ProShares Hedge Replication
BofAML Factor Modl - Exch Series TR USD
NAV as of
4 Week: 47.72 - 48.30
52 Week: 44.86 - 49.11
Latest Closing Price
Premium / Discount
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
|Period||Performance Returns(%)||Volatility(%)||Risk Adjusted Performance|
Annual Performance Return
|Ex Date||Payment Date||Dividend Payout per unit|
Total Number of Holdings: 1918
Number of Bond Holdings: 0
Number of Equity Holdings: 1913
Total Market Value: 33,972,599
Top 10 Holdings
|% Portfolio Weight||Shares Owned||Shares Changed||Market Value|
|1||United States Treasury Bills 0%||69.7711||23,490,000||0||23,273,484|
|2||Cte ? Proshares Trust M||12.6536||4,220,838||-241,255||4,220,838|
|3||Msci Eafe Index (Efa) Swap||1.4223||1||0||474,450|
|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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