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

NAV as of 25-May-2023

21.4600

4 Week: 20.94 - 21.51

52 Week: 20.54 - 22.70

Latest Closing Price

21.51

Premium / Discount

0.14

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:
205,756,569
Launch Date:
17/12/2019
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
261
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
YTD1.270.791.60
1 Day0.790.000.00
1 Week0.142.840.05
1 Month-0.094.20-0.02
3 Months2.776.910.40
6 Months-0.7112.28-0.06
1 Year-3.1514.91-0.21
2 Years7.6019.670.39
3 Years-5.5424.80-0.22
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.0000-14.795011.9919-0.5260
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.000090.000023.000035.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 261

Number of Bond Holdings: 2

Number of Equity Holdings: 239

Total Market Value: 205,756,569

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
129096308 Trs Usd R F .0000051.693647,826,176047,826,176
210 Year Treasury Note Future June 2319.247215,700,000017,807,234
3Nasdaq 100 E-Mini Jun23 Xcme 2023061611.5082780010,647,195
4Cac40 10 Euro Fut Jun23 Xmon 202306167.650991007,078,524
5Sgx Nifty 50 Jun23 Xsim 202306295.445127405,037,764
6Hang Seng Idx Fut May23 Xhkf 202305304.21241,60003,897,285
7Long Gilt Future June 233.87373,000,00003,583,891
8Ftse/Jse Top 40 Jun23 Xsaf 202306153.663092003,388,953
9Ibex 35 Index June233.411032003,155,841
10Flsp Holdings Corp. (Blocker) Blocker For Ftzp (Ft2.25898,38102,089,908

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant23.84
Large26.99
Medium15.36
Small0.12
Micro0.07

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

14.4047

Price/Book*

2.1341

Price/Sales*

1.2947

Price/Cash Flow*

7.4574

Dividend Yield*

2.7614

Growth Measures

Long-Term Earnings

10.2425

Historical Earnings

17.5948

Sales Growth

9.9391

Cash-Flow Growth

9.0046

Book-Value Growth

7.5889

*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*114.43

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 Days19.25
31 to 90 Days3.87
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

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