FLSP Franklin Liberty Systematic Sty Prm ETF
ICE BofA US 3M Trsy Bill TR USD

NAV as of 13-May-2022

22.0000

4 Week: 21.44 - 22.15

52 Week: 19.57 - 22.52

Latest Closing Price

22.14

Premium / Discount

0

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:
96,267,771
Launch Date:
17/12/2019
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
283
Trading Currency:
USD
Style:
Large Value
Region/Sector/Strategy:
N.A / N.A / Multi Alternatives
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD2.331.122.08
1 Day-0.020.000.00
1 Week0.131.770.07
1 Month3.053.510.87
3 Months2.6310.390.25
6 Months5.2811.050.48
1 Year10.5612.770.83
2 Years-3.6819.68-0.19
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: 283

Number of Bond Holdings: 1

Number of Equity Holdings: 262

Total Market Value: 96,267,771

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
127235033 Trs Usd R F .0000041.235623,295,520023,295,520
2Flsp Holdings Corp. (Blocker) Blocker For Ftzp (Ft9.15398,38105,171,366
3Spi 200 Futures Jun22 Xsfe 202206164.747855002,682,215
4Aust 10y Bond Fut Jun22 Xsfe 202206153.12292,100,00001,764,250
5S+p/Tsx 60 Ix Fut Jun22 Xmod 202206162.99611,80001,692,605
6EURO STOXX 50 Index Total Return June222.912343001,645,273
7Ftse/Mib Idx Fut Jun22 Xdmi 202206172.83486501,601,476
8Microsoft Corp2.12114,58901,198,280

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant21.97
Large28.56
Medium9.67
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

11.8745

Price/Book*

2.0500

Price/Sales*

1.1715

Price/Cash Flow*

6.7551

Dividend Yield*

2.8427

Growth Measures

Long-Term Earnings

11.1301

Historical Earnings

28.0559

Sales Growth

7.2196

Cash-Flow Growth

17.3486

Book-Value Growth

6.5297

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

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 Days0.00
31 to 90 Days3.12
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

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