MRGR ProShares Merger
S&P Merger Arbitrage TR USD

NAV as of 21-Mar-2023

38.1581

4 Week: 37.89 - 38.61

52 Week: 37.89 - 41.14

Latest Closing Price

38.06

Premium / Discount

-0.08

Expense Ratio

0.75%

Investment Objective

The investment seeks investment results, before fees and expenses, that track the performance of the S&P® Merger Arbitrage Index (the "index"). The fund is designed to track the performance of the index and provide exposure to a global merger arbitrage strategy. The index, and by extension the fund, seeks to produce consistent, positive returns in virtually all market environments, although there are no assurances it will achieve this result. The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
ProShares
Asset Under Management:
30,778,983
Launch Date:
10/12/2012
Asset Class:
Alternative
Replication Method:
Physical-Full
Number of Holdings:
37
Trading Currency:
USD
Style:
Small Blend
Region/Sector/Strategy:
N.A / N.A / Market Neutral
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-2.700.25-10.73
1 Day0.020.000.00
1 Week-0.050.43-0.11
1 Month-0.721.50-0.48
3 Months-2.902.08-1.39
6 Months-4.943.01-1.64
1 Year-6.024.57-1.32
2 Years-4.575.97-0.77
3 Years7.357.800.94
5 Years7.6114.160.54
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) -4.0367-2.8313-0.0168-1.39732.23053.72284.37002.70375.4703-4.2879
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 100.000093.000047.0000100.000085.000036.000082.000077.000026.000078.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
21/03/202328/03/20230.0495
21/12/202229/12/20220.2373
22/12/202130/12/20210.0300
21/09/202128/09/20210.1090
21/06/202128/06/20210.0147
22/03/202129/03/20210.0915
23/12/201901/01/20200.2162
24/06/201901/07/20190.0347
25/09/201802/10/20180.4447
19/06/201826/06/20180.0636

Portfolio Data

Total Number of Holdings: 37

Number of Bond Holdings: 0

Number of Equity Holdings: 32

Total Market Value: 30,778,983

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Duke Realty Corp3.564614,194-25,514887,977

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large5.54
Medium28.71
Small41.24
Micro5.85

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

16.1879

Price/Book*

2.3010

Price/Sales*

1.6558

Price/Cash Flow*

8.2670

Dividend Yield*

0.6249

Growth Measures

Long-Term Earnings

17.0903

Historical Earnings

92.4990

Sales Growth

3.7164

Cash-Flow Growth

4.9075

Book-Value Growth

2.5611

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*99.97

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 Days0.00
31 to 90 Days0.00
91 to 182 Days11.69
183 to 364 Days0.00

Data Source: Morningstar

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(2) may not be copied or redistributed except as specifically authorised;
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(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.