Franklin Systematic Style Premia ETFFranklin Systematic Style Premia ETFFranklin Systematic Style Premia ETF

Franklin Systematic Style Premia ETF

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Key stats


Assets under management (AUM)
‪206.31 M‬USD
Fund flows (1Y)
‪30.31 M‬USD
Dividend yield (indicated)
1.06%
Discount/Premium to NAV
0.2%

About Franklin Systematic Style Premia ETF


Issuer
Franklin Resources, Inc.
Brand
Franklin
Expense ratio
0.65%
Inception date
Dec 18, 2019
Index tracked
No Underlying Index
Management style
Active
FLSP is a first for Franklin Templeton in the Alternatives space. The funds portfolio allocates assets across two underlying alternative investment strategies. The first is a top-down risk premia strategy focusing on four style factors: quality, value, momentum and carry assuming both long and short positions across equity, fixed income, commodity and currencies using derivatives. The second strategy is a bottom-up long/short equity strategy focused on quality, value and momentum. FLSP will primarily hold equity securities and total return swaps for short exposure. The fund is actively risk-managed, seeking a target annualized volatility of 8%. Investors should anticipate a higher portfolio turnover rate which may indicate higher transaction costs and taxes if shares are held in a taxable account. Prior to Aug. 1, 2022, the fund traded under the name Franklin Liberty Systematic Style Premia ETF.

Classification


Asset Class
Alternatives
Category
Hedge fund strategies
Focus
Global macro
Niche
Risk premia
Strategy
Active
Weighting scheme
Proprietary
Selection criteria
Proprietary

Returns


1 month3 monthsYear to date1 year3 years5 years
Price performance
NAV total return

What's in the fund


As of November 26, 2024
Exposure type
StocksBonds, Cash & Other
Technology Services
Cash
Stocks52.22%
Technology Services10.12%
Finance6.77%
Health Technology5.53%
Retail Trade4.51%
Electronic Technology4.47%
Producer Manufacturing2.69%
Consumer Services2.65%
Consumer Non-Durables2.03%
Energy Minerals1.88%
Commercial Services1.83%
Utilities1.61%
Transportation1.55%
Process Industries1.44%
Non-Energy Minerals1.25%
Communications1.23%
Health Services1.03%
Consumer Durables1.01%
Industrial Services0.34%
Distribution Services0.31%
Bonds, Cash & Other47.78%
Cash44.99%
Miscellaneous2.79%
Top 10 holdings

Dividends


Dividend payout history

Assets under management (AUM)



Fund Flows