147.78-0.02
1 Month-2.218.59-0.26
3 Months0.158.990.02
6 Months-3.5410.64-0.33
1 Year0.4815.720.03
2 Years1.5922.210.07
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.0000-14.795011.9919
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.000090.000023.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 278

Number of Bond Holdings: 2

Number of Equity Holdings: 261

Total Market Value: 159,728,683

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
128321866 Trs Usd R F .0000041.534838,800,063038,800,063
2United States Treasury Bills 0.01%30.728529,000,000028,705,256
3Ibex Technologies Inc4.695850004,386,614
4S+p/Tsx 60 Ix Fut Dec22 Xmod 202212154.52644,60004,228,355
5Ftse 100 Idx Fut Dec22 Ifll 202212164.256743003,976,428
6Can 10yr Bond Fut Mar23 Xmod 202303223.14493,100,00002,937,859
7Caconde Participacoes SA3.099841002,895,749
8Aust 10y Bond Fut Dec22 Xsfe 202212153.09543,500,00002,891,602
9Flsp Holdings Corp. (Blocker) Blocker For Ftzp (Ft2.73248,38102,552,525

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant18.72
Large26.85
Medium12.56
Small0.08
Micro4.75

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

11.1107

Price/Book*

2.0079

Price/Sales*

1.1187

Price/Cash Flow*

5.5048

Dividend Yield*

2.6997

Growth Measures

Long-Term Earnings

9.8006

Historical Earnings

29.4738

Sales Growth

6.3655

Cash-Flow Growth

17.2053

Book-Value Growth

5.4295

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

2

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*157.43

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days3.10
31 to 90 Days0.00
91 to 182 Days3.14
183 to 364 Days0.00

Data Source: Morningstar

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