Merrill Lynch Factor Model - Exchange Series - ETF Tracker

Index Description

The index seeks to provide the risk and return characteristics of the hedge fund asset class by targeting a high correlation to the HFRI Fund Weighted Composite Index. The HFRI is designed to reflect hedge fund industry performance through an equally weighted composite of over 2000 constituent funds.

* Assets in thousands of U.S. Dollars. Assets and Average Volume as of

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETF List

ETFs tracking the Merrill Lynch Factor Model - Exchange Series are presented in the following table.

Symbol Name Price Change Assets * ▼ Avg Vol YTD

ETFs Tracking Other Hedge Fund

ETFdb staff has allocated each ETF in the ETF database, as well as each index, to a single 'best-fit' ETFdb Category. Other ETFs in the Hedge Fund ETFdb Category are presented in the following table.

Symbol Name Price Change Assets * ▼ Avg Vol YTD

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETF Returns

The following table presents historical return data for ETFs tracking the Merrill Lynch Factor Model - Exchange Series.

Symbol Name 1 Week 4 Week YTD 1 Year 3 Year 5 Year
HDG Hedge Replication ETF +0.02% -0.14% +1.44% +2.17% +10.23% n/a

ETFs Tracking Other Hedge Fund

Historical return data for other ETFs in the Hedge Fund ETFdb Category is presented in the following table.

Symbol Name 1 Week 4 Week YTD 1 Year 3 Year 5 Year
QAI IQ Hedge Multi-Strategy Tracker ETF +0.17% -0.20% +3.31% +5.60% +12.87% +18.24%
WDTI Managed Futures Strategy Fund +0.89% +2.74% +4.00% +3.01% -11.69% n/a
RLY SPDR Multi-Asset Real Return ETF -0.44% -3.46% +1.74% +1.66% n/a n/a
MNA IQ Merger Arbitrage ETF +0.00% +0.33% +3.92% +4.74% +14.41% n/a
HDG Hedge Replication ETF +0.02% -0.14% +1.44% +2.17% +10.23% n/a
CPI IQ Real Return ETF +0.04% -0.64% +2.86% +2.09% +2.62% n/a
MCRO IQ Hedge Macro Tracker ETF -0.19% -1.38% +0.80% +0.36% -0.50% +6.49%
CSMA Merger Arbitrage Liquid Index -0.05% +0.10% -5.50% -4.96% -2.64% n/a
QMN IQ Hedge Market Neutral Tracker ETF +0.12% +0.16% +1.30% +2.19% n/a n/a
CSLS Long/Short Liquid Index (Net) ETN +0.24% +0.36% +5.42% +6.49% +16.85% n/a
FMF First Trust Morningstar Managed Futures Strategy Fund +0.51% +1.33% -2.06% +1.41% n/a n/a
CSMB 2x Monthly Leveraged Credit Suisse Merger Arbitrage Liquid Index ETN +0.00% -0.27% -10.13% -9.21% -6.10% n/a
QEH QAM Equity Hedge ETF -1.68% +0.28% +2.28% +5.42% n/a n/a
RRF Global Real Return Fund -1.24% +1.98% +3.15% +7.22% -1.87% n/a
MRGR Merger ETF +0.08% +0.05% -1.50% +0.36% n/a n/a

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETF Expenses

The following table presents expense information for ETFs tracking the Merrill Lynch Factor Model - Exchange Series.

Symbol Name ETFdb Category Inception ER Commission Free
HDG Hedge Replication ETF Hedge Fund 2011-07-14 0.95% Not Available

ETFs Tracking Other Hedge Fund

Expense information for other ETFs in the Hedge Fund ETFdb Category is presented in the following table.

Symbol Name ETFdb Category Inception ER Commission Free
QAI IQ Hedge Multi-Strategy Tracker ETF Hedge Fund 2009-03-25 0.75% Charles Schwab
WDTI Managed Futures Strategy Fund Hedge Fund 2011-01-05 0.95% 2 Platforms
RLY SPDR Multi-Asset Real Return ETF Hedge Fund 2012-04-26 0.70% Charles Schwab
MNA IQ Merger Arbitrage ETF Hedge Fund 2009-11-17 0.77% Charles Schwab
HDG Hedge Replication ETF Hedge Fund 2011-07-14 0.95% Not Available
CPI IQ Real Return ETF Hedge Fund 2009-10-27 0.48% Not Available
MCRO IQ Hedge Macro Tracker ETF Hedge Fund 2009-06-09 0.75% Not Available
CSMA Merger Arbitrage Liquid Index Hedge Fund 2010-10-01 0.55% Not Available
QMN IQ Hedge Market Neutral Tracker ETF Hedge Fund 2012-10-04 0.75% Charles Schwab
CSLS Long/Short Liquid Index (Net) ETN Hedge Fund 2010-02-19 0.45% Not Available
FMF First Trust Morningstar Managed Futures Strategy Fund Hedge Fund 2013-08-02 0.95% Not Available
CSMB 2x Monthly Leveraged Credit Suisse Merger Arbitrage Liquid Index ETN Hedge Fund 2011-03-08 0.55% Not Available
QEH QAM Equity Hedge ETF Hedge Fund 2012-08-08 1.64% Not Available
RRF Global Real Return Fund Hedge Fund 2011-07-14 0.60% E*TRADE
MRGR Merger ETF Hedge Fund 2012-12-13 0.75% Not Available

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETF Dividends

The following table presents dividend information for ETFs tracking the Merrill Lynch Factor Model - Exchange Series, including yield and dividend date.

Symbol Name Annual Dividend Rate Dividend Date Dividend Annual Dividend Yield % P/E Ratio Beta
HDG Hedge Replication ETF n/a 2012-12-26 $0.05 0.13% n/a 0.35

ETFs Tracking Other Hedge Fund

Dividend information for other ETFs in the Hedge Fund ETFdb Category is presented in the following table.

Symbol Name Annual Dividend Rate Dividend Date Dividend Annual Dividend Yield % P/E Ratio Beta
QAI IQ Hedge Multi-Strategy Tracker ETF $0.37 2013-12-27 $0.37 1.22% 15.99 0.50
WDTI Managed Futures Strategy Fund n/a n/a n/a n/a n/a 0.45
RLY SPDR Multi-Asset Real Return ETF $0.62 2014-06-30 $0.23 2.13% n/a -0.77
MNA IQ Merger Arbitrage ETF $0.26 2013-12-27 $0.26 0.96% n/a -0.81
HDG Hedge Replication ETF n/a 2012-12-26 $0.05 0.13% n/a 0.35
CPI IQ Real Return ETF $0.03 2013-12-27 $0.03 0.10% n/a -0.34
MCRO IQ Hedge Macro Tracker ETF $0.16 2013-12-27 $0.16 0.59% 13.59 -0.39
CSMA Merger Arbitrage Liquid Index n/a n/a n/a n/a n/a -0.88
QMN IQ Hedge Market Neutral Tracker ETF $0.22 2013-12-27 $0.22 0.85% n/a -0.73
CSLS Long/Short Liquid Index (Net) ETN n/a n/a n/a n/a n/a 0.69
FMF First Trust Morningstar Managed Futures Strategy Fund $1.21 2013-12-18 $1.21 2.44% n/a -0.47
CSMB 2x Monthly Leveraged Credit Suisse Merger Arbitrage Liquid Index ETN n/a n/a n/a n/a n/a -1.95
QEH QAM Equity Hedge ETF $0.48 2013-12-27 $0.48 1.67% n/a 1.11
RRF Global Real Return Fund $0.88 2014-06-23 $0.46 1.92% n/a 4.32
MRGR Merger ETF $0.39 2014-03-26 $0.05 1.05% n/a 0.92

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETF Holdings

The following table presents holdings data for all ETFs tracking the Merrill Lynch Factor Model - Exchange Series. For more detailed holdings data for an ETF click the 'View' link in the right column.

Symbol Name # of Holdings % In Top 10 Complete
HDG Hedge Replication ETF 510 22.83% View

ETFs Tracking Other Hedge Fund

Holdings data for other ETFs in the Hedge Fund ETFdb Category is presented in the following table.

Symbol Name # of Holdings % In Top 10 Complete
QAI IQ Hedge Multi-Strategy Tracker ETF 57 88.30% View
WDTI Managed Futures Strategy Fund 9 48.85% View
RLY SPDR Multi-Asset Real Return ETF 13 99.40% View
MNA IQ Merger Arbitrage ETF 51 123.37% View
HDG Hedge Replication ETF 510 22.83% View
CPI IQ Real Return ETF 11 99.98% View
MCRO IQ Hedge Macro Tracker ETF 26 101.90% View
CSMA Merger Arbitrage Liquid Index n/a n/a View
QMN IQ Hedge Market Neutral Tracker ETF 42 95.21% View
CSLS Long/Short Liquid Index (Net) ETN n/a n/a View
FMF First Trust Morningstar Managed Futures Strategy Fund 2 18.99% View
CSMB 2x Monthly Leveraged Credit Suisse Merger Arbitrage Liquid Index ETN n/a n/a View
QEH QAM Equity Hedge ETF 75 44.36% View
RRF Global Real Return Fund 30 55.49% View
MRGR Merger ETF 44 87.00% View

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETF Tax Rates

The following table presents sortable tax data for ETFs currently tracking the Merrill Lynch Factor Model - Exchange Series.

Symbol Name ST Cap Gains Rate LT Cap Gains Rate Tax Form
HDG Hedge Replication ETF 35% 15% 1099

ETFs Tracking Other Hedge Fund

Tax Rate data for other ETFs in the Hedge Fund ETFdb Category is presented in the following table.

Symbol Name ST Cap Gains Rate LT Cap Gains Rate Tax Form
QAI IQ Hedge Multi-Strategy Tracker ETF 35% 15% 1099
WDTI Managed Futures Strategy Fund 35% 15% 1099
RLY SPDR Multi-Asset Real Return ETF 35% 15% 1099
MNA IQ Merger Arbitrage ETF 35% 15% 1099
HDG Hedge Replication ETF 35% 15% 1099
CPI IQ Real Return ETF 35% 15% 1099
MCRO IQ Hedge Macro Tracker ETF 35% 15% 1099
CSMA Merger Arbitrage Liquid Index 35% 15% 1099
QMN IQ Hedge Market Neutral Tracker ETF 35% 15% 1099
CSLS Long/Short Liquid Index (Net) ETN 35% 15% 1099
FMF First Trust Morningstar Managed Futures Strategy Fund 35% 15% 1099
CSMB 2x Monthly Leveraged Credit Suisse Merger Arbitrage Liquid Index ETN 35% 15% 1099
QEH QAM Equity Hedge ETF 35% 15% 1099
RRF Global Real Return Fund 35% 15% 1099
MRGR Merger ETF 35% 15% 1099

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETF Technicals

The following table presents certain technical indicators for ETFs tracking the Merrill Lynch Factor Model - Exchange Series. To see complete technical metrics click the 'View' link in the right column.

Symbol Name Lower Bollinger Upper Bollinger Support 1 Resistance 1 RSI Advanced
HDG Hedge Replication ETF $42.25 $42.64 $42.31 $42.33 49 View

ETFs Tracking Other Hedge Fund

Techincal information for other ETFs in the Hedge Fund ETFdb Category is presented in the following table.

Symbol Name Lower Bollinger Upper Bollinger Support 1 Resistance 1 RSI Advanced
QAI IQ Hedge Multi-Strategy Tracker ETF $29.85 $30.21 $29.86 $30.04 50 View
WDTI Managed Futures Strategy Fund $41.85 $43.12 $43.06 $43.22 72 View
RLY SPDR Multi-Asset Real Return ETF $29.05 $30.92 $29.19 $29.44 30 View
MNA IQ Merger Arbitrage ETF $27.37 $27.67 $27.51 $27.65 51 View
HDG Hedge Replication ETF $42.25 $42.64 $42.31 $42.33 49 View
CPI IQ Real Return ETF $26.52 $26.82 n/a n/a 45 View
MCRO IQ Hedge Macro Tracker ETF $26.39 $26.99 $26.44 $26.46 37 View
CSMA Merger Arbitrage Liquid Index $19.87 $19.99 n/a n/a 45 View
QMN IQ Hedge Market Neutral Tracker ETF $25.59 $26.02 $25.78 $25.82 51 View
CSLS Long/Short Liquid Index (Net) ETN $24.86 $25.18 n/a n/a 59 View
FMF First Trust Morningstar Managed Futures Strategy Fund $48.79 $49.54 $49.55 $49.55 52 View
CSMB 2x Monthly Leveraged Credit Suisse Merger Arbitrage Liquid Index ETN $18.08 $19.16 n/a n/a 41 View
QEH QAM Equity Hedge ETF $28.13 $29.05 $28.63 $28.66 53 View
RRF Global Real Return Fund $44.31 $46.50 $45.43 $45.43 51 View
MRGR Merger ETF $36.40 $37.20 $37.04 $37.04 53 View

ETFs Tracking The Merrill Lynch Factor Model - Exchange Series - ETFdb Realtime Ratings

The following table presents a proprietary ETFdb rating for ETFs tracking the Merrill Lynch Factor Model - Exchange Series.

Symbol Liquidity Expenses Performance Volatility Dividend Concentration Realtime
Overall
HDG
A-
C+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only

ETFs Tracking Other Hedge Fund

Links to a proprietary ETFdb rating for other ETFs in the Hedge Fund ETFdb Category is presented in the following table.

Symbol Liquidity Expenses Performance Volatility Dividend Concentration Realtime
Overall
QAI
A+
B
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
WDTI
A
C+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
RLY
A
A-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
MNA
B+
B+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
HDG
A-
C+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
CPI
B
A
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
MCRO
A-
B-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
CSMA
B-
A
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
QMN
B+
B
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
CSLS
C+
A+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
FMF
n/a
B-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
CSMB
C+
A
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
QEH
C
C
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
RRF
C
A-
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
MRGR
B-
B+
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only
ETFdb Pro Members Only

ETFs Tracking Other Mutual Funds

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