Alpha Architect 1-3 Month Box ETF
NAV as of
4 Week: 100.78 - 101.17
52 Week: 100.03 - 101.17
Latest Closing Price
Premium / Discount
The investment seeks to provide investment results that, before fees and expenses, equals or exceeds the price and yield performance of an investment that tracks the 1-3 month sector of the United States Treasury Bill market. Under normal market conditions, the fund generally invests substantially all, but at least 80%, of its total assets in the Box Spreads such that the weighted average maturity of the Box Spreads based upon expiration dates is less than 90 days. The principal investment strategy of the fund will be to utilize an exchange-listed options strategy called a box spread (“Box Spread”).
Main Fund Characteristics
|Period||Performance Returns(%)||Volatility(%)||Risk Adjusted Performance|
Annual Performance Return
|Ex Date||Payment Date||Dividend Payout per unit|
Total Number of Holdings: 6
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 301,704,315
Top 10 Holdings
|% Portfolio Weight||Shares Owned||Shares Changed||Market Value|
|1||Option on S&P 500 PR||160.7605||1,036||1,036||208,046,743|
|2||Spx 06/16/2023 5000.01 P||41.7611||270||270||54,044,754|
|3||Option on S&P 500 PR||24.1422||1,036||1,036||31,243,376|
|4||Spx 06/16/2023 4000.01 C||6.2856||270||270||8,134,470|
|Size||% of portfolio|
Equity Style Box Breakdown
*Forward-looking based on historical data.
Number of Bond Holdings
|Average Effective Duration||0|
|Average Effective Maturity (Years)*||0|
|Average Credit Quality||0|
|Average Weighted Coupon*||0|
|Average Weighted Price*||0|
Bond Style Box Breakdown
Data Source: Morningstar
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