Hedge Replication ETF - HDG Hedge Replication ETF

ProShares Hedge Replication ETF seeks investment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model — Exchange Series.

  • Liquid, flexible way to access the risk/return characteristics of hedge fund investing, without many of the challenges.
  • Serves as a valuable component of an alternative asset allocation and offers an important complement to core portfolio holdings.
  • Benefits from the index expertise of Merrill Lynch, a pioneer in hedge fund replication.

  • Learn how HDG helps break down the barriers to hedge strategy investing.

As of 7/7/20

Description Coupon Maturity Date Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
RUSSELL 2000 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - 6,230,400.00 - 4,400.00
MSCI EAFE INDEX (EFA) SWAP CREDIT SUISSE INTERNATIONAL - - 4,812,847.32 - 4,346.00
MSCI EMERGING MARKETS INDEX (EEM) SWAP CREDIT SUISSE INTERNATIONAL - - 2,140,413.27 - 2,099.00
RUSSELL 2000 INDEX SWAP UBS AG - - 1,288,560.00 - 910.00
MSCI EAFE INDEX (EFA) SWAP UBS AG - - 606,866.16 - 548.00
RUSSELL 2000 INDEX SWAP SOCIETE GENERALE - - 366,744.00 - 259.00
MSCI EMERGING MARKETS INDEX (EEM) SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - - 246,800.15 - 242.02
MSCI EMERGING MARKETS INDEX (EEM) SWAP UBS AG - - 119,308.41 - 117.00
MSCI EAFE INDEX (EFA) SWAP SOCIETE GENERALE - - 69,767.46 - 63.00
MSCI EMERGING MARKETS INDEX (EEM) SWAP SOCIETE GENERALE - - 16,315.68 - 16.00
S&P 500 INDEX SWAP CREDIT SUISSE INTERNATIONAL - - (4,283,925.84) - (1,362.00)
EURO E-MINI 09/14/2020 (EEU0) - - (6,843,956.25) - (97.00)
UNITED STATES TREASURY BILL 0.000 10/1/20 - $24,492,317.78 24,500,000.00
TOBIRA THERAPEUTICS INC COMMON STOCK USD - - - $0.00 10.00
NET OTHER ASSETS / CASH - - - $5,110,774.23 5,110,774.23