HDG ProShares Hedge Replication
BofAML Factor Modl - Exch Series TR USD

NAV as of 26-May-2023

48.1587

4 Week: 47.72 - 48.30

52 Week: 44.86 - 49.11

Latest Closing Price

48.09

Premium / Discount

-0.23

Expense Ratio

0.95%

Investment Objective

The investment seeks investment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model-Exchange Series (the "benchmark"). The fund invests in financial instruments that ProShare Advisors believes, in combination, should track the performance of the benchmark. The benchmark 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"). The HFRI is designed to reflect hedge fund industry performance through an equally weighted composite of over 2000 constituent funds. The fund is non-diversified.

Main Fund Characteristics

Fund Manager:
ProShares
Asset Under Management:
33,972,599
Launch Date:
11/07/2011
Asset Class:
Alternative
Replication Method:
Physical-Sample
Number of Holdings:
1918
Trading Currency:
USD
Style:
Small Blend
Region/Sector/Strategy:
N.A / N.A / Multi Alternatives
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD2.260.356.47
1 Day0.440.000.00
1 Week0.090.960.10
1 Month0.881.440.61
3 Months-0.712.68-0.26
6 Months1.244.250.29
1 Year0.659.030.07
2 Years-7.7112.44-0.62
3 Years7.0014.800.47
5 Years5.4419.070.29
10 Years17.7621.930.81

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 4.34570.9095-0.33132.21325.4715-4.20539.49257.31912.7399-8.3028
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 76.000087.000028.000055.000048.000062.000027.000022.000075.000079.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
25/12/201202/01/20130.0530

Portfolio Data

Total Number of Holdings: 1918

Number of Bond Holdings: 0

Number of Equity Holdings: 1913

Total Market Value: 33,972,599

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills 0%69.771123,490,000023,273,484
2Cte ? Proshares Trust M12.65364,220,838-241,2554,220,838
3Msci Eafe Index (Efa) Swap1.422310474,450

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large0.00
Medium0.78
Small9.07
Micro5.29

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

12.7642

Price/Book*

1.6070

Price/Sales*

0.9346

Price/Cash Flow*

4.6101

Dividend Yield*

1.7787

Growth Measures

Long-Term Earnings

16.0900

Historical Earnings

18.0201

Sales Growth

9.5503

Cash-Flow Growth

3.0304

Book-Value Growth

12.3993

*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*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

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