HDG

Fund Description
ProShares Hedge Replication ETF (the Fund ) seeks investment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model Exchange Series (the Benchmark ). The Factors that comprise the Benchmark are the (1) S&P 500 Total Return Index, (2) the MSCI EAFE US Dollar Net Total Return Index, (3) the MSCI Emerging Markets US Dollar Net Total Return Index ( MSCI Emerging Markets ), (4) the Russell 2000 Total Return Index ( Russell 2000 ), (5) three-month U.S. Treasury Bills, and (6) the ProShares UltraShort Euro ETF. The Benchmark is not comprised of, and the Fund does not invest in, any hedge fund or group of hedge funds.
Fund Profile
Fund Name ProShares Hedge Replication ETF
Fund Exchange Ticker HDG
Fund Sponsor ProShares
Fund ISIN US74347X2945
Net Expense Ratio 0.95 %
Fund Inception Date 12 July 2011
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Multi-Asset / Other
Asset Class Other Asset Types
Index Linked Passive
Index Name Merrill Lynch Factor Model Exchange Series
Index Provider Merrill Lynch
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Funds Combining Developed & Emerging Exposure
Key Statistics
Return As of Date 23 November 2022
Asset Under Management 42.80 Million (USD)
1 Month Total Return 3.80 %
Year To Date Return -8.27 %
1 Year Total Return -7.01 %
3 Year Annualized Total Return 0.95 %
NAV 47.2925
Share Outstanding 905,000
Top 10 Holdings (25 November 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
TREASURY BILL B 0 02/02/23 BILL 0.6443006484
Net Other Assets (Liabilities) OTHR 0.1909199181
MSCI EAFE Index (EFA) SWAP UBS AG SWAP 0.0993197459
MSCI EAFE Index (EFA) SWAP Societe Generale SWAP 0.0862849571
MSCI Emerging Markets Index (EEM) SWAP UBS AG SWAP 0.0602683752
MSCI Emerging Markets Index (EEM) SWAP Societe Generale SWAP 0.0557999748
EURO E-MINI FUT CURRENCY 19/DEC/2022 EEZ2 CURNCY FUTR 0.0091246165
MSCI Emerging Markets Index (EEM) SWAP Morgan Stanley & Co. International PLC SWAP 0.0053268615
Russell 2000 Index SWAP UBS AG SWAP 0.0012653201
SHOCKWAVE MEDICAL INC SWAV EQUI 0.0006415495