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Name

As of 12/02/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

FCF International Quality ETF

TTAI | Active ETF

$29.95

$60.8 M

2.68%

$0.80

0.59%

Vitals

YTD Return

4.4%

1 yr return

8.4%

3 Yr Avg Return

-0.6%

5 Yr Avg Return

6.1%

Net Assets

$60.8 M

Holdings in Top 10

24.3%

52 WEEK LOW AND HIGH

$29.9
$27.80
$31.49

Expenses

OPERATING FEES

Expense Ratio 0.59%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover 87.00%

Redemption Fee N/A

Min Investment

Standard (Taxable)

N/A

IRA

N/A

Fund Classification

Fund Type

Exchange Traded Fund

Name

As of 12/02/2024

Price

Aum/Mkt Cap

YIELD

Annualized forward dividend yield. Multiplies the most recent dividend payout amount by its frequency and divides by the previous close price.

Exp Ratio

Expense ratio is the fund’s total annual operating expenses, including management fees, distribution fees, and other expenses, expressed as a percentage of average net assets.

Watchlist

FCF International Quality ETF

TTAI | Active ETF

$29.95

$60.8 M

2.68%

$0.80

0.59%

TTAI - Profile

Distributions

  • YTD Total Return 4.4%
  • 3 Yr Annualized Total Return -0.6%
  • 5 Yr Annualized Total Return 6.1%
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio 1.32%
DIVIDENDS
  • Dividend Yield 2.7%
  • Dividend Distribution Frequency Quarterly

Fund Details

  • Legal Name
    FCF International Quality ETF
  • Fund Family Name
    FCF Funds
  • Inception Date
    Jun 27, 2017
  • Shares Outstanding
    1925000
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    US
  • Manager
    Bob Shea

Fund Description

The Fund is an actively managed exchange-traded fund (“ETF”). To pursue its investment objective, the Fund invests, under normal market circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities of companies from foreign countries, or depositary receipts representing such securities. The Fund considers an issuer to be from a foreign country if: (i) its securities are organized under the laws of a foreign country or the issuer maintains its principal place of business in a foreign country; (ii) its securities are traded principally in a foreign country; or (iii) during the issuer's most recent fiscal year, it derived at least 50% of its revenues or profits from goods produced or sold, investments made, or services performed in a foreign country or has at least 50% of its assets in a foreign country. The companies in which the Fund primarily invests are those from developed foreign markets, although the Fund will also invest a portion of its assets in companies located in emerging markets (i.e., those that are in the early stages of their economic development). The Fund seeks to invest in stocks of any market capitalization that have fundamental characteristics, which FCF Advisors LLC (the “Adviser”) believes are associated with superior long-term performance, based on the extensive historical research of the Adviser.
The Adviser utilizes its proprietary, free cash flow quality model (“FCFQM”), developed through extensive research and analysis, to identify securities eligible for inclusion in the Fund’s portfolio. The FCFQM evaluates securities from foreign markets and ranks them based on proprietary free cash flow metrics, including profitability, quality of earnings, and other cash-flow-based measures. Free cash flow refers to the cash generated from a company’s operations after accounting for capital expenditures on fixed assets. Each security is assigned a normalized free cash flow quality ranking score (“FCFQ Score”), with higher scores indicating greater potential alpha as determined by the Adviser.
Under normal market conditions, the portfolio consists of approximately 150 of the highest ranked securities selected by the FCFQM. These securities are reweighted based on their FCFQ Scores, which are multiplied by their free-float market capitalization to create a modified market capitalization, portfolio. This approach increases exposure to companies with the strongest proprietary free cash flow rankings while improving issuer diversification, as compared to a passive market capitalization weighted portfolio.
While the FCFQM and portfolio construction process are run daily to monitor updates, significant changes to the portfolio typically occur quarterly, following the release of full financial statement data. This quarterly rebalancing aligns with the availability of comprehensive financial data, which is typically published within 60 days after the end of a calendar quarter.
During earnings seasons, the Adviser generally implements more substantial adjustments to the Fund’s portfolio based on the updated FCFQM. However, the Adviser continuously monitors the portfolio and retains discretion to make modifications to the Fund’s portfolio at any time, subject to the oversight and supervision of the Board of Trustees of the Trust (the “Board”), to better capture daily updates and opportunities identified by the FCFQM.
The Adviser primarily executes trades for the Fund’s portfolio based on insights received from the FCFQM, but also applies an active portfolio management approach to: (a) screen company fundamentals (i.e., exclude companies with significant increases in share count (dilution) and/or increase in leverage to seek to mitigate exposure to financial risk); (b) select trading vehicles (i.e., choose the most appropriate instruments, such as stocks or depositary receipts, based on liquidity and cost-effectiveness); (c) manage cash positions (i.e., adjust cash allocations as needed to adapt to market conditions and seek to manage risk); and (d) monitor corporate actions (i.e., actively make trading decisions for securities impacted by significant events, such as mergers, spinoffs or restructurings, to maintain alignment with the Fund’s principal investment strategy).
The Fund can use derivative instruments, including exchange-traded futures contracts, to seek to protect the Fund's current or intended investments from broad fluctuations in securities prices.
From time to time the Fund may focus its investment (i.e., invest more than 15% of its total assets) in one or more particular sectors or geographic regions. As of September 30, 2024, the Fund focuses its investments in Asia and Europe, and also in the consumer discretionary and healthcare sectors.
Read More

TTAI - Performance

Return Ranking - Trailing

Period TTAI Return Category Return Low Category Return High Rank in Category (%)
YTD 4.4% -4.8% 27.7% 86.26%
1 Yr 8.4% -2.3% 32.7% 88.31%
3 Yr -0.6%* -15.7% 48.6% 95.44%
5 Yr 6.1%* -34.2% 73.9% 40.96%
10 Yr N/A* 0.6% 31.6% 86.17%

* Annualized

Return Ranking - Calendar

Period TTAI Return Category Return Low Category Return High Rank in Category (%)
2023 15.2% -1.4% 22.0% 25.43%
2022 -30.8% -43.6% 71.3% 99.36%
2021 14.6% -28.5% 18.9% 1.63%
2020 17.6% -90.1% 992.1% 13.38%
2019 22.2% -1.9% 38.8% 26.06%

Total Return Ranking - Trailing

Period TTAI Return Category Return Low Category Return High Rank in Category (%)
YTD 4.4% -4.8% 27.7% 86.26%
1 Yr 8.4% -2.3% 32.7% 88.31%
3 Yr -0.6%* -15.7% 48.6% 95.44%
5 Yr 6.1%* -34.2% 73.9% 40.96%
10 Yr N/A* 0.6% 31.6% N/A

* Annualized

Total Return Ranking - Calendar

Period TTAI Return Category Return Low Category Return High Rank in Category (%)
2023 18.2% 3.2% 23.8% 23.08%
2022 -24.3% -43.6% 144.8% 97.92%
2021 16.9% -22.6% 56.0% 3.90%
2020 18.3% -89.7% 1010.8% 14.05%
2019 24.5% 4.3% 38.8% 31.74%

TTAI - Holdings

Concentration Analysis

TTAI Category Low Category High TTAI % Rank
Net Assets 60.8 M 3.3 M 425 B 90.02%
Number of Holdings 151 1 10481 46.96%
Net Assets in Top 10 14.7 M 1.01 M 47.5 B 91.58%
Weighting of Top 10 24.30% 4.6% 147.7% 47.41%

Top 10 Holdings

  1. Novo Nordisk A/S 5.02%
  2. Roche Holding AG 2.86%
  3. Mount Vernon Liquid Assets Portfolio, LLC 2.28%
  4. BHP Group Ltd 2.19%
  5. RELX PLC 2.18%
  6. Accenture PLC 2.12%
  7. PDD Holdings Inc 2.12%
  8. Novartis AG 2.06%
  9. Constellation Software Inc/Canada 1.84%
  10. Wolters Kluwer NV 1.64%

Asset Allocation

Weighting Return Low Return High TTAI % Rank
Stocks 		97.23% 0.00% 102.63% 54.91%
Cash 		3.71% 0.00% 44.84% 19.03%
Preferred Stocks 		0.35% -0.05% 6.57% 41.97%
Other 		0.00% -2.12% 47.54% 83.78%
Convertible Bonds 		0.00% 0.00% 4.18% 79.19%
Bonds 		0.00% 0.00% 95.29% 81.44%

Stock Sector Breakdown

Weighting Return Low Return High TTAI % Rank
Industrials 		16.14% 5.17% 99.49% 28.00%
Financial Services 		14.28% 0.00% 47.75% 88.80%
Technology 		12.87% 0.00% 36.32% 37.12%
Communication Services 		10.45% 0.00% 21.69% 7.20%
Consumer Defense 		10.02% 0.00% 32.29% 39.04%
Consumer Cyclical 		9.61% 0.00% 36.36% 68.48%
Basic Materials 		9.09% 0.00% 23.86% 29.44%
Healthcare 		8.67% 0.00% 20.35% 86.72%
Energy 		5.49% 0.00% 16.89% 37.92%
Real Estate 		1.97% 0.00% 14.59% 49.60%
Utilities 		1.41% 0.00% 13.68% 72.16%

Stock Geographic Breakdown

Weighting Return Low Return High TTAI % Rank
Non US 		83.88% 0.00% 99.44% 75.98%
US 		13.35% 0.00% 102.01% 20.75%

TTAI - Expenses

Operational Fees

TTAI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.59% 0.01% 19.62% 80.63%
Management Fee 0.59% 0.00% 1.65% 40.82%
12b-1 Fee N/A 0.00% 1.00% 9.87%
Administrative Fee N/A 0.01% 1.00% N/A

Sales Fees

TTAI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 3.50% 5.75% N/A
Deferred Load N/A 1.00% 4.00% N/A

Trading Fees

TTAI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 1.00% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

TTAI Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover 87.00% 2.00% 247.00% 84.71%

TTAI - Distributions

Dividend Yield Analysis

TTAI Category Low Category High TTAI % Rank
Dividend Yield 2.68% 0.00% 17.49% 41.19%

Dividend Distribution Analysis

TTAI Category Low Category High Category Mod
Dividend Distribution Frequency Quarterly Annual Quarterly Annual

Net Income Ratio Analysis

TTAI Category Low Category High TTAI % Rank
Net Income Ratio 1.32% -0.93% 6.38% 58.56%

Capital Gain Distribution Analysis

TTAI Category Low Category High Capital Mode
Capital Gain Distribution Frequency Annually Semi-Annually Annually

Distributions History

View More +

TTAI - Fund Manager Analysis

Managers

Bob Shea

Start Date

Tenure

Tenure Rank

Jan 01, 2021

1.41

1.4%

Bob Shea is Chief Executive Officer of TrimTabs Asset Management. Bob has spent much of the last 10 years as a Senior Advisor, CEO and most recently Co-CIO with JA Forlines Global, an award-winning multi-asset ETF strategist based in New York. Bob also founded AsiaSource Capital, an Investment Fund focused on Greater China with offices in New York and Singapore. Bob is a former partner at Goldman Sachs & Co. Spending 13 years at Goldman Sachs, Bob was partner in charge of Cash Equities Trading and served as a member of Goldman’s Equities Division Risk and Global Trading Committees. Bob was a member of NASDAQ’s Quality Of Markets Committee.

Vince (Qijun) Chen

Start Date

Tenure

Tenure Rank

Jan 01, 2021

1.41

1.4%

Mr. Chen joined TrimTabs Asset Management, LLC as Quantitative Analyst in October 2017 and was promoted to Senior Quantitative Analyst in June 2019. Prior to joining TrimTabs Asset Management, LLC, Mr. Chen was Application Developer at NYC Human Resources Administration and NLP (Natural Language Processing) Graduate Researcher at Weissman Center of International Business. Mr. Chen holds a Master of Science in Quantitative Methods and Modeling from Baruch College and a Bachelor of Economics in International Economics from Guangdong University of Foreign Studies.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.08 30.35 6.32 3.25

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