SEMIANNUAL REPORT
NOVEMBER 30, 2017
Geared
TBF Short 20+ Year Treasury
TBX Short 7-10 Year Treasury
SBM Short Basic Materials
DOG Short Dow30SM
SEF Short Financials
YXI Short FTSE China 50
SJB Short High Yield
MYY Short MidCap400
EFZ Short MSCI EAFE
EUM Short MSCI Emerging Markets
DDG Short Oil & Gas
PSQ Short QQQ®
REK Short Real Estate
RWM Short Russell2000
SH Short S&P500®
SBB Short SmallCap600
UBT Ultra 20+ Year Treasury
UST Ultra 7-10 Year Treasury
UYM Ultra Basic Materials
UGE Ultra Consumer Goods
UCC Ultra Consumer Services
DDM Ultra Dow30SM
UYG Ultra Financials
XPP Ultra FTSE China 50
UPV Ultra FTSE Europe
GDXX Ultra Gold Miners
RXL Ultra Health Care
UJB Ultra High Yield
UXI Ultra Industrials
MVV Ultra MidCap400
UBR Ultra MSCI Brazil Capped
EFO Ultra MSCI EAFE
EET Ultra MSCI Emerging Markets
EZJ Ultra MSCI Japan
BIB Ultra Nasdaq Biotechnology
DIG Ultra Oil & Gas
QLD Ultra QQQ®
URE Ultra Real Estate
UWM Ultra Russell2000
SSO Ultra S&P500®
USD Ultra Semiconductors
SAA Ultra SmallCap600
ROM Ultra Technology
LTL Ultra Telecommunications
UPW Ultra Utilities
UDOW UltraPro Dow30SM
FINU UltraPro Financial Select Sector
UMDD UltraPro MidCap400
UBIO UltraPro Nasdaq Biotechnology
TQQQ UltraPro QQQ®
URTY UltraPro Russell2000
UPRO UltraPro S&P500®
TTT UltraPro Short 20+ Year Treasury
SDOW UltraPro Short Dow30SM
FINZ UltraPro Short Financial Select Sector
SMDD UltraPro Short MidCap400
ZBIO UltraPro Short Nasdaq Biotechnology
SQQQ UltraPro Short QQQ®
SRTY UltraPro Short Russell2000
SPXU UltraPro Short S&P500®
TBT UltraShort 20+ Year Treasury
PST UltraShort 7-10 Year Treasury
SMN UltraShort Basic Materials
SZK UltraShort Consumer Goods
SCC UltraShort Consumer Services
DXD UltraShort Dow30SM
SKF UltraShort Financials
FXP UltraShort FTSE China 50
EPV UltraShort FTSE Europe
GDXS UltraShort Gold Miners
RXD UltraShort Health Care
SIJ UltraShort Industrials
MZZ UltraShort MidCap400
BZQ UltraShort MSCI Brazil Capped
EFU UltraShort MSCI EAFE
EEV UltraShort MSCI Emerging Markets
EWV UltraShort MSCI Japan
BIS UltraShort Nasdaq Biotechnology
DUG UltraShort Oil & Gas
QID UltraShort QQQ®
SRS UltraShort Real Estate
TWM UltraShort Russell2000
SDS UltraShort S&P500®
SSG UltraShort Semiconductors
SDD UltraShort SmallCap600
REW UltraShort Technology
SDP UltraShort Utilities
PROSHARES TRUST Distributor: SEI Investments Distribution Co.
TABLE OF CONTENTS
I |
Shareholder Letter |
||||||
II |
Allocation of Portfolio Holdings & Index Composition |
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XLVI |
Expense Examples |
||||||
1 |
Schedule of Portfolio Investments |
||||||
200 |
Statements of Assets and Liabilities |
||||||
216 |
Statements of Operations |
232 |
Statements of Changes in Net Assets |
||||||
262 |
Financial Highlights |
||||||
308 |
Notes to Financial Statements |
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339 |
Board Approval of Investment Advisory Agreement |
||||||
342 |
Miscellaneous Information |
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DEAR SHAREHOLDER:
I am pleased to present the ProShares Trust Semiannual Report for the six-month period ended November 30, 2017.
Equity Markets Strong
It was a strong six months for U.S. equities markets, which shrugged off hurricanes and political tensions in Washington and abroad to rise throughout the period. Large-, mid- and small-cap stocks turned in solid results. The S&P 500® and the Dow® were up 10.9% and 17%, respectively, while the S&P MidCap 400® gained 11.2% and the Russell 2000® Index rose 13.4%. The tech-heavy NASDAQ-100 Index rose 10.57%.
All ten sectors in the Dow Jones U.S. Industry Indices saw positive returns during the six-month period. Financials was the highest performing sector, followed by basic materials and technology, up 16%, 14.5% and 14%, respectively. Consumer services, consumer goods and telecommunications brought up the rear but still gained with returns of 5.4%, 3.1% and 1.8%.
Global equities had a solid six months. Developed markets outside North America rose 7.9% according to the MSCI EAFE Index. Japanese and emerging markets stocks were particularly strong, returning 13.2% and 13%, respectively, according to the MSCI Japan and MSCI Emerging Markets Indexes. European equities lagged those in the United States, returning a modest 6% for the period, as measured by the MSCI Europe Index. Despite a U.S. dollar rally late in the period, the Bloomberg Dollar Spot Index declined 2.9%.
Bond Markets Mixed
The overall U.S. bond market returned just 0.7% during the six month period, according to the Bloomberg Barclays U.S. Aggregate Bond Index. The Fed hiked its overnight lending rate by 25 basis points at the start of the period in June, its second increase this year. A third planned increase was widely expected in December. In this environment, corporate credit rose while Treasury returns were mixed. Continued equity market tailwinds and rising oil prices mid period helped lift the high-yield bond market 1.7%, as reflected in the Markit iBoxx $ Liquid High Yield Index. Investment grade bonds rose as well, up 2% in the Markit iBoxx $ Liquid Investment Grade
Index. Long-dated Treasurys gained 2% according to the Ryan Labs Treasury 30 Year Index, but shorter-term bonds suffered. Five- and ten-year Treasurys declined 0.8% and 1%, respectively, according to the Ryan Labs Treasury 5 Year and 10 Year Indexes.
ProShares Lineup Expands
At the forefront of the ETF revolution, the company recently celebrated its 20th anniversary. ProShares offers one of the largest lineups of ETFs, with more than $29 billion in assets, and is the leader in strategies such as dividend growth, alternative and geared (leveraged and inverse).
Adding to that lineup, ProShares launched three funds during the six-month period. The ProShares Equities for Rising Rates ETF (EQRR) was launched in July. It is the first U.S. equity ETF specifically designed to outperform traditional large-cap indexes, such as the S&P 500, in a rising interest rate environment. In November, ProShares launched two Retail Disruption ETFs designed to help investors benefit from the changing retail landscape. The ProShares Decline of the Retail Store ETF (EMTY) is the first ETF specifically designed to benefit from the decline of bricks-and-mortar retailers. The ProShares Long Online/Short Stores (CLIX) is the first ETF to provide investors opportunities arising from both the potential growth of online companies and the decline of bricks-and-mortar retailers.
Thank you for investing in ProShares. Exciting times are ahead, and we appreciate your continued trust and confidence. Please visit us at ProShares.com to learn about the complete lineup of ProShares ETFs.
Sincerely,
Michael L. Sapir
Chairman of the Board of Trustees
PROSHARES.COM :: I
ALLOCATION OF PORTFOLIO HOLDINGS &
INDEX
COMPOSITION
II :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Short 20+ Year Treasury (Ticker: TBF)
ProShares Short 20+ Year Treasury (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the ICE U.S. Treasury 20+ Year Bond Index (the "Index"). The Index is part of a series of indices designed to measure the performance of the U.S. Treasury market. The Index is market value weighted and consists of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than twenty years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(99 |
%) |
|||||
Futures Contracts |
(2 |
%) |
|||||
Total Exposure |
(101 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
ICE U.S. Treasury 20+ Year Bond Index �C Composition
% of Index |
|||||||
20+ Year U.S. Treasury |
100 |
% |
ProShares Short 7-10 Year Treasury (Ticker: TBX)
ProShares Short 7-10 Year Treasury (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the ICE U.S. Treasury 7-10 Year Bond Index (the "Index"). The Index is part of a series of indices designed to measure the performance of the U.S. Treasury market. The Index is market value weighted and consists of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than seven years and less than or equal to ten years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(96 |
%) |
|||||
Futures Contracts |
(5 |
%) |
|||||
Total Exposure |
(101 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
ICE U.S. Treasury 7-10 Year Bond Index �C Composition
% of Index |
|||||||
7-10 Year U.S. Treasury |
100 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: III
ProShares Short Basic Materials (Ticker: SBM)
ProShares Short Basic Materials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Dow Jones U.S. Basic MaterialsSM Index (the "Index"). The Index measures the performance of the basic materials sector of the U.S. equity market. Component companies are involved in the production of aluminum, steel, non-ferrous metals, commodity chemicals, specialty chemicals, forest products, paper products, as well as the mining of precious metals and coal.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(100 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Basic Materials Index �C Composition
% of Index |
|||||||
Chemicals |
84.3 |
% |
|||||
Metals & Mining |
14.9 |
% |
|||||
Paper & Forest Products |
0.7 |
% |
|||||
Oil, Gas & Consumable Fuels |
0.1 |
% |
ProShares Short Dow30SM (Ticker: DOG)
ProShares Short Dow30SM (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Dow Jones Industrial AverageSM (the "Index"). The Index is a price-weighted index and includes 30 large-cap, "blue-chip" U.S. stocks, excluding utility and transportation companies.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(95 |
%) |
|||||
Futures Contracts |
(5 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones Industrial Average �C Composition
% of Index |
|||||||
Industrials |
22.7 |
% |
|||||
Information Technology |
17.2 |
% |
|||||
Financials |
16.6 |
% |
|||||
Consumer Discretionary |
14.8 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Consumer Staples |
6.6 |
% |
|||||
Energy |
5.7 |
% |
|||||
Materials |
2.0 |
% |
|||||
Telecommunication Services |
1.4 |
% |
ProShares Short Financials (Ticker: SEF)
ProShares Short Financials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Dow Jones U.S. FinancialsSM Index (the "Index"). The Index measures the performance of the financial services sector of the U.S. equity market. Component companies include: among others, regional banks; major U.S. domiciled international banks; full line, life, and property and casualty insurance companies; companies that invest, directly or indirectly in real estate; diversified financial companies such as Fannie Mae, credit card issuers, check cashing companies, mortgage lenders and investment advisors; securities brokers and dealers including investment banks, merchant banks and online brokers; and publicly traded stock exchanges.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(100 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Financials Index �C Composition
% of Index |
|||||||
Banks |
32.7 |
% |
|||||
Diversified Financials |
26.9 |
% |
|||||
Real Estate |
19.1 |
% |
|||||
Insurance |
14.6 |
% |
|||||
Software & Services |
6.7 |
% |
IV :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Short FTSE China 50 (Ticker: YXI)
ProShares Short FTSE China 50 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the FTSE China 50 Index® (the "Index"). The Index is consists of 50 of the largest and most liquid Chinese stocks listed and traded on the Stock Exchange of Hong Kong.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(99 |
%) |
|||||
Total Exposure |
(99 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
FTSE China 50 Index �C Composition
% of Index |
|||||||
Financials |
48.9 |
% |
|||||
Energy |
11.0 |
% |
|||||
Information Technology |
10.5 |
% |
|||||
Telecommunication Services |
9.4 |
% |
|||||
Real Estate |
7.8 |
% |
|||||
Consumer Discretionary |
5.8 |
% |
|||||
Industrials |
5.1 |
% |
|||||
Materials |
1.0 |
% |
|||||
Utilities |
0.5 |
% |
ProShares Short High Yield (Ticker: SJB)
ProShares Short High Yield (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Markit iBoxx $ Liquid High Yield Index (the "Index"). The Index is a modified market-value weighted index designed to provide a balanced representation of U.S. dollar-denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index provider. Currently, the bonds eligible for inclusion in the Index include U.S. dollar-denominated, corporate bonds for sale in the United States that are issued by companies domiciled in the U.S., Bermuda, Canada, Cayman Islands, Western Europe or Japan, are rated sub-investment grade by Moody's Investors Service, Inc., Fitch, Inc. or Standard and Poor's Financial Services, LLC; are from issuers with at least $1 billion par outstanding; have at least $400 million of outstanding face value; and are between three and fifteen years to maturity. There is no limit to the number of issues in the Index.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(100 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Markit iBoxx $ Liquid High Yield Index �C Composition
% of Index |
|||||||
High Yield |
100 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: V
ProShares Short MidCap400 (Ticker: MYY)
ProShares Short MidCap400 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the S&P MidCap 400® (the "Index"). The Index is a measure of mid-size company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 400 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(97 |
%) |
|||||
Futures Contracts |
(3 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P MidCap 400 �C Composition
% of Index |
|||||||
Information Technology |
17.8 |
% |
|||||
Financials |
17.2 |
% |
|||||
Industrials |
15.7 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
9.2 |
% |
|||||
Health Care |
7.6 |
% |
|||||
Materials |
7.1 |
% |
|||||
Utilities |
5.6 |
% |
|||||
Energy |
4.0 |
% |
|||||
Consumer Staples |
3.7 |
% |
|||||
Telecommunication Services |
0.2 |
% |
ProShares Short MSCI EAFE (Ticker: EFZ)
ProShares Short MSCI EAFE (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the MSCI EAFE Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in developed market countries, excluding the U.S. and Canada.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(100 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI EAFE Index �C Country
% of Index |
|||||||
Japan |
24.3 |
% |
|||||
United Kingdom |
17.4 |
% |
|||||
France |
10.7 |
% |
|||||
Germany |
9.8 |
% |
|||||
Other |
9.8 |
% |
|||||
Switzerland |
8.0 |
% |
|||||
Australia |
6.8 |
% |
|||||
Netherlands |
3.6 |
% |
|||||
Hong Kong |
3.5 |
% |
|||||
Spain |
3.3 |
% |
|||||
Sweden |
2.8 |
% |
MSCI EAFE Index �C Composition
% of Index |
|||||||
Financials |
21.2 |
% |
|||||
Industrials |
14.5 |
% |
|||||
Consumer Discretionary |
12.2 |
% |
|||||
Consumer Staples |
11.3 |
% |
|||||
Health Care |
10.2 |
% |
|||||
Materials |
8.0 |
% |
|||||
Information Technology |
6.5 |
% |
|||||
Energy |
5.2 |
% |
|||||
Telecommunication Services |
4.1 |
% |
|||||
Real Estate |
3.5 |
% |
|||||
Utilities |
3.3 |
% |
VI :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Short MSCI Emerging Markets (Ticker: EUM)
ProShares Short MSCI Emerging Markets (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the MSCI Emerging Markets Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in emerging markets countries.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(99 |
%) |
|||||
Total Exposure |
(99 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI Emerging Markets
Index �C
Country
% of Index |
|||||||
China |
30.1 |
% |
|||||
Korea |
15.6 |
% |
|||||
Taiwan |
11.5 |
% |
|||||
Others |
9.5 |
% |
|||||
India |
8.6 |
% |
|||||
Brazil |
6.9 |
% |
|||||
South Africa |
6.9 |
% |
|||||
Russia |
3.4 |
% |
|||||
Mexico |
3.1 |
% |
|||||
Thailand |
2.2 |
% |
|||||
Indonesia |
2.2 |
% |
MSCI Emerging Markets
Index �C
Composition
% of Index |
|||||||
Information Technology |
28.3 |
% |
|||||
Financials |
23.2 |
% |
|||||
Consumer Discretionary |
10.5 |
% |
|||||
Materials |
7.2 |
% |
|||||
Energy |
6.7 |
% |
|||||
Consumer Staples |
6.3 |
% |
|||||
Industrials |
5.3 |
% |
|||||
Telecommunication Services |
4.9 |
% |
|||||
Real Estate |
2.7 |
% |
|||||
Utilities |
2.5 |
% |
|||||
Health Care |
2.4 |
% |
ProShares Short Oil & Gas (Ticker: DDG)
ProShares Short Oil & Gas (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Dow Jones U.S. Oil & GasSM Index (the "Index"). The Index measures the performance of the oil and gas sector of the U.S. equity market. Component companies include, among others, exploration and production, integrated oil and gas, oil equipment and services, pipelines, renewable energy equipment companies and alternative fuel producers.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(100 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Oil & Gas Index �C Composition
% of Index |
|||||||
Oil, Gas & Consumable Fuels |
85.7 |
% |
|||||
Energy Equipment & Services |
13.5 |
% |
|||||
Electric Utilities |
0.5 |
% |
|||||
Semiconductors & Semiconductor Equipment |
0.3 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: VII
ProShares Short QQQ® (Ticker: PSQ)
ProShares Short QQQ® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the NASDAQ-100 Index® (the "Index"). The Index, a modified market capitalization-weighted index, includes 100 of the largest non-financial domestic and international issues listed on The NASDAQ Stock Market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(99 |
%) |
|||||
Futures Contracts |
(1 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
NASDAQ-100 Index �C Composition
% of Index |
|||||||
Information Technology |
60.6 |
% |
|||||
Consumer Discretionary |
21.1 |
% |
|||||
Health Care |
10.3 |
% |
|||||
Consumer Staples |
4.9 |
% |
|||||
Industrials |
2.2 |
% |
|||||
Telecommunication Services |
0.9 |
% |
ProShares Short Real Estate (Ticker: REK)
ProShares Short Real Estate (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Dow Jones U.S. Real EstateSM Index (the "Index"). The Index measures the performance of the real estate sector of the U.S. equity market. Component companies include, among others, real estate holding and development and real estate services companies and real estate investment trusts ("REITs"). REITs are passive investment vehicles that invest primarily in income producing real estate or real estate related loans or interests.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(100 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Real Estate Index �C Composition
% of Index |
|||||||
Equity Real Estate Investment Trusts (REITs) |
92.8 |
% |
|||||
Mortgage Real Estate Investment Trusts (REITs) |
4.5 |
% |
|||||
Real Estate Management & Development |
2.7 |
% |
ProShares Short Russell2000 (Ticker: RWM)
ProShares Short Russell2000 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the Russell 2000® Index (the "Index"). The Index is a measure of small-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index containing approximately 2000 of the smallest companies in the Russell 3000® Index or approximately 8% of the total market capitalization of the Russell 3000® Index, which in turn represents approximately 98% of the investable U.S. equity market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(99 |
%) |
|||||
Futures Contracts |
(1 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Russell 2000 Index �C Composition
% of Index |
|||||||
Financials |
18.1 |
% |
|||||
Information Technology |
16.8 |
% |
|||||
Health Care |
15.7 |
% |
|||||
Industrials |
15.1 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
7.2 |
% |
|||||
Materials |
4.4 |
% |
|||||
Energy |
3.7 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Consumer Staples |
2.7 |
% |
|||||
Telecommunication Services |
0.8 |
% |
VIII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Short S&P500® (Ticker: SH)
ProShares Short S&P500® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the S&P 500® (the "Index"). The Index is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(98 |
%) |
|||||
Futures Contracts |
(2 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P 500 �C Composition
% of Index |
|||||||
Information Technology |
24.0 |
% |
|||||
Financials |
14.8 |
% |
|||||
Health Care |
14.1 |
% |
|||||
Consumer Discretionary |
12.1 |
% |
|||||
Industrials |
10.1 |
% |
|||||
Consumer Staples |
8.1 |
% |
|||||
Energy |
5.8 |
% |
|||||
Utilities |
3.1 |
% |
|||||
Materials |
3.0 |
% |
|||||
Real Estate |
2.9 |
% |
|||||
Telecommunication Services |
2.0 |
% |
ProShares Short SmallCap600 (Ticker: SBB)
ProShares Short SmallCap600 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the S&P SmallCap 600® (the "Index"). The Index is a measure of small-cap company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 600 U.S. operating companies selected through a process that factors in criteria such as liquidity, price, market capitalization, financial viability and public float.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
(100 |
%) |
|||||
Total Exposure |
(100 |
%) |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P SmallCap 600 �C Composition
% of Index |
|||||||
Industrials |
19.3 |
% |
|||||
Financials |
17.0 |
% |
|||||
Consumer Discretionary |
15.4 |
% |
|||||
Information Technology |
14.2 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Real Estate |
5.7 |
% |
|||||
Materials |
5.3 |
% |
|||||
Energy |
3.2 |
% |
|||||
Utilities |
2.9 |
% |
|||||
Consumer Staples |
2.9 |
% |
|||||
Telecommunication Services |
1.1 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: IX
ProShares Ultra 20+ Year Treasury (Ticker: UBT)
ProShares Ultra 20+ Year Treasury (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the ICE U.S. Treasury 20+ Year Bond Index (the "Index"). The Index is part of a series of indices designed to measure the performance of the U.S. Treasury market. The Index is market value weighted and consists of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than twenty years and has $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve System (the "Fed"). In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
U.S. Treasury Obligations |
73 |
% |
|||||
Swaps Agreements |
124 |
% |
|||||
Futures Contracts |
4 |
% |
|||||
Total Exposure |
201 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
ICE U.S. Treasury 20+ Year Bond Index �C Composition
% of Index |
|||||||
20+ Year U.S. Treasury |
100 |
% |
ProShares Ultra 7-10 Year Treasury (Ticker: UST)
ProShares Ultra 7-10 Year Treasury (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the ICE U.S. Treasury 7-10 Year Bond Index (the "Index"). The Index is part of a series of indices designed to measure the performance of the U.S. Treasury market. The Index is market value weighted and consists of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than seven years and less than or equal to ten years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve System (the "Fed"). In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
U.S. Treasury Obligations |
80 |
% |
|||||
Swaps Agreements |
116 |
% |
|||||
Futures Contracts |
4 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
ICE U.S. Treasury 7-10 Year Bond Index �C Composition
% of Index |
|||||||
7-10 Year U.S. Treasury |
100 |
% |
X :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Ultra Basic Materials (Ticker: UYM)
ProShares Ultra Basic Materials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. Basic MaterialsSM Index (the "Index"). The Index measures the performance of the basic materials sector of the U.S. equity market. Component companies are involved in the production of aluminum, steel, non-ferrous metals, commodity chemicals, specialty chemicals, forest products, paper products, as well as the mining of precious metals and coal.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
74 |
% |
|||||
Swaps Agreements |
126 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
DowDuPont, Inc. |
18.3 |
% |
|||||
Monsanto Co. |
5.7 |
% |
|||||
Praxair, Inc. |
4.8 |
% |
|||||
Air Products & Chemicals, Inc. |
3.9 |
% |
|||||
Ecolab, Inc. |
3.8 |
% |
Dow Jones U.S. Basic Materials
Index �C
Composition
% of Index |
|||||||
Chemicals |
84.3 |
% |
|||||
Metals & Mining |
14.9 |
% |
|||||
Paper & Forest Products |
0.7 |
% |
|||||
Oil, Gas & Consumable Fuels |
0.1 |
% |
ProShares Ultra Consumer Goods (Ticker: UGE)
ProShares Ultra Consumer Goods (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. Consumer GoodsSM Index (the "Index"). The Index measures the stock performance of U.S. companies in the consumer goods sector of the U.S. equity market. Component companies include, among others, automobiles and auto parts and tires, brewers and distillers, farming and fishing, durable and non-durable household product manufacturers, cosmetic companies, food and tobacco products, clothing, accessories and footwear.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
84 |
% |
|||||
Swaps Agreements |
117 |
% |
|||||
Total Exposure |
201 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Procter & Gamble Co. (The) |
8.4 |
% |
|||||
Coca-Cola Co. (The) |
6.4 |
% |
|||||
PepsiCo, Inc. |
6.1 |
% |
|||||
Philip Morris International, Inc. |
5.8 |
% |
|||||
Altria Group, Inc. |
4.8 |
% |
Dow Jones U.S. Consumer Goods
Index �C
Composition
% of Index |
|||||||
Food, Beverage & Tobacco |
47.6 |
% |
|||||
Household & Personal Products |
18.3 |
% |
|||||
Consumer Durables &
Apparel |
14.4 |
% |
|||||
Automobiles & Components |
11.4 |
% |
|||||
Software & Services |
4.0 |
% |
|||||
Capital Goods |
2.2 |
% |
|||||
Retailing |
1.3 |
% |
|||||
Diversified Financials |
0.4 |
% |
|||||
Food & Staples Retailing |
0.2 |
% |
|||||
Commercial & Professional Services |
0.2 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XI
ProShares Ultra Consumer Services (Ticker: UCC)
ProShares Ultra Consumer Services (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. Consumer ServicesSM Index (the "Index"). The Index measures the stock performance of U.S. companies in the consumer services sector of the U.S. equity market. Component companies include, among others, airlines, broadcasting and entertainment, apparel and broadline retailers, food and drug retailers, media agencies, publishing, gambling, hotels, restaurants and bars, and travel and tourism.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
75 |
% |
|||||
Swaps Agreements |
125 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Amazon.com, Inc. |
10.6 |
% |
|||||
Home Depot, Inc. (The) |
4.8 |
% |
|||||
Comcast Corp., Class A |
4.0 |
% |
|||||
Walt Disney Co. (The) |
3.7 |
% |
|||||
Wal-Mart Stores, Inc. |
3.2 |
% |
Dow Jones U.S. Consumer Services Index �C Composition
% of Index |
|||||||
Retailing |
40.0 |
% |
|||||
Media |
22.1 |
% |
|||||
Consumer Services |
16.9 |
% |
|||||
Food & Staples Retailing |
13.0 |
% |
|||||
Transportation |
4.0 |
% |
|||||
Health Care Equipment & Services |
2.0 |
% |
|||||
Commercial &
Professional Services |
1.6 |
% |
|||||
Software & Services |
0.2 |
% |
|||||
Capital Goods |
0.1 |
% |
|||||
Technology Hardware & Equipment |
0.1 |
% |
ProShares Ultra Dow30SM (Ticker: DDM)
ProShares Ultra Dow30SM (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones Industrial AverageSM (the "Index"). The Index is a price-weighted index and includes 30 large-cap, "blue-chip" U.S. stocks, excluding utility and transportation companies.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
73 |
% |
|||||
Swaps Agreements |
119 |
% |
|||||
Futures Contracts |
8 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Boeing Co. (The) |
5.7 |
% |
|||||
Goldman Sachs Group, Inc. (The) |
5.1 |
% |
|||||
3M Co. |
5.0 |
% |
|||||
UnitedHealth Group, Inc. |
4.7 |
% |
|||||
Home Depot, Inc. (The) |
3.7 |
% |
Dow Jones Industrial
Average �C
Composition
% of Index |
|||||||
Industrials |
22.7 |
% |
|||||
Information Technology |
17.2 |
% |
|||||
Financials |
16.6 |
% |
|||||
Consumer Discretionary |
14.8 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Consumer Staples |
6.6 |
% |
|||||
Energy |
5.7 |
% |
|||||
Materials |
2.0 |
% |
|||||
Telecommunication Services |
1.4 |
% |
XII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Ultra Financials (Ticker: UYG)
ProShares Ultra Financials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. FinancialsSM Index (the "Index"). The Index measures the performance of the financial services sector of the U.S. equity market. Component companies include: among others, regional banks; major U.S. domiciled international banks; full line, life, and property and casualty insurance companies; companies that invest, directly or indirectly in real estate; diversified financial companies such as Fannie Mae, credit card issuers, check cashing companies, mortgage lenders and investment advisors; securities brokers and dealers including investment banks, merchant banks and online brokers; and publicly traded stock exchanges.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
78 |
% |
|||||
Swaps Agreements |
122 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Berkshire Hathaway, Inc.,
Class B |
5.6 |
% |
|||||
JPMorgan Chase & Co. |
5.5 |
% |
|||||
Bank of America Corp. |
4.1 |
% |
|||||
Wells Fargo & Co. |
3.8 |
% |
|||||
Visa, Inc., Class A |
3.1 |
% |
Dow Jones U.S. Financials
Index �C
Composition
% of Index |
|||||||
Banks |
32.7 |
% |
|||||
Diversified Financials |
26.9 |
% |
|||||
Real Estate |
19.1 |
% |
|||||
Insurance |
14.6 |
% |
|||||
Software & Services |
6.7 |
% |
ProShares Ultra FTSE China 50 (Ticker: XPP)
ProShares Ultra FTSE China 50 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the FTSE China 50 Index® (the "Index"). The Index consists of 50 of the largest and most liquid Chinese stocks listed and traded on the Stock Exchange of Hong Kong.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
200 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
FTSE China 50 Index �C Composition
% of Index |
|||||||
Financials |
48.9 |
% |
|||||
Energy |
11.0 |
% |
|||||
Information Technology |
10.5 |
% |
|||||
Telecommunication Services |
9.4 |
% |
|||||
Real Estate |
7.8 |
% |
|||||
Consumer Discretionary |
5.8 |
% |
|||||
Industrials |
5.1 |
% |
|||||
Materials |
1.0 |
% |
|||||
Utilities |
0.5 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XIII
ProShares Ultra FTSE Europe (Ticker: UPV)
ProShares Ultra FTSE Europe (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the FTSE Developed Europe All Cap Index® (the "Index"). The Index is a free float-adjusted market cap weighted index representing the performance of large, mid- and small cap companies in Developed European markets, including the UK.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
200 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
FTSE Developed Europe All Cap
Index �C
Country
% of Index |
|||||||
United Kingdom |
24.4 |
% |
|||||
France |
15.0 |
% |
|||||
Germany |
15.0 |
% |
|||||
Switzerland |
13.5 |
% |
|||||
Others |
6.9 |
% |
|||||
Netherlands |
6.5 |
% |
|||||
Spain |
5.1 |
% |
|||||
Sweden |
4.9 |
% |
|||||
Italy |
3.9 |
% |
|||||
Denmark |
2.8 |
% |
|||||
Belgium |
2.0 |
% |
FTSE Developed Europe All Cap
Index �C
Composition
% of Index |
|||||||
Financials |
20.5 |
% |
|||||
Industrials |
14.4 |
% |
|||||
Consumer Staples |
12.6 |
% |
|||||
Health Care |
11.9 |
% |
|||||
Consumer Discretionary |
11.1 |
% |
|||||
Materials |
8.1 |
% |
|||||
Energy |
6.8 |
% |
|||||
Information Technology |
5.2 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Telecommunication Services |
3.4 |
% |
|||||
Real Estate |
2.4 |
% |
ProShares Ultra Gold Miners (Ticker: GDXX)
ProShares Ultra Gold Miners (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the NYSE Arca Gold Miners Index (the "Index"). The Index is a modified market-capitalization weighted index primarily comprised of publicly traded companies involved in the mining of gold and silver. The weight of companies whose revenues are more significantly exposed to silver mining will not exceed 20% of the Index at the time of the Index's rebalance.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
138 |
% |
|||||
Exchange Traded Fund |
62 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
VanEck Vectors Gold
Miners ETF* |
61.4 |
% |
*The most recent annual and semi-annual reports can be found at www.vaneck.com
NYSE Arca Gold Miners
Index �C
Composition
% of Index |
|||||||
Materials |
100.0 |
% |
XIV :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Ultra Health Care (Ticker: RXL)
ProShares Ultra Health Care (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. Health CareSM Index (the "Index"). The Index measures the performance of the healthcare sector of the U.S. equity market. Component companies include, among others, health care providers, biotechnology companies, medical supplies, advanced medical devices and pharmaceuticals.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
80 |
% |
|||||
Swaps Agreements |
120 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Johnson & Johnson |
9.0 |
% |
|||||
UnitedHealth Group, Inc. |
5.3 |
% |
|||||
Pfizer, Inc. |
5.2 |
% |
|||||
AbbVie, Inc. |
3.7 |
% |
|||||
Merck & Co., Inc. |
3.6 |
% |
Dow Jones U.S. Health Care
Index �C
Composition
% of Index |
|||||||
Pharmaceuticals |
32.7 |
% |
|||||
Biotechnology |
22.5 |
% |
|||||
Health Care Equipment &
Supplies |
21.3 |
% |
|||||
Health Care Providers & Services |
18.4 |
% |
|||||
Life Sciences Tools &
Services |
5.0 |
% |
|||||
Commercial Services & Supplies |
0.1 |
% |
ProShares Ultra High Yield (Ticker: UJB)
ProShares Ultra High Yield (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Markit iBoxx $ Liquid High Yield Index (the "Index"). The Index is a modified market-value weighted index designed to provide a balanced representation of U.S. dollar-denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index provider. Currently, the bonds eligible for inclusion in the Index include U.S. dollar-denominated, corporate bonds for sale in the United States that are issued by companies domiciled in the U.S., Bermuda, Canada, Cayman Islands, Western Europe or Japan, are rated sub-investment grade by Moody's Investors Service, Inc., Fitch, Inc. or Standard and Poor's Financial Services, LLC; are from issuers with at least $1 billion par outstanding; have at least $400 million of outstanding face value; and are between three and fifteen years to maturity. There is no limit to the number of issues in the Index.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
127 |
% |
|||||
Exchange Traded Funds |
73 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Long-Term Fixed-Income Holdings
% of Net Assets |
|||||||
iShares iBoxx $ High Yield
Corporate Bond ETF* |
72.5 |
% |
*The most recent annual and semi-annual reports can be found at www.ishares.com
Markit iBoxx $ Liquid High Yield
Index �C
Composition
% of Index |
|||||||
High Yield |
100 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XV
ProShares Ultra Industrials (Ticker: UXI)
ProShares Ultra Industrials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. IndustrialsSM Index (the "Index"). The Index measures the performance of the industrial sector of the U.S. equity market. Component companies include, among others, building materials, heavy construction, factory equipment, heavy machinery, industrial services, pollution control, containers and packaging, industrial diversified, air freight, marine transportation, railroads, trucking, land-transportation equipment, shipbuilding, transportation services, advanced industrial equipment, electric components and equipment, and aerospace.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
85 |
% |
|||||
Swaps Agreements |
115 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
General Electric Co. |
4.1 |
% |
|||||
Boeing Co. (The) |
3.9 |
% |
|||||
3M Co. |
3.7 |
% |
|||||
Honeywell International, Inc. |
3.0 |
% |
|||||
Union Pacific Corp. |
2.6 |
% |
Dow Jones U.S. Industrials
Index �C
Composition
% of Index |
|||||||
Capital Goods |
57.4 |
% |
|||||
Software & Services |
13.4 |
% |
|||||
Transportation |
12.4 |
% |
|||||
Materials |
6.0 |
% |
|||||
Technology Hardware &
Equipment |
5.0 |
% |
|||||
Commercial & Professional Services |
4.2 |
% |
|||||
Pharmaceuticals,
Biotechnology |
1.4 |
% |
|||||
Utilities |
0.2 |
% |
ProShares Ultra MidCap400 (Ticker: MVV)
ProShares Ultra MidCap400 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the S&P MidCap 400® (the "Index"). The Index is a measure of mid-size company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 400 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
86 |
% |
|||||
Swaps Agreements |
109 |
% |
|||||
Futures Contracts |
5 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Take-Two Interactive
Software, Inc. |
0.6 |
% |
|||||
NVR, Inc. |
0.6 |
% |
|||||
Cognex Corp. |
0.6 |
% |
|||||
SVB Financial Group |
0.6 |
% |
|||||
Teleflex, Inc. |
0.6 |
% |
S&P MidCap 400 �C Composition
% of Index |
|||||||
Information Technology |
17.8 |
% |
|||||
Financials |
17.2 |
% |
|||||
Industrials |
15.7 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
9.2 |
% |
|||||
Health Care |
7.6 |
% |
|||||
Materials |
7.1 |
% |
|||||
Utilities |
5.6 |
% |
|||||
Energy |
4.0 |
% |
|||||
Consumer Staples |
3.7 |
% |
|||||
Telecommunication Services |
0.2 |
% |
XVI :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Ultra MSCI Brazil Capped (Ticker: UBR)
ProShares Ultra MSCI Brazil Capped (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the MSCI Brazil 25/50 Index® (the "Index"). The Index is a free float-adjusted, market capitalization-weighted index that is designed to measure the equity market performance of the Brazilian market. The Index is divided into large- and mid-cap segments and targets approximately 85% of free float-adjusted, market capitalization of the region.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
201 |
% |
|||||
Total Exposure |
201 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI Brazil 25/50 Index �C Composition
% of Index |
|||||||
Financials |
36.4 |
% |
|||||
Materials |
14.7 |
% |
|||||
Consumer Staples |
14.4 |
% |
|||||
Energy |
7.6 |
% |
|||||
Industrials |
6.2 |
% |
|||||
Utilities |
5.8 |
% |
|||||
Consumer Discretionary |
5.8 |
% |
|||||
Telecommunication Services |
2.8 |
% |
|||||
Information Technology |
2.5 |
% |
|||||
Health Care |
2.2 |
% |
|||||
Real Estate |
1.6 |
% |
ProShares Ultra MSCI EAFE (Ticker: EFO)
ProShares Ultra MSCI EAFE (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the MSCI EAFE Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in developed market countries, excluding the U.S. and Canada.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
200 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI EAFE Index �C Country
% of Index |
|||||||
Japan |
24.3 |
% |
|||||
United Kingdom |
17.4 |
% |
|||||
France |
10.7 |
% |
|||||
Germany |
9.8 |
% |
|||||
Others |
9.8 |
% |
|||||
Switzerland |
8.0 |
% |
|||||
Australia |
6.8 |
% |
|||||
Netherlands |
3.6 |
% |
|||||
Hong Kong |
3.5 |
% |
|||||
Spain |
3.3 |
% |
|||||
Sweden |
2.8 |
% |
MSCI EAFE Index �C Composition
% of Index |
|||||||
Financials |
21.2 |
% |
|||||
Industrials |
14.5 |
% |
|||||
Consumer Discretionary |
12.2 |
% |
|||||
Consumer Staples |
11.3 |
% |
|||||
Health Care |
10.2 |
% |
|||||
Materials |
8.0 |
% |
|||||
Information Technology |
6.5 |
% |
|||||
Energy |
5.2 |
% |
|||||
Telecommunication Services |
4.1 |
% |
|||||
Real Estate |
3.5 |
% |
|||||
Utilities |
3.3 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XVII
ProShares Ultra MSCI Emerging Markets (Ticker: EET)
ProShares Ultra MSCI Emerging Markets (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the MSCI Emerging Markets Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in emerging markets countries.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
200 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI Emerging Markets Index �C Country
% of Index |
|||||||
China |
30.1 |
% |
|||||
Korea |
15.6 |
% |
|||||
Taiwan |
11.5 |
% |
|||||
Others |
9.5 |
% |
|||||
India |
8.6 |
% |
|||||
Brazil |
6.9 |
% |
|||||
South Africa |
6.9 |
% |
|||||
Russia |
3.4 |
% |
|||||
Mexico |
3.1 |
% |
|||||
Thailand |
2.2 |
% |
|||||
Indonesia |
2.2 |
% |
MSCI Emerging Markets
Index �C
Composition
% of Index |
|||||||
Information Technology |
28.3 |
% |
|||||
Financials |
23.2 |
% |
|||||
Consumer Discretionary |
10.5 |
% |
|||||
Materials |
7.2 |
% |
|||||
Energy |
6.7 |
% |
|||||
Consumer Staples |
6.3 |
% |
|||||
Industrials |
5.3 |
% |
|||||
Telecommunication Services |
4.9 |
% |
|||||
Real Estate |
2.7 |
% |
|||||
Utilities |
2.5 |
% |
|||||
Health Care |
2.4 |
% |
ProShares Ultra MSCI Japan (Ticker: EZJ)
ProShares Ultra MSCI Japan (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the MSCI Japan Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in Japan.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swaps Agreements |
201 |
% |
|||||
Total Exposure |
201 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI Japan Index �C Composition
% of Index |
|||||||
Industrials |
20.8 |
% |
|||||
Consumer Discretionary |
20.2 |
% |
|||||
Information Technology |
13.0 |
% |
|||||
Financials |
12.6 |
% |
|||||
Consumer Staples |
7.7 |
% |
|||||
Health Care |
7.0 |
% |
|||||
Materials |
6.7 |
% |
|||||
Telecommunication Services |
5.4 |
% |
|||||
Real Estate |
3.9 |
% |
|||||
Utilities |
1.7 |
% |
|||||
Energy |
1.0 |
% |
XVIII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Ultra Nasdaq Biotechnology (Ticker: BIB)
ProShares Ultra Nasdaq Biotechnology (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the NASDAQ Biotechnology Index® (the "Index"). The Index is a modified capitalization-weighted index that includes securities of NASDAQ listed companies that are classified as either biotechnology or pharmaceutical according to the Industry Classification Benchmark which also meet other eligibility criteria determined by NASDAQ, including minimum market capitalization and liquidity requirements.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
82 |
% |
|||||
Swaps Agreements |
118 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Biogen, Inc. |
7.1 |
% |
|||||
Amgen, Inc. |
6.9 |
% |
|||||
Gilead Sciences, Inc. |
6.2 |
% |
|||||
Celgene Corp. |
5.0 |
% |
|||||
Regeneron Pharmaceuticals, Inc. |
4.6 |
% |
NASDAQ Biotechnology
Index �C
Composition
% of Index |
|||||||
Biotechnology |
80.9 |
% |
|||||
Pharmaceuticals |
10.3 |
% |
|||||
Life Sciences Tools & Services |
8.4 |
% |
|||||
Health Care Equipment & Supplies |
0.3 |
% |
|||||
Health Care Technology |
0.1 |
% |
ProShares Ultra Oil & Gas (Ticker: DIG)
ProShares Ultra Oil & Gas (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. Oil & GasSM Index (the "Index"). The Index measures the performance of the oil and gas sector of the U.S. equity market. Component companies include, among others, exploration and production, integrated oil and gas, oil equipment and services, pipelines, renewable energy equipment companies and alternative fuel producers.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
86 |
% |
|||||
Swap Agreements |
114 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Exxon Mobil Corp. |
20.6 |
% |
|||||
Chevron Corp. |
13.2 |
% |
|||||
Schlumberger Ltd. |
5.1 |
% |
|||||
ConocoPhillips |
3.6 |
% |
|||||
EOG Resources, Inc. |
3.5 |
% |
Dow Jones U.S. Oil & Gas
Index �C
Composition
% of Index |
|||||||
Oil, Gas & Consumable Fuels |
85.7 |
% |
|||||
Energy Equipment & Services |
13.5 |
% |
|||||
Electric Utilities |
0.5 |
% |
|||||
Semiconductors & Semiconductor Equipment |
0.3 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XIX
ProShares Ultra QQQ® (Ticker: QLD)
ProShares Ultra QQQ® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the NASDAQ-100 Index® (the "Index"). The Index, a modified market capitalization-weighted index, includes 100 of the largest non-financial domestic and international issues listed on The NASDAQ Stock Market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
78 |
% |
|||||
Swaps Agreements |
117 |
% |
|||||
Futures Contracts |
5 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
9.5 |
% |
|||||
Microsoft Corp. |
7.0 |
% |
|||||
Amazon.com, Inc. |
6.1 |
% |
|||||
Facebook, Inc., Class A |
4.5 |
% |
|||||
Alphabet, Inc., Class C |
3.8 |
% |
NASDAQ-100 Index �C Composition
% of Index |
|||||||
Information Technology |
60.6 |
% |
|||||
Consumer Discretionary |
21.1 |
% |
|||||
Health Care |
10.3 |
% |
|||||
Consumer Staples |
4.9 |
% |
|||||
Industrials |
2.2 |
% |
|||||
Telecommunication Services |
0.9 |
% |
ProShares Ultra Real Estate (Ticker: URE)
ProShares Ultra Real Estate (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. Real EstateSM Index (the "Index"). The Index measures the performance of the real estate sector of the U.S. equity market. Component companies include, among others, real estate holding and development and real estate services companies and real estate investment trusts ("REITS"). REITs are passive investment vehicles that invest primarily in income producing real estate or real estate related loans or interests.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
74 |
% |
|||||
Swaps Agreements |
126 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
American Tower Corp. |
4.4 |
% |
|||||
Simon Property Group, Inc. |
3.6 |
% |
|||||
Crown Castle International
Corp. |
3.2 |
% |
|||||
Equinix, Inc. |
2.6 |
% |
|||||
Prologis, Inc. |
2.5 |
% |
Dow Jones U.S. Real Estate
Index �C
Composition
% of Index |
|||||||
Equity Real Estate
Investment Trusts (REITs) |
92.8 |
% |
|||||
Mortgage Real Estate Investment Trusts (REITs) |
4.5 |
% |
|||||
Real Estate Management
& Development |
2.7 |
% |
XX :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Ultra Russell2000 (Ticker: UWM)
ProShares Ultra Russell2000 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Russell 2000® Index (the "Index"). The Index is a measure of small-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index containing approximately 2000 of the smallest companies in the Russell 3000® Index or approximately 8% of the total market capitalization of the Russell 3000® Index, which in turn represents approximately 98% of the investable U.S. equity market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
80 |
% |
|||||
Swaps Agreements |
119 |
% |
|||||
Futures Contracts |
1 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Nektar Therapeutics |
0.3 |
% |
|||||
Bluebird Bio, Inc. |
0.3 |
% |
|||||
Exact Sciences Corp. |
0.3 |
% |
|||||
GrubHub, Inc. |
0.2 |
% |
|||||
Curtiss-Wright Corp. |
0.2 |
% |
Russell 2000 Index �C Composition
% of Index |
|||||||
Financials |
18.1 |
% |
|||||
Information Technology |
16.8 |
% |
|||||
Health Care |
15.7 |
% |
|||||
Industrials |
15.1 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
7.2 |
% |
|||||
Materials |
4.4 |
% |
|||||
Energy |
3.7 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Consumer Staples |
2.7 |
% |
|||||
Telecommunication Services |
0.8 |
% |
ProShares Ultra S&P500® (Ticker: SSO)
ProShares Ultra S&P500® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the S&P 500® (the "Index"). The Index is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
76 |
% |
|||||
Swaps Agreements |
121 |
% |
|||||
Futures Contracts |
3 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
3.0 |
% |
|||||
Microsoft Corp. |
2.2 |
% |
|||||
Amazon.com, Inc. |
1.6 |
% |
|||||
Facebook, Inc., Class A |
1.4 |
% |
|||||
Johnson & Johnson |
1.3 |
% |
S&P 500 �C Composition
% of Index |
|||||||
Information Technology |
24.0 |
% |
|||||
Financials |
14.8 |
% |
|||||
Health Care |
14.1 |
% |
|||||
Consumer Discretionary |
12.1 |
% |
|||||
Industrials |
10.1 |
% |
|||||
Consumer Staples |
8.1 |
% |
|||||
Energy |
5.8 |
% |
|||||
Utilities |
3.1 |
% |
|||||
Materials |
3.0 |
% |
|||||
Real Estate |
2.9 |
% |
|||||
Telecommunication Services |
2.0 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXI
ProShares Ultra Semiconductors (Ticker: USD)
ProShares Ultra Semiconductors (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. SemiconductorsSM Index (the "Index"). The Index measures the performance of the semiconductor sub-sector of the U.S. equity market. Component companies are engaged in the production of semiconductors and other integrated chips, as well as other related products such as semiconductor capital equipment and mother-boards.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
84 |
% |
|||||
Swaps Agreements |
116 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Intel Corp. |
17.9 |
% |
|||||
NVIDIA Corp. |
10.2 |
% |
|||||
Broadcom Ltd. |
9.6 |
% |
|||||
QUALCOMM, Inc. |
8.3 |
% |
|||||
Texas Instruments, Inc. |
8.2 |
% |
Dow Jones U.S. Semiconductors
Index �C
Composition
% of Index |
|||||||
Semiconductors &
Semiconductor Equipment |
99.7 |
% |
|||||
Technology Hardware & Equipment |
0.3 |
% |
ProShares Ultra SmallCap600 (Ticker: SAA)
ProShares Ultra SmallCap600 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the S&P SmallCap 600® (the "Index"). The Index is a measure of small-cap company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 600 U.S. operating companies selected through a process that factors in criteria such as liquidity, price, market capitalization, financial viability and public float.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
82 |
% |
|||||
Swaps Agreements |
118 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Nektar Therapeutics |
0.9 |
% |
|||||
ALLETE, Inc. |
0.4 |
% |
|||||
Interactive Brokers
Group, Inc., Class A |
0.4 |
% |
|||||
Spire, Inc. |
0.4 |
% |
|||||
Chemed Corp. |
0.4 |
% |
S&P SmallCap 600 �C Composition
% of Index |
|||||||
Industrials |
19.3 |
% |
|||||
Financials |
17.0 |
% |
|||||
Consumer Discretionary |
15.4 |
% |
|||||
Information Technology |
14.2 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Real Estate |
5.7 |
% |
|||||
Materials |
5.3 |
% |
|||||
Energy |
3.2 |
% |
|||||
Utilities |
2.9 |
% |
|||||
Consumer Staples |
2.9 |
% |
|||||
Telecommunication Services |
1.1 |
% |
XXII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Ultra Technology (Ticker: ROM)
ProShares Ultra Technology (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. TechnologySM Index (the "Index").The Index measures the performance of the technology sector of the U.S. equity market. Component companies include, among others, those involved in computers and office equipment, software, communications technology, semiconductors, diversified technology services and Internet services.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
75 |
% |
|||||
Swaps Agreements |
125 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
13.0 |
% |
|||||
Microsoft Corp. |
9.5 |
% |
|||||
Facebook, Inc., Class A |
6.2 |
% |
|||||
Alphabet, Inc., Class A |
4.5 |
% |
|||||
Alphabet, Inc., Class C |
4.5 |
% |
Dow Jones U.S. Technology
Index �C
Composition
% of Index |
|||||||
Software & Services |
53.4 |
% |
|||||
Technology Hardware & Equipment |
26.3 |
% |
|||||
Semiconductors &
Semiconductor Equipment |
19.0 |
% |
|||||
Health Care Equipment & Services |
0.9 |
% |
|||||
Telecommunication Services |
0.1 |
% |
|||||
Consumer Durables & Apparel |
0.1 |
% |
|||||
Capital Goods |
0.1 |
% |
|||||
Commercial & Professional Services |
0.1 |
% |
ProShares Ultra Telecommunications (Ticker: LTL)
ProShares Ultra Telecommunications (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. Select TelecommunicationsSM Index (the "Index"). The Index is a measure of U.S. stock market performance of fixed-line (regional and long-distance carriers) and mobile telephone services (cellular, satellite and paging services).
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
76 |
% |
|||||
Swaps Agreements |
124 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Verizon Communications, Inc. |
8.6 |
% |
|||||
AT&T, Inc. |
8.1 |
% |
|||||
CenturyLink, Inc. |
6.5 |
% |
|||||
T-Mobile US, Inc. |
5.1 |
% |
|||||
Vonage Holdings Corp. |
4.4 |
% |
Dow Jones U.S. Select Telecommunications
Index �C
Composition
% of Index |
|||||||
Diversified Telecommunication |
71.6 |
% |
|||||
Wireless Telecommunication Services |
28.4 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXIII
ProShares Ultra Utilities (Ticker: UPW)
ProShares Ultra Utilities (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Dow Jones U.S. UtilitiesSM Index (the "Index"). The Index measures the performance of the utilities sector of the U.S. equity market. Component companies include, among others, electric utilities, gas utilities, multi-utilities and water utilities.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
78 |
% |
|||||
Swaps Agreements |
122 |
% |
|||||
Total Exposure |
200 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
NextEra Energy, Inc. |
7.0 |
% |
|||||
Duke Energy Corp. |
5.9 |
% |
|||||
Dominion Energy, Inc. |
5.1 |
% |
|||||
Southern Co. (The) |
4.8 |
% |
|||||
Exelon Corp. |
3.8 |
% |
Dow Jones U.S. Utilities
Index �C
Composition
% of Index |
|||||||
Electric Utilities |
58.0 |
% |
|||||
Multi-Utilities |
30.6 |
% |
|||||
Gas Utilities |
5.5 |
% |
|||||
Independent Power and Renewable Electricity Producers |
3.1 |
% |
|||||
Water Utilities |
2.8 |
% |
ProShares UltraPro Dow30SM (Ticker: UDOW)
ProShares UltraPro Dow30SM (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the Dow Jones Industrial AverageSM (the "Index"). The Index is a price-weighted index and includes 30 large-cap, "blue-chip" U.S. stocks, excluding utility and transportation companies.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
76 |
% |
|||||
Swaps Agreements |
218 |
% |
|||||
Futures Contracts |
6 |
% |
|||||
Total Exposure |
300 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Boeing Co. (The) |
6.0 |
% |
|||||
Goldman Sachs Group, Inc. (The) |
5.4 |
% |
|||||
3M Co. |
5.3 |
% |
|||||
UnitedHealth Group, Inc. |
4.9 |
% |
|||||
Home Depot, Inc. (The) |
3.9 |
% |
Dow Jones Industrial
Average �C
Composition
% of Index |
|||||||
Industrials |
22.7 |
% |
|||||
Information Technology |
17.2 |
% |
|||||
Financials |
16.6 |
% |
|||||
Consumer Discretionary |
14.8 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Consumer Staples |
6.6 |
% |
|||||
Energy |
5.7 |
% |
|||||
Materials |
2.0 |
% |
|||||
Telecommunication Services |
1.4 |
% |
XXIV :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraPro Financial Select Sector (Ticker: FINU)
ProShares UltraPro Financial Select Sector (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the S&P Financial Select Sector Index (the "Index"). The Index is one of eleven of the S&P Select Sector Indices (the "Select Sector Indices"), each designed to measure the performance of a sector of the S&P 500. Membership in the Select Sector Indices is generally determined by the Global Industry Classification Standard which classifies securities primarily based on revenues; however, earnings and market perception are also considered. The Index consists of companies in the financial sector, including companies involved in banking, thrifts & mortgage finance, specialized finance, consumer finance, asset management and custody banks, investment banking and brokerage and insurance. The financial sector also includes real estate companies and real estate investment trusts.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
72 |
% |
|||||
Swaps Agreements |
228 |
% |
|||||
Total Exposure |
300 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Berkshire Hathaway, Inc.,
Class B |
8.1 |
% |
|||||
JPMorgan Chase & Co. |
8.0 |
% |
|||||
Bank of America Corp. |
6.0 |
% |
|||||
Wells Fargo & Co. |
5.5 |
% |
|||||
Citigroup, Inc. |
4.5 |
% |
S&P Financial Select Sector
Index �C
Composition
% of Index |
|||||||
Banks |
44.3 |
% |
|||||
Capital Markets |
20.7 |
% |
|||||
Insurance |
18.5 |
% |
|||||
Diversified Financial Services |
11.3 |
% |
|||||
Consumer Finance |
5.2 |
% |
ProShares UltraPro MidCap400 (Ticker: UMDD)
ProShares UltraPro MidCap400 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the S&P MidCap 400® (the "Index"). The Index is a measure of mid-size company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 400 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
65 |
% |
|||||
Swaps Agreements |
229 |
% |
|||||
Futures Contracts |
6 |
% |
|||||
Total Exposure |
300 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Take-Two Interactive
Software, Inc. |
0.5 |
% |
|||||
SVB Financial Group |
0.4 |
% |
|||||
Cognex Corp. |
0.4 |
% |
|||||
Teleflex, Inc. |
0.4 |
% |
|||||
NVR, Inc. |
0.4 |
% |
S&P MidCap 400 �C Composition
% of Index |
|||||||
Information Technology |
17.8 |
% |
|||||
Financials |
17.2 |
% |
|||||
Industrials |
15.7 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
9.2 |
% |
|||||
Health Care |
7.6 |
% |
|||||
Materials |
7.1 |
% |
|||||
Utilities |
5.6 |
% |
|||||
Energy |
4.0 |
% |
|||||
Consumer Staples |
3.7 |
% |
|||||
Telecommunication Services |
0.2 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXV
ProShares UltraPro Nasdaq Biotechnology (Ticker: UBIO)
ProShares UltraPro Nasdaq Biotechnology (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the NASDAQ Biotechnology Index® (the "Index"). The Index is a modified capitalization-weighted index that includes securities of NASDAQ listed companies that are classified as either biotechnology or pharmaceutical according to the Industry Classification Benchmark which also meet other eligibility criteria determined by NASDAQ, including minimum market capitalization and liquidity requirements.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
80 |
% |
|||||
Swaps Agreements |
220 |
% |
|||||
Total Exposure |
300 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Biogen, Inc. |
6.9 |
% |
|||||
Amgen, Inc. |
6.7 |
% |
|||||
Gilead Sciences, Inc. |
6.1 |
% |
|||||
Celgene Corp. |
4.9 |
% |
|||||
Regeneron Pharmaceuticals, Inc. |
4.5 |
% |
NASDAQ Biotechnology
Index �C
Composition
% of Index |
|||||||
Biotechnology |
80.9 |
% |
|||||
Pharmaceuticals |
10.3 |
% |
|||||
Life Sciences Tools & Services |
8.4 |
% |
|||||
Health Care Equipment & Supplies |
0.3 |
% |
|||||
Health Care Technology |
0.1 |
% |
ProShares UltraPro QQQ® (Ticker: TQQQ)
ProShares UltraPro QQQ® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the NASDAQ-100 Index® (the "Index"). The Index, a modified market capitalization-weighted index, includes 100 of the largest non-financial domestic and international issues listed on The NASDAQ Stock Market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
74 |
% |
|||||
Swaps Agreements |
221 |
% |
|||||
Futures Contracts |
5 |
% |
|||||
Total Exposure |
300 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
9.0 |
% |
|||||
Microsoft Corp. |
6.6 |
% |
|||||
Amazon.com, Inc. |
5.7 |
% |
|||||
Facebook, Inc., Class A |
4.3 |
% |
|||||
Alphabet, Inc., Class C |
3.6 |
% |
NASDAQ-100 Index �C Composition
% of Index |
|||||||
Information Technology |
60.6 |
% |
|||||
Consumer Discretionary |
21.1 |
% |
|||||
Health Care |
10.3 |
% |
|||||
Consumer Staples |
4.9 |
% |
|||||
Industrials |
2.2 |
% |
|||||
Telecommunication Services |
0.9 |
% |
XXVI :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraPro Russell2000 (Ticker: URTY)
ProShares UltraPro Russell2000 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the Russell 2000® Index (the "Index"). The Index is a measure of small-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index containing approximately 2000 of the smallest companies in the Russell 3000® Index or approximately 8% of the total market capitalization of the Russell 3000® Index, which in turn represents approximately 98% of the investable U.S. equity market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
80 |
% |
|||||
Swap Agreements |
218 |
% |
|||||
Futures Contracts |
2 |
% |
|||||
Total Exposure |
300 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Nektar Therapeutics |
0.3 |
% |
|||||
Bluebird Bio, Inc. |
0.3 |
% |
|||||
Exact Sciences Corp. |
0.3 |
% |
|||||
GrubHub, Inc. |
0.2 |
% |
|||||
Curtiss-Wright Corp. |
0.2 |
% |
Russell 2000 Index �C Composition
% of Index |
|||||||
Financials |
18.1 |
% |
|||||
Information Technology |
16.8 |
% |
|||||
Health Care |
15.7 |
% |
|||||
Industrials |
15.1 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
7.2 |
% |
|||||
Materials |
4.4 |
% |
|||||
Energy |
3.7 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Consumer Staples |
2.7 |
% |
|||||
Telecommunication Services |
0.8 |
% |
ProShares UltraPro S&P500® (Ticker: UPRO)
ProShares UltraPro S&P500® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times (3x) the daily performance of the S&P 500® (the "Index"). The Index is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
71 |
% |
|||||
Swaps Agreements |
225 |
% |
|||||
Futures Contracts |
4 |
% |
|||||
Total Exposure |
300 |
% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
2.8 |
% |
|||||
Microsoft Corp. |
2.0 |
% |
|||||
Amazon.com, Inc. |
1.5 |
% |
|||||
Facebook, Inc., Class A |
1.3 |
% |
|||||
Johnson & Johnson |
1.2 |
% |
S&P 500 �C Composition
% of Index |
|||||||
Information Technology |
24.0 |
% |
|||||
Financials |
14.8 |
% |
|||||
Health Care |
14.1 |
% |
|||||
Consumer Discretionary |
12.1 |
% |
|||||
Industrials |
10.1 |
% |
|||||
Consumer Staples |
8.1 |
% |
|||||
Energy |
5.8 |
% |
|||||
Utilities |
3.1 |
% |
|||||
Materials |
3.0 |
% |
|||||
Real Estate |
2.9 |
% |
|||||
Telecommunication Services |
2.0 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXVII
ProShares UltraPro Short 20+ Year Treasury (Ticker: TTT)
ProShares UltraPro Short 20+ Year Treasury (the "Fund") seeks investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the ICE U.S. Treasury 20+ Year Bond Index (the "Index"). The Index is part of a series of indices designed to measure the performance of the U.S. Treasury market. The Index is market value weighted and consists of designed to measure the performance of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than twenty years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(299 |
)% |
|||||
Futures Contracts |
(1 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
ICE U.S. Treasury 20+ Year Bond Index �C Composition
% of Index |
|||||||
20+ Year U.S. Treasury |
100 |
% |
ProShares UltraPro Short Dow30SM (Ticker: SDOW)
ProShares UltraPro Short Dow30SM (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the Dow Jones Industrial AverageSM (the "Index"). The Index is a price-weighted index and includes 30 large-cap, "blue-chip" U.S. stocks, excluding utility and transportation companies.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(299 |
)% |
|||||
Futures Contracts |
(1 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones Industrial Average �C Composition
% of Index |
|||||||
Industrials |
22.7 |
% |
|||||
Information Technology |
17.2 |
% |
|||||
Financials |
16.6 |
% |
|||||
Consumer Discretionary |
14.8 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Consumer Staples |
6.6 |
% |
|||||
Energy |
5.7 |
% |
|||||
Materials |
2.0 |
% |
|||||
Telecommunication Services |
1.4 |
% |
XXVIII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraPro Short Financial Select Sector (Ticker: FINZ)
ProShares UltraPro Short Financial Select Sector (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the S&P Financial Select Sector Index (the "Index"). The Index is one of eleven of the S&P Select Sector Indices (the "Select Sector Indices"), each designed to measure the performance of a sector of the S&P 500. Membership in the Select Sector Indices is generally determined by the Global Industry Classification Standard which classifies securities primarily based on revenues; however, earnings and market perception are also considered. The Index consists of companies in the financial sector, including companies involved in banking, thrifts & mortgage finance, specialized finance, consumer finance, asset management and custody banks, investment banking and brokerage and insurance. The financial sector also includes real estate companies and real estate investment trusts.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(300 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P Financial Select Sector Index �C Composition
% of Index |
|||||||
Banks |
44.3 |
% |
|||||
Capital Markets |
20.7 |
% |
|||||
Insurance |
18.5 |
% |
|||||
Diversified Financial Services |
11.3 |
% |
|||||
Consumer Finance |
5.2 |
% |
ProShares UltraPro Short MidCap400 (Ticker: SMDD)
ProShares UltraPro Short MidCap400 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the S&P MidCap 400® (the "Index"). The Index is a measure of mid-size company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 400 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(283 |
)% |
|||||
Futures Contracts |
(17 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P MidCap 400 �C Composition
% of Index |
|||||||
Information Technology |
17.8 |
% |
|||||
Financials |
17.2 |
% |
|||||
Industrials |
15.7 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
9.2 |
% |
|||||
Health Care |
7.6 |
% |
|||||
Materials |
7.1 |
% |
|||||
Utilities |
5.6 |
% |
|||||
Energy |
4.0 |
% |
|||||
Consumer Staples |
3.7 |
% |
|||||
Telecommunication Services |
0.2 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXIX
ProShares UltraPro Short Nasdaq Biotechnology (Ticker: ZBIO)
ProShares UltraPro Short Nasdaq Biotechnology (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the NASDAQ Biotechnology Index® (the "Index"). The Index is a modified capitalization-weighted index that includes securities of NASDAQ listed companies that are classified as either biotechnology or pharmaceutical according to the Industry Classification Benchmark which also meet other eligibility criteria determined by NASDAQ, including minimum market capitalization and liquidity requirements.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(300 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
NASDAQ Biotechnology Index �C Composition
% of Index |
|||||||
Biotechnology |
80.9 |
% |
|||||
Pharmaceuticals |
10.3 |
% |
|||||
Life Sciences Tools & Services |
8.4 |
% |
|||||
Health Care Equipment & Supplies |
0.3 |
% |
|||||
Health Care Technology |
0.1 |
% |
ProShares UltraPro Short QQQ® (Ticker: SQQQ)
ProShares UltraPro Short QQQ® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the NASDAQ-100 Index® (the "Index"). The Index, a modified market capitalization-weighted index, includes 100 of the largest non-financial domestic and international issues listed on The NASDAQ Stock Market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(299 |
)% |
|||||
Futures Contracts |
(1 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
NASDAQ-100 Index �C Composition
% of Index |
|||||||
Information Technology |
60.6 |
% |
|||||
Consumer Discretionary |
21.1 |
% |
|||||
Health Care |
10.3 |
% |
|||||
Consumer Staples |
4.9 |
% |
|||||
Industrials |
2.2 |
% |
|||||
Telecommunication Services |
0.9 |
% |
XXX :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraPro Short Russell2000 (Ticker: SRTY)
ProShares UltraPro Short Russell2000 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the Russell 2000® Index (the "Index"). The Index is a measure of small-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index containing approximately 2000 of the smallest companies in the Russell 3000® Index or approximately 8% of the total market capitalization of the Russell 3000® Index, which in turn represents approximately 98% of the investable U.S. equity market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(298 |
)% |
|||||
Futures Contracts |
(2 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Russell 2000 Index �C Composition
% of Index |
|||||||
Financials |
18.1 |
% |
|||||
Information Technology |
16.8 |
% |
|||||
Health Care |
15.7 |
% |
|||||
Industrials |
15.1 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
7.2 |
% |
|||||
Materials |
4.4 |
% |
|||||
Energy |
3.7 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Consumer Staples |
2.7 |
% |
|||||
Telecommunication Services |
0.8 |
% |
ProShares UltraPro Short S&P500® (Ticker: SPXU)
ProShares UltraPro Short S&P500® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the S&P 500® (the "Index"). The Index is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process the factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(295 |
)% |
|||||
Futures Contracts |
(5 |
)% |
|||||
Total Exposure |
(300 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P 500 �C Composition
% of Index |
|||||||
Information Technology |
24.0 |
% |
|||||
Financials |
14.8 |
% |
|||||
Health Care |
14.1 |
% |
|||||
Consumer Discretionary |
12.1 |
% |
|||||
Industrials |
10.1 |
% |
|||||
Consumer Staples |
8.1 |
% |
|||||
Energy |
5.8 |
% |
|||||
Utilities |
3.1 |
% |
|||||
Materials |
3.0 |
% |
|||||
Real Estate |
2.9 |
% |
|||||
Telecommunication Services |
2.0 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXXI
ProShares UltraShort 20+ Year Treasury (Ticker: TBT)
ProShares UltraShort 20+ Year Treasury (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the ICE U.S. Treasury 20+ Year Bond Index (the "Index"). The Index is part of a series of indices designed to measure the performance of the U.S. Treasury market. The Index is market values weighted and consists of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than twenty years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(199 |
)% |
|||||
Futures Contracts |
(2 |
)% |
|||||
Total Exposure |
(201 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
ICE U.S. Treasury 20+ Year Bond Index �C Composition
% of Index |
|||||||
20+ Year U.S. Treasury |
100 |
% |
ProShares UltraShort 7-10 Year Treasury (Ticker: PST)
ProShares UltraShort 7-10 Year Treasury (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the ICE U.S. Treasury 7-10 Year Bond Index (the "Index"). The Index is market value weighted and is designed to measure the performance of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than seven years and less than or equal to ten years and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(199 |
)% |
|||||
Futures Contracts |
(2 |
)% |
|||||
Total Exposure |
(201 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
ICE U.S. Treasury 7-10 Year Bond Index �C Composition
% of Index |
|||||||
7-10 Year U.S. Treasury |
100 |
% |
XXXII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraShort Basic Materials (Ticker: SMN)
ProShares UltraShort Basic Materials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. Basic MaterialsSM Index (the "Index"). The Index measures the performance of the basic materials sector of the U.S. equity market. Component companies are involved in the production of aluminum, steel, non-ferrous metals, commodity chemicals, specialty chemicals, forest products, paper products, as well as the mining of precious metals and coal.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Basic Materials Index �C Composition
% of Index |
|||||||
Chemicals |
84.3 |
% |
|||||
Metals & Mining |
14.9 |
% |
|||||
Paper & Forest Products |
0.7 |
% |
|||||
Oil, Gas & Consumable Fuels |
0.1 |
% |
ProShares UltraShort Consumer Goods (Ticker: SZK)
ProShares UltraShort Consumer Goods (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. Consumer GoodsSM Index (the "Index"). The Index measures the stock performance of U.S. companies in the consumer goods sector of the U.S. equity market. Component companies include, among others, automobiles and auto parts and tires, brewers and distillers, farming and fishing, durable and non-durable household product manufacturers, cosmetic companies, food and tobacco products, clothing, accessories and footwear.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Consumer Goods Index �C Composition
% of Index |
|||||||
Food, Beverage & Tobacco |
47.6 |
% |
|||||
Household & Personal Products |
18.3 |
% |
|||||
Consumer Durables & Apparel |
14.4 |
% |
|||||
Automobiles & Components |
11.4 |
% |
|||||
Software & Services |
4.0 |
% |
|||||
Capital Goods |
2.2 |
% |
|||||
Retailing |
1.3 |
% |
|||||
Diversified Financials |
0.4 |
% |
|||||
Food & Staples Retailing |
0.2 |
% |
|||||
Commercial & Professional Services |
0.2 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXXIII
ProShares UltraShort Consumer Services (Ticker: SCC)
ProShares UltraShort Consumer Services (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. Consumer ServicesSM Index (the "Index"). The Index measures the stock performance of U.S. companies in the consumer services sector of the U.S. equity market. Component companies include, among others, airlines, broadcasting and entertainment, apparel and broadline retailers, food and drug retailers, media agencies, publishing, gambling, hotels, restaurants and bars, and travel and tourism.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Consumer Services Index �C Composition
% of Index |
|||||||
Retailing |
40.0 |
% |
|||||
Media |
22.1 |
% |
|||||
Consumer Services |
16.9 |
% |
|||||
Food & Staples Retailing |
13.0 |
% |
|||||
Transportation |
4.0 |
% |
|||||
Health Care Equipment & Services |
2.0 |
% |
|||||
Commercial & Professional Services |
1.6 |
% |
|||||
Software & Services |
0.2 |
% |
|||||
Capital Goods |
0.1 |
% |
|||||
Technology Hardware & Equipment |
0.1 |
% |
ProShares UltraShort Dow30SM (Ticker: DXD)
ProShares UltraShort Dow30SM (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones Industrial AverageSM (the "Index"). The Index is a price-weighted index and includes 30 large-cap, "blue-chip" U.S. stocks, excluding utility and transportation companies.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(197 |
)% |
|||||
Futures Contracts |
(3 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones Industrial Average �C Composition
% of Index |
|||||||
Industrials |
22.7 |
% |
|||||
Information Technology |
17.2 |
% |
|||||
Financials |
16.6 |
% |
|||||
Consumer Discretionary |
14.8 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Consumer Staples |
6.6 |
% |
|||||
Energy |
5.7 |
% |
|||||
Materials |
2.0 |
% |
|||||
Telecommunication Services |
1.4 |
% |
XXXIV :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraShort Financials (Ticker: SKF)
ProShares UltraShort Financials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. FinancialsSM Index (the "Index"). The Index measures the performance of the financial services sector of the U.S. equity market. Component companies include: among others, regional banks; major U.S. domiciled international banks; full line, life, and property and casualty insurance companies; companies that invest, directly or indirectly in real estate; diversified financial companies such as Fannie Mae, credit card issuers, check cashing companies, mortgage lenders and investment advisors; securities brokers and dealers including investment banks, merchant banks and online brokers; and publicly traded stock exchanges.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Financials Index �C Composition
% of Index |
|||||||
Banks |
32.7 |
% |
|||||
Diversified Financials |
26.9 |
% |
|||||
Real Estate |
19.1 |
% |
|||||
Insurance |
14.6 |
% |
|||||
Software & Services |
6.7 |
% |
ProShares UltraShort FTSE China 50 (Ticker: FXP)
ProShares UltraShort FTSE China 50 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the FTSE China 50 Index® (the "Index"). The Index is comprised of 50 of the largest and most liquid Chinese stocks listed and traded on the Stock Exchange of Hong Kong.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(199 |
)% |
|||||
Total Exposure |
(199 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
FTSE China 50 Index �C Composition
% of Index |
|||||||
Financials |
48.9 |
% |
|||||
Energy |
11.0 |
% |
|||||
Information Technology |
10.5 |
% |
|||||
Telecommunication Services |
9.4 |
% |
|||||
Real Estate |
7.8 |
% |
|||||
Consumer Discretionary |
5.8 |
% |
|||||
Industrials |
5.1 |
% |
|||||
Materials |
1.0 |
% |
|||||
Utilities |
0.5 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXXV
ProShares UltraShort FTSE Europe (Ticker: EPV)
ProShares UltraShort FTSE Europe (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the FTSE Developed Europe All Cap Index® (the "Index"). The Index is a free float-adjusted market cap weighted index representing the performance of large, mid- and small cap companies in Developed European markets, including the UK.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
FTSE Developed Europe All Cap
Index �C
Country
% of Index |
|||||||
United Kingdom |
24.4 |
% |
|||||
France |
15.0 |
% |
|||||
Germany |
15.0 |
% |
|||||
Switzerland |
13.5 |
% |
|||||
Others |
6.9 |
% |
|||||
Netherlands |
6.5 |
% |
|||||
Spain |
5.1 |
% |
|||||
Sweden |
4.9 |
% |
|||||
Italy |
3.9 |
% |
|||||
Denmark |
2.8 |
% |
|||||
Belgium |
2.0 |
% |
FTSE Developed Europe All Cap
Index �C
Composition
% of Index |
|||||||
Financials |
20.5 |
% |
|||||
Industrials |
14.4 |
% |
|||||
Consumer Staples |
12.6 |
% |
|||||
Health Care |
11.9 |
% |
|||||
Consumer Discretionary |
11.1 |
% |
|||||
Materials |
8.1 |
% |
|||||
Energy |
6.8 |
% |
|||||
Information Technology |
5.2 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Telecommunication Services |
3.4 |
% |
|||||
Real Estate |
2.4 |
% |
ProShares UltraShort Gold Miners (Ticker: GDXS)
ProShares UltraShort Gold Miners (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the NYSE Arca Gold Miners Index (the "Index"). The Index is a modified market-capitalization weighted index primarily comprised of publicly traded companies involved in the mining of gold and silver. The weight of companies whose revenues are more significantly exposed to silver mining will not exceed 20% of the Index at the time of the Index's rebalance.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
NYSE Arca Gold Miners Index �C Composition
% of Index |
|||||||
Materials |
100.0 |
% |
XXXVI :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraShort Health Care (Ticker: RXD)
ProShares UltraShort Health Care (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. Health CareSM Index (the "Index"). The Index measures the performance of the healthcare sector of the U.S. equity market. Component companies include, among others, health care providers, biotechnology companies, medical supplies, advanced medical devices and pharmaceuticals.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Health Care Index �C Composition
% of Index |
|||||||
Pharmaceuticals |
32.7 |
% |
|||||
Biotechnology |
22.5 |
% |
|||||
Health Care Equipment & Supplies |
21.3 |
% |
|||||
Health Care Providers & Services |
18.4 |
% |
|||||
Life Sciences Tools & Services |
5.0 |
% |
|||||
Commercial Services & Supplies |
0.1 |
% |
ProShares UltraShort Industrials (Ticker: SIJ)
ProShares UltraShort Industrials (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. IndustrialsSM Index (the "Index"). The Index measures the performance of the industrial sector of the U.S. equity market. Component companies include, among others, building materials, heavy construction, factory equipment, heavy machinery, industrial services, pollution control, containers and packaging, industrial diversified, air freight, marine transportation, railroads, trucking, land-transportation equipment, shipbuilding, transportation services, advanced industrial equipment, electric components and equipment, and aerospace.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Industrials Index �C Composition
% of Index |
|||||||
Capital Goods |
57.4 |
% |
|||||
Software & Services |
13.4 |
% |
|||||
Transportation |
12.4 |
% |
|||||
Materials |
6.0 |
% |
|||||
Technology Hardware & Equipment |
5.0 |
% |
|||||
Commercial & Professional Services |
4.2 |
% |
|||||
Pharmaceuticals, Biotechnology |
1.4 |
% |
|||||
Utilities |
0.2 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXXVII
ProShares UltraShort MidCap400 (Ticker: MZZ)
ProShares UltraShort MidCap400 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the S&P MidCap 400® (the "Index"). The Index is a measure of mid-size company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 400 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(190 |
)% |
|||||
Futures Contracts |
(10 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P MidCap 400 �C Composition
% of Index |
|||||||
Information Technology |
17.8 |
% |
|||||
Financials |
17.2 |
% |
|||||
Industrials |
15.7 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
9.2 |
% |
|||||
Health Care |
7.6 |
% |
|||||
Materials |
7.1 |
% |
|||||
Utilities |
5.6 |
% |
|||||
Energy |
4.0 |
% |
|||||
Consumer Staples |
3.7 |
% |
|||||
Telecommunication Services |
0.2 |
% |
ProShares UltraShort MSCI Brazil Capped (Ticker: BZQ)
ProShares UltraShort MSCI Brazil Capped (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the MSCI Brazil 25/50 Index® (the "Index"). The Index is a free float-adjusted, market capitalization-weighted index that is designed to measure the equity market performance of the Brazilian market. The Index is divided into large- and mid-cap segments and targets approximately 85% of free float-adjusted, market capitalization of the region.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(199 |
)% |
|||||
Total Exposure |
(199 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI Brazil 25/50 Index �C Composition
% of Index |
|||||||
Financials |
36.4 |
% |
|||||
Materials |
14.7 |
% |
|||||
Consumer Staples |
14.4 |
% |
|||||
Energy |
7.6 |
% |
|||||
Industrials |
6.2 |
% |
|||||
Utilities |
5.8 |
% |
|||||
Consumer Discretionary |
5.8 |
% |
|||||
Telecommunication Services |
2.8 |
% |
|||||
Information Technology |
2.5 |
% |
|||||
Health Care |
2.2 |
% |
|||||
Real Estate |
1.6 |
% |
XXXVIII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraShort MSCI EAFE (Ticker: EFU)
ProShares UltraShort MSCI EAFE (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the MSCI EAFE Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in developed market countries, excluding the U.S. and Canada.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(201 |
)% |
|||||
Total Exposure |
(201 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI EAFE Index �C Country
% of Index |
|||||||
Japan |
24.3 |
% |
|||||
United Kingdom |
17.4 |
% |
|||||
France |
10.7 |
% |
|||||
Germany |
9.8 |
% |
|||||
Others |
9.8 |
% |
|||||
Switzerland |
8.0 |
% |
|||||
Australia |
6.8 |
% |
|||||
Netherlands |
3.6 |
% |
|||||
Hong Kong |
3.5 |
% |
|||||
Spain |
3.3 |
% |
|||||
Sweden |
2.8 |
% |
MSCI EAFE Index �C Composition
% of Index |
|||||||
Financials |
21.2 |
% |
|||||
Industrials |
14.5 |
% |
|||||
Consumer Discretionary |
12.2 |
% |
|||||
Consumer Staples |
11.3 |
% |
|||||
Health Care |
10.2 |
% |
|||||
Materials |
8.0 |
% |
|||||
Information Technology |
6.5 |
% |
|||||
Energy |
5.2 |
% |
|||||
Telecommunication Services |
4.1 |
% |
|||||
Real Estate |
3.5 |
% |
|||||
Utilities |
3.3 |
% |
ProShares UltraShort MSCI Emerging Markets (Ticker: EEV)
ProShares UltraShort MSCI Emerging Markets (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the MSCI Emerging Markets Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in emerging markets countries.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(199 |
)% |
|||||
Total Exposure |
(199 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI Emerging Markets
Index �C
Country
% of Index |
|||||||
China |
30.1 |
% |
|||||
Korea |
15.6 |
% |
|||||
Taiwan |
11.5 |
% |
|||||
Others |
9.5 |
% |
|||||
India |
8.6 |
% |
|||||
Brazil |
6.9 |
% |
|||||
South Africa |
6.9 |
% |
|||||
Russia |
3.4 |
% |
|||||
Mexico |
3.1 |
% |
|||||
Thailand |
2.2 |
% |
|||||
Indonesia |
2.2 |
% |
MSCI Emerging Markets
Index �C
Composition
% of Index |
|||||||
Information Technology |
28.3 |
% |
|||||
Financials |
23.2 |
% |
|||||
Consumer Discretionary |
10.5 |
% |
|||||
Materials |
7.2 |
% |
|||||
Energy |
6.7 |
% |
|||||
Consumer Staples |
6.3 |
% |
|||||
Industrials |
5.3 |
% |
|||||
Telecommunication Services |
4.9 |
% |
|||||
Real Estate |
2.7 |
% |
|||||
Utilities |
2.5 |
% |
|||||
Health Care |
2.4 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XXXIX
ProShares UltraShort MSCI Japan (Ticker: EWV)
ProShares UltraShort MSCI Japan (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the MSCI Japan Index® (the "Index"). The Index includes 85% of free float-adjusted, market capitalization in each industry group in Japan.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(199 |
)% |
|||||
Total Exposure |
(199 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
MSCI Japan Index �C Composition
% of Index |
|||||||
Industrials |
20.8 |
% |
|||||
Consumer Discretionary |
20.2 |
% |
|||||
Information Technology |
13.0 |
% |
|||||
Financials |
12.6 |
% |
|||||
Consumer Staples |
7.7 |
% |
|||||
Health Care |
7.0 |
% |
|||||
Materials |
6.7 |
% |
|||||
Telecommunication Services |
5.4 |
% |
|||||
Real Estate |
3.9 |
% |
|||||
Utilities |
1.7 |
% |
|||||
Energy |
1.0 |
% |
ProShares UltraShort Nasdaq Biotechnology (Ticker: BIS)
ProShares UltraShort Nasdaq Biotechnology (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the NASDAQ Biotechnology Index® (the "Index"). The Index is a modified capitalization-weighted index that includes securities of NASDAQ listed companies that are classified as either biotechnology or pharmaceutical according to the Industry Classification Benchmark which also meet other eligibility criteria determined by NASDAQ, including minimum market capitalization and liquidity requirements.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
NASDAQ Biotechnology Index �C Composition
% of Index |
|||||||
Biotechnology |
80.9 |
% |
|||||
Pharmaceuticals |
10.3 |
% |
|||||
Life Sciences Tools & Services |
8.4 |
% |
|||||
Health Care Equipment & Supplies |
0.3 |
% |
|||||
Health Care Technology |
0.1 |
% |
XL :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraShort Oil & Gas (Ticker: DUG)
ProShares UltraShort Oil & Gas (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. Oil & GasSM Index (the "Index"). The Index measures the performance of the oil and gas sector of the U.S. equity market. Component companies include, among others, exploration and production, integrated oil and gas, oil equipment and services, pipelines, renewable energy equipment companies and alternative fuel producers.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Oil & Gas Index �C Composition
% of Index |
|||||||
Oil, Gas & Consumable Fuels |
85.7 |
% |
|||||
Energy Equipment & Services |
13.5 |
% |
|||||
Electric Utilities |
0.5 |
% |
|||||
Semiconductors & Semiconductor Equipment |
0.3 |
% |
ProShares UltraShort QQQ® (Ticker: QID)
ProShares UltraShort QQQ® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the NASDAQ-100 Index® (the "Index"). The Index, a modified market capitalization-weighted index, includes 100 of the largest non-financial domestic and international issues listed on The NASDAQ Stock Market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
NASDAQ-100 Index �C Composition
% of Index |
|||||||
Information Technology |
60.6 |
% |
|||||
Consumer Discretionary |
21.1 |
% |
|||||
Health Care |
10.3 |
% |
|||||
Consumer Staples |
4.9 |
% |
|||||
Industrials |
2.2 |
% |
|||||
Telecommunication Services |
0.9 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XLI
ProShares UltraShort Real Estate (Ticker: SRS)
ProShares UltraShort Real Estate (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. Real EstateSM Index (the "Index"). The Index measures the performance of the real estate sector of the U.S. equity market. Component companies include, among others, real estate holding and development and real estate services companies and real estate investment trusts ("REITs"). REITs are passive investment vehicles that invest primarily in income producing real estate or real estate related loans or interests.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Real Estate Index �C Composition
% of Index |
|||||||
Equity Real Estate Investment Trusts (REITs) |
92.8 |
% |
|||||
Mortgage Real Estate Investment Trusts (REITs) |
4.5 |
% |
|||||
Real Estate Management & Development |
2.7 |
% |
ProShares UltraShort Russell2000 (Ticker: TWM)
ProShares UltraShort Russell2000 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Russell 2000® Index (the "Index"). The Index is a measure of small-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index containing approximately 2000 of the smallest companies in the Russell 3000® Index or approximately 8% of the total market capitalization of the Russell 3000® Index, which in turn represents approximately 98% of the investable U.S. equity market.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(198 |
)% |
|||||
Futures Contracts |
(2 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Russell 2000 Index �C Composition
% of Index |
|||||||
Financials |
18.1 |
% |
|||||
Information Technology |
16.8 |
% |
|||||
Health Care |
15.7 |
% |
|||||
Industrials |
15.1 |
% |
|||||
Consumer Discretionary |
11.9 |
% |
|||||
Real Estate |
7.2 |
% |
|||||
Materials |
4.4 |
% |
|||||
Energy |
3.7 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Consumer Staples |
2.7 |
% |
|||||
Telecommunication Services |
0.8 |
% |
XLII :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraShort S&P500® (Ticker: SDS)
ProShares UltraShort S&P500® (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the S&P 500® (the "Index"). The Index is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria such as liquidity, price, market capitalization and financial viability.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(196 |
)% |
|||||
Futures Contracts |
(4 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P 500 �C Composition
% of Index |
|||||||
Information Technology |
24.0 |
% |
|||||
Financials |
14.8 |
% |
|||||
Health Care |
14.1 |
% |
|||||
Consumer Discretionary |
12.1 |
% |
|||||
Industrials |
10.1 |
% |
|||||
Consumer Staples |
8.1 |
% |
|||||
Energy |
5.8 |
% |
|||||
Utilities |
3.1 |
% |
|||||
Materials |
3.0 |
% |
|||||
Real Estate |
2.9 |
% |
|||||
Telecommunication Services |
2.0 |
% |
ProShares UltraShort Semiconductors (Ticker: SSG)
ProShares UltraShort Semiconductors (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. SemiconductorsSM Index (the "Index"). The Index measures the performance of the semiconductor sub-sector of the U.S. equity market. Component companies are engaged in the production of semiconductors and other integrated chips, as well as other related products such as semiconductor capital equipment and mother-boards.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Semiconductors Index �C Composition
% of Index |
|||||||
Semiconductors & Semiconductor Equipment |
99.7 |
% |
|||||
Technology Hardware & Equipment |
0.3 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XLIII
ProShares UltraShort SmallCap600 (Ticker: SDD)
ProShares UltraShort SmallCap600 (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the S&P SmallCap 600® (the "Index"). The Index is a measure of small-cap company U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of 600 U.S. operating companies selected through a process that factors in criteria such as liquidity, price, market capitalization, financial viability and public float.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
S&P SmallCap 600 �C Composition
% of Index |
|||||||
Industrials |
19.3 |
% |
|||||
Financials |
17.0 |
% |
|||||
Consumer Discretionary |
15.4 |
% |
|||||
Information Technology |
14.2 |
% |
|||||
Health Care |
13.0 |
% |
|||||
Real Estate |
5.7 |
% |
|||||
Materials |
5.3 |
% |
|||||
Energy |
3.2 |
% |
|||||
Utilities |
2.9 |
% |
|||||
Consumer Staples |
2.9 |
% |
|||||
Telecommunication Services |
1.1 |
% |
ProShares UltraShort Technology (Ticker: REW)
ProShares UltraShort Technology (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. TechnologySM Index (the "Index"). The Index measures the performance of the technology sector of the U.S. equity market. Component companies include, among others, those involved in computers and office equipment, software, communications technology, semiconductors, diversified technology services and Internet services.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Technology Index �C Composition
% of Index |
|||||||
Software & Services |
53.4 |
% |
|||||
Technology Hardware & Equipment |
26.3 |
% |
|||||
Semiconductors & Semiconductor Equipment |
19.0 |
% |
|||||
Health Care Equipment & Services |
0.9 |
% |
|||||
Telecommunication Services |
0.1 |
% |
|||||
Consumer Durables & Apparel |
0.1 |
% |
|||||
Capital Goods |
0.1 |
% |
|||||
Commercial & Professional Services |
0.1 |
% |
XLIV :: NOVEMBER 30, 2017 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares UltraShort Utilities (Ticker: SDP)
ProShares UltraShort Utilities (the "Fund") seeks daily investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Dow Jones U.S. UtilitiesSM Index (the "Index"). The Index measures the performance of the utilities sector of the U.S. equity market. Component companies include, among others, electric utilities, gas utilities, multi-utilities and water utilities.
Allocation of Portfolio Holdings & Index Composition as of 11/30/17
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements |
(200 |
)% |
|||||
Total Exposure |
(200 |
)% |
"Market Exposure" includes the value of total investments (including the contract value of any derivatives) and excludes any short-term investments and cash equivalents.
Dow Jones U.S. Utilities Index �C Composition
% of Index |
|||||||
Electric Utilities |
58.0 |
% |
|||||
Multi-Utilities |
30.6 |
% |
|||||
Gas Utilities |
5.5 |
% |
|||||
Independent Power and Renewable Electricity
Producers |
3.1 |
% |
|||||
Water Utilities |
2.8 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2017 (UNAUDITED) :: XLV
EXPENSE EXAMPLES
XLVI :: EXPENSE EXAMPLES (UNAUDITED) PROSHARES TRUST
As a shareholder, you incur two types of costs: (1) transaction costs for purchasing and selling shares and (2) ongoing costs, including advisory fees and other Fund expenses. The expense examples below are intended to help you understand your ongoing costs (in dollars) of investing in the Funds and to compare these costs with the ongoing costs of investing in other funds.
Actual Expenses
The actual expense examples are based on an investment of $1,000 invested at the beginning of a six-month period and held through the period ended, November 30, 2017.
The first line in the following tables provides information about actual account values and actual expenses. You may use the information in this line, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 =8.6), then multiply the result by the number in the first line under the heading "Expenses Paid During the Period" to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The hypothetical expense examples are based on an investment of $1,000 invested at the beginning of a six month period and held through the period ended, November 30, 2017.
The second line in the following tables provides information about hypothetical account values and hypothetical expenses based on the Funds' actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Funds' actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Funds and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transaction costs, such as brokerage charges. Therefore, the second line for each Fund in the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if transaction costs were included, your costs would have been higher.
Beginning Account Value |
Ending Account Value 11/30/17 |
Expenses Paid During the Period* |
Annualized Expense Ratio During Period |
||||||||||||||||
Short 20+ Year Treasury (a) |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
983.60 |
$ |
4.53 |
0.91 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.51 |
$ |
4.61 |
0.91 |
% |
|||||||||||
Short 7-10 Year Treasury |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,009.30 |
$ |
4.79 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
Short Basic Materials |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
871.60 |
$ |
4.46 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
Short Dow30SM |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
859.00 |
$ |
4.43 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
Short Financials |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
861.70 |
$ |
4.43 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
Short FTSE China 50 |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
854.30 |
$ |
4.42 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
Short High Yield |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
982.90 |
$ |
4.72 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
Short MidCap400 |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
899.10 |
$ |
4.52 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
PROSHARES TRUST EXPENSE EXAMPLES (UNAUDITED) :: XLVII