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

NAV as of 05-Dec-2022

47.5237

4 Week: 46.13 - 47.54

52 Week: 44.86 - 51.79

Latest Closing Price

47.20

Premium / Discount

-0.41

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:
54,313,345
Launch Date:
11/07/2011
Asset Class:
Alternative
Replication Method:
Physical-Sample
Number of Holdings:
1996
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
YTD-8.500.70-12.20
1 Day-0.560.000.00
1 Week0.541.110.48
1 Month1.333.220.41
3 Months1.476.710.22
6 Months-1.428.02-0.18
1 Year-7.2110.79-0.67
2 Years-4.3513.04-0.33
3 Years2.2317.570.13
5 Years4.7319.010.25
10 Years19.0221.820.87

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 3.30664.34570.9095-0.33132.21325.4715-4.20539.49257.31912.7399
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 68.000076.000087.000028.000055.000048.000062.000027.000022.000075.0000

Dividend Frequency

Lastest Dividend

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

Portfolio Data

Total Number of Holdings: 1996

Number of Bond Holdings: 1

Number of Equity Holdings: 1990

Total Market Value: 54,313,345

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills62.246727,430,00027,430,00027,336,461
2Msci Eafe Index (Efa) Swap Societe Generale8.42622,9491283,700,494
3Msci Emerging Markets Index (Eem) Swap Societe Gen6.06782,67102,664,750
4Msci Emerging Markets Index (Eem) Swap Ubs Ag3.67791,6191,3101,615,212
5Msci Eafe Index (Efa) Swap Ubs Ag2.05167180900,968
6Msci Emerging Markets Index (Eem) Swap Credit Suis1.78787870785,158
7Msci Emerging Markets Index (Eem) Swap Morgan Stan0.54982420241,434
8Russell 2000 Index Swap Societe Generale0.49371150216,801
9Russell 2000 Index Swap Credit Suisse Internationa0.133131058,442

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large0.04
Medium1.58
Small12.49
Micro6.33

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

12.1270

Price/Book*

1.7407

Price/Sales*

1.0247

Price/Cash Flow*

5.7880

Dividend Yield*

1.4105

Growth Measures

Long-Term Earnings

16.4488

Historical Earnings

22.8552

Sales Growth

1.9877

Cash-Flow Growth

-1.8839

Book-Value Growth

3.6380

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

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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