SEMIANNUAL REPORT
NOVEMBER 30, 2022
Big Data Refiners ETF DAT
Bitcoin Strategy ETF* BITO
Decline of the Retail Store ETF EMTY
DJ Brookfield Global Infrastructure ETF TOLZ
Equities for Rising Rates ETF EQRR
Global Listed Private Equity ETF PEX
Hedge Replication ETF HDG
High Yield–Interest Rate Hedged HYHG
Inflation Expectations ETF RINF
Investment Grade–Interest Rate Hedged IGHG
K-1 Free Crude Oil Strategy ETF* OILK
Large Cap Core Plus CSM
Long Online/Short Stores ETF CLIX
Merger ETF MRGR
Metaverse ETF VERS
MSCI EAFE Dividend Growers ETF EFAD
MSCI Emerging Markets Dividend Growers ETF EMDV
MSCI Europe Dividend Growers ETF EUDV
MSCI Transformational Changes ETF ANEW
Nanotechnology ETF TINY
Nasdaq-100 Dorsey Wright Momentum ETF QQQA
On-Demand ETF OND
Online Retail ETF ONLN
Pet Care ETF PAWZ
Russell 2000 Dividend Growers ETF SMDV
Russell U.S. Dividend Growers ETF TMDV
S&P 500® Bond ETF SPXB
S&P 500® Dividend Aristocrats ETF NOBL
S&P 500® Ex-Energy ETF SPXE
S&P 500® Ex-Financials ETF SPXN
S&P 500® Ex-Health Care ETF SPXV
S&P 500® Ex-Technology ETF SPXT
S&P Global Core Battery Metals ETF ION
S&P Kensho Cleantech ETF CTEX
S&P Kensho Smart Factories ETF MAKX
S&P MidCap 400® Dividend Aristocrats ETF REGL
S&P Technology Dividend Aristocrats ETF TDV
Short Bitcoin Strategy ETF* BITI
Smart Materials ETF TINT
Supply Chain Logistics ETF SUPL
* The Bitcoin Strategy ETF, K-1 Free Crude Oil Strategy ETF and Short Bitcoin Strategy ETF funds are consolidated with Cayman Bitcoin Strategy Portfolio, Cayman Crude Oil Strategy Portfolio and Cayman Bitcoin Inverse Strategy Portfolio, respectively. A claim of exemption pursuant to the Commodity Futures Trading Commission ("CFTC") Rule 4.7 has been made by the Investment Adviser with respect to these funds. The exemption relieves these funds of certain disclosure and reporting obligations under the commodity pool rules of the CFTC.
PROSHARES TRUST Distributor: SEI Investments Distribution Co.
TABLE OF CONTENTS
I |
Shareholder Letter |
||||||
II |
Allocation of Portfolio Holdings & Index Composition |
||||||
XXVII |
Expense Examples |
||||||
1 |
Schedule of Portfolio Investments |
||||||
100 |
Statements of Assets and Liabilities |
||||||
108 |
Statements of Operations |
||||||
116 |
Statements of Changes in Net Assets |
131 |
Financial Highlights |
||||||
150 |
Notes to Financial Statements |
||||||
180 |
Liquidity Risk Management Program |
||||||
181 |
Board Approval of Investment Advisory Agreement |
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189 |
Miscellaneous Information |
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DEAR SHAREHOLDER:
During these times of geopolitical and economic uncertainty, I want to reaffirm ProShares' commitment to providing you, our investors, with innovative products and services to help you meet your investment objectives. The following is the ProShares Trust Semiannual Report for the six months ended November 30, 2022.
Global Interest Rates Increase as Policymakers Fight Inflation
Concerns about persistently high inflation and looming recession have dominated economic policymaking over the past six months. In the United States, the Federal Reserve continued to tighten monetary policy in November, raising its short-term rate to a target range of between 3.75 and 4%. The Fed's current series of rate hikes is occurring at the fastest pace since the 1980s, and has pushed borrowing costs to their highest levels since 2008. Fed Chair Jerome Powell recently indicated, however, that the pace of rate hikes may moderate soon.
The picture was similar outside the United States. The European Central Bank, the Bank of England, and other central banks raised interest rates over the period, with ECB President Christine Lagarde commenting that inflation "still has a way to go." The Bank of Japan, which continued to hold its short-term rate at -0.1%, was the lone exception in the developed world.
Markets Around the World Experienced Volatility Throughout the Period
With inflation rising and monetary policy tightening almost everywhere, most asset classes and financial markets around the world experienced volatility during the period. U.S. equity results for the six-month period were mixed. The large-cap S&P 500® fell 0.4% over the period, and the Dow® rose 6.05%. The tech-heavy Nasdaq-100 Index® , which is more sensitive to rising rates, declined 4.4%. The S&P MidCap 400® gained 3.39%, and the small cap Russell 2000® Index rose 1.97%. Of the 11 Dow Jones U.S. Industry Index sectors, four rose. The best performers were oil and gas (8.56%), healthcare (5.77%), and industrials (5.28%). The biggest losers were telecoms (-10.17%) and real estate (-8.53%), with technology also posting a 6.3% loss.
International equity markets generally fell over the period. The MSCI EAFE Index® , which tracks developed markets outside North America, declined 3.59%; the MSCI Europe Index® dropped 3.44%, and the MSCI Japan Index® ended the period down 3.97%. The MSCI Emerging Markets Index® dropped by 8.15%, as EM equities were hit particularly hard by the global liquidity pullback. Chinese equities dropped as well, as lockdowns and other COVID restrictions continued to weigh on economic performance. The FTSE China 50 Index® fell 14.25%.
Bonds extended declines from earlier in the year, as inflation and central bank tightening continued to override many investors' "flight-to-quality" instincts in times of geopolitical uncertainty. Over the six months, the Bloomberg Barclays U.S. Aggregate Bond Index declined 4.06%, and the Ryan Labs Treasury 30-Year and 10-Year Indexes lost 12.44% and 5.42%, respectively. Investment-grade corporate bonds, as measured by the
Markit iBoxx $ Liquid Investment Grade Index, declined 4.5%, while their high-yield peers lost 2.72%, based on the Markit iBoxx $ Liquid High Yield Index. As increased yields made bonds more attractive toward the end of the period, there were signs of a potential turnaround, with markets retracing a portion of their earlier losses.
Despite headwinds, the global economy showed signs of resilience over the past six months. After contracting 0.6% in the second quarter of 2022, U.S. GDP grew 2.9% during the third quarter. U.S. unemployment held steady at 3.7% in November, and the U.S. dollar rose 3.5%, based on the Bloomberg Dollar Spot Index.
Cryptocurrency's Struggles Intensify
Cryptocurrencies, which began the period about 75% off their late 2021 highs, declined slightly for the period. The collapse of crypto exchange FTX in November, along with several other bankruptcies during the period, sent shockwaves throughout the industry, endangering other crypto firms with exposure to FTX and raising questions about the lack of regulation in the cryptocurrency marketplace.
Investors Find Opportunities Amid Complex Markets
Despite the challenging markets, ProShares investors had good opportunities in both equity and bond ETFs designed for a rising rate and inflationary environment. Our dividend growth strategies, which focus on quality companies that have consistently grown their dividends, also offered investors a potential bulwark in these turbulent markets.
In June, ProShares launched the Short Bitcoin Strategy ETF (BITI). As the first U.S. short bitcoin strategy ETF, BITI offers investors the potential to profit on days when bitcoin declines. BITI builds on ProShares' legacy of innovation by providing investors with short bitcoin-linked exposure through a regulated investment that they can buy and sell as an ETF in their traditional brokerage accounts. During the reporting period, net flows into ProShares ETFs increased by $4.9 billion overall.
We thank you for the trust and confidence you have placed in us by choosing ProShares. In uncertain times, many investors turn to Proshares ETFs for their breadth of investment choices across diverse market segments. Our strong lineup of funds enables investors to choose investments that most effectively align with their market views. We appreciate the opportunity to continue serving your investment needs.
Sincerely,
Michael L.
Sapir
Chairman of the Board
PROSHARES.COM :: I
ALLOCATION OF PORTFOLIO HOLDINGS AND INDEX COMPOSITION
II :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Big Data Refiners ETF (Ticker: DAT)
ProShares Data Refiners ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the FactSet Big Data Refiners Index (the "Index"). The Index consists of companies that provide analytics and infrastructure for managing and extracting information from large data sets. The Index includes companies whose principal business is the provision of analytics, software, hardware and other computing infrastructure for managing and extracting information from large structured and unstructured data sets, as determined by the Index methodology. The Index is owned and administered by FactSet Research Systems, Inc. (the "Index Provider"). In order to be included in the Index, a company must be included in at least one of nine FactSet®Revere Business Industry Classification System Sub-Industries ("RBICS Sub-Industries") that the Index Provider has identified as big data related. The nine eligible RBICS Sub-Industries are: Business Intelligence Software, Business Intelligence/Data Warehousing Consulting, Customer Service Software, Data Storage Infrastructure Software, Enterprise Middleware Software, Government and Public Service Industry Software, Information Storage Systems, Network Administration Software and Peripheral and Other Commerce Equipment Makers. The Index is reconstituted and rebalanced semiannually in June and December.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Nutanix, Inc., Class A |
8.4 |
% |
|||||
Snowflake, Inc., Class A |
5.9 |
% |
|||||
Tyler Technologies, Inc. |
5.1 |
% |
|||||
Nice Ltd. |
5.1 |
% |
|||||
Dynatrace, Inc. |
5.0 |
% |
FactSet Big Data
Refiners
Index – Composition
% of Index |
|||||||
Information Technology |
98.7 |
% |
|||||
Consumer Discretionary |
0.8 |
% |
|||||
Industrials |
0.5 |
% |
FactSet Big Data
Refiners
Index – Country
% of Index |
|||||||
United States |
92.9 |
% |
|||||
Israel |
5.0 |
% |
|||||
Canada |
1.3 |
% |
|||||
Japan |
0.5 |
% |
|||||
Australia |
0.3 |
% |
ProShares Bitcoin Strategy ETF (Ticker: BITO)
ProShares Bitcoin Strategy ETF (the "Fund") seeks capital appreciation. There can be no assurance that the Fund will achieve its investment objective. The Fund does not invest directly in bitcoin. The Fund seeks to provide capital appreciation primarily through managed exposure to bitcoin futures contracts. The Fund expects to gain exposure to these investments by investing a portion of its assets in the ProShares Cayman Bitcoin Strategy Portfolio, a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands (the "Subsidiary"). Unlike the Fund, the Subsidiary is not an investment company registered under the Investment Company Act of 1940. The Fund's investment in the Subsidiary is intended to provide the Fund with exposure to commodity markets in accordance with applicable rules and regulations. The Fund intends to invest no more than 25% of its total assets in the subsidiary at each quarter end of the Fund's tax year.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Futures Contracts |
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.
Bloomberg Galaxy Bitcoin Index – Composition
% of Index |
|||||||
Bitcoin Futures |
100 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: III
ProShares Decline of the Retail Store ETF (Ticker: EMTY)
ProShares Decline of the Retail Store ETF (the "Fund") seeks capital appreciation from the decline of bricks and mortar retailers through short exposure (-1x) to the Solactive-ProShares Bricks and Mortar Retail Store Index (the "Index"). The Fund does not seek to achieve its stated investment objective over a period of time greater than a single day. The Index is constructed and maintained by Solactive AG. The Index seeks to measure the performance of publicly traded "bricks and mortar" retail companies whose retail revenue is derived principally from in-store sales. Short exposure may be attractive to investors who believe bricks and mortar stores face threats from ongoing trends, such as the growth of online shopping and markets oversaturated with stores. Companies must derive more than 50% of their global revenues from retail operations and more than 75% of their retail revenues from in-store sales to be included in the Index. In addition a company must be domiciled in the US; its securities must be listed on a U.S. stock exchange and must meet certain liquidity and market capitalization requirements. The Index includes only U.S. companies. The Index is rebalanced monthly to equal weight and reconstituted in June each year.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
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.
Solactive-ProShares Bricks and Mortar Retail Store Composite Index – Composition
% of Index |
|||||||
Consumer Discretionary |
72.5 |
% |
|||||
Consumer Staples |
24.9 |
% |
|||||
Materials |
2.6 |
% |
ProShares DJ Brookfield Global Infrastructure ETF (Ticker: TOLZ)
ProShares DJ Brookfield Global Infrastructure ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Dow Jones Brookfield Global Infrastructure Composite Index (the "Index"). The Index, constructed and maintained by S&P Dow Jones Indices LLC, consists of companies that qualify as "pure-play" infrastructure companies — companies whose primary business is the ownership and operation of infrastructure assets, activities that generally generate long-term stable cash flows.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
91 |
% |
|||||
Closed End Funds |
1 |
% |
|||||
Master Limited Partnership |
8 |
% |
|||||
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Enbridge, Inc. |
7.3 |
% |
|||||
American Tower Corp. |
6.4 |
% |
|||||
Vinci SA |
4.7 |
% |
|||||
National Grid plc |
4.2 |
% |
|||||
TC Energy Corp. |
3.9 |
% |
Dow Jones Brookfield
Global Infrastructure Composite
Index – Composition
% of Index |
|||||||
Utilities |
36.6 |
% |
|||||
Energy |
32.8 |
% |
|||||
Real Estate |
12.3 |
% |
|||||
Transportation |
8.3 |
% |
|||||
Capital Goods |
6.3 |
% |
|||||
Telecommunication Services |
2.8 |
% |
|||||
Others |
0.6 |
% |
|||||
Media & Entertainment |
0.3 |
% |
Dow Jones Brookfield
Global Infrastructure Composite
Index – Country
% of Index |
|||||||
United States |
49.6 |
% |
|||||
Canada |
17.4 |
% |
|||||
United Kingdom |
6.5 |
% |
|||||
France |
5.8 |
% |
|||||
Spain |
5.2 |
% |
|||||
Australia |
3.9 |
% |
|||||
Others |
3.7 |
% |
|||||
Italy |
2.7 |
% |
|||||
China |
2.2 |
% |
|||||
Hong Kong |
1.8 |
% |
|||||
Japan |
1.2 |
% |
IV :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Equities for Rising Rates ETF (Ticker: EQRR)
ProShares Equities for Rising Rates ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Nasdaq U.S. Large Cap Equities for Rising Rates Index (the "Index"). The goal of the Index is to provide relative outperformance, as compared to traditional large-cap indexes, during periods of rising U.S. Treasury rates. The Index is constructed and maintained by Nasdaq Inc. (the "Index Provider). The component securities of the Index are selected by the Index Provider from a universe of the 500 largest companies (based on market capitalization) listed on U.S. stock exchanges. The Index consists of 50 companies whose stock prices historically have tended to outperform the Universe during periods of rising interest rates.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
JPMorgan Chase & Co. |
3.3 |
% |
|||||
State Street Corp. |
3.3 |
% |
|||||
Bank of America Corp. |
3.2 |
% |
|||||
Citizens Financial Group, Inc. |
3.1 |
% |
|||||
Schlumberger Ltd. |
3.0 |
% |
Nasdaq U.S. Large Cap
Equities for Rising Rates
Index – Composition
% of Index |
|||||||
Financials |
29.8 |
% |
|||||
Energy |
24.4 |
% |
|||||
Materials |
20.0 |
% |
|||||
Industrials |
15.7 |
% |
|||||
Telecommunications |
10.1 |
% |
ProShares Global Listed Private Equity ETF (Ticker: PEX)
ProShares Global Listed Private Equity ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the LPX Direct Listed Private Equity Index (the "Index"). The Index, published by LPX AG ("LPX"), consists of up to 30 qualifying listed private equity companies. A listed private equity company is an eligible candidate for the Index if its direct private equity investments, as well as cash and cash equivalent positions and post-Initial Public Offering listed investments, represent more than 80% of the total assets of the company.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
87 |
% |
|||||
Closed End Funds |
12 |
% |
|||||
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
3i Group plc |
11.4 |
% |
|||||
Ares Capital Corp. |
9.5 |
% |
|||||
FS KKR Capital Corp. |
9.0 |
% |
|||||
Onex Corp. |
6.5 |
% |
|||||
Kinnevik AB, Class B |
6.3 |
% |
LPX Direct Listed
Private Equity
Index – Country
% of Index |
|||||||
United States |
49.6 |
% |
|||||
United Kingdom |
22.2 |
% |
|||||
France |
8.6 |
% |
|||||
Sweden |
7.8 |
% |
|||||
Canada |
6.5 |
% |
|||||
Switzerland |
3.4 |
% |
|||||
Germany |
1.0 |
% |
|||||
Belgium |
0.9 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: V
ProShares Hedge Replication ETF (Ticker: HDG)
ProShares Hedge Replication ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model® — Exchange Series (the "Benchmark"). The Benchmark, sponsored by Merrill Lynch International, seeks to provide the risk and return characteristics of the hedge fund asset class by targeting a high correlation to the HFRI Fund Weighted Composite Index (the "HFRI"). The HFRI is designed to reflect hedge fund industry performance through an equally weighted composite of over 2000 constituent funds. In seeking to maintain a high correlation with the HFRI, the Benchmark utilizes a synthetic model to establish, each month, weighted long or short (or, in certain cases, long or flat) positions in six underlying factors ("Factors"). The Factors that comprise the Benchmark are (1) the S&P 500 Total Return Index, (2) the MSCI EAFE US Dollar Net Total Return Index, (3) the MSCI Emerging Markets US Dollar Net Total Return Index, (4) the Russell 2000 Total Return Index, (5) three-month U.S. Treasury Bills, and (6) the ProShares UltraShort Euro ETF.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
16 |
% |
|||||
Swap Agreements (Long) |
32 |
% |
|||||
Swap Agreements (Short) |
(10 |
%) |
|||||
Futures Contracts |
1 |
% |
|||||
Total Exposure |
39 |
% |
"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 |
||||||
Shockwave Medical, Inc. |
0.1 |
% |
|||||
Halozyme Therapeutics, Inc. |
0.1 |
% |
|||||
EMCOR Group, Inc. |
0.1 |
% |
|||||
Matador Resources Co. |
0.1 |
% |
|||||
Karuna Therapeutics, Inc. |
0.1 |
% |
Merrill Lynch Factor Model – Exchange Series – Composition
% of Benchmark |
|||||||
Three-month U.S.
Treasury Bills |
62.9 |
% |
|||||
MSCI EAFE USD Net
Total Return Index |
18.1 |
% |
|||||
Russell 2000® Total
Return Index |
16.9 |
% |
|||||
MSCI Emerging
Markets Free USD Net Total Return |
12.4 |
% |
|||||
Proshares UltraShort
Euro ETF |
(0.4 |
%) |
|||||
S&P 500® Total Return Index |
(9.9 |
%) |
ProShares High Yield-Interest Rate Hedged (Ticker: HYHG)
ProShares High Yield-Interest Rate Hedged (the "Fund") seeks investment results, before fees and expenses, that track the performance of the FTSE High Yield (Treasury Rate-Hedged) Index (the "Index"). The Index is comprised of (a) long positions in USD denominated high yield corporate bonds ("high yield bonds") and (b) short positions in U.S. Treasury notes or bonds, in aggregate, of the approximate equivalent duration to the high yield bonds. Currently, the bonds eligible for inclusion in the Index include high yield bonds that are issued by companies domiciled in the U.S. and Canada, and that: are fixed rate and non-convertible (including callable bonds); have a maximum rating of Ba1/BB+ and minimum rating of Ca/C by both Moody's Investors Service, Inc and Standard and Poor's Financial Services, LLC; and are subject to minimum issue outstanding, minimum time-to-maturity and maximum-time from issuance criteria. The Index is constructed and maintained by FTSE International Limited.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Corporate Bonds |
95 |
% |
|||||
Futures Contracts |
(99 |
%) |
|||||
Total Exposure |
(4 |
%) |
"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 |
|||||||
Organon & Co.,
4.13%, due 04/30/28 |
1.8 |
% |
|||||
American Airlines,
Inc., 5.50%, due 04/20/26 |
1.4 |
% |
|||||
DISH DBS Corp.,
5.25%, due 12/01/26 |
1.3 |
% |
|||||
TransDigm, Inc.,
6.25%, due 03/15/26 |
1.2 |
% |
|||||
1011778 BC ULC,
4.00%, due 10/15/30 |
1.2 |
% |
FTSE High Yield (Treasury Rate-Hedged) Index – Composition
% of High Yield
Bonds |
|||||||
Industrials |
85.9 |
% |
|||||
Utilities |
7.8 |
% |
|||||
Financials |
6.3 |
% |
VI :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Inflation Expectations ETF (Ticker: RINF)
ProShares Inflation Expectations ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index (the "Index"). The Index tracks the performance of (i) long positions in the most recently issued 30-year Treasury Inflation-Protected Securities ("TIPS") and (ii) duration-adjusted short positions in U.S. Treasury bonds of, in aggregate, approximate equivalent duration dollars to the TIPS. The Index serves a third position, which is a cash equivalent security that represents the repo rate earned on the short position. The Index is designed to measure the performance of the Break Even Rate of Inflation (BEI). The Index is constructed and maintained by FTSE International Limited.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Swap Agreements (Long) |
100 |
% |
|||||
Swap Agreements (Long exposure to inverse index) |
169 |
% |
|||||
Net Exposure |
269 |
% |
"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 30-Year TIPS
(Treasury Rate-Hedged)
Index – Composition
% of Index |
|||||||
30-Year Treasury
Inflation-Protected Securities (TIPS) Bond |
100 |
% |
|||||
30-Year U.S. Treasury Bond |
(169.3 |
%) |
ProShares Investment Grade-Interest Rate Hedged (Ticker: IGHG)
ProShares Investment Grade-Interest Rate Hedged (the "Fund") seeks investment results, before fees and expenses, that track the performance of the FTSE Corporate Investment Grade (Treasury Rate-Hedged) Index (the "Index"). The Index is comprised of (a) long positions in USD-denominated investment grade corporate bonds issued by both U.S. and foreign domiciled companies; and (b) short positions in U.S. Treasury notes or bonds, in aggregate, of the approximate equivalent duration to the investment grade bonds. Currently, the bonds eligible for inclusion in the Index include all investment grade bonds that are issued by U.S. and internationally domiciled companies that: are fixed rate, fixed-to-floating rate, or zero coupon; have a minimum rating of Baa3/BBB- by both Moody's Investors Service, Inc. and Standard and Poor's Financial Services, LLC; have a minimum face amount outstanding of $1 billion; and have at least five and a half (5.5) years until maturity. The Index is constructed and maintained by FTSE International Limited.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Corporate Bonds |
95 |
% |
|||||
Futures Contracts |
(98 |
%) |
|||||
Total Exposure |
(3 |
%) |
"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 |
|||||||
Pfizer, Inc., 4.00%,
due 12/15/36 |
2.0 |
% |
|||||
Vodafone Group plc,
4.25%, due 09/17/50 |
2.0 |
% |
|||||
Cooperatieve
Rabobank UA, 5.75%, due 12/01/43 |
1.9 |
% |
|||||
International
Business Machines Corp., 4.15%, due 05/15/39 |
1.9 |
% |
|||||
Shell International
Finance BV, 4.13%, due 05/11/35 |
1.9 |
% |
FTSE Corporate
Investment Grade (Treasury Rate-Hedged)
Index – Composition
% of High Yield
Bond |
|||||||
Industrials |
49.2 |
% |
|||||
Financials |
39.2 |
% |
|||||
Utilities |
11.6 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: VII
ProShares K-1 Free Crude Oil Strategy ETF (Ticker: OILK)
ProShares K-1 Free Crude Oil Strategy ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Bloomberg Commodity Balanced WTI Crude Oil IndexSM (the "Index")**. The Fund generally will not invest directly in WTI crude oil futures. The Fund expects to gain exposure to these investments by investing a portion of its assets in the ProShares Cayman Crude Oil Strategy Portfolio, a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands (the "Subsidiary"). The Subsidiary is advised by the Fund's Advisor and invests directly in WTI crude oil futures. Unlike the Fund, the Subsidiary is not an investment company registered under the Investment Company Act of 1940. The Fund's investment in the Subsidiary is intended to provide the Fund with exposure to commodity markets in accordance with applicable rules and regulations. The Fund will generally limit investments in the Subsidiary to 25% but it may exceed that amount if the Advisor believes doing so is in the best interest of the Fund, such as to help achieve the Fund's investment objective or increase the tax efficiency of the Fund.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Commodity Futures Contracts (Long) |
100 |
% |
|||||
Total Exposure |
100 |
% |
Bloomberg Commodity
Balanced WTI Crude Oil
Index – Composition
% of Index |
|||||||
WTI Crude Oil |
100 |
% |
ProShares Large Cap Core Plus (Ticker: CSM)
ProShares Large Cap Core Plus (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Credit Suisse 130/30 Large Cap Index (the "Index"). The Fund invests in financial instruments that the Advisor believes, in combination, should track the performance of the Index. The Index is designed to replicate an investment strategy that establishes either long or short positions in the stocks of 500 leading large-cap U.S. companies by applying a rules-based ranking and weighting methodology. The Index intends to provide a representation of a quantitatively constructed 130/30 U.S. large cap equity strategy. This results in the Index having total long exposure of 130% and total short exposure of 30% at each monthly reconstitution date.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
95 |
% |
|||||
Swap Agreements (Long) |
35 |
% |
|||||
Swap Agreements (Short) |
(30 |
%) |
|||||
Net 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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
4.5 |
% |
|||||
Microsoft Corp. |
3.7 |
% |
|||||
Amazon.com, Inc. |
2.2 |
% |
|||||
Exxon Mobil Corp. |
1.3 |
% |
|||||
Tesla, Inc. |
1.2 |
% |
Credit Suisse 130/30
Large Cap
Index – Composition
% of Index |
|||||||
Information Technology |
28.1 |
% |
|||||
Health Care |
14.4 |
% |
|||||
Financials |
11.3 |
% |
|||||
Consumer Discretionary |
8.9 |
% |
|||||
Communication Services |
7.8 |
% |
|||||
Consumer Staples |
7.1 |
% |
|||||
Real Estate |
6.0 |
% |
|||||
Energy |
5.9 |
% |
|||||
Industrials |
5.7 |
% |
|||||
Utilities |
3.6 |
% |
|||||
Materials |
1.2 |
% |
VIII :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Long Online/Short Stores ETF (Ticker: CLIX)
ProShares Long Online/Short Stores ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the ProShares Long Online/Short Stores Index (the "Index"). The Index is constructed and maintained by SolactiveAG. The Index consists of long positions in the online retailers included in the ProShares Online Retail Index and short positions in the "bricks and mortar" retailers included in the Solactive-ProShares Bricks and Mortar Retail Store Index.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
89 |
% |
|||||
Swap Agreements (Long) |
11 |
% |
|||||
Swap Agreements (Short) |
(50 |
%) |
|||||
Total Exposure |
50 |
% |
"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. |
20.5 |
% |
|||||
Alibaba Group
Holding Ltd. (ADR) |
10.7 |
% |
|||||
eBay, Inc. |
5.7 |
% |
|||||
Sea Ltd. (ADR) |
4.5 |
% |
|||||
Pinduoduo, Inc. (ADR) |
4.3 |
% |
ProShares Long Online/Short Stores Index – Composition
% of Index |
|||||||
Consumer Discretionary |
51.5 |
% |
|||||
Health Care |
3.9 |
% |
|||||
Consumer Staples |
0.4 |
% |
|||||
Materials |
(1.3 |
%) |
|||||
Communication Services |
(3.9 |
%) |
ProShares Merger ETF (Ticker: MRGR)
ProShares Merger ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P® Merger Arbitrage Index (the "Index"). The Index is constructed and maintained by S&P Dow Jones Indices LLC. The Index seeks to produce consistent, positive returns in virtually all market environments, although there are no assurances it will achieve this result. The Index, created by Standard & Poor's®, is comprised of a maximum of 80 companies, including up to 40 companies that are currently targets in merger deals, which are represented by long positions in the Index, and up to 40 companies that are acquirers for the same stock merger deals, which are represented by short positions in the Index. The Index includes a cash component, which earns the three-month U.S. Treasury Bill rate. The Index also includes a Treasury bill component which constitutes the remainder of the Index when net exposure from included Deals is less than 100%.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
66 |
% |
|||||
Swap Agreements (Long) |
13 |
% |
|||||
Swap Agreements (Short) |
(10 |
%) |
|||||
Forward Currency Contracts |
(6 |
%) |
|||||
Total Exposure |
63 |
% |
"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 |
||||||
Euronav NV |
4.2 |
% |
|||||
First Horizon Corp. |
2.8 |
% |
|||||
South Jersey Industries, Inc. |
2.8 |
% |
|||||
Resolute Forest
Products, Inc. |
2.7 |
% |
|||||
Switch, Inc., Class A |
2.6 |
% |
S&P Merger
Arbitrage
Index – Composition
% of Index |
|||||||
Information Technology |
23.7 |
% |
|||||
Health Care |
17.8 |
% |
|||||
Industrials |
11.9 |
% |
|||||
Consumer Discretionary |
8.4 |
% |
|||||
Financials |
8.3 |
% |
|||||
Communication Services |
8.2 |
% |
|||||
Utilities |
4.8 |
% |
|||||
Materials |
4.7 |
% |
|||||
Real Estate |
4.5 |
% |
|||||
Energy |
4.2 |
% |
|||||
Consumer Staples |
3.6 |
% |
Regional Exposure
% of Index |
|||||||
United States |
101.0 |
% |
|||||
Belgium |
5.0 |
% |
|||||
United Kingdom |
1.6 |
% |
|||||
Canada |
(2.5 |
%) |
|||||
Norway |
(5.1 |
%) |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: IX
ProShares Metaverse ETF (Ticker: VERS)
ProShares Metaverse ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Solactive Metaverse Theme Index (the "Index"). The Index is constructed and maintained by Solactive AG. The Index consists of companies that provide or use innovative technologies to offer products and services around the Metaverse. "Metaverse" is a term used to refer to a "digital world" or a future iteration of the internet. The Metaverse is characterized by virtual worlds that create a simulated environment — as well as augmented reality where the real-world environment is enhanced by computer generated sensory information. The Metaverse is expected to allow people to engage in new ways, such as through internet-based interactions, on-line gaming, and transactions. The Metaverse is enabled by several connected technologies such as virtual and augmented reality, digital environments, artificial intelligence and advanced computing. The Index is reconstituted and rebalanced semiannually in June and December. Security weights are allowed to fluctuate between rebalance dates.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Kopin Corp. |
6.0 |
% |
|||||
NVIDIA Corp. |
4.8 |
% |
|||||
Microsoft Corp. |
4.6 |
% |
|||||
QUALCOMM, Inc. |
4.5 |
% |
|||||
Unity Software, Inc. |
4.5 |
% |
Solactive Metaverse
Theme
Index – Composition
Strategy |
% of Index |
||||||
Information Technology |
59.5 |
% |
|||||
Communication Services |
24.5 |
% |
|||||
Consumer Discretionary |
8.5 |
% |
|||||
Health Care |
3.7 |
% |
|||||
Real Estate |
3.6 |
% |
|||||
Industrials |
0.2 |
% |
X :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares MSCI EAFE Dividend Growers ETF (Ticker: EFAD)
ProShares MSCI EAFE Dividend Growers ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the MSCI EAFE Dividend Masters Index (the "Index"). The Index, constructed and maintained by MSCI, targets companies that are currently members of the MSCI EAFE Index and have increased dividend payments each year for at least 10 years. The Index contains a minimum of 40 stocks, which are equally weighted. Generally, no single sector is allowed to comprise more than 30% of the Index's weight, and no single country is allowed to comprise more than 50% of the Index's weight.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Novo Nordisk A/S, Class B |
1.5 |
% |
|||||
Fresenius SE & Co. KGaA |
1.5 |
% |
|||||
BAE Systems plc |
1.5 |
% |
|||||
Nissan Chemical Corp. |
1.5 |
% |
|||||
Tokio Marine Holdings, Inc. |
1.5 |
% |
MSCI EAFE Dividend
Masters
Index – Composition
% of Index |
|||||||
Industrials |
18.9 |
% |
|||||
Health Care |
17.9 |
% |
|||||
Information Technology |
16.2 |
% |
|||||
Consumer Staples |
12.1 |
% |
|||||
Utilities |
8.4 |
% |
|||||
Financials |
8.0 |
% |
|||||
Consumer Discretionary |
7.9 |
% |
|||||
Materials |
4.7 |
% |
|||||
Real Estate |
2.9 |
% |
|||||
Energy |
1.7 |
% |
|||||
Communication Services |
1.3 |
% |
MSCI EAFE Dividend
Masters
Index – Country
% of Index |
|||||||
Japan |
28.5 |
% |
|||||
United Kingdom |
19.3 |
% |
|||||
Switzerland |
10.8 |
% |
|||||
Germany |
9.3 |
% |
|||||
Hong Kong |
7.0 |
% |
|||||
Australia |
6.2 |
% |
|||||
Others |
5.7 |
% |
|||||
Denmark |
4.9 |
% |
|||||
Belgium |
3.3 |
% |
|||||
Netherlands |
3.3 |
% |
|||||
France |
1.7 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XI
ProShares MSCI Emerging Markets Dividend Growers ETF (Ticker: EMDV)
ProShares MSCI Emerging Markets Dividend Growers ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the MSCI Emerging Markets Dividend Masters Index (the "Index"). The Index, constructed and maintained by MSCI, targets companies that are currently members of the MSCI Emerging Markets Index and have increased dividend payments each year for at least 7 years. The Index contains a minimum of 40 stocks, which are equally weighted. Generally, no single sector is allowed to comprise more than 30% of the Index's weight, and no single country is allowed to comprise more than 50% of the Index's weight.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Longfor Group Holdings Ltd. |
2.6 |
% |
|||||
China Railway Group
Ltd., Class A |
2.5 |
% |
|||||
People's Insurance
Co. Group of China Ltd. (The), Class H |
2.4 |
% |
|||||
Chailease Holding Co. Ltd. |
2.4 |
% |
|||||
Sinoma Science &
Technology Co. Ltd., Class A |
2.4 |
% |
MSCI Emerging Markets Dividend Masters Index – Composition
% of Index |
|||||||
Health Care |
18.4 |
% |
|||||
Financials |
15.1 |
% |
|||||
Consumer Staples |
13.2 |
% |
|||||
Utilities |
11.0 |
% |
|||||
Materials |
10.0 |
% |
|||||
Consumer Discretionary |
8.9 |
% |
|||||
Real Estate |
7.8 |
% |
|||||
Communication Services |
7.7 |
% |
|||||
Industrials |
4.1 |
% |
|||||
Information Technology |
3.8 |
% |
MSCI Emerging Markets Dividend Masters Index – Country
% of Index |
|||||||
China |
51.5 |
% |
|||||
India |
18.8 |
% |
|||||
Mexico |
7.2 |
% |
|||||
Malaysia |
4.1 |
% |
|||||
Greece |
4.1 |
% |
|||||
Taiwan |
3.9 |
% |
|||||
Korea |
3.8 |
% |
|||||
Turkey |
2.8 |
% |
|||||
Brazil |
2.0 |
% |
|||||
Colombia |
1.8 |
% |
XII :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares MSCI Europe Dividend Growers ETF (Ticker: EUDV)
ProShares MSCI Europe Dividend Growers ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the MSCI Europe Dividend Masters Index (the "Index"). The Index, constructed and maintained by MSCI, targets companies that are currently members of the MSCI Europe Index and have increased dividend payments each year for at least 10 years. The Index contains a minimum of 25 stocks, which are equally weighted. Generally, no single sector is allowed to comprise more than 30% of the Index's weight, and no single country is allowed to comprise more than 50% of the Index's weight.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Novo Nordisk A/S, Class B |
2.8 |
% |
|||||
Fresenius SE & Co. KGaA |
2.8 |
% |
|||||
BAE Systems plc |
2.7 |
% |
|||||
UCB SA |
2.6 |
% |
|||||
Diageo plc |
2.6 |
% |
MSCI Europe Dividend
Masters
Index – Composition
% of Index |
|||||||
Health Care |
25.2 |
% |
|||||
Industrials |
24.3 |
% |
|||||
Information Technology |
14.8 |
% |
|||||
Consumer Staples |
10.2 |
% |
|||||
Materials |
8.0 |
% |
|||||
Financials |
7.9 |
% |
|||||
Utilities |
7.4 |
% |
|||||
Communication Services |
2.2 |
% |
MSCI Europe Dividend
Masters
Index – Country
% of Index |
|||||||
United Kingdom |
33.2 |
% |
|||||
Switzerland |
18.4 |
% |
|||||
Germany |
15.9 |
% |
|||||
Denmark |
8.4 |
% |
|||||
Belgium |
5.7 |
% |
|||||
Netherlands |
5.7 |
% |
|||||
France |
3.0 |
% |
|||||
Italy |
2.6 |
% |
|||||
Spain |
2.5 |
% |
|||||
Ireland |
2.4 |
% |
|||||
Norway |
2.2 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XIII
ProShares MSCI Transformational Changes ETF (Ticker: ANEW)
ProShares MSCI Transformational Changes ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the MSCI Global Transformational Changes Index (the "Index"). The Index, constructed and maintained by MSCI, selects companies which may benefit from transformational changes in how people work, take care of their health, and consume and connect — changes accelerated by COVID-19. The Index includes U.S., non-U.S. developed, and emerging market companies providing products or services associated with one or more of four Transformational Changes, as determined by the MSCI, Inc.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
International
Flavors & Fragrances, Inc. |
2.1 |
% |
|||||
Booking Holdings, Inc. |
2.1 |
% |
|||||
Walt Disney Co. (The) |
2.1 |
% |
|||||
Deere & Co. |
2.1 |
% |
|||||
Netflix, Inc. |
2.1 |
% |
MSCI Global Transformational Changes Index – Composition
% of Index |
|||||||
Information Technology |
26.2 |
% |
|||||
Health Care |
24.9 |
% |
|||||
Communication Services |
16.9 |
% |
|||||
Materials |
12.8 |
% |
|||||
Consumer Discretionary |
9.9 |
% |
|||||
Consumer Staples |
4.4 |
% |
|||||
Industrials |
4.2 |
% |
|||||
Real Estate |
0.5 |
% |
|||||
Financials |
0.2 |
% |
MSCI Global Transformational Changes Index – Country
% of Index |
|||||||
United States |
79.4 |
% |
|||||
China |
4.6 |
% |
|||||
Germany |
4.1 |
% |
|||||
Others |
2.3 |
% |
|||||
Switzerland |
1.9 |
% |
|||||
Ireland |
1.9 |
% |
|||||
Canada |
1.9 |
% |
|||||
Japan |
1.4 |
% |
|||||
Taiwan |
1.0 |
% |
|||||
Denmark |
0.8 |
% |
|||||
Singapore |
0.7 |
% |
XIV :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Nanotechnology ETF (Ticker: TINY)
ProShares Nanotechnology ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Solactive Nanotechnology Index (the "Index"). The Index is constructed and maintained by Solactive AG. The Index consists of companies that are listed on a stock exchange and meet certain market capitalization and liquidity requirements. The Index consists of companies focused on making or applying nanotechnology innovations that allow for improved products, processes, or techniques through control or measurement of material at nanoscale. The Index includes companies exposed to nanotechnology through involvement in one or more of the following product or service areas; (i) Production of nanotechnology, which can be defined as the use of matter on an atomic and molecular level; (ii) Active in the fields of nanomedicine, nanomaterials, nanoelectronics, nanometrology or molecular nanotechnology; and (iii) Technologies that promote advances in or research related to nanotechnologies.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Taiwan Semiconductor
Manufacturing Co. Ltd. (ADR) |
5.1 |
% |
|||||
Advanced Micro
Devices, Inc. |
5.0 |
% |
|||||
Axcelis Technologies, Inc. |
4.9 |
% |
|||||
NVIDIA Corp. |
4.9 |
% |
|||||
KLA Corp. |
4.9 |
% |
Solactive
Nanotechnology
Index – Composition
% of Index |
|||||||
Information Technology |
75.6 |
% |
|||||
Health Care |
15.9 |
% |
|||||
Materials |
6.6 |
% |
|||||
Industrials |
1.9 |
% |
Solactive
Nanotechnology
Index – Country
% of Index |
|||||||
United States |
71.9 |
% |
|||||
Japan |
10.3 |
% |
|||||
Taiwan |
5.3 |
% |
|||||
Netherlands |
4.8 |
% |
|||||
United Kingdom |
2.8 |
% |
|||||
South Korea |
2.5 |
% |
|||||
Singapore |
1.2 |
% |
|||||
Israel |
1.2 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XV
ProShares Nasdaq-100 Dorsey Wright Momentum ETF (Ticker: QQQA)
ProShares Nasdaq-100 Dorsey Wright Momentum ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the Nasdaq-100 Dorsey Wright Momentum Index (the "Index"). The Index, which is constructed and maintained by Dorsey, Wright & Associates, LLC ("Dorsey Wright"), consists of 21 securities from the Nasdaq-100 Index with the highest price momentum as determined by Dorsey Wright. The Nasdaq-100 includes 100 of the largest domestic and international non-financial companies listed on The Nasdaq Stock Market based on market capitalization. Dorsey Wright ranks each stock in the Nasdaq-100 based on relative performance using its proprietary "Relative Strength" momentum measure. The 21 stocks ranked the highest at each reconstitution (January, April, July and October) are included in the Index and assigned equal weights. The weightings of each security in the Index may fluctuate between reconstitution dates.
Allocation of Portfolio Holdings & Index Composition as of 5/31/23
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Pinduoduo, Inc. (ADR) |
6.3 |
% |
|||||
Ross Stores, Inc. |
5.8 |
% |
|||||
Netflix, Inc. |
5.4 |
% |
|||||
Synopsys, Inc. |
4.9 |
% |
|||||
Cintas Corp. |
4.9 |
% |
Nasdaq-100 Dorsey Wright Momentum Index – Composition
% of Index |
|||||||
Information Technology |
27.8 |
% |
|||||
Health Care |
21.7 |
% |
|||||
Consumer Discretionary |
16.9 |
% |
|||||
Communication Services |
10.0 |
% |
|||||
Industrials |
9.8 |
% |
|||||
Consumer Staples |
9.0 |
% |
|||||
Utilities |
4.8 |
% |
Nasdaq-100 Dorsey Wright Momentum Index – Country
% of Index |
|||||||
United States |
93.7 |
% |
|||||
China |
6.3 |
% |
XVI :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares On-Demand ETF (Ticker: OND)
ProShares On-Demand ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the FactSet On-Demand Index (the "Index"). The Index is owned and administered by FactSet Research Systems, Inc. (the "Index Provider"). The Index consists of companies which provide on-demand platforms and services to consumers. The Index includes companies whose principal business is the provision of platforms and services for on-demand access to lifestyle needs including digital media, egaming, fitness, food delivery, ridesharing, or virtual reality experiences, as determined by the Index methodology. In order to be included in the Index, a company must be included in at least one of 15 FactSet® Revere Business Industry Classification System Sub-Industries ("RBICS Sub-Industries") that the Index Provider has identified as on-demand related. The 15 eligible RBICS Sub-Industries are Console Games Software, Fitness and Exercise Equipment, Food Delivery Services, General Entertainment Content Providers and Sites, Handheld and Smart Phone Games Software, Home and Office Virtual Reality Software, Media Download and Streaming Digital Content Sites, Mobile Platform Applications Software, Multi-Type Passenger Transportation (e.g., ride-sharing platforms), Online Game Websites and Software, Other Games Software, Other Media Equipment Manufacturing, Video Multimedia Semiconductors, Virtual Reality Design and Engineering Software and Virtual Reality Equipment.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Netflix, Inc. |
7.4 |
% |
|||||
Uber Technologies, Inc. |
5.8 |
% |
|||||
ROBLOX Corp., Class A |
5.1 |
% |
|||||
Delivery Hero SE |
4.8 |
% |
|||||
Activision Blizzard, Inc. |
4.6 |
% |
FactSet On-Demand
Index – Composition
% of Index |
|||||||
Communication Services |
60.4 |
% |
|||||
Consumer Discretionary |
21.4 |
% |
|||||
Industrials |
12.0 |
% |
|||||
Information Technology |
6.2 |
% |
FactSet On-Demand
Index – Country
% of Index |
|||||||
United States |
51.3 |
% |
|||||
Japan |
11.3 |
% |
|||||
China |
10.3 |
% |
|||||
South Korea |
6.8 |
% |
|||||
Germany |
4.8 |
% |
|||||
Singapore |
3.9 |
% |
|||||
Luxembourg |
3.4 |
% |
|||||
Netherlands |
2.9 |
% |
|||||
Sweden |
2.0 |
% |
|||||
France |
1.8 |
% |
|||||
India |
1.5 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XVII
ProShares Online Retail ETF (Ticker: ONLN)
ProShares Online Retail ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the ProShares Online Retail Index (the "Index"). The Index is constructed and maintained by Solactive AG. The Index is designed to measure the performance of publicly traded companies that principally sell online or through other non-store sales channels, such as through mobile or app purchases, rather than through "bricks and mortar" store locations ("Online Retailers"). The Index may include U.S. and non-U.S. companies. To be included in the Index, an online retailer's securities must be listed on a U.S. stock exchange, must have a minimum market capitalization of $500 million and must meet certain liquidity requirements. Non-U.S. companies may not make up more than 25% of the Index. Companies are weighted in the Index using a modified market capitalization approach.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Amazon.com, Inc. |
23.0 |
% |
|||||
Alibaba Group
Holding Ltd. (ADR) |
12.1 |
% |
|||||
eBay, Inc. |
6.5 |
% |
|||||
Sea Ltd. (ADR) |
5.1 |
% |
|||||
Pinduoduo, Inc. (ADR) |
4.9 |
% |
ProShares Online Retail
Index – Composition
% of Index |
|||||||
Consumer Discretionary |
87.8 |
% |
|||||
Communication Services |
8.2 |
% |
|||||
Health Care |
3.8 |
% |
|||||
Consumer Staples |
0.2 |
% |
ProShares Pet Care ETF (Ticker: PAWZ)
ProShares Pet Care ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the FactSet Pet Care Index (the "Index"). The Index consists of U.S. and international companies that potentially stand to benefit from interest in, and resources spent on, pet ownership. The Fund intends to hold each security in approximately the same proportion as its weighting in the Index. The Index consists primarily of companies whose principal business is pet-care related (i.e., they derive significant revenue from pet care-related products or services), as determined in accordance with the Index methodology. The Index is owned and administered by FactSet Research Systems, Inc.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Zoetis, Inc. |
10.5 |
% |
|||||
IDEXX Laboratories, Inc. |
9.7 |
% |
|||||
Elanco Animal Health, Inc. |
9.6 |
% |
|||||
Chewy, Inc., Class A |
8.1 |
% |
|||||
Dechra Pharmaceuticals plc |
7.3 |
% |
FactSet Pet Care Index – Composition
% of Index |
|||||||
Health Care |
54.5 |
% |
|||||
Consumer Staples |
21.0 |
% |
|||||
Consumer Discretionary |
20.0 |
% |
|||||
Financials |
4.5 |
% |
FactSet Pet Care Index – Country
% of Index |
|||||||
United States |
71.6 |
% |
|||||
United Kingdom |
14.3 |
% |
|||||
Switzerland |
4.7 |
% |
|||||
Canada |
2.5 |
% |
|||||
France |
2.3 |
% |
|||||
Sweden |
1.7 |
% |
|||||
Finland |
1.1 |
% |
|||||
Brazil |
1.0 |
% |
|||||
Japan |
0.8 |
% |
XVIII :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares Russell 2000 Dividend Growers ETF (Ticker: SMDV)
ProShares Russell 2000 Dividend Growers ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Russell 2000® Dividend Growth Index (the "Index"). The Index, constructed and maintained by FTSE International Limited, targets companies that are currently members of the Russell 2000 Index, have increased dividend payments each year for at least 10 consecutive years and meet certain market capitalization and liquidity requirements. The Index contains a minimum of 40 stocks, which are equally weighted. No single sector is allowed to comprise more than 30% of the Index's weight.
Allocation of Portfolio Holdings & Index Composition as of 5/31/23
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Douglas Dynamics, Inc. |
1.2 |
% |
|||||
Kaiser Aluminum Corp. |
1.2 |
% |
|||||
CNO Financial Group, Inc. |
1.2 |
% |
|||||
Trinity Industries, Inc. |
1.2 |
% |
|||||
Applied Industrial
Technologies, Inc. |
1.2 |
% |
Russell 2000 Dividend
Growth
Index – Composition
% of Index |
|||||||
Financials |
30.9 |
% |
|||||
Industrials |
22.3 |
% |
|||||
Utilities |
15.5 |
% |
|||||
Materials |
9.1 |
% |
|||||
Consumer Staples |
9.0 |
% |
|||||
Real Estate |
4.6 |
% |
|||||
Health Care |
2.9 |
% |
|||||
Communication Services |
2.6 |
% |
|||||
Information Technology |
2.2 |
% |
|||||
Consumer Discretionary |
0.9 |
% |
ProShares Russell U.S. Dividend Growers ETF (Ticker: TMDV)
ProShares Russell U.S. Dividend Growers ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Russell 3000® Dividend Elite Index (the "Index"). The Index, constructed and maintained by FTSE International Limited, targets companies that are currently members of the Russell 3000 Index, which represents approximately 98% of the investable U.S. equity market, have increased dividend payments each year for at least 35 years and meet certain liquidity requirements. The Index contains a minimum of 40 stocks, which are equally weighted. No single sector is allowed to comprise more than 30% of the Index's weight.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Tootsie Roll Industries, Inc. |
1.8 |
% |
|||||
HB Fuller Co. |
1.8 |
% |
|||||
Air Products and
Chemicals, Inc. |
1.8 |
% |
|||||
Lancaster Colony Corp. |
1.8 |
% |
|||||
Aflac, Inc. |
1.8 |
% |
Russell 3000 Dividend
Elite
Index – Composition
% of Index |
|||||||
Consumer Staples |
25.1 |
% |
|||||
Industrials |
16.9 |
% |
|||||
Financials |
16.1 |
% |
|||||
Materials |
13.0 |
% |
|||||
Utilities |
12.2 |
% |
|||||
Consumer Discretionary |
7.7 |
% |
|||||
Health Care |
5.8 |
% |
|||||
Information Technology |
1.6 |
% |
|||||
Real Estate |
1.6 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XIX
ProShares S&P 500® Bond ETF (Ticker: SPXB)
ProShares S&P 500® Bond ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P 500®/MarketAxess® Investment Grade Corporate Bond Index (the "Index"). The Fund seeks to invest substantially all of its assets in the bonds included in the Index. The Index is constructed and maintained by S&P Dow Jones Indices LLC. The Index consists exclusively of investment grade bonds issued by companies in the S&P500, the most widely used U.S. equity benchmark.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Corporate Bonds |
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.
Largest Long-Term Fixed-Income Holdings
% of Net Assets |
|||||||
Broadcom Corp.,
3.88%, due 01/15/27 |
1.8 |
% |
|||||
AT&T, Inc.,
2.75%, due 06/01/31 |
1.7 |
% |
|||||
Oracle Corp., 1.65%,
due 03/25/26 |
1.6 |
% |
|||||
Bristol-Myers Squibb
Co., 2.90%, due 07/26/24 |
1.6 |
% |
|||||
International
Business Machines Corp., 3.50%, due 05/15/29 |
1.5 |
% |
S&P
500®/MarketAxess® Investment Grade Corporate Bond
Index –
Composition
% of Index |
|||||||
Industrials |
65.9 |
% |
|||||
Financials |
21.7 |
% |
|||||
Utilities |
12.2 |
% |
|||||
Others |
0.2 |
% |
ProShares S&P 500® Dividend Aristocrats ETF (Ticker: NOBL)
ProShares S&P 500® Dividend Aristocrats ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P 500® Dividend Aristocrats® Index (the "Index"). The Index, constructed and maintained by S&P Dow Jones Indices LLC, targets companies that are currently members of the S&P 500®, have increased dividend payments each year for at least 25 years, and meet certain market capitalization and liquidity requirements. The Index contains a minimum of 40 stocks, which are equally weighted, and no single sector is allowed to comprise more than 30% of the Index's weight.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Air Products and
Chemicals, Inc. |
1.8 |
% |
|||||
Expeditors
International of Washington, Inc. |
1.7 |
% |
|||||
Caterpillar, Inc. |
1.7 |
% |
|||||
Linde plc |
1.7 |
% |
|||||
PPG Industries, Inc. |
1.7 |
% |
S&P 500 Dividend
Aristocrats
Index – Composition
% of Index |
|||||||
Consumer Staples |
21.8 |
% |
|||||
Industrials |
19.2 |
% |
|||||
Materials |
12.8 |
% |
|||||
Financials |
11.0 |
% |
|||||
Health Care |
10.3 |
% |
|||||
Consumer Discretionary |
7.7 |
% |
|||||
Utilities |
4.9 |
% |
|||||
Information Technology |
4.8 |
% |
|||||
Real Estate |
4.5 |
% |
|||||
Energy |
3.0 |
% |
XX :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares S&P 500® Ex-Energy ETF (Ticker: SPXE)
ProShares S&P 500® Ex-Energy ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the S&P 500® Ex-Energy Index (the "Index"). The Index seeks to provide exposure to the companies of the S&P 500® Index (the "S&P 500®") with the exception of those companies included in the Energy Sector. The S&P 500® 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. The Index is constructed and maintained by S&P Dow Jones LLC.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
6.9 |
% |
|||||
Microsoft Corp. |
5.8 |
% |
|||||
Amazon.com, Inc. |
2.6 |
% |
|||||
Alphabet, Inc., Class A |
1.9 |
% |
|||||
Berkshire Hathaway,
Inc., Class B |
1.8 |
% |
S&P 500 Ex-Energy Index – Composition
% of Index |
|||||||
Information Technology |
27.8 |
% |
|||||
Health Care |
16.0 |
% |
|||||
Financials |
12.2 |
% |
|||||
Consumer Discretionary |
11.0 |
% |
|||||
Industrials |
8.9 |
% |
|||||
Communication Services |
7.9 |
% |
|||||
Consumer Staples |
7.4 |
% |
|||||
Utilities |
3.2 |
% |
|||||
Materials |
2.8 |
% |
|||||
Real Estate |
2.8 |
% |
ProShares S&P 500® Ex-Financials ETF (Ticker: SPXN)
ProShares S&P 500® Ex-Financials ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the S&P 500® Ex-Financials and Real Estate Index (the "Index"). The Index seeks to provide exposure to the companies of the S&P 500® Index (the "S&P 500®") with the exception of those companies included in the Financials and Real Estate Sectors. The S&P 500® 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. The Index is constructed and maintained by S&P Dow Jones LLC.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
7.6 |
% |
|||||
Microsoft Corp. |
6.5 |
% |
|||||
Amazon.com, Inc. |
2.9 |
% |
|||||
Alphabet, Inc., Class A |
2.1 |
% |
|||||
Alphabet, Inc., Class C |
1.8 |
% |
S&P 500 Ex-Financials and Real Estate Index – Composition
% of Index |
|||||||
Information Technology |
30.8 |
% |
|||||
Health Care |
17.8 |
% |
|||||
Consumer Discretionary |
12.1 |
% |
|||||
Industrials |
9.8 |
% |
|||||
Communication Services |
8.7 |
% |
|||||
Consumer Staples |
8.2 |
% |
|||||
Energy |
6.0 |
% |
|||||
Utilities |
3.5 |
% |
|||||
Materials |
3.1 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XXI
ProShares S&P 500® Ex-Health Care ETF (Ticker: SPXV)
ProShares S&P 500® Ex-Health Care ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the S&P 500® Ex-Health Care Index (the "Index"). The Index seeks to provide exposure to the companies of the S&P 500® Index (the "S&P 500®") with the exception of those companies included in the Health Care Sector. The S&P 500® 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. The Index is constructed and maintained by S&P Dow Jones LLC.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Apple, Inc. |
7.7 |
% |
|||||
Microsoft Corp. |
6.5 |
% |
|||||
Amazon.com, Inc. |
2.9 |
% |
|||||
Alphabet, Inc., Class A |
2.1 |
% |
|||||
Berkshire Hathaway,
Inc., Class B |
2.0 |
% |
S&P 500 Ex-Health
Care
Index – Composition
% of Index |
|||||||
Information Technology |
31.1 |
% |
|||||
Financials |
13.7 |
% |
|||||
Consumer Discretionary |
12.3 |
% |
|||||
Industrials |
10.0 |
% |
|||||
Communication Services |
8.8 |
% |
|||||
Consumer Staples |
8.2 |
% |
|||||
Energy |
6.0 |
% |
|||||
Utilities |
3.5 |
% |
|||||
Materials |
3.2 |
% |
|||||
Real Estate |
3.2 |
% |
ProShares S&P 500® Ex-Technology ETF (Ticker: SPXT)
ProShares S&P 500® Ex-Technology ETF (the "Fund) seeks investment results, before fees and expenses, that track the performance of the S&P 500® Ex-Information Technology Index (the "Index"). The Index seeks to provide exposure to the companies of the S&P 500® Index (the "S&P 500®") with the exception of those companies included in the Information Technology Sector. The S&P 500® 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. The Index is constructed and maintained by S&P Dow Jones LLC.
Allocation of Portfolio Holdings & Index Composition as of 5/31/23
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Amazon.com, Inc. |
3.4 |
% |
|||||
Alphabet, Inc., Class A |
2.4 |
% |
|||||
Berkshire Hathaway,
Inc., Class B |
2.3 |
% |
|||||
Alphabet, Inc., Class C |
2.2 |
% |
|||||
Tesla, Inc. |
2.1 |
% |
S&P 500 Ex-Information Technology Index – Composition
% of Index |
|||||||
Health Care |
20.7 |
% |
|||||
Financials |
15.8 |
% |
|||||
Consumer Discretionary |
14.1 |
% |
|||||
Industrials |
11.5 |
% |
|||||
Communication Services |
10.1 |
% |
|||||
Consumer Staples |
9.5 |
% |
|||||
Energy |
7.0 |
% |
|||||
Utilities |
4.1 |
% |
|||||
Materials |
3.6 |
% |
|||||
Real Estate |
3.6 |
% |
XXII :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares S&P Global Core Battery Metals ETF (Ticker: ION)
ProShares S&P Global Core Battery Metals ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P Global Core Battery Metals Index (the "Index"). The Index measures the performance of companies in the S&P Global Broad Market Index (a global total market index which includes small, mid, and large capitalization companies listed for trading in developed and emerging market countries) that are engaged in the mining of battery metals. The Index consists of companies that had (i) positive total revenue and (ii) positive production value from, in aggregate, the mining of lithium, nickel and cobalt during the previous year. The Index is constructed and maintained by S&P Dow Jones Indices LLC.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Allkem Ltd. |
4.4 |
% |
|||||
Ganfeng Lithium
Group Co. Ltd. |
4.4 |
% |
|||||
IGO Ltd. |
4.3 |
% |
|||||
Pilbara Minerals Ltd. |
4.2 |
% |
|||||
Vale Indonesia Tbk. PT |
4.1 |
% |
S&P Global Core
Battery Metals
Index – Composition
% of Index |
|||||||
Metals & Mining |
86.4 |
% |
|||||
Chemicals |
11.3 |
% |
|||||
Trading Companies
& Distributors |
1.5 |
% |
|||||
Construction & Engineering |
0.8 |
% |
S&P Global Core
Battery Metals
Index – Country
% of Index |
|||||||
Australia |
21.9 |
% |
|||||
China |
13.6 |
% |
|||||
South Africa |
12.6 |
% |
|||||
Others |
10.7 |
% |
|||||
Indonesia |
9.8 |
% |
|||||
Canada |
7.7 |
% |
|||||
United States |
7.3 |
% |
|||||
Japan |
5.6 |
% |
|||||
France |
4.0 |
% |
|||||
Chile |
4.0 |
% |
|||||
Brazil |
2.8 |
% |
ProShares S&P Kensho Cleantech ETF (Ticker: CTEX)
ProShares S&P Kensho Cleantech ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P Kensho Cleantech Index (the "Index"). The Index selects companies focused on building the technologies or products that enable the generation of clean energy, such as solar, wind, geothermal, hydrogen, and hydroelectric. The Index includes companies focused on building technologies or products that enable generation of energy in a clean manner. The Index is constructed and maintained by S&P Dow Jones Indices LLC.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Tesla, Inc. |
4.0 |
% |
|||||
TPI Composites, Inc. |
3.9 |
% |
|||||
Sunrun, Inc. |
3.9 |
% |
|||||
Daqo New Energy
Corp. (ADR) |
3.9 |
% |
|||||
JinkoSolar Holding
Co. Ltd. (ADR) |
3.9 |
% |
S&P Kensho
Cleantech
Index – Composition
% of Index |
|||||||
Industrials |
53.5 |
% |
|||||
Information Technology |
32.7 |
% |
|||||
Utilities |
7.8 |
% |
|||||
Consumer Discretionary |
6.0 |
% |
S&P Kensho
Cleantech
Index – Country
% of Index |
|||||||
United States |
82.1 |
% |
|||||
China |
6.0 |
% |
|||||
Canada |
5.8 |
% |
|||||
Singapore |
5.2 |
% |
|||||
India |
0.9 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XXIII
ProShares S&P Kensho Smart Factories ETF (Ticker: MAKX)
ProShares S&P Kensho Smart Factories ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P Kensho Smart Factories Index (the "Index"). The Index selects companies focused on building the technology empowering the digitalization of manufacturing activities. The Index includes companies focused on products and services that enable factory digitalization. The Index is constructed and maintained by S&P Dow Jones Indices LLC.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
3D Systems Corp. |
5.8 |
% |
|||||
ABB Ltd. (ADR) |
5.0 |
% |
|||||
Cognex Corp. |
4.9 |
% |
|||||
Emerson Electric Co. |
4.9 |
% |
|||||
Rockwell Automation, Inc. |
4.9 |
% |
S&P Kensho Smart
Factories
Index – Composition
% of Index |
|||||||
Information Technology |
66.5 |
% |
|||||
Industrials |
27.5 |
% |
|||||
Communication Services |
6.0 |
% |
S&P Kensho Smart
Factories
Index – Country
% of Index |
|||||||
United States |
80.2 |
% |
|||||
Switzerland |
5.0 |
% |
|||||
South Korea |
4.3 |
% |
|||||
Germany |
3.1 |
% |
|||||
Israel |
3.0 |
% |
|||||
China |
2.7 |
% |
|||||
Turkey |
1.7 |
% |
ProShares S&P MidCap 400® Dividend Aristocrats ETF (Ticker: REGL)
ProShares S&P MidCap 400® Dividend Aristocrats ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P MidCap 400® Dividend Aristocrats Index (the "Index"). The Index, constructed and maintained by S&P Dow Jones Indices LLC, targets companies that are currently members of the S&P MidCap 400® Index, and have increased dividend payments each year for at least 15 years. The Index contains a minimum of 40 stocks which are equally weighted. No single sector is allowed to comprise more than 30% of the Index weight.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
RenaissanceRe Holdings Ltd. |
2.6 |
% |
|||||
SEI Investments Co. |
2.5 |
% |
|||||
Ryder System, Inc. |
2.5 |
% |
|||||
John Wiley &
Sons, Inc., Class A |
2.4 |
% |
|||||
Polaris, Inc. |
2.4 |
% |
S&P MidCap 400 Dividend Aristocrats Index – Composition
% of Index |
|||||||
Financials |
25.3 |
% |
|||||
Utilities |
21.7 |
% |
|||||
Industrials |
19.0 |
% |
|||||
Materials |
12.9 |
% |
|||||
Consumer Staples |
8.7 |
% |
|||||
Consumer Discretionary |
6.4 |
% |
|||||
Communication Services |
2.3 |
% |
|||||
Real Estate |
2.2 |
% |
|||||
Health Care |
1.5 |
% |
XXIV :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
ProShares S&P Technology Dividend Aristocrats ETF (Ticker: TDV)
ProShares S&P Technology Dividend Aristocrats ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the S&P® Technology Dividend Aristocrats® Index (the "Index"). The Index, constructed and maintained by S&P Dow Jones Indices LLC, targets companies from the U.S. technology sector and select U.S. technology-related companies from the communication services and consumer discretionary sectors. To be included in the Index, a company must have increased dividend payments each year for at least 7 years, its shares must be listed on a U.S. national securities exchange, and it must meet certain minimum liquidity requirements.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
KLA Corp. |
3.1 |
% |
|||||
Microchip Technology, Inc. |
2.9 |
% |
|||||
Lam Research Corp. |
2.9 |
% |
|||||
Broadcom, Inc. |
2.8 |
% |
|||||
Power Integrations, Inc. |
2.7 |
% |
S&P Technology Dividend Aristocrats Index – Composition
% of Index |
|||||||
Information Technology |
95.8 |
% |
|||||
Communication Services |
2.2 |
% |
|||||
Consumer Discretionary |
2.0 |
% |
ProShares Short Bitcoin Strategy ETF (Ticker: BITI)
ProShares Short Bitcoin Strategy ETF (the "Fund") seeks daily investment results, before fees and expenses, that correspond to the inverse (-1X) of the return of the S&P CME Bitcoin Futures Index (the "Index") for a single day, not for any other period. The Fund does not invest directly in bitcoin nor does it directly short bitcoin. Instead, the Fund seeks to benefit from decreases in the price of bitcoin futures contracts for a single day. The Fund expects to gain exposure to these investments by investing a portion of its assets in the ProShares Cayman Bitcoin Inverse Strategy Portfolio, a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands (the "Subsidiary"). Unlike the Fund, the Subsidiary is not an investment company registered under the Investment Company Act of 1940. The Fund's investment in the Subsidiary is intended to provide the Fund with exposure to commodity markets in accordance with applicable rules and regulations. The Fund will generally limit investments in the Subsidiary to 25% but it may exceed that amount if the Advisor believes doing so is in the best interest of the Fund, such as to help achieve the Fund's investment objective or increase the tax efficiency of the Fund.
The Index is constructed and maintained by S&P Dow Jones Indices LLC. The Index measures the performance of the front-month bitcoin futures contract trading on the Chicago Mercantile Exchange. The Index is constructed from futures contracts and includes a provision for the replacement of the Index futures contracts as the contracts approach maturity, often referred to as "rolling" a futures contract.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Futures Contracts |
(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 CME Bitcoin Futures Index – Composition
% of Index |
|||||||
Bitcoin Futures |
100 |
% |
PROSHARES TRUST ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION :: NOVEMBER 30, 2022 (UNAUDITED) :: XXV
ProShares Smart Materials ETF (Ticker: TINT)
ProShares Smart Materials ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the Solactive Smart Materials Index (the "Index"). The Index selects companies focused on making or applying industrial innovations which allow for improved products, processes, or techniques through advanced, responsive, or intelligent materials. The Index is constructed and maintained by Solactive AG.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
DuPont de Nemours, Inc. |
4.9 |
% |
|||||
Applied Materials, Inc. |
4.9 |
% |
|||||
Ingevity Corp. |
4.8 |
% |
|||||
PPG Industries, Inc. |
4.7 |
% |
|||||
Akzo Nobel NV |
4.6 |
% |
Solactive Smart
Materials
Index – Composition
% of Index |
|||||||
Materials |
71.0 |
% |
|||||
Information Technology |
19.5 |
% |
|||||
Industrials |
9.5 |
% |
Solactive Smart
Materials
Index – Country
% of Index |
|||||||
United States |
57.7 |
% |
|||||
South Korea |
14.2 |
% |
|||||
France |
8.3 |
% |
|||||
Netherlands |
4.6 |
% |
|||||
Japan |
4.4 |
% |
|||||
Switzerland |
4.4 |
% |
|||||
Belgium |
4.3 |
% |
|||||
Singapore |
1.4 |
% |
|||||
Canada |
0.7 |
% |
ProShares Supply Chain Logistics ETF (Ticker: SUPL)
ProShares Supply Chain Logistics ETF (the "Fund") seeks investment results, before fees and expenses, that track the performance of the FactSet Supply Chain Logistics Index (the "Index"). The Index consists of companies involved in the supply chain logistics required to move raw materials, intermediate goods, and finished products around the globe. Supply chain logistics includes activities such as the provision of logistics support, logistics software, rail and air freight, trucking, and sea shipping. The Index is owned and administered by FactSet Research Systems, Inc.
Allocation of Portfolio Holdings & Index Composition as of 11/30/22
Market Exposure
Investment Type |
% of Net Assets |
||||||
Equity Securities |
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.
Largest Equity Holdings
Company |
% of Net Assets |
||||||
Old Dominion Freight
Line, Inc. |
5.5 |
% |
|||||
Canadian Pacific Railway Ltd. |
5.4 |
% |
|||||
Expeditors
International of Washington, Inc. |
5.2 |
% |
|||||
United Parcel
Service, Inc., Class B |
5.1 |
% |
|||||
CSX Corp. |
5.0 |
% |
FactSet Supply Chain
Logistics
Index – Composition
% of Index |
|||||||
Industrials |
95.6 |
% |
|||||
Information Technology |
4.4 |
% |
FactSet Supply Chain
Logistics
Index – Country
% of Index |
|||||||
United States |
44.3 |
% |
|||||
Canada |
8.0 |
% |
|||||
Others |
7.7 |
% |
|||||
China |
7.5 |
% |
|||||
Japan |
5.3 |
% |
|||||
Australia |
4.9 |
% |
|||||
Denmark |
4.8 |
% |
|||||
Germany |
4.8 |
% |
|||||
Taiwan |
4.7 |
% |
|||||
Spain |
4.4 |
% |
|||||
Switzerland |
3.6 |
% |
XXVI :: NOVEMBER 30, 2022 (UNAUDITED) :: ALLOCATION OF PORTFOLIO HOLDINGS & INDEX COMPOSITION PROSHARES TRUST
EXPENSE EXAMPLES
PROSHARES TRUST EXPENSE EXAMPLES (UNAUDITED) :: XXVII
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, 2022.
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, 2022.
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 6/1/2022 |
Ending Account Value 11/30/22 |
Expenses Paid
During the Period* |
Annualized
Expense Ratio During Period |
||||||||||||||||
Big Data Refiners ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
915.40 |
$ |
2.78 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
Bitcoin Strategy ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
543.30 |
$ |
3.71 |
0.96 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.26 |
$ |
4.86 |
0.96 |
% |
|||||||||||
Decline of the Retail Store ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
863.90 |
$ |
3.04 |
0.65 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,021.81 |
$ |
3.29 |
0.65 |
% |
|||||||||||
DJ Brookfield Global Infrastructure ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
942.20 |
$ |
2.19 |
0.45 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.81 |
$ |
2.28 |
0.45 |
% |
|||||||||||
Equities for Rising Rates ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,016.70 |
$ |
1.77 |
0.35 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,023.31 |
$ |
1.78 |
0.35 |
% |
|||||||||||
Global Listed Private Equity ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
935.00 |
$ |
2.91 |
0.60 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.06 |
$ |
3.04 |
0.60 |
% |
|||||||||||
Hedge Replication ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
995.00 |
$ |
4.75 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
High Yield-Interest Rate Hedged |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,005.80 |
$ |
2.51 |
0.50 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.56 |
$ |
2.54 |
0.50 |
% |
XXVIII :: EXPENSE EXAMPLES (UNAUDITED) PROSHARES TRUST
Beginning Account Value 6/1/2022 |
Ending Account Value 11/30/22 |
Expenses Paid
During the Period* |
Annualized
Expense Ratio During Period |
||||||||||||||||
Inflation Expectations ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,019.50 |
$ |
1.52 |
0.30 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,023.56 |
$ |
1.52 |
0.30 |
% |
|||||||||||
Investment Grade-Interest Rate Hedged |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,015.00 |
$ |
1.52 |
0.30 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,023.56 |
$ |
1.52 |
0.30 |
% |
|||||||||||
K-1 Free Crude Oil Strategy ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
836.60 |
$ |
3.41 |
0.74 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,021.36 |
$ |
3.75 |
0.74 |
% |
|||||||||||
Large Cap Core Plus |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
978.40 |
$ |
2.23 |
0.45 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.81 |
$ |
2.28 |
0.45 |
% |
|||||||||||
Long Online/Short Stores ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
867.20 |
$ |
3.04 |
0.65 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,021.81 |
$ |
3.29 |
0.65 |
% |
|||||||||||
Merger ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
975.70 |
$ |
3.71 |
0.75 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,021.31 |
$ |
3.80 |
0.75 |
% |
|||||||||||
Metaverse ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
890.60 |
$ |
2.75 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
MSCI EAFE Dividend Growers ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
966.20 |
$ |
2.46 |
0.50 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.56 |
$ |
2.54 |
0.50 |
% |
|||||||||||
MSCI Emerging Markets Dividend Growers ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
927.40 |
$ |
2.90 |
0.60 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.06 |
$ |
3.04 |
0.60 |
% |
|||||||||||
MSCI Europe Dividend Growers ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
942.70 |
$ |
2.68 |
0.55 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.31 |
$ |
2.79 |
0.55 |
% |
|||||||||||
MSCI Transformational Changes ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
949.80 |
$ |
2.20 |
0.45 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.81 |
$ |
2.28 |
0.45 |
% |
|||||||||||
Nanotechnology ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
917.30 |
$ |
2.79 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
Nasdaq-100 Dorsey Wright Momentum ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
985.70 |
$ |
2.89 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
On-Demand ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
918.70 |
$ |
2.79 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
PROSHARES TRUST EXPENSE EXAMPLES (UNAUDITED) :: XXIX
Beginning Account Value 6/1/2022 |
Ending Account Value 11/30/22 |
Expenses Paid
During the Period* |
Annualized
Expense Ratio During Period |
||||||||||||||||
Online Retail ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
919.30 |
$ |
2.79 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
Pet Care ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
887.40 |
$ |
2.37 |
0.50 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.56 |
$ |
2.54 |
0.50 |
% |
|||||||||||
Russell 2000 Dividend Growers ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,062.30 |
$ |
2.07 |
0.40 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,023.06 |
$ |
2.03 |
0.40 |
% |
|||||||||||
Russell U.S. Dividend Growers ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,060.30 |
$ |
1.81 |
0.35 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,023.31 |
$ |
1.78 |
0.35 |
% |
|||||||||||
S&P 500® Bond ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
957.30 |
$ |
0.74 |
0.15 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,024.32 |
$ |
0.76 |
0.15 |
% |
|||||||||||
S&P 500® Dividend Aristocrats ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,037.60 |
$ |
1.79 |
0.35 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,023.31 |
$ |
1.78 |
0.35 |
% |
|||||||||||
S&P 500® Ex-Energy ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
991.60 |
$ |
0.45 |
0.09 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,024.62 |
$ |
0.46 |
0.09 |
% |
|||||||||||
S&P 500® Ex-Financials ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
993.80 |
$ |
0.45 |
0.09 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,024.62 |
$ |
0.46 |
0.09 |
% |
|||||||||||
S&P 500® Ex-Health Care ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
984.90 |
$ |
0.45 |
0.09 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,024.62 |
$ |
0.46 |
0.09 |
% |
|||||||||||
S&P 500® Ex-Technology ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,004.60 |
$ |
0.45 |
0.09 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,024.62 |
$ |
0.46 |
0.09 |
% |
|||||||||||
S&P Global Core Battery Metals ETF (a) |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,026.90 |
$ |
0.02 |
0.57 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.21 |
$ |
2.89 |
0.57 |
% |
|||||||||||
S&P Kensho Cleantech ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,169.30 |
$ |
3.15 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
S&P Kensho Smart Factories ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,011.90 |
$ |
2.93 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
S&P MidCap 400® Dividend Aristocrats ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,055.90 |
$ |
2.06 |
0.40 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,023.06 |
$ |
2.03 |
0.40 |
% |
XXX :: EXPENSE EXAMPLES (UNAUDITED) PROSHARES TRUST
Beginning Account Value 6/1/2022 |
Ending Account Value 11/30/22 |
Expenses Paid
During the Period* |
Annualized
Expense Ratio During Period |
||||||||||||||||
S&P Technology Dividend Aristocrats ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
1,020.40 |
$ |
2.28 |
0.45 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.81 |
$ |
2.28 |
0.45 |
% |
|||||||||||
Short Bitcoin Strategy ETF (a) |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
965.30 |
$ |
4.17 |
0.95 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,020.31 |
$ |
4.81 |
0.95 |
% |
|||||||||||
Smart Materials ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
869.90 |
$ |
2.72 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
|||||||||||
Supply Chain Logistics ETF |
|||||||||||||||||||
Actual |
$ |
1,000.00 |
$ |
927.90 |
$ |
2.80 |
0.58 |
% |
|||||||||||
Hypothetical |
$ |
1,000.00 |
$ |
1,022.16 |
$ |
2.94 |
0.58 |
% |
* Expenses are equal to the average account value multiplied by the Fund's annualized expense ratio multiplied by 183/365 (the number of days in the most recent fiscal half-year divided by the number of days in the fiscal year).
(a) The Fund commenced operations on November 29, 2022. Actual Expenses Paid During the Period are equal to the Fund's annualized net expense ratio, multiplied by the average account value over the period, multiplied by 1 divided by 365 (to reflect the actual days in the period). Hypothetical Expenses Paid During the Period are equal to the Fund's annualized net expense ratio, multiplied by the average account value over the period, multiplied by 183 divided by 365 (to reflect the one-half year period).
(b) The Fund commenced operations on June 19, 2022. Actual Expenses Paid During the Period are equal to the Fund's annualized net expense ratio, multiplied by the average account value over the period, multiplied by 163 divided by 365 (to reflect the actual days in the period). Hypothetical Expenses Paid During the Period are equal to the Fund's annualized net expense ratio, multiplied by the average account value over the period, multiplied by 183 divided by 365 (to reflect the one-half year period).
PROSHARES TRUST EXPENSE EXAMPLES (UNAUDITED) :: XXXI
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SCHEDULE OF PORTFOLIO INVESTMENTS
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: 1
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.8% |
|||||||||||
Commercial Services & Supplies — 0.5% |
|||||||||||
Sato Holdings Corp. |
574 |
$ |
8,122 |
||||||||
Communications Equipment — 3.6% |
|||||||||||
NetScout Systems, Inc.* |
1,595 |
59,462 |
|||||||||
Diversified Consumer Services — 0.8% |
|||||||||||
2U, Inc.* |
1,639 |
13,161 |
|||||||||
Electronic Equipment, Instruments & Components — 4.3% |
|||||||||||
Zebra Technologies Corp., Class A* |
264 |
71,354 |
|||||||||
IT Services — 9.1% |
|||||||||||
Appen Ltd. |
2,415 |
4,376 |
|||||||||
MongoDB, Inc.* |
323 |
49,319 |
|||||||||
Snowflake, Inc., Class A* |
680 |
97,172 |
|||||||||
150,867 |
|||||||||||
Software — 81.5% |
|||||||||||
Alteryx, Inc., Class A* |
1,281 |
57,453 |
|||||||||
AvePoint, Inc.* |
2,315 |
10,927 |
|||||||||
Braze, Inc., Class A* |
664 |
17,065 |
|||||||||
CommVault Systems, Inc.* |
976 |
64,416 |
|||||||||
Confluent, Inc., Class A* |
2,615 |
60,223 |
|||||||||
Datadog, Inc., Class A* |
837 |
63,428 |
|||||||||
Domo, Inc., Class B* |
648 |
9,266 |
|||||||||
Dynatrace, Inc.* |
2,155 |
83,506 |
|||||||||
Elastic NV* |
1,243 |
76,059 |
|||||||||
Enghouse Systems Ltd. |
962 |
22,242 |
|||||||||
Five9, Inc.* |
872 |
55,904 |
|||||||||
Informatica, Inc., Class A*(a) |
2,434 |
41,816 |
|||||||||
InterDigital, Inc. |
673 |
33,764 |
|||||||||
LivePerson, Inc.* |
1,547 |
18,162 |
|||||||||
MicroStrategy, Inc., Class A*(a) |
209 |
41,401 |
|||||||||
New Relic, Inc.* |
1,315 |
73,995 |
|||||||||
Nice Ltd.* |
445 |
84,388 |
|||||||||
Nutanix, Inc., Class A* |
4,950 |
139,887 |
|||||||||
Palantir Technologies, Inc., Class A* |
9,877 |
74,078 |
|||||||||
PowerSchool Holdings, Inc., Class A* |
962 |
19,634 |
|||||||||
SolarWinds Corp.* |
818 |
7,149 |
|||||||||
Splunk, Inc.* |
837 |
65,018 |
|||||||||
Sumo Logic, Inc.* |
1,993 |
15,147 |
|||||||||
Teradata Corp.* |
2,273 |
77,623 |
|||||||||
Tyler Technologies, Inc.* |
247 |
84,657 |
|||||||||
Verint Systems, Inc.* |
1,411 |
55,495 |
|||||||||
1,352,703 |
|||||||||||
Total Common
Stocks (Cost $2,669,237) |
1,655,669 |
Investments |
Shares |
Value |
|||||||||
Securities Lending Reinvestments (b) — 2.2% |
|||||||||||
Investment Companies — 2.2% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $36,779) |
36,779 |
$ |
36,779 |
||||||||
Total Investments —
102.0% (Cost $2,706,016) |
1,692,448 |
||||||||||
Liabilities in excess of other assets — (2.0%) |
(32,693 |
) |
|||||||||
Net Assets — 100.0% |
$ |
1,659,755 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $39,239, collateralized in the form of cash with a value of $36,779 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $19 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 6.25%, and maturity dates ranging from December 8, 2022 - November 15, 2051. The total value of collateral is $36,798.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $36,779.
Abbreviations
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
25,622 |
|||||
Aggregate gross unrealized depreciation |
(1,051,260 |
) |
|||||
Net unrealized depreciation |
$ |
(1,025,638 |
) |
||||
Federal income tax cost |
$ |
2,718,086 |
See accompanying notes to the financial statements.
2 :: DAT BIG DATA REFINERS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Big Data Refiners ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
92.6 |
% |
|||||
Israel |
5.1 |
% |
|||||
Canada |
1.3 |
% |
|||||
Japan |
0.5 |
% |
|||||
Australia |
0.3 |
% |
|||||
Othera |
0.2 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: BIG DATA REFINERS ETF DAT :: 3
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 47.4% |
|||||||||||
U.S. Treasury Obligations — 47.4% |
|||||||||||
U.S. Treasury
Bills 4.15%, 2/16/2023 (a) (Cost $272,581,050) |
$ |
275,000,000 |
$ |
272,575,952 |
|||||||
Total Investments —
47.4% (Cost $272,581,050) |
272,575,952 |
||||||||||
Other assets less liabilities — 52.6% |
301,881,620 |
||||||||||
Net Assets — 100.0% |
$ |
574,457,572 |
(a) The rate shown was the current yield as of November 30, 2022.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
8,952,351 |
|||||
Aggregate gross unrealized depreciation |
(20,950,012 |
) |
|||||
Net unrealized depreciation |
$ |
(11,997,661 |
) |
||||
Federal income tax cost |
$ |
272,581,050 |
Futures Contracts Purchased
Bitcoin Strategy ETF had the following open long futures contracts as of November 30, 2022:
Number
of Contracts |
Expiration Date |
Trading
Currency |
Notional Amount |
Value and
Unrealized Appreciation/ (Depreciation) |
|||||||||||||||||||
CME Bitcoin Futures |
4,935 |
12/30/2022 |
USD |
$ |
421,449,000 |
$ |
(20,944,914 |
) |
|||||||||||||||
CME Bitcoin Futures |
1,800 |
1/27/2023 |
USD |
152,865,000 |
8,952,351 |
||||||||||||||||||
$ |
(11,992,563 |
) |
Abbreviations
USD U.S. Dollar
See accompanying notes to the financial statements.
4 :: BITO BITCOIN STRATEGY ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: CONSOLIDATED SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 77.5% |
|||||||||||
Repurchase Agreements (a) — 77.5% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $11,872,243 (Cost $11,871,003) |
$ |
11,871,003 |
$ |
11,871,003 |
|||||||
Total Investments —
77.5% (Cost $11,871,003) |
11,871,003 |
||||||||||
Other assets less liabilities — 22.5% |
3,455,271 |
||||||||||
Net Assets — 100.0% |
$ |
15,326,274 |
(a) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
— |
|||||
Aggregate gross unrealized depreciation |
(2,338,951 |
) |
|||||
Net unrealized depreciation |
$ |
(2,338,951 |
) |
||||
Federal income tax cost |
$ |
11,871,003 |
Swap Agreementsa
Decline of the Retail Store ETF had the following open non-exchange traded total return swap agreements as of November 30, 2022:
Notional Amount ($) |
Termination Dateb |
Counterparty |
Rate Paid
(Received)c |
Reference Instrument |
Value and
Unrealized Depreciationd ($) |
Financial Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net Amounte ($) |
|||||||||||||||||||||||||||
(9,018,228 |
) |
11/6/2023 |
BNP Paribas SA |
(3.78 |
)% |
Solactive- ProShares Bricks and Mortar Retail Store Index |
(1,693,094 |
) |
— |
1,693,094 |
— |
||||||||||||||||||||||||
(222,404 |
) |
3/7/2023 |
Goldman Sachs International |
(2.83 |
)% |
Solactive- ProShares Bricks and Mortar Retail Store Index |
(18,703 |
) |
— |
18,703 |
— |
||||||||||||||||||||||||
(739,117 |
) |
3/7/2023 |
Societe Generale |
(3.08 |
)% |
Solactive- ProShares Bricks and Mortar Retail Store Index |
(614 |
) |
— |
614 |
— |
||||||||||||||||||||||||
(5,342,711 |
) |
3/6/2024 |
UBS AG |
(3.58 |
)% |
Solactive- ProShares Bricks and Mortar Retail Store Index |
(626,540 |
) |
— |
626,540 |
— |
||||||||||||||||||||||||
(15,322,460 |
) |
(2,338,951 |
) |
||||||||||||||||||||||||||||||||
Total Unrealized
Depreciation |
(2,338,951 |
) |
a The Fund's Swap Agreements are not accounted for as hedging instruments under ASC 815.
b Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity.
c Reflects the floating financing rate, as of November 30, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation).
d The Fund discloses amounts due to the Fund from the counterparty (unrealized appreciation on swap agreements) at period end as an asset on its Statement of Assets and Liabilities. Amounts due to the counterparty from the Fund (unrealized depreciation on swap agreements) are disclosed as a liability on its Statement of Assets and Liabilities. The Fund presents these amounts on a gross basis and does not offset or "net" these amounts on its Statement of Assets and Liabilities.
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: DECLINE OF THE RETAIL STORE ETF EMTY :: 5
e Represents the "uncollateralized" amount due from or (to) the counterparty at period end. These amounts could be due to timing differences between the movement of collateral in relation to market movements, or due to agreement provisions allowing minimum "thresholds" that would need to be exceeded prior to the movement of collateral. To the extent that a net amount is due from a counterparty, the Fund would be exposed to the counterparty by such amount and could suffer losses or delays in recovery of that amount in the event of a counterparty default.
See accompanying notes to the financial statements.
6 :: EMTY DECLINE OF THE RETAIL STORE ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 90.8% |
|||||||||||
Construction & Engineering — 6.3% |
|||||||||||
Ferrovial SA |
82,905 |
$ |
2,208,536 |
||||||||
MDU Resources Group, Inc. |
23,681 |
745,715 |
|||||||||
Vinci SA |
89,381 |
8,986,614 |
|||||||||
11,940,865 |
|||||||||||
Diversified Telecommunication Services — 2.8% |
|||||||||||
Cellnex Telecom SA (a) |
94,834 |
3,217,107 |
|||||||||
China Tower Corp. Ltd., Class H (a) |
7,638,379 |
821,442 |
|||||||||
Helios Towers plc* |
72,466 |
100,528 |
|||||||||
Infrastrutture Wireless Italiane SpA (a) |
58,495 |
578,142 |
|||||||||
RAI Way SpA (a) |
15,041 |
82,093 |
|||||||||
Vantage Towers AG (b) |
14,935 |
508,513 |
|||||||||
5,307,825 |
|||||||||||
Electric Utilities — 9.5% |
|||||||||||
Edison International |
44,856 |
2,990,101 |
|||||||||
Elia Group SA/NV |
5,986 |
847,148 |
|||||||||
Eversource Energy |
40,742 |
3,375,882 |
|||||||||
Fortis, Inc. |
79,556 |
3,201,994 |
|||||||||
Hydro One Ltd. (a) |
52,735 |
1,474,847 |
|||||||||
PG&E Corp.* |
189,324 |
2,972,387 |
|||||||||
Red Electrica Corp. SA |
71,938 |
1,257,252 |
|||||||||
Terna — Rete Elettrica Nazionale |
233,828 |
1,778,679 |
|||||||||
17,898,290 |
|||||||||||
Equity Real Estate Investment Trusts (REITs) — 12.2% |
|||||||||||
American Tower Corp. |
54,750 |
12,113,437 |
|||||||||
Crown Castle, Inc. |
50,926 |
7,202,464 |
|||||||||
SBA Communications Corp. |
12,685 |
3,796,621 |
|||||||||
23,112,522 |
|||||||||||
Gas Utilities — 9.1% |
|||||||||||
APA Group |
196,081 |
1,489,277 |
|||||||||
Atmos Energy Corp. |
16,448 |
1,977,050 |
|||||||||
Beijing Enterprises Holdings Ltd. |
78,925 |
249,579 |
|||||||||
Brookfield
Infrastructure Corp., Class A |
16,005 |
750,291 |
|||||||||
Chesapeake Utilities Corp. |
2,061 |
246,764 |
|||||||||
China Gas Holdings Ltd. |
489,832 |
621,466 |
|||||||||
China Resources Gas Group Ltd. |
148,581 |
523,109 |
|||||||||
Enagas SA |
40,730 |
730,270 |
|||||||||
ENN Energy Holdings Ltd. |
125,889 |
1,764,810 |
|||||||||
Hong Kong & China Gas Co. Ltd. |
1,798,614 |
1,528,981 |
|||||||||
Italgas SpA |
80,079 |
467,066 |
|||||||||
Kunlun Energy Co. Ltd. |
655,758 |
503,722 |
|||||||||
Naturgy Energy Group SA |
30,617 |
853,212 |
|||||||||
New Jersey Resources Corp. |
11,177 |
556,056 |
|||||||||
Northwest Natural Holding Co. |
4,064 |
203,647 |
|||||||||
ONE Gas, Inc. |
6,273 |
545,437 |
|||||||||
Snam SpA |
340,706 |
1,725,894 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Southwest Gas Holdings, Inc. |
7,181 |
$ |
491,611 |
||||||||
Spire, Inc. |
6,120 |
453,492 |
|||||||||
Toho Gas Co. Ltd. |
16,305 |
317,740 |
|||||||||
Tokyo Gas Co. Ltd. |
68,161 |
1,246,830 |
|||||||||
Towngas Smart Energy Co. Ltd. |
182,435 |
82,681 |
|||||||||
17,328,985 |
|||||||||||
Media — 0.3% |
|||||||||||
Eutelsat Communications SA |
27,345 |
216,402 |
|||||||||
SES SA, ADR |
63,114 |
431,625 |
|||||||||
648,027 |
|||||||||||
Multi-Utilities — 11.8% |
|||||||||||
ACEA SpA |
6,725 |
92,024 |
|||||||||
CenterPoint Energy, Inc. |
74,024 |
2,302,886 |
|||||||||
Consolidated Edison, Inc. |
41,696 |
4,087,876 |
|||||||||
National Grid plc |
644,192 |
7,876,704 |
|||||||||
NiSource, Inc. |
47,289 |
1,321,255 |
|||||||||
NorthWestern Corp. |
6,541 |
382,060 |
|||||||||
Sempra Energy |
36,957 |
6,141,884 |
|||||||||
Unitil Corp. |
1,911 |
104,761 |
|||||||||
22,309,450 |
|||||||||||
Oil, Gas & Consumable Fuels — 25.3% |
|||||||||||
Antero Midstream Corp. |
38,989 |
441,745 |
|||||||||
Cheniere Energy, Inc. |
29,374 |
5,151,025 |
|||||||||
Enbridge, Inc. |
336,498 |
13,896,194 |
|||||||||
EnLink Midstream LLC* |
29,025 |
373,261 |
|||||||||
Gibson Energy, Inc. |
24,145 |
438,151 |
|||||||||
Hess Midstream LP, Class A |
5,247 |
163,864 |
|||||||||
Keyera Corp. |
36,397 |
847,996 |
|||||||||
Kinder Morgan, Inc. |
233,141 |
4,457,656 |
|||||||||
Koninklijke Vopak NV |
10,741 |
315,753 |
|||||||||
New Fortress Energy, Inc. |
5,601 |
285,091 |
|||||||||
ONEOK, Inc. |
52,543 |
3,516,178 |
|||||||||
Pembina Pipeline Corp. |
92,273 |
3,368,789 |
|||||||||
Plains GP Holdings LP, Class A* |
22,601 |
299,011 |
|||||||||
Targa Resources Corp. |
26,640 |
1,981,750 |
|||||||||
TC Energy Corp. |
168,170 |
7,451,163 |
|||||||||
Williams Cos., Inc. (The) |
143,286 |
4,972,024 |
|||||||||
47,959,651 |
|||||||||||
Transportation Infrastructure — 8.3% |
|||||||||||
Aena SME SA*(a) |
12,216 |
1,567,386 |
|||||||||
Aeroports de Paris* |
4,546 |
694,211 |
|||||||||
Atlantia SpA |
17,844 |
425,775 |
|||||||||
Atlas Arteria Ltd. |
200,625 |
957,305 |
|||||||||
Auckland International Airport Ltd.* |
200,692 |
1,016,787 |
|||||||||
Beijing Capital
International Airport Co. Ltd., Class H* |
275,399 |
177,348 |
|||||||||
China Merchants Port
Holdings Co. Ltd. |
220,489 |
320,108 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: DJ BROOKFIELD GLOBAL INFRASTRUCTURE ETF TOLZ :: 7
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
COSCO SHIPPING Ports Ltd. |
278,466 |
$ |
209,983 |
||||||||
Flughafen Zurich AG (Registered)* |
3,167 |
522,116 |
|||||||||
Fraport AG Frankfurt
Airport Services Worldwide* |
6,100 |
262,984 |
|||||||||
Getlink SE |
66,724 |
1,099,471 |
|||||||||
Grupo Aeroportuario
del Centro Norte SAB de CV, ADR |
5,633 |
391,606 |
|||||||||
Grupo Aeroportuario
del Pacifico SAB de CV, ADR |
5,978 |
971,724 |
|||||||||
Grupo Aeroportuario
del Sureste SAB de CV, ADR |
3,137 |
775,749 |
|||||||||
Hamburger Hafen und Logistik AG |
3,556 |
42,998 |
|||||||||
Hutchison Port Holdings Trust |
831,806 |
154,716 |
|||||||||
Japan Airport Terminal Co. Ltd.* |
15,209 |
685,060 |
|||||||||
Jiangsu Expressway
Co. Ltd., Class H |
201,230 |
181,368 |
|||||||||
Shenzhen Expressway
Corp. Ltd., Class H |
100,950 |
84,653 |
|||||||||
Transurban Group |
510,319 |
4,949,756 |
|||||||||
Westshore Terminals
Investment Corp. |
6,129 |
109,535 |
|||||||||
Yuexiu Transport Infrastructure Ltd. |
148,322 |
69,310 |
|||||||||
15,669,949 |
|||||||||||
Water Utilities — 5.2% |
|||||||||||
American States Water Co. |
4,352 |
426,453 |
|||||||||
American Water Works Co., Inc. |
21,374 |
3,243,718 |
|||||||||
Beijing Enterprises Water Group Ltd. |
767,591 |
203,421 |
|||||||||
California Water Service Group |
6,298 |
408,929 |
|||||||||
China Water Affairs Group Ltd. |
142,437 |
115,431 |
|||||||||
Cia de Saneamento
Basico do Estado de Sao Paulo, ADR |
56,228 |
649,433 |
|||||||||
Essential Utilities, Inc. |
27,780 |
1,340,107 |
|||||||||
Pennon Group plc |
42,942 |
474,084 |
|||||||||
Severn Trent plc |
42,101 |
1,376,129 |
|||||||||
SJW Group |
3,142 |
234,676 |
|||||||||
United Utilities Group plc |
113,321 |
1,398,581 |
|||||||||
9,870,962 |
|||||||||||
Total Common
Stocks (Cost $168,655,552) |
172,046,526 |
||||||||||
Master Limited Partnerships — 7.9% |
|||||||||||
Multi-Utilities — 0.7% |
|||||||||||
Brookfield Infrastructure Partners LP |
37,308 |
1,399,423 |
|||||||||
Oil, Gas & Consumable Fuels — 7.2% |
|||||||||||
Cheniere Energy Partners LP |
4,508 |
279,857 |
|||||||||
Crestwood Equity Partners LP |
8,982 |
266,047 |
|||||||||
DCP Midstream LP |
10,669 |
419,719 |
|||||||||
Energy Transfer LP |
315,809 |
3,960,245 |
|||||||||
Enterprise Products Partners LP |
171,696 |
4,259,778 |
|||||||||
Genesis Energy LP |
13,013 |
137,547 |
Investments |
Shares |
Value |
|||||||||
Master Limited Partnerships (continued) |
|||||||||||
Holly Energy Partners LP |
5,306 |
$ |
99,328 |
||||||||
Magellan Midstream Partners LP |
24,187 |
1,274,655 |
|||||||||
MPLX LP |
42,851 |
1,456,506 |
|||||||||
NuStar Energy LP |
11,440 |
186,815 |
|||||||||
Plains All American Pipeline LP |
52,015 |
646,026 |
|||||||||
Western Midstream Partners LP |
22,384 |
626,304 |
|||||||||
13,612,827 |
|||||||||||
Total Master Limited
Partnerships (Cost $13,124,107) |
15,012,250 |
||||||||||
Closed End Funds — 0.6% |
|||||||||||
Capital Markets — 0.6% |
|||||||||||
3i Infrastructure plc |
102,740 |
402,439 |
|||||||||
Hicl Infrastructure plc |
334,243 |
660,668 |
|||||||||
Total Closed End
Funds (Cost $1,107,588) |
1,063,107 |
||||||||||
Securities Lending Reinvestments (c) — 0.2% |
|||||||||||
Investment Companies — 0.2% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $461,500) |
461,500 |
461,500 |
|||||||||
Principal Amount |
|||||||||||
Short-Term Investments — 0.4% |
|||||||||||
Repurchase Agreements (d) — 0.4% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $735,649 (Cost $735,570) |
$ |
735,570 |
735,570 |
||||||||
Total Investments —
99.9% (Cost $184,084,317) |
189,318,953 |
||||||||||
Other assets less liabilities — 0.1% |
113,830 |
||||||||||
Net Assets — 100.0% |
$ |
189,432,783 |
* Non-income producing security.
(a) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
(b) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $442,630, collateralized in the form of cash with a value of $461,500 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments.
See accompanying notes to the financial statements.
8 :: TOLZ DJ BROOKFIELD GLOBAL INFRASTRUCTURE ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
(c) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $461,500.
(d) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
14,597,803 |
|||||
Aggregate gross unrealized depreciation |
(9,739,090 |
) |
|||||
Net unrealized appreciation |
$ |
4,858,713 |
|||||
Federal income tax cost |
$ |
184,460,240 |
DJ Brookfield Global Infrastructure ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
49.1 |
% |
|||||
Canada |
17.4 |
% |
|||||
United Kingdom |
6.5 |
% |
|||||
France |
5.8 |
% |
|||||
Spain |
5.2 |
% |
|||||
Australia |
3.9 |
% |
|||||
Italy |
2.7 |
% |
|||||
China |
2.2 |
% |
|||||
Hong Kong |
1.8 |
% |
|||||
Japan |
1.2 |
% |
|||||
Mexico |
1.1 |
% |
|||||
New Zealand |
0.5 |
% |
|||||
Belgium |
0.4 |
% |
|||||
Germany |
0.4 |
% |
|||||
Brazil |
0.3 |
% |
|||||
Switzerland |
0.3 |
% |
|||||
Luxembourg |
0.2 |
% |
|||||
Netherlands |
0.2 |
% |
|||||
Singapore |
0.1 |
% |
|||||
Othera |
0.7 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: DJ BROOKFIELD GLOBAL INFRASTRUCTURE ETF TOLZ :: 9
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.7% |
|||||||||||
Aerospace & Defense — 3.1% |
|||||||||||
Howmet Aerospace, Inc. |
31,303 |
$ |
1,179,184 |
||||||||
Textron, Inc. |
16,619 |
1,186,264 |
|||||||||
2,365,448 |
|||||||||||
Banks — 20.5% |
|||||||||||
Bank of America Corp. |
64,120 |
2,426,942 |
|||||||||
Citizens Financial Group, Inc. |
56,358 |
2,388,452 |
|||||||||
Huntington Bancshares, Inc. |
146,922 |
2,274,353 |
|||||||||
JPMorgan Chase & Co. |
18,530 |
2,560,475 |
|||||||||
M&T Bank Corp. |
10,982 |
1,867,160 |
|||||||||
PNC Financial
Services Group, Inc. (The) |
12,959 |
2,180,481 |
|||||||||
Truist Financial Corp. |
44,475 |
2,081,875 |
|||||||||
15,779,738 |
|||||||||||
Capital Markets — 9.2% |
|||||||||||
Charles Schwab Corp. (The) |
26,944 |
2,223,958 |
|||||||||
Raymond James Financial, Inc. |
19,596 |
2,290,772 |
|||||||||
State Street Corp. |
31,844 |
2,537,012 |
|||||||||
7,051,742 |
|||||||||||
Chemicals — 15.3% |
|||||||||||
Albemarle Corp. |
4,881 |
1,356,869 |
|||||||||
Celanese Corp. |
14,290 |
1,533,317 |
|||||||||
Dow, Inc. |
29,387 |
1,497,855 |
|||||||||
DuPont de Nemours, Inc. |
19,210 |
1,354,497 |
|||||||||
Eastman Chemical Co. |
18,170 |
1,573,886 |
|||||||||
LyondellBasell Industries NV, Class A |
17,148 |
1,457,752 |
|||||||||
Mosaic Co. (The) |
26,711 |
1,370,274 |
|||||||||
Westlake Corp. |
14,859 |
1,599,571 |
|||||||||
11,744,021 |
|||||||||||
Communications Equipment — 3.1% |
|||||||||||
Arista Networks, Inc.* |
5,718 |
796,517 |
|||||||||
Cisco Systems, Inc. |
16,137 |
802,332 |
|||||||||
Motorola Solutions, Inc. |
2,882 |
784,480 |
|||||||||
2,383,329 |
|||||||||||
Consumer Finance — 4.6% |
|||||||||||
American Express Co. |
7,177 |
1,131,023 |
|||||||||
Capital One Financial Corp. |
10,505 |
1,084,536 |
|||||||||
Synchrony Financial |
34,346 |
1,290,723 |
|||||||||
3,506,282 |
|||||||||||
Containers & Packaging — 4.0% |
|||||||||||
Avery Dennison Corp. |
7,935 |
1,534,074 |
|||||||||
International Paper Co. |
40,725 |
1,511,712 |
|||||||||
3,045,786 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Diversified Telecommunication Services — 1.9% |
|||||||||||
AT&T, Inc. |
42,078 |
$ |
811,264 |
||||||||
Verizon Communications, Inc. |
17,000 |
662,660 |
|||||||||
1,473,924 |
|||||||||||
Energy Equipment & Services — 3.0% |
|||||||||||
Schlumberger Ltd. |
44,949 |
2,317,121 |
|||||||||
Entertainment — 0.9% |
|||||||||||
Roku, Inc.* |
11,445 |
679,490 |
|||||||||
Industrial Conglomerates — 1.8% |
|||||||||||
General Electric Co. |
15,639 |
1,344,485 |
|||||||||
IT Services — 1.4% |
|||||||||||
FleetCor Technologies, Inc.* |
5,496 |
1,078,315 |
|||||||||
Machinery — 3.1% |
|||||||||||
Parker-Hannifin Corp. |
3,996 |
1,194,564 |
|||||||||
Westinghouse Air
Brake Technologies Corp. |
11,902 |
1,203,173 |
|||||||||
2,397,737 |
|||||||||||
Media — 3.2% |
|||||||||||
Charter
Communications, Inc., Class A* |
2,128 |
832,665 |
|||||||||
Comcast Corp., Class A |
22,008 |
806,373 |
|||||||||
Liberty Broadband Corp., Class C* |
8,747 |
794,753 |
|||||||||
2,433,791 |
|||||||||||
Metals & Mining — 2.4% |
|||||||||||
Freeport-McMoRan, Inc. |
47,230 |
1,879,754 |
|||||||||
Oil, Gas & Consumable Fuels — 21.3% |
|||||||||||
Devon Energy Corp. |
26,837 |
1,838,871 |
|||||||||
Hess Corp. |
14,806 |
2,130,731 |
|||||||||
Marathon Oil Corp. |
71,466 |
2,189,004 |
|||||||||
Marathon Petroleum Corp. |
16,245 |
1,978,803 |
|||||||||
ONEOK, Inc. |
31,493 |
2,107,512 |
|||||||||
Ovintiv, Inc. |
35,080 |
1,956,061 |
|||||||||
Phillips 66 |
19,992 |
2,167,933 |
|||||||||
Valero Energy Corp. |
15,102 |
2,017,929 |
|||||||||
16,386,844 |
|||||||||||
Wireless Telecommunication Services — 0.9% |
|||||||||||
T-Mobile US, Inc.* |
4,811 |
728,674 |
|||||||||
Total Common
Stocks (Cost $77,112,813) |
76,596,481 |
See accompanying notes to the financial statements.
10 :: EQRR EQUITIES FOR RISING RATES ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (a) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $47,388 (Cost $47,383) |
$ |
47,383 |
$ |
47,383 |
|||||||
Total Investments —
99.8% (Cost $77,160,196) |
76,643,864 |
||||||||||
Other assets less liabilities — 0.2% |
150,796 |
||||||||||
Net Assets — 100.0% |
$ |
76,794,660 |
* Non-income producing security.
(a) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
5,547,127 |
|||||
Aggregate gross unrealized depreciation |
(6,137,482 |
) |
|||||
Net unrealized depreciation |
$ |
(590,355 |
) |
||||
Federal income tax cost |
$ |
77,234,219 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: EQUITIES FOR RISING RATES ETF EQRR :: 11
Investments |
Shares |
Value |
|||||||||
Common Stocks — 87.1% |
|||||||||||
Capital Markets — 70.1% |
|||||||||||
3i Group plc |
83,165 |
$ |
1,351,664 |
||||||||
Ares Capital Corp. |
57,571 |
1,131,270 |
|||||||||
AURELIUS Equity
Opportunities SE & Co. KGaA |
5,651 |
114,904 |
|||||||||
Chrysalis Investments Ltd.* |
121,489 |
100,154 |
|||||||||
FS KKR Capital Corp. |
53,965 |
1,071,745 |
|||||||||
Gimv NV |
2,612 |
112,255 |
|||||||||
Goldman Sachs BDC, Inc. |
19,826 |
307,105 |
|||||||||
Golub Capital BDC, Inc. |
33,085 |
463,190 |
|||||||||
Hercules Capital, Inc. |
25,946 |
367,395 |
|||||||||
IP Group plc |
207,486 |
165,048 |
|||||||||
Main Street Capital Corp. |
13,764 |
526,335 |
|||||||||
MidCap Financial Investment Corp. |
13,184 |
163,350 |
|||||||||
Molten Ventures plc* |
26,532 |
124,713 |
|||||||||
New Mountain Finance Corp. |
18,359 |
234,444 |
|||||||||
Oaktree Specialty Lending Corp. |
33,657 |
241,657 |
|||||||||
Onex Corp. |
14,620 |
770,481 |
|||||||||
Prospect Capital Corp. |
59,456 |
460,190 |
|||||||||
Ratos AB, Class B |
40,270 |
174,281 |
|||||||||
Sixth Street Specialty Lending, Inc. |
16,739 |
315,363 |
|||||||||
SLR Investment Corp. |
9,640 |
142,479 |
|||||||||
8,338,023 |
|||||||||||
Diversified Financial Services — 17.0% |
|||||||||||
Compass Diversified Holdings |
12,824 |
250,837 |
|||||||||
Eurazeo SE |
8,567 |
533,552 |
|||||||||
Kinnevik AB, Class B* |
49,454 |
750,391 |
|||||||||
Wendel SE |
5,278 |
485,793 |
|||||||||
2,020,573 |
|||||||||||
Total Common
Stocks (Cost $12,891,520) |
10,358,596 |
||||||||||
Closed End Funds — 12.1% |
|||||||||||
Capital Markets — 12.1% |
|||||||||||
Apax Global Alpha Ltd. (a) |
98,557 |
210,964 |
|||||||||
HBM Healthcare
Investments AG Class A* |
1,191 |
298,301 |
|||||||||
HgCapital Trust plc |
86,144 |
377,923 |
|||||||||
Oakley Capital Investments Ltd. |
31,153 |
158,824 |
|||||||||
Princess Private Equity Holding Ltd. |
11,406 |
107,059 |
|||||||||
Syncona Ltd.* |
134,833 |
279,838 |
|||||||||
Total Closed End
Funds (Cost $1,447,825) |
1,432,909 |
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 0.8% |
|||||||||||
Repurchase Agreements (b) — 0.8% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $95,728 (Cost $95,718) |
$ |
95,718 |
$ |
95,718 |
|||||||
Total Investments —
100.0% (Cost $14,435,063) |
11,887,223 |
||||||||||
Other assets less liabilities — 0.0% |
1,085 |
||||||||||
Net Assets — 100.0% |
$ |
11,888,308 |
* Non-income producing security.
(a) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
(b) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
543,737 |
|||||
Aggregate gross unrealized depreciation |
(3,147,773 |
) |
|||||
Net unrealized depreciation |
$ |
(2,604,036 |
) |
||||
Federal income tax cost |
$ |
14,491,259 |
See accompanying notes to the financial statements.
12 :: PEX GLOBAL LISTED PRIVATE EQUITY ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Global Listed Private Equity ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
47.7 |
% |
|||||
United Kingdom |
24.2 |
% |
|||||
France |
8.6 |
% |
|||||
Sweden |
7.8 |
% |
|||||
Canada |
6.5 |
% |
|||||
Switzerland |
2.5 |
% |
|||||
Germany |
1.0 |
% |
|||||
Belgium |
0.9 |
% |
|||||
Othera |
0.8 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: GLOBAL LISTED PRIVATE EQUITY ETF PEX :: 13
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks — 16.5% |
|||||||||||||||
Agree Realty Corp.
(Equity Real Estate Investment Trusts (REITs)) |
0.0 |
% |
230 |
$ |
16,089 |
||||||||||
AMN Healthcare
Services, Inc.* (Health Care Providers & Services) |
0.0 |
% |
126 |
15,586 |
|||||||||||
Applied Industrial
Technologies, Inc. (Trading Companies & Distributors) |
0.0 |
% |
112 |
14,839 |
|||||||||||
Atkore, Inc.*
(Electrical Equipment) |
0.0 |
% |
120 |
14,658 |
|||||||||||
Cadence Bank (Banks) |
0.0 |
% |
529 |
15,256 |
|||||||||||
Celsius Holdings,
Inc.* (Beverages) |
0.1 |
% |
162 |
18,037 |
|||||||||||
ChampionX Corp.
(Energy Equipment & Services) |
0.1 |
% |
596 |
18,381 |
|||||||||||
Chart Industries,
Inc.* (Machinery) |
0.0 |
% |
107 |
15,300 |
|||||||||||
Chord Energy Corp.
(Oil, Gas & Consumable Fuels) |
0.1 |
% |
121 |
18,456 |
|||||||||||
Civitas Resources,
Inc. (Oil, Gas & Consumable Fuels) |
0.0 |
% |
215 |
14,482 |
|||||||||||
Commercial Metals
Co. (Metals & Mining) |
0.0 |
% |
354 |
17,424 |
|||||||||||
Crocs, Inc.*
(Textiles, Apparel & Luxury Goods) |
0.1 |
% |
177 |
17,877 |
|||||||||||
EMCOR Group, Inc.
(Construction & Engineering) |
0.1 |
% |
143 |
22,151 |
|||||||||||
Ensign Group, Inc.
(The) (Health Care Providers & Services) |
0.0 |
% |
157 |
14,915 |
|||||||||||
Evoqua Water
Technologies Corp.* (Machinery) |
0.0 |
% |
343 |
14,917 |
|||||||||||
ExlService Holdings,
Inc.* (IT Services) |
0.0 |
% |
95 |
17,784 |
|||||||||||
Exponent, Inc.
(Professional Services) |
0.0 |
% |
148 |
15,305 |
|||||||||||
Fabrinet*
(Electronic Equipment, Instruments & Components) |
0.0 |
% |
108 |
14,408 |
|||||||||||
Glacier Bancorp, Inc. (Banks) |
0.1 |
% |
325 |
18,817 |
|||||||||||
Halozyme
Therapeutics, Inc.* (Biotechnology) |
0.1 |
% |
396 |
22,675 |
|||||||||||
HealthEquity, Inc.*
(Health Care Providers & Services) |
0.0 |
% |
243 |
15,426 |
|||||||||||
Helmerich &
Payne, Inc. (Energy Equipment & Services) |
0.0 |
% |
300 |
15,324 |
|||||||||||
Inspire Medical
Systems, Inc.* (Health Care Equipment & Supplies) |
0.1 |
% |
82 |
19,809 |
|||||||||||
Intra-Cellular
Therapies, Inc.* (Pharmaceuticals) |
0.0 |
% |
267 |
14,477 |
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (continued) |
|||||||||||||||
Iridium
Communications, Inc.* (Diversified Telecommunication Services) |
0.1 |
% |
372 |
$ |
19,753 |
||||||||||
Karuna Therapeutics,
Inc.* (Biotechnology) |
0.1 |
% |
87 |
20,472 |
|||||||||||
Kinsale Capital
Group, Inc. (Insurance) |
0.1 |
% |
63 |
19,417 |
|||||||||||
Kite Realty Group
Trust (Equity Real Estate Investment Trusts (REITs)) |
0.0 |
% |
635 |
14,478 |
|||||||||||
Light & Wonder,
Inc.* (Hotels, Restaurants & Leisure) |
0.1 |
% |
275 |
17,812 |
|||||||||||
Matador Resources
Co. (Oil, Gas & Consumable Fuels) |
0.1 |
% |
329 |
21,832 |
|||||||||||
Medpace Holdings,
Inc.* (Life Sciences Tools & Services) |
0.0 |
% |
74 |
15,532 |
|||||||||||
Murphy Oil Corp.
(Oil, Gas & Consumable Fuels) |
0.1 |
% |
430 |
20,296 |
|||||||||||
Murphy USA, Inc.
(Specialty Retail) |
0.1 |
% |
63 |
18,636 |
|||||||||||
Novanta, Inc.*
(Electronic Equipment, Instruments & Components) |
0.0 |
% |
104 |
16,406 |
|||||||||||
Old National Bancorp (Banks) |
0.0 |
% |
855 |
16,339 |
|||||||||||
RBC Bearings, Inc.*
(Machinery) |
0.1 |
% |
83 |
19,668 |
|||||||||||
RLI Corp. (Insurance) |
0.0 |
% |
114 |
14,828 |
|||||||||||
Ryman Hospitality
Properties, Inc. (Equity Real Estate Investment Trusts (REITs)) |
0.0 |
% |
157 |
14,370 |
|||||||||||
Saia, Inc.* (Road & Rail) |
0.1 |
% |
77 |
18,756 |
|||||||||||
Selective Insurance
Group, Inc. (Insurance) |
0.0 |
% |
174 |
16,725 |
|||||||||||
Shockwave Medical,
Inc.* (Health Care Equipment & Supplies) |
0.1 |
% |
104 |
26,374 |
|||||||||||
Silicon
Laboratories, Inc.* (Semiconductors & Semiconductor Equipment) |
0.0 |
% |
99 |
14,399 |
|||||||||||
SM Energy Co. (Oil,
Gas & Consumable Fuels) |
0.0 |
% |
354 |
15,261 |
|||||||||||
SouthState Corp. (Banks) |
0.1 |
% |
219 |
19,239 |
|||||||||||
SPS Commerce, Inc.*
(Software) |
0.0 |
% |
106 |
15,080 |
|||||||||||
STAG Industrial,
Inc. (Equity Real Estate Investment Trusts (REITs)) |
0.0 |
% |
526 |
17,311 |
|||||||||||
Texas Roadhouse,
Inc. (Hotels, Restaurants & Leisure) |
0.1 |
% |
195 |
19,367 |
|||||||||||
United Bankshares,
Inc. (Banks) |
0.0 |
% |
381 |
16,341 |
See accompanying notes to the financial statements.
14 :: HDG HEDGE REPLICATION ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (continued) |
|||||||||||||||
Valley National
Bancorp (Banks) |
0.0 |
% |
1,257 |
$ |
15,914 |
||||||||||
Wingstop, Inc.
(Hotels, Restaurants & Leisure) |
0.0 |
% |
87 |
14,399 |
|||||||||||
Other Common Stocks (a) |
14.5 |
% |
340,987 |
6,257,352 |
|||||||||||
Total Common Stocks
(Cost $7,015,299) |
7,118,750 |
||||||||||||||
No. of
Rights |
|||||||||||||||
Rights — 0.0% (b) |
|||||||||||||||
Aduro Biotech, Inc.,
CVR*(c)(d) |
0.0 |
% |
39 |
— |
|||||||||||
Tobira Therapeutics,
Inc., CVR*(c)(d) |
0.0 |
% |
10 |
— |
|||||||||||
Zogenix, Inc., CVR*(c)(d) |
0.0 |
% |
231 |
157 |
|||||||||||
Total Rights (Cost $99) |
157 |
||||||||||||||
Shares |
|||||||||||||||
Securities Lending Reinvestments (e) — 0.0% (b) |
|||||||||||||||
Investment Companies — 0.0% (b) |
|||||||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $9) |
0.0 |
% |
9 |
9 |
|||||||||||
Principal
Amount |
|||||||||||||||
Short-Term Investments — 79.7% |
|||||||||||||||
Repurchase Agreements (f) — 15.7% |
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $6,782,234 (Cost $6,781,524) |
$ |
6,781,524 |
6,781,524 |
||||||||
U.S. Treasury Obligations — 64.0% |
|||||||||||
U.S. Treasury
Bills 4.07%, 2/2/2023 (Cost $27,603,780) (g) |
27,800,000 |
27,617,357 |
|||||||||
Total Short-Term
Investments (Cost $34,385,304) |
34,398,881 |
||||||||||
Total Investments —
96.2% (Cost $41,400,711) |
41,517,797 |
||||||||||
Other assets less liabilities — 3.8% |
1,646,656 |
||||||||||
Net Assets — 100.0% |
$ |
43,164,453 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $4,627, collateralized in the form of cash with a value of $9 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $4,707 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from July 15, 2023 - May 15, 2047. The total value of collateral is $4,716.
(b) Represents less than 0.05% of net assets.
(c) Illiquid security.
(d) Security fair valued as of November 30, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at November 30, 2022 amounted to $157, which represents approximately 0.00% of net assets of the Fund.
(e) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $9.
(f) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
(g) The rate shown was the current yield as of November 30, 2022.
Abbreviations
CVR Contingent Value Rights — No defined expiration
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
1,848,681 |
|||||
Aggregate gross unrealized depreciation |
(2,663,944 |
) |
|||||
Net unrealized depreciation |
$ |
(815,263 |
) |
||||
Federal income tax cost |
$ |
41,588,100 |
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: HEDGE REPLICATION ETF HDG :: 15
Futures Contracts Purchased
Hedge Replication ETF had the following open long futures contracts as of November 30, 2022:
Number
of Contracts |
Expiration Date |
Trading
Currency |
Notional Amount |
Value and
Unrealized Appreciation |
|||||||||||||||||||
E-Mini Euro |
6 |
12/19/2022 |
USD |
$ |
390,825 |
$ |
20,989 |
Swap Agreementsa
Hedge Replication ETF had the following open non-exchange traded total return swap agreements as of November 30, 2022:
Notional Amount ($) |
Termination Dateb |
Counterparty |
Rate Paid
(Received)c |
Reference Instrument |
Value and
Unrealized Appreciation/ (Depreciation)d ($) |
Financial Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net Amounte ($) |
|||||||||||||||||||||||||||
238,777 |
4/10/2023 |
Morgan Stanley & Co. International plc |
4.28 |
% |
iShares® MSCI Emerging Markets ETFf |
(67,965 |
) |
— |
54,000 |
(13,965 |
) |
||||||||||||||||||||||||
(4,218,834 |
) |
3/7/2023 |
Societe Generale |
(4.03 |
)% |
S&P 500®
Total Return Index |
(104,109 |
) |
|||||||||||||||||||||||||||
16,979 |
3/7/2023 |
Societe Generale |
4.18 |
% |
Russell 2000®
Total Return Index |
(117,135 |
) |
||||||||||||||||||||||||||||
2,501,234 |
3/6/2024 |
Societe Generale |
3.58 |
% |
iShares® MSCI Emerging Markets ETFf |
97,926 |
|||||||||||||||||||||||||||||
3,724,213 |
3/7/2023 |
Societe Generale |
4.33 |
% |
iShares® MSCI EAFE ETFf |
(300,753 |
) |
||||||||||||||||||||||||||||
2,023,592 |
(424,071 |
) |
— |
424,071 |
— |
||||||||||||||||||||||||||||||
54,711 |
3/7/2023 |
UBS AG |
3.83 |
% |
Russell 2000®
Total Return Index |
(120,922 |
) |
||||||||||||||||||||||||||||
2,701,530 |
11/6/2023 |
UBS AG |
3.63 |
% |
iShares® MSCI Emerging Markets ETFf |
(599,906 |
) |
||||||||||||||||||||||||||||
4,286,818 |
4/8/2024 |
UBS AG |
4.03 |
% |
iShares® MSCI EAFE ETFf |
446,915 |
|||||||||||||||||||||||||||||
7,043,059 |
(273,913 |
) |
— |
273,913 |
— |
||||||||||||||||||||||||||||||
9,305,428 |
(765,949 |
) |
|||||||||||||||||||||||||||||||||
Total Unrealized
Appreciation |
544,841 |
||||||||||||||||||||||||||||||||||
Total Unrealized
Depreciation |
(1,310,790 |
) |
a The Fund's Swap Agreements are not accounted for as hedging instruments under ASC 815.
b Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity.
c Reflects the floating financing rate, as of November 30, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation).
d The Fund discloses amounts due to the Fund from the counterparty (unrealized appreciation on swap agreements) at period end as an asset on its Statement of Assets and Liabilities. Amounts due to the counterparty from the Fund (unrealized depreciation on swap agreements) are disclosed as a liability on its Statement of Assets and Liabilities. The Fund presents these amounts on a gross basis and does not offset or "net" these amounts on its Statement of Assets and Liabilities.
e Represents the "uncollateralized" amount due from or (to) the counterparty at period end. These amounts could be due to timing differences between the movement of collateral in relation to market movements, or due to agreement provisions allowing minimum "thresholds" that would need to be exceeded prior to the movement of collateral. To the extent that a net amount is due from a counterparty, the Fund would be exposed to the counterparty by such amount and could suffer losses or delays in recovery of that amount in the event of a counterparty default.
f In order to facilitate the daily valuation of these swap transactions as of close of business New York time, one or more financial products traded on a U.S. exchange are used as the reference entity as a surrogate for the respective underlying index for the purposes of both daily valuation calculation as well as final settlement of the swap.
See accompanying notes to the financial statements.
16 :: HDG HEDGE REPLICATION ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Abbreviations
USD U.S. Dollar
Hedge Replication ETF invested, as a percentage of net assets, in the following industries, as of November 30, 2022:
Aerospace & Defense |
0.2 |
% |
|||||
Air Freight & Logistics |
0.1 |
% |
|||||
Airlines |
0.1 |
% |
|||||
Auto Components |
0.2 |
% |
|||||
Automobiles |
0.0 |
%* |
|||||
Banks |
1.7 |
% |
|||||
Beverages |
0.1 |
% |
|||||
Biotechnology |
1.1 |
% |
|||||
Building Products |
0.2 |
% |
|||||
Capital Markets |
0.3 |
% |
|||||
Chemicals |
0.4 |
% |
|||||
Commercial Services & Supplies |
0.2 |
% |
|||||
Communications Equipment |
0.2 |
% |
|||||
Construction & Engineering |
0.3 |
% |
|||||
Construction Materials |
0.0 |
%* |
|||||
Consumer Finance |
0.1 |
% |
|||||
Containers & Packaging |
0.1 |
% |
|||||
Distributors |
0.0 |
%* |
|||||
Diversified Consumer Services |
0.2 |
% |
|||||
Diversified Financial Services |
64.1 |
% |
|||||
Diversified Telecommunication Services |
0.1 |
% |
|||||
Electric Utilities |
0.1 |
% |
|||||
Electrical Equipment |
0.2 |
% |
|||||
Electronic Equipment, Instruments & Components |
0.4 |
% |
|||||
Energy Equipment & Services |
0.3 |
% |
|||||
Entertainment |
0.1 |
% |
|||||
Equity Real Estate Investment Trusts (REITs) |
1.0 |
% |
|||||
Food & Staples Retailing |
0.1 |
% |
|||||
Food Products |
0.2 |
% |
|||||
Gas Utilities |
0.2 |
% |
|||||
Health Care Equipment & Supplies |
0.6 |
% |
|||||
Health Care Providers & Services |
0.4 |
% |
|||||
Health Care Technology |
0.1 |
% |
|||||
Hotels, Restaurants & Leisure |
0.4 |
% |
|||||
Household Durables |
0.3 |
% |
|||||
Household Products |
0.0 |
%* |
|||||
Independent Power and Renewable Electricity Producers |
0.1 |
% |
|||||
Industrial Conglomerates |
0.0 |
%* |
|||||
Insurance |
0.3 |
% |
|||||
Interactive Media & Services |
0.1 |
% |
|||||
Internet & Direct Marketing Retail |
0.1 |
% |
|||||
IT Services |
0.3 |
% |
|||||
Leisure Products |
0.1 |
% |
|||||
Life Sciences Tools & Services |
0.1 |
% |
|||||
Machinery |
0.6 |
% |
|||||
Marine |
0.0 |
%* |
|||||
Media |
0.1 |
% |
|||||
Metals & Mining |
0.3 |
% |
|||||
Mortgage Real Estate Investment Trusts (REITs) |
0.2 |
% |
|||||
Multiline Retail |
0.0 |
%* |
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: HEDGE REPLICATION ETF HDG :: 17
Multi-Utilities |
0.1 |
% |
|||||
Oil, Gas & Consumable Fuels |
0.8 |
% |
|||||
Paper & Forest Products |
0.0 |
%* |
|||||
Personal Products |
0.1 |
% |
|||||
Pharmaceuticals |
0.3 |
% |
|||||
Professional Services |
0.3 |
% |
|||||
Real Estate Management & Development |
0.1 |
% |
|||||
Road & Rail |
0.1 |
% |
|||||
Semiconductors & Semiconductor Equipment |
0.4 |
% |
|||||
Software |
0.7 |
% |
|||||
Specialty Retail |
0.4 |
% |
|||||
Technology Hardware, Storage & Peripherals |
0.1 |
% |
|||||
Textiles, Apparel & Luxury Goods |
0.1 |
% |
|||||
Thrifts & Mortgage Finance |
0.2 |
% |
|||||
Tobacco |
0.0 |
%* |
|||||
Trading Companies & Distributors |
0.3 |
% |
|||||
Water Utilities |
0.1 |
% |
|||||
Wireless Telecommunication Services |
0.0 |
%* |
|||||
Othera |
19.5 |
% |
|||||
100.0 |
% |
* Amount represents less than 0.05%.
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
18 :: HDG HEDGE REPLICATION ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds — 95.3% |
|||||||||||
Aerospace & Defense — 3.7% |
|||||||||||
Bombardier, Inc. |
|||||||||||
7.88%, 4/15/2027 (a) |
$ |
1,232,000 |
$ |
1,203,762 |
|||||||
Rolls-Royce plc |
|||||||||||
5.75%, 10/15/2027 (a) |
436,000 |
414,828 |
|||||||||
Spirit AeroSystems, Inc. |
|||||||||||
7.50%, 4/15/2025 (a) |
480,000 |
474,840 |
|||||||||
TransDigm, Inc. |
|||||||||||
6.25%, 3/15/2026 (a) |
1,507,000 |
1,484,601 |
|||||||||
5.50%, 11/15/2027 |
1,074,000 |
1,004,190 |
|||||||||
4,582,221 |
|||||||||||
Airlines — 3.8% |
|||||||||||
Air Canada |
|||||||||||
3.88%, 8/15/2026 (a) |
494,000 |
452,016 |
|||||||||
American Airlines, Inc. |
|||||||||||
5.50%, 4/20/2026 (a) |
1,739,000 |
1,682,822 |
|||||||||
5.75%, 4/20/2029 (a) |
683,000 |
633,962 |
|||||||||
Hawaiian Brand Intellectual Property Ltd. |
|||||||||||
5.75%, 1/20/2026 (a) |
322,000 |
301,387 |
|||||||||
United Airlines, Inc. |
|||||||||||
4.38%, 4/15/2026 (a) |
321,000 |
296,938 |
|||||||||
4.63%, 4/15/2029 (a) |
1,416,000 |
1,252,616 |
|||||||||
4,619,741 |
|||||||||||
Auto Components — 1.8% |
|||||||||||
Allison Transmission, Inc. |
|||||||||||
3.75%, 1/30/2031 (a) |
451,000 |
375,851 |
|||||||||
Clarios Global LP |
|||||||||||
8.50%, 5/15/2027 (a) |
837,000 |
817,012 |
|||||||||
Icahn Enterprises LP |
|||||||||||
6.25%, 5/15/2026 |
921,000 |
901,715 |
|||||||||
5.25%, 5/15/2027 |
69,000 |
63,521 |
|||||||||
2,158,099 |
|||||||||||
Automobiles — 1.0% |
|||||||||||
Aston Martin Capital Holdings Ltd. |
|||||||||||
10.50%, 11/30/2025 (a)(b) |
483,000 |
464,951 |
|||||||||
Ford Motor Co. |
|||||||||||
3.25%, 2/12/2032 |
1,042,000 |
827,299 |
|||||||||
1,292,250 |
|||||||||||
Building Products — 1.2% |
|||||||||||
Builders FirstSource, Inc. |
|||||||||||
4.25%, 2/1/2032 (a) |
541,000 |
438,823 |
|||||||||
Smyrna Ready Mix Concrete LLC |
|||||||||||
6.00%, 11/1/2028 (a) |
425,000 |
378,250 |
|||||||||
Standard Industries, Inc. |
|||||||||||
4.38%, 7/15/2030 (a) |
281,000 |
230,420 |
|||||||||
3.38%, 1/15/2031 (a) |
554,000 |
425,077 |
|||||||||
1,472,570 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Capital Markets — 2.2% |
|||||||||||
Coinbase Global, Inc. |
|||||||||||
3.63%, 10/1/2031 (a) |
$ |
967,000 |
$ |
510,092 |
|||||||
Compass Group Diversified Holdings LLC |
|||||||||||
5.25%, 4/15/2029 (a) |
558,000 |
487,826 |
|||||||||
MSCI, Inc. |
|||||||||||
4.00%, 11/15/2029 (a) |
1,350,000 |
1,192,091 |
|||||||||
3.88%, 2/15/2031 (a) |
648,000 |
562,969 |
|||||||||
2,752,978 |
|||||||||||
Chemicals — 1.0% |
|||||||||||
SCIH Salt Holdings, Inc. |
|||||||||||
4.88%, 5/1/2028 (a) |
443,000 |
391,395 |
|||||||||
Tronox, Inc. |
|||||||||||
4.63%, 3/15/2029 (a) |
432,000 |
345,844 |
|||||||||
WR Grace Holdings LLC |
|||||||||||
5.63%, 8/15/2029 (a) |
651,000 |
536,710 |
|||||||||
1,273,949 |
|||||||||||
Commercial Services & Supplies — 3.4% |
|||||||||||
Allied Universal Holdco LLC |
|||||||||||
6.63%, 7/15/2026 (a) |
1,185,000 |
1,125,750 |
|||||||||
Aramark Services, Inc. |
|||||||||||
6.38%, 5/1/2025 (a) |
11,000 |
10,918 |
|||||||||
5.00%, 2/1/2028 (a) |
942,000 |
879,950 |
|||||||||
Madison IAQ LLC |
|||||||||||
5.88%, 6/30/2029 (a) |
370,000 |
271,810 |
|||||||||
Neptune Bidco US, Inc. |
|||||||||||
9.29%, 4/15/2029 (a) |
500,000 |
480,330 |
|||||||||
Prime Security Services Borrower LLC |
|||||||||||
5.75%, 4/15/2026 (a) |
883,000 |
865,773 |
|||||||||
Vericast Corp. |
|||||||||||
11.00%, 9/15/2026 (a) |
522,000 |
538,965 |
|||||||||
4,173,496 |
|||||||||||
Communications Equipment — 1.0% |
|||||||||||
Avaya, Inc. |
|||||||||||
6.13%, 9/15/2028 (a) |
488,000 |
213,858 |
|||||||||
CommScope, Inc. |
|||||||||||
6.00%, 3/1/2026 (a) |
824,000 |
795,325 |
|||||||||
4.75%, 9/1/2029 (a) |
214,000 |
179,225 |
|||||||||
1,188,408 |
|||||||||||
Consumer Finance — 1.7% |
|||||||||||
Curo Group Holdings Corp. |
|||||||||||
7.50%, 8/1/2028 (a) |
110,000 |
45,100 |
|||||||||
Ford Motor Credit Co. LLC |
|||||||||||
3.38%, 11/13/2025 |
873,000 |
805,456 |
|||||||||
OneMain Finance Corp. |
|||||||||||
6.13%, 3/15/2024 |
804,000 |
784,141 |
|||||||||
7.13%, 3/15/2026 |
268,000 |
259,637 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: HIGH YIELD—INTEREST RATE HEDGED HYHG :: 19
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
VistaJet Malta Finance plc |
|||||||||||
6.38%, 2/1/2030 (a) |
$ |
257,000 |
$ |
209,455 |
|||||||
2,103,789 |
|||||||||||
Containers & Packaging — 2.3% |
|||||||||||
Ardagh Metal Packaging Finance USA LLC |
|||||||||||
4.00%, 9/1/2029 (a) |
531,000 |
424,800 |
|||||||||
Ardagh Packaging Finance plc |
|||||||||||
4.13%, 8/15/2026 (a) |
579,000 |
509,520 |
|||||||||
Ball Corp. |
|||||||||||
2.88%, 8/15/2030 |
693,000 |
554,159 |
|||||||||
Clydesdale Acquisition Holdings, Inc. |
|||||||||||
8.75%, 4/15/2030 (a) |
457,000 |
410,843 |
|||||||||
Pactiv Evergreen Group Issuer, Inc. |
|||||||||||
4.00%, 10/15/2027 (a) |
510,000 |
445,959 |
|||||||||
Trivium Packaging Finance BV |
|||||||||||
5.50%, 8/15/2026 (a)(c) |
467,000 |
436,627 |
|||||||||
2,781,908 |
|||||||||||
Diversified Financial Services — 1.3% |
|||||||||||
Jefferies Finance LLC |
|||||||||||
5.00%, 8/15/2028 (a) |
416,000 |
345,991 |
|||||||||
Midcap Financial Issuer Trust |
|||||||||||
6.50%, 5/1/2028 (a) |
394,000 |
343,765 |
|||||||||
MPH Acquisition Holdings LLC |
|||||||||||
5.75%, 11/1/2028 (a)(b) |
791,000 |
555,678 |
|||||||||
Verscend Escrow Corp. |
|||||||||||
9.75%, 8/15/2026 (a) |
418,000 |
418,096 |
|||||||||
1,663,530 |
|||||||||||
Diversified Telecommunication Services — 6.9% |
|||||||||||
Altice France SA |
|||||||||||
5.13%, 7/15/2029 (a) |
1,223,000 |
948,718 |
|||||||||
5.50%, 10/15/2029 (a) |
600,000 |
473,203 |
|||||||||
CCO Holdings LLC |
|||||||||||
4.75%, 3/1/2030 (a) |
916,000 |
785,972 |
|||||||||
4.25%, 2/1/2031 (a) |
1,428,000 |
1,159,250 |
|||||||||
Frontier Communications Holdings LLC |
|||||||||||
5.00%, 5/1/2028 (a) |
1,357,000 |
1,220,296 |
|||||||||
Iliad Holding SASU |
|||||||||||
6.50%, 10/15/2026 (a) |
491,000 |
466,902 |
|||||||||
Intelsat Jackson Holdings SA |
|||||||||||
6.50%, 3/15/2030 (a) |
1,000,000 |
919,800 |
|||||||||
Level 3 Financing, Inc. |
|||||||||||
4.25%, 7/1/2028 (a) |
817,000 |
639,499 |
|||||||||
Virgin Media Secured Finance plc |
|||||||||||
5.50%, 5/15/2029 (a) |
423,000 |
385,987 |
|||||||||
Windstream Escrow LLC |
|||||||||||
7.75%, 8/15/2028 (a) |
497,000 |
433,009 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Zayo Group Holdings, Inc. |
|||||||||||
4.00%, 3/1/2027 (a) |
$ |
1,395,000 |
$ |
999,197 |
|||||||
6.13%, 3/1/2028 (a) |
38,000 |
20,615 |
|||||||||
8,452,448 |
|||||||||||
Electric Utilities — 1.8% |
|||||||||||
NRG Energy, Inc. |
|||||||||||
3.63%, 2/15/2031 (a) |
27,000 |
21,590 |
|||||||||
3.88%, 2/15/2032 (a) |
629,000 |
505,650 |
|||||||||
PG&E Corp. |
|||||||||||
5.00%, 7/1/2028 |
64,000 |
58,400 |
|||||||||
5.25%, 7/1/2030 |
672,000 |
608,187 |
|||||||||
Vistra Operations Co. LLC |
|||||||||||
5.63%, 2/15/2027 (a) |
625,000 |
604,172 |
|||||||||
5.00%, 7/31/2027 (a) |
406,000 |
381,111 |
|||||||||
2,179,110 |
|||||||||||
Electrical Equipment — 0.3% |
|||||||||||
Sensata Technologies BV |
|||||||||||
4.00%, 4/15/2029 (a) |
489,000 |
425,249 |
|||||||||
Energy Equipment & Services — 0.5% |
|||||||||||
Weatherford International Ltd. |
|||||||||||
8.63%, 4/30/2030 (a) |
691,000 |
662,669 |
|||||||||
Entertainment — 1.0% |
|||||||||||
Lions Gate Capital Holdings LLC |
|||||||||||
5.50%, 4/15/2029 (a) |
498,000 |
323,700 |
|||||||||
Live Nation Entertainment, Inc. |
|||||||||||
6.50%, 5/15/2027 (a) |
470,000 |
470,947 |
|||||||||
ROBLOX Corp. |
|||||||||||
3.88%, 5/1/2030 (a) |
462,000 |
377,812 |
|||||||||
1,172,459 |
|||||||||||
Equity Real Estate Investment Trusts (REITs) — 2.6% |
|||||||||||
Iron Mountain, Inc. |
|||||||||||
5.25%, 7/15/2030 (a) |
117,000 |
105,300 |
|||||||||
4.50%, 2/15/2031 (a) |
948,000 |
793,666 |
|||||||||
SBA Communications Corp. |
|||||||||||
3.88%, 2/15/2027 |
26,000 |
23,750 |
|||||||||
3.13%, 2/1/2029 |
1,297,000 |
1,082,768 |
|||||||||
Uniti Group LP |
|||||||||||
7.88%, 2/15/2025 (a) |
796,000 |
799,558 |
|||||||||
6.50%, 2/15/2029 (a) |
600,000 |
440,070 |
|||||||||
3,245,112 |
|||||||||||
Food & Staples Retailing — 1.8% |
|||||||||||
Albertsons Cos., Inc. |
|||||||||||
4.63%, 1/15/2027 (a) |
209,000 |
193,093 |
|||||||||
3.50%, 3/15/2029 (a) |
914,000 |
761,383 |
See accompanying notes to the financial statements.
20 :: HYHG HIGH YIELD—INTEREST RATE HEDGED :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Performance Food Group, Inc. |
|||||||||||
5.50%, 10/15/2027 (a) |
$ |
827,000 |
$ |
799,899 |
|||||||
US Foods, Inc. |
|||||||||||
6.25%, 4/15/2025 (a) |
488,000 |
488,024 |
|||||||||
2,242,399 |
|||||||||||
Food Products — 1.2% |
|||||||||||
Darling Ingredients, Inc. |
|||||||||||
6.00%, 6/15/2030 (a) |
266,000 |
259,401 |
|||||||||
Post Holdings, Inc. |
|||||||||||
4.63%, 4/15/2030 (a) |
548,000 |
473,691 |
|||||||||
4.50%, 9/15/2031 (a) |
884,000 |
746,980 |
|||||||||
1,480,072 |
|||||||||||
Health Care Equipment & Supplies — 2.1% |
|||||||||||
Avantor Funding, Inc. |
|||||||||||
4.63%, 7/15/2028 (a) |
387,000 |
351,164 |
|||||||||
Medline Borrower LP |
|||||||||||
3.88%, 4/1/2029 (a) |
1,501,000 |
1,279,602 |
|||||||||
5.25%, 10/1/2029 (a)(b) |
1,190,000 |
969,850 |
|||||||||
2,600,616 |
|||||||||||
Health Care Providers & Services — 4.6% |
|||||||||||
Community Health Systems, Inc. |
|||||||||||
8.00%, 3/15/2026 (a) |
1,076,000 |
993,029 |
|||||||||
5.63%, 3/15/2027 (a) |
516,000 |
437,976 |
|||||||||
DaVita, Inc. |
|||||||||||
4.63%, 6/1/2030 (a) |
1,314,000 |
1,052,770 |
|||||||||
3.75%, 2/15/2031 (a) |
687,000 |
500,629 |
|||||||||
RegionalCare Hospital Partners Holdings, Inc. |
|||||||||||
9.75%, 12/1/2026 (a) |
548,000 |
436,433 |
|||||||||
Select Medical Corp. |
|||||||||||
6.25%, 8/15/2026 (a) |
469,000 |
450,693 |
|||||||||
Tenet Healthcare Corp. |
|||||||||||
4.88%, 1/1/2026 (a) |
1,220,000 |
1,157,755 |
|||||||||
6.13%, 10/1/2028 (a) |
772,000 |
680,306 |
|||||||||
5,709,591 |
|||||||||||
Health Care Technology — 0.6% |
|||||||||||
IQVIA, Inc. |
|||||||||||
5.00%, 5/15/2027 (a)(b) |
790,000 |
754,450 |
|||||||||
Hotels, Restaurants & Leisure — 9.2% |
|||||||||||
1011778 BC ULC | |||||||||||
3.88%, 1/15/2028 (a) |
1,056,000 |
940,718 |
|||||||||
4.00%, 10/15/2030 (a) |
1,770,000 |
1,477,950 |
|||||||||
Caesars Entertainment, Inc. |
|||||||||||
6.25%, 7/1/2025 (a) |
767,000 |
757,652 |
|||||||||
8.13%, 7/1/2027 (a)(b) |
1,076,000 |
1,080,218 |
|||||||||
Carnival Corp. |
|||||||||||
5.75%, 3/1/2027 (a) |
1,367,000 |
1,029,291 |
|||||||||
4.00%, 8/1/2028 (a) |
1,174,000 |
974,420 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
CDI Escrow Issuer, Inc. |
|||||||||||
5.75%, 4/1/2030 (a) |
$ |
500,000 |
$ |
455,000 |
|||||||
Cedar Fair LP |
|||||||||||
5.50%, 5/1/2025 (a) |
455,000 |
453,553 |
|||||||||
Fertitta Entertainment LLC |
|||||||||||
4.63%, 1/15/2029 (a) |
4,000 |
3,513 |
|||||||||
6.75%, 1/15/2030 (a)(b) |
739,000 |
622,460 |
|||||||||
Hilton Domestic Operating Co., Inc. |
|||||||||||
4.00%, 5/1/2031 (a) |
293,000 |
245,933 |
|||||||||
3.63%, 2/15/2032 (a) |
1,024,000 |
831,841 |
|||||||||
Mohegan Gaming & Entertainment |
|||||||||||
8.00%, 2/1/2026 (a) |
463,000 |
429,433 |
|||||||||
NCL Corp. Ltd. |
|||||||||||
5.88%, 3/15/2026 (a) |
871,000 |
714,420 |
|||||||||
Royal Caribbean Cruises Ltd. |
|||||||||||
11.50%, 6/1/2025 (a) |
464,000 |
497,060 |
|||||||||
5.50%, 4/1/2028 (a) |
730,000 |
595,862 |
|||||||||
Yum! Brands, Inc. |
|||||||||||
3.63%, 3/15/2031 |
210,000 |
175,088 |
|||||||||
11,284,412 |
|||||||||||
Independent Power
and Renewable Electricity Producers — 0.9% |
|||||||||||
Calpine Corp. |
|||||||||||
4.50%, 2/15/2028 (a) |
796,000 |
727,249 |
|||||||||
5.13%, 3/15/2028 (a) |
405,000 |
362,652 |
|||||||||
1,089,901 |
|||||||||||
Insurance — 1.5% |
|||||||||||
Alliant Holdings Intermediate LLC |
|||||||||||
6.75%, 10/15/2027 (a) |
553,000 |
509,366 |
|||||||||
HUB International Ltd. |
|||||||||||
7.00%, 5/1/2026 (a) |
629,000 |
621,452 |
|||||||||
NFP Corp. |
|||||||||||
6.88%, 8/15/2028 (a) |
901,000 |
763,710 |
|||||||||
1,894,528 |
|||||||||||
Interactive Media & Services — 0.4% |
|||||||||||
Twitter, Inc. |
|||||||||||
5.00%, 3/1/2030 (a) |
513,000 |
510,137 |
|||||||||
Internet & Direct Marketing Retail — 0.2% |
|||||||||||
Rakuten Group, Inc. |
|||||||||||
(US Treasury Yield
Curve Rate T Note Constant Maturity 5 Year + 4.96%), 6.25%, 4/22/2031 (a)(d)(e) |
307,000 |
196,019 |
|||||||||
IT Services — 0.5% |
|||||||||||
Block, Inc. |
|||||||||||
2.75%, 6/1/2026 |
733,000 |
650,816 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: HIGH YIELD—INTEREST RATE HEDGED HYHG :: 21
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Machinery — 0.5% |
|||||||||||
TK Elevator US Newco, Inc. |
|||||||||||
5.25%, 7/15/2027 (a) |
$ |
674,000 |
$ |
608,285 |
|||||||
Media — 9.9% |
|||||||||||
AMC Networks, Inc. |
|||||||||||
4.25%, 2/15/2029 |
440,000 |
325,050 |
|||||||||
Clear Channel Outdoor Holdings, Inc. |
|||||||||||
5.13%, 8/15/2027 (a) |
775,000 |
667,863 |
|||||||||
7.50%, 6/1/2029 (a)(b) |
168,000 |
123,480 |
|||||||||
CMG Media Corp. |
|||||||||||
8.88%, 12/15/2027 (a) |
338,000 |
256,880 |
|||||||||
CSC Holdings LLC |
|||||||||||
5.75%, 1/15/2030 (a) |
1,185,000 |
810,238 |
|||||||||
4.63%, 12/1/2030 (a) |
593,000 |
376,055 |
|||||||||
Diamond Sports Group LLC |
|||||||||||
5.38%, 8/15/2026 (a) |
468,000 |
72,868 |
|||||||||
6.63%, 8/15/2027 (a) |
2,628,000 |
93,819 |
|||||||||
Directv Financing LLC |
|||||||||||
5.88%, 8/15/2027 (a) |
1,321,000 |
1,204,356 |
|||||||||
DISH DBS Corp. |
|||||||||||
5.25%, 12/1/2026 (a) |
1,944,000 |
1,653,615 |
|||||||||
Gray Escrow II, Inc. |
|||||||||||
5.38%, 11/15/2031 (a) |
458,000 |
346,363 |
|||||||||
iHeartCommunications, Inc. |
|||||||||||
8.38%, 5/1/2027 (b) |
548,000 |
485,155 |
|||||||||
News Corp. |
|||||||||||
3.88%, 5/15/2029 (a) |
463,000 |
411,491 |
|||||||||
Nexstar Media, Inc. |
|||||||||||
5.63%, 7/15/2027 (a) |
503,000 |
472,568 |
|||||||||
4.75%, 11/1/2028 (a) |
552,000 |
483,298 |
|||||||||
Radiate Holdco LLC |
|||||||||||
6.50%, 9/15/2028 (a) |
349,000 |
188,355 |
|||||||||
Sirius XM Radio, Inc. |
|||||||||||
4.00%, 7/15/2028 (a) |
816,000 |
721,181 |
|||||||||
3.88%, 9/1/2031 (a) |
500,000 |
407,500 |
|||||||||
Stagwell Global LLC |
|||||||||||
5.63%, 8/15/2029 (a) |
518,000 |
444,185 |
|||||||||
TEGNA, Inc. |
|||||||||||
4.63%, 3/15/2028 (b) |
735,000 |
693,186 |
|||||||||
5.00%, 9/15/2029 (b) |
92,000 |
86,158 |
|||||||||
Univision Communications, Inc. |
|||||||||||
6.63%, 6/1/2027 (a) |
226,000 |
220,287 |
|||||||||
4.50%, 5/1/2029 (a) |
924,000 |
786,555 |
|||||||||
UPC Broadband Finco BV |
|||||||||||
4.88%, 7/15/2031 (a) |
674,000 |
567,936 |
|||||||||
VZ Secured Financing BV |
|||||||||||
5.00%, 1/15/2032 (a) |
400,000 |
331,000 |
|||||||||
12,229,442 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Metals & Mining — 1.3% |
|||||||||||
First Quantum Minerals Ltd. |
|||||||||||
6.88%, 10/15/2027 (a) |
$ |
1,095,000 |
$ |
1,042,873 |
|||||||
Novelis Corp. |
|||||||||||
4.75%, 1/30/2030 (a)(b) |
624,000 |
563,026 |
|||||||||
1,605,899 |
|||||||||||
Multiline Retail — 0.2% |
|||||||||||
NMG Holding Co., Inc. |
|||||||||||
7.13%, 4/1/2026 (a) |
304,000 |
292,740 |
|||||||||
Oil, Gas & Consumable Fuels — 7.9% |
|||||||||||
CITGO Petroleum Corp. |
|||||||||||
7.00%, 6/15/2025 (a) |
428,000 |
420,782 |
|||||||||
Comstock Resources, Inc. |
|||||||||||
6.75%, 3/1/2029 (a) |
603,000 |
578,535 |
|||||||||
CQP Holdco LP |
|||||||||||
5.50%, 6/15/2031 (a) |
587,000 |
529,767 |
|||||||||
DT Midstream, Inc. |
|||||||||||
4.38%, 6/15/2031 (a) |
1,073,000 |
922,780 |
|||||||||
Endeavor Energy Resources LP |
|||||||||||
5.75%, 1/30/2028 (a) |
504,000 |
488,943 |
|||||||||
EQM Midstream Partners LP |
|||||||||||
4.75%, 1/15/2031 (a) |
407,000 |
342,623 |
|||||||||
Genesis Energy LP |
|||||||||||
8.00%, 1/15/2027 |
330,000 |
314,878 |
|||||||||
ITT Holdings LLC |
|||||||||||
6.50%, 8/1/2029 (a) |
509,000 |
435,628 |
|||||||||
Kinetik Holdings LP |
|||||||||||
5.88%, 6/15/2030 (a) |
410,000 |
385,281 |
|||||||||
Matador Resources Co. |
|||||||||||
5.88%, 9/15/2026 |
381,000 |
373,337 |
|||||||||
New Fortress Energy, Inc. |
|||||||||||
6.75%, 9/15/2025 (a) |
423,000 |
413,157 |
|||||||||
6.50%, 9/30/2026 (a) |
637,000 |
615,632 |
|||||||||
NGL Energy Operating LLC |
|||||||||||
7.50%, 2/1/2026 (a) |
762,000 |
688,077 |
|||||||||
Occidental Petroleum Corp. |
|||||||||||
6.63%, 9/1/2030 |
292,000 |
304,625 |
|||||||||
6.45%, 9/15/2036 |
868,000 |
870,170 |
|||||||||
Southwestern Energy Co. |
|||||||||||
5.38%, 3/15/2030 |
151,000 |
139,675 |
|||||||||
4.75%, 2/1/2032 |
804,000 |
703,079 |
|||||||||
Tullow Oil plc |
|||||||||||
10.25%, 5/15/2026 (a) |
660,000 |
565,838 |
|||||||||
Venture Global Calcasieu Pass LLC |
|||||||||||
4.13%, 8/15/2031 (a) |
455,000 |
392,438 |
|||||||||
3.88%, 11/1/2033 (a) |
249,000 |
202,498 |
|||||||||
9,687,743 |
See accompanying notes to the financial statements.
22 :: HYHG HIGH YIELD—INTEREST RATE HEDGED :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Pharmaceuticals — 2.5% |
|||||||||||
Bausch Health Cos., Inc. |
|||||||||||
4.88%, 6/1/2028 (a) |
$ |
500,000 |
$ |
306,300 |
|||||||
11.00%, 9/30/2028 (a) |
500,000 |
383,750 |
|||||||||
Organon & Co. |
|||||||||||
4.13%, 4/30/2028 (a) |
2,438,000 |
2,192,469 |
|||||||||
5.13%, 4/30/2031 (a) |
175,000 |
154,175 |
|||||||||
3,036,694 |
|||||||||||
Real Estate Management & Development — 0.3% |
|||||||||||
Realogy Group LLC |
|||||||||||
5.25%, 4/15/2030 (a) |
524,000 |
384,364 |
|||||||||
Road & Rail — 1.2% |
|||||||||||
Hertz Corp. (The) |
|||||||||||
5.00%, 12/1/2029 (a) |
468,000 |
371,396 |
|||||||||
Uber Technologies, Inc. |
|||||||||||
8.00%, 11/1/2026 (a) |
1,078,000 |
1,090,013 |
|||||||||
1,461,409 |
|||||||||||
Software — 3.4% |
|||||||||||
AthenaHealth Group, Inc. |
|||||||||||
6.50%, 2/15/2030 (a)(b) |
661,000 |
495,022 |
|||||||||
Cloud Software Group Holdings, Inc. |
|||||||||||
6.50%, 3/31/2029 (a) |
979,000 |
845,764 |
|||||||||
Condor Merger Sub, Inc. |
|||||||||||
7.38%, 2/15/2030 (a)(b) |
858,000 |
702,724 |
|||||||||
NCR Corp. |
|||||||||||
5.13%, 4/15/2029 (a) |
476,000 |
410,531 |
|||||||||
SS&C Technologies, Inc. |
|||||||||||
5.50%, 9/30/2027 (a) |
1,146,000 |
1,085,016 |
|||||||||
Veritas US, Inc. |
|||||||||||
7.50%, 9/1/2025 (a) |
830,000 |
593,705 |
|||||||||
4,132,762 |
|||||||||||
Specialty Retail — 3.5% |
|||||||||||
Bath & Body Works, Inc. |
|||||||||||
6.63%, 10/1/2030 (a) |
464,000 |
434,388 |
|||||||||
Carvana Co. |
|||||||||||
10.25%, 5/1/2030 (a) |
1,371,000 |
575,820 |
|||||||||
LCM Investments Holdings II LLC |
|||||||||||
4.88%, 5/1/2029 (a) |
415,000 |
346,981 |
|||||||||
Michaels Cos., Inc. (The) |
|||||||||||
7.88%, 5/1/2029 (a) |
901,000 |
532,716 |
|||||||||
PetSmart, Inc. |
|||||||||||
4.75%, 2/15/2028 (a) |
1,128,000 |
1,030,575 |
|||||||||
7.75%, 2/15/2029 (a) |
182,000 |
168,350 |
|||||||||
Staples, Inc. |
|||||||||||
7.50%, 4/15/2026 (a) |
1,307,000 |
1,161,420 |
|||||||||
10.75%, 4/15/2027 (a) |
123,000 |
89,482 |
|||||||||
4,339,732 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Thrifts & Mortgage Finance — 0.7% |
|||||||||||
Rocket Mortgage LLC |
|||||||||||
3.88%, 3/1/2031 (a) |
$ |
1,092,000 |
$ |
844,711 |
|||||||
Trading Companies & Distributors — 2.6% |
|||||||||||
Fortress
Transportation and Infrastructure Investors LLC |
|||||||||||
5.50%, 5/1/2028 (a) |
463,000 |
402,528 |
|||||||||
H&E Equipment Services, Inc. |
|||||||||||
3.88%, 12/15/2028 (a) |
510,000 |
433,372 |
|||||||||
Herc Holdings, Inc. |
|||||||||||
5.50%, 7/15/2027 (a) |
520,000 |
484,978 |
|||||||||
Imola Merger Corp. |
|||||||||||
4.75%, 5/15/2029 (a) |
703,000 |
627,427 |
|||||||||
WESCO Distribution, Inc. |
|||||||||||
7.13%, 6/15/2025 (a) |
962,000 |
974,025 |
|||||||||
7.25%, 6/15/2028 (a) |
228,000 |
229,760 |
|||||||||
3,152,090 |
|||||||||||
Wireless Telecommunication Services — 0.8% |
|||||||||||
Vmed O2 UK Financing I plc |
|||||||||||
4.25%, 1/31/2031 (a) |
1,112,000 |
892,658 |
|||||||||
4.75%, 7/15/2031 (a) |
86,000 |
70,522 |
|||||||||
963,180 |
|||||||||||
Total Corporate
Bonds (Cost $134,528,028) |
117,351,978 |
||||||||||
Shares |
|||||||||||
Securities Lending Reinvestments (f) — 2.2% |
|||||||||||
Investment Companies — 2.2% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $2,718,013) |
2,718,013 |
2,718,013 |
|||||||||
Principal Amount |
|||||||||||
Short-Term Investments — 1.8% |
|||||||||||
Repurchase Agreements (g) — 1.8% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $2,257,188 (Cost $2,256,953) |
$ |
2,256,953 |
2,256,953 |
||||||||
Total Investments —
99.3% (Cost $139,502,994) |
122,326,944 |
||||||||||
Other assets less liabilities — 0.7% |
830,328 |
||||||||||
Net Assets — 100.0% |
$ |
123,157,272 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: HIGH YIELD—INTEREST RATE HEDGED HYHG :: 23
(a) Securities exempt from registration under Rule 144A or section 4(2), of the Securities Act of 1933. Under procedures approved by the Board of Trustees, such securities have been determined to be liquid by the investment adviser and may be resold, normally to qualified institutional buyers in transactions exempt from registration.
(b) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $4,235,330, collateralized in the form of cash with a value of $2,718,013 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $1,666,418 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% - 4.38%, and maturity dates ranging from December 15, 2022 - February 15, 2049. The total value of collateral is $4,384,431.
(c) Step bond. Interest rate is a fixed rate for an initial period that either resets at a specific date or may reset in the future at a contingent upon predetermined trigger. The interest rate shown was the current rate as of November 30, 2022.
(d) Perpetual security. The rate reflected was the rate in effect on November 30, 2022. The maturity date reflects the next call date.
(e) Variable or floating rate security, linked to the referenced benchmark. The interest rate shown is the rate in effect as of November 30, 2022.
(f) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $2,718,013.
(g) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
359,755 |
|||||
Aggregate gross unrealized depreciation |
(18,065,203 |
) |
|||||
Net unrealized depreciation |
$ |
(17,705,448 |
) |
||||
Federal income tax cost |
$ |
139,557,863 |
Futures Contracts Sold
High Yield-Interest Rate Hedged had the following open short futures contracts as of November 30, 2022:
Number
of Contracts |
Expiration Date |
Trading
Currency |
Notional Amount |
Value
and Unrealized Depreciation |
|||||||||||||||||||
U.S. Treasury 10 Year Note |
410 |
3/22/2023 |
USD |
$ |
46,535,000 |
$ |
(206,150 |
) |
|||||||||||||||
U.S. Treasury 2 Year Note |
92 |
3/31/2023 |
USD |
18,893,063 |
(36,813 |
) |
|||||||||||||||||
U.S. Treasury 5 Year Note |
518 |
3/31/2023 |
USD |
56,239,422 |
(231,566 |
) |
|||||||||||||||||
$ |
(474,529 |
) |
Abbreviations
USD U.S. Dollar
See accompanying notes to the financial statements.
24 :: HYHG HIGH YIELD—INTEREST RATE HEDGED :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 87.1% |
|||||||||||
Repurchase Agreements (a) — 87.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $68,977,788 (Cost $68,970,578) |
$ |
68,970,578 |
$ |
68,970,578 |
|||||||
Total Investments —
87.1% (Cost $68,970,578) |
68,970,578 |
||||||||||
Other assets less liabilities — 12.9% |
10,238,671 |
||||||||||
Net Assets — 100.0% |
$ |
79,209,249 |
(a) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
5,319,355 |
|||||
Aggregate gross unrealized depreciation |
(3,991,141 |
) |
|||||
Net unrealized appreciation |
$ |
1,328,214 |
|||||
Federal income tax cost |
$ |
68,970,578 |
Swap Agreementsa
Inflation Expectations ETF had the following open non-exchange traded total return swap agreements as of November 30, 2022:
Notional Amount ($) |
Termination Dateb |
Counterparty |
Rate
Paid (Received)c |
Reference
Instrument |
Value
and Unrealized Appreciation/ (Depreciation)d ($) |
Financial Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net Amounte ($) |
|||||||||||||||||||||||||||
23,096,319 |
4/11/2023 |
Citibank NA |
3.57 |
% |
FTSE 30-Year
TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Inflation- Protected Securities (TIPS) bond)f |
1,599,392 |
|||||||||||||||||||||||||||||
54,947,553 |
4/11/2023 |
Citibank NA |
3.48 |
% |
FTSE 30-Year TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Bond inverse index)g |
(1,451,198 |
) |
||||||||||||||||||||||||||||
78,043,872 |
148,194 |
— |
(40,000 |
) |
108,194 |
||||||||||||||||||||||||||||||
55,954,753 |
4/11/2023 |
Societe Generale |
3.92 |
% |
FTSE 30-Year
TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Inflation- Protected Securities (TIPS) bond)f |
3,719,963 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: INFLATION EXPECTATIONS ETF RINF :: 25
Notional Amount ($) |
Termination Dateb |
Counterparty |
Rate
Paid (Received)c |
Reference
Instrument |
Value
and Unrealized Appreciation/ (Depreciation)d ($) |
Financial Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net Amounte ($) |
|||||||||||||||||||||||||||
79,460,405 |
4/11/2023 |
Societe Generale |
3.37 |
% |
FTSE 30-Year
TIPS (Treasury Rate-Hedged) Index (long exposure to 30-year Treasury Bond inverse index)g |
(2,539,943 |
) |
||||||||||||||||||||||||||||
135,415,158 |
1,180,020 |
(960,081 |
) |
(2,646 |
) |
217,293 |
|||||||||||||||||||||||||||||
213,459,030 |
1,328,214 |
||||||||||||||||||||||||||||||||||
Total Unrealized
Appreciation |
5,319,355 |
||||||||||||||||||||||||||||||||||
Total Unrealized
Depreciation |
(3,991,141 |
) |
a The Fund's Swap Agreements are not accounted for as hedging instruments under ASC 815.
b Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity.
c Reflects the floating financing rate, as of November 30, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation).
d The Fund discloses amounts due to the Fund from the counterparty (unrealized appreciation on swap agreements) at period end as an asset on its Statement of Assets and Liabilities. Amounts due to the counterparty from the Fund (unrealized depreciation on swap agreements) are disclosed as a liability on its Statement of Assets and Liabilities. The Fund presents these amounts on a gross basis and does not offset or "net" these amounts on its Statement of Assets and Liabilities.
e Represents the "uncollateralized" amount due from or (to) the counterparty at period end. These amounts could be due to timing differences between the movement of collateral in relation to market movements, or due to agreement provisions allowing minimum "thresholds" that would need to be exceeded prior to the movement of collateral. To the extent that a net amount is due from a counterparty, the Fund would be exposed to the counterparty by such amount and could suffer losses or delays in recovery of that amount in the event of a counterparty default.
f See the U.S. Treasury Obligations section of the preceding Schedule of Portfolio Investments for the representative components of the underlying reference instrument and their relative weightings.
g Certain underlying component disclosures related to this index may be found on the website at www.proshares.com/media/FTSE30-Year_TIPS_November.pdf
See accompanying notes to the financial statements.
26 :: RINF INFLATION EXPECTATIONS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds — 94.9% |
|||||||||||
Aerospace & Defense — 0.3% |
|||||||||||
Lockheed Martin Corp. |
|||||||||||
4.07%, 12/15/2042 |
$ |
1,580,000 |
$ |
1,389,515 |
|||||||
Air Freight & Logistics — 0.6% |
|||||||||||
United Parcel Service, Inc. |
|||||||||||
6.20%, 1/15/2038 |
2,156,000 |
2,424,157 |
|||||||||
Automobiles — 0.6% |
|||||||||||
Mercedes-Benz
Finance North America LLC |
|||||||||||
8.50%, 1/18/2031 |
1,920,000 |
2,354,376 |
|||||||||
Banks — 26.6% |
|||||||||||
Banco Santander SA |
|||||||||||
3.31%, 6/27/2029 |
750,000 |
650,753 |
|||||||||
3.49%, 5/28/2030 |
2,199,000 |
1,842,575 |
|||||||||
Bank of America Corp. |
|||||||||||
6.11%, 1/29/2037 |
863,000 |
890,979 |
|||||||||
7.75%, 5/14/2038 |
4,924,000 |
5,878,764 |
|||||||||
Bank of America NA |
|||||||||||
6.00%, 10/15/2036 |
3,205,000 |
3,324,818 |
|||||||||
Barclays plc |
|||||||||||
5.25%, 8/17/2045 |
3,827,000 |
3,399,585 |
|||||||||
Citigroup, Inc. |
|||||||||||
6.63%, 6/15/2032 |
1,659,000 |
1,746,562 |
|||||||||
8.13%, 7/15/2039 |
148,000 |
185,031 |
|||||||||
6.68%, 9/13/2043 |
3,294,000 |
3,580,787 |
|||||||||
4.75%, 5/18/2046 |
6,379,000 |
5,408,151 |
|||||||||
Cooperatieve Rabobank UA |
|||||||||||
5.25%, 5/24/2041 |
101,000 |
102,719 |
|||||||||
5.75%, 12/1/2043 |
8,114,000 |
7,771,682 |
|||||||||
Fifth Third Bancorp |
|||||||||||
8.25%, 3/1/2038 |
1,151,000 |
1,393,321 |
|||||||||
HSBC Holdings plc |
|||||||||||
6.50%, 5/2/2036 |
1,232,000 |
1,242,623 |
|||||||||
6.50%, 9/15/2037 |
490,000 |
471,386 |
|||||||||
5.25%, 3/14/2044 |
7,000,000 |
6,071,600 |
|||||||||
ING Groep NV |
|||||||||||
4.55%, 10/2/2028 (a) |
1,646,000 |
1,564,494 |
|||||||||
4.05%, 4/9/2029 |
2,103,000 |
1,909,481 |
|||||||||
JPMorgan Chase & Co. |
|||||||||||
6.40%, 5/15/2038 |
6,774,000 |
7,439,312 |
|||||||||
5.50%, 10/15/2040 |
1,818,000 |
1,816,203 |
|||||||||
4.85%, 2/1/2044 |
2,967,000 |
2,767,468 |
|||||||||
4.95%, 6/1/2045 |
469,000 |
431,247 |
|||||||||
Lloyds Banking Group plc |
|||||||||||
4.55%, 8/16/2028 |
3,103,000 |
2,905,403 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Mitsubishi UFJ Financial Group, Inc. |
|||||||||||
4.05%, 9/11/2028 |
$ |
1,892,000 |
$ |
1,777,156 |
|||||||
3.74%, 3/7/2029 |
3,004,000 |
2,766,722 |
|||||||||
3.20%, 7/18/2029 |
122,000 |
107,071 |
|||||||||
2.05%, 7/17/2030 |
4,799,000 |
3,782,249 |
|||||||||
Mizuho Financial Group, Inc. |
|||||||||||
2.56%, 9/13/2031 |
1,325,000 |
1,009,810 |
|||||||||
PNC Bank NA | |||||||||||
4.05%, 7/26/2028 |
1,625,000 |
1,526,343 |
|||||||||
Royal Bank of Canada |
|||||||||||
2.30%, 11/3/2031 |
3,581,000 |
2,874,844 |
|||||||||
Sumitomo Mitsui Financial Group, Inc. |
|||||||||||
1.90%, 9/17/2028 |
7,495,000 |
6,195,743 |
|||||||||
2.13%, 7/8/2030 |
1,902,000 |
1,503,695 |
|||||||||
2.22%, 9/17/2031 |
1,303,000 |
1,014,702 |
|||||||||
Toronto-Dominion Bank (The) |
|||||||||||
3.20%, 3/10/2032 |
3,333,000 |
2,869,572 |
|||||||||
4.46%, 6/8/2032 |
1,905,000 |
1,815,590 |
|||||||||
Wells Fargo & Co. |
|||||||||||
3.90%, 5/1/2045 |
5,603,000 |
4,484,983 |
|||||||||
4.90%, 11/17/2045 |
3,259,000 |
2,857,989 |
|||||||||
4.40%, 6/14/2046 |
123,000 |
99,444 |
|||||||||
Wells Fargo Bank NA |
|||||||||||
6.60%, 1/15/2038 |
4,558,000 |
5,009,418 |
|||||||||
Westpac Banking Corp. |
|||||||||||
1.95%, 11/20/2028 |
1,370,000 |
1,166,062 |
|||||||||
4.42%, 7/24/2039 |
2,135,000 |
1,722,422 |
|||||||||
3.13%, 11/18/2041 |
3,711,000 |
2,402,764 |
|||||||||
107,781,523 |
|||||||||||
Beverages — 2.7% |
|||||||||||
Anheuser-Busch InBev Worldwide, Inc. |
|||||||||||
4.95%, 1/15/2042 |
1,777,000 |
1,685,536 |
|||||||||
3.75%, 7/15/2042 |
1,022,000 |
842,951 |
|||||||||
Coca-Cola Co. (The) |
|||||||||||
2.13%, 9/6/2029 |
1,772,000 |
1,534,101 |
|||||||||
3.45%, 3/25/2030 |
1,970,000 |
1,829,033 |
|||||||||
1.38%, 3/15/2031 |
48,000 |
37,803 |
|||||||||
2.50%, 6/1/2040 |
120,000 |
88,420 |
|||||||||
2.50%, 3/15/2051 |
5,373,000 |
3,560,479 |
|||||||||
Molson Coors Beverage Co. |
|||||||||||
5.00%, 5/1/2042 |
1,541,000 |
1,380,856 |
|||||||||
10,959,179 |
|||||||||||
Capital Markets — 6.6% |
|||||||||||
Goldman Sachs Group, Inc. (The) |
|||||||||||
6.13%, 2/15/2033 |
14,000 |
14,669 |
|||||||||
6.75%, 10/1/2037 |
4,435,000 |
4,733,830 |
|||||||||
6.25%, 2/1/2041 |
7,010,000 |
7,399,927 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: INVESTMENT GRADE—INTEREST RATE HEDGED IGHG :: 27
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Jefferies Financial Group, Inc. |
|||||||||||
4.15%, 1/23/2030 |
$ |
1,877,000 |
$ |
1,665,624 |
|||||||
Morgan Stanley |
|||||||||||
6.38%, 7/24/2042 |
1,726,000 |
1,891,336 |
|||||||||
4.38%, 1/22/2047 |
7,580,000 |
6,542,109 |
|||||||||
Nomura Holdings, Inc. |
|||||||||||
2.17%, 7/14/2028 |
1,000,000 |
821,894 |
|||||||||
3.10%, 1/16/2030 |
1,582,000 |
1,316,514 |
|||||||||
2.68%, 7/16/2030 |
1,311,000 |
1,044,972 |
|||||||||
2.61%, 7/14/2031 |
1,527,000 |
1,176,407 |
|||||||||
26,607,282 |
|||||||||||
Communications Equipment — 1.1% |
|||||||||||
Cisco Systems, Inc. |
|||||||||||
5.50%, 1/15/2040 |
4,358,000 |
4,556,526 |
|||||||||
Consumer Finance — 0.6% |
|||||||||||
American Express Co. |
|||||||||||
4.05%, 12/3/2042 |
1,421,000 |
1,223,490 |
|||||||||
Toyota Motor Credit Corp. |
|||||||||||
3.38%, 4/1/2030 |
1,430,000 |
1,306,549 |
|||||||||
2,530,039 |
|||||||||||
Diversified Financial Services — 3.8% |
|||||||||||
Berkshire Hathaway, Inc. |
|||||||||||
4.50%, 2/11/2043 |
132,000 |
124,731 |
|||||||||
Shell International Finance BV |
|||||||||||
4.13%, 5/11/2035 |
8,138,000 |
7,607,859 |
|||||||||
4.55%, 8/12/2043 |
1,009,000 |
921,915 |
|||||||||
4.00%, 5/10/2046 |
8,163,000 |
6,853,016 |
|||||||||
15,507,521 |
|||||||||||
Diversified Telecommunication Services — 4.3% |
|||||||||||
Sprint Capital Corp. |
|||||||||||
6.88%, 11/15/2028 |
2,216,000 |
2,315,454 |
|||||||||
8.75%, 3/15/2032 |
2,600,000 |
3,108,690 |
|||||||||
Verizon Communications, Inc. |
|||||||||||
4.33%, 9/21/2028 |
453,000 |
439,578 |
|||||||||
4.50%, 8/10/2033 |
2,288,000 |
2,159,609 |
|||||||||
5.25%, 3/16/2037 |
4,581,000 |
4,525,899 |
|||||||||
4.52%, 9/15/2048 |
5,820,000 |
5,045,971 |
|||||||||
17,595,201 |
|||||||||||
Electric Utilities — 0.2% |
|||||||||||
Duke Energy Florida LLC |
|||||||||||
6.40%, 6/15/2038 |
113,000 |
124,899 |
|||||||||
Georgia Power Co. |
|||||||||||
4.30%, 3/15/2042 |
1,006,000 |
869,142 |
|||||||||
994,041 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Electrical Equipment — 1.3% |
|||||||||||
Eaton Corp. |
|||||||||||
4.15%, 11/2/2042 |
$ |
5,884,000 |
$ |
5,096,110 |
|||||||
Energy Equipment & Services — 0.7% |
|||||||||||
Baker Hughes Holdings LLC |
|||||||||||
5.13%, 9/15/2040 |
1,456,000 |
1,353,766 |
|||||||||
Halliburton Co. |
|||||||||||
7.45%, 9/15/2039 |
1,179,000 |
1,340,372 |
|||||||||
2,694,138 |
|||||||||||
Entertainment — 2.1% |
|||||||||||
Netflix, Inc. |
|||||||||||
5.88%, 11/15/2028 |
2,405,000 |
2,429,555 |
|||||||||
Walt Disney Co. (The) |
|||||||||||
3.80%, 3/22/2030 |
3,159,000 |
2,958,530 |
|||||||||
2.65%, 1/13/2031 |
504,000 |
432,150 |
|||||||||
6.65%, 11/15/2037 |
2,552,000 |
2,914,459 |
|||||||||
8,734,694 |
|||||||||||
Food & Staples Retailing — 0.9% |
|||||||||||
Walmart, Inc. |
|||||||||||
5.25%, 9/1/2035 |
1,000,000 |
1,061,416 |
|||||||||
6.50%, 8/15/2037 |
2,283,000 |
2,729,464 |
|||||||||
3,790,880 |
|||||||||||
Food Products — 1.3% |
|||||||||||
Kraft Heinz Foods Co. |
|||||||||||
5.00%, 6/4/2042 |
4,640,000 |
4,345,049 |
|||||||||
Unilever Capital Corp. |
|||||||||||
5.90%, 11/15/2032 |
908,000 |
987,460 |
|||||||||
5,332,509 |
|||||||||||
Health Care Equipment & Supplies — 1.8% |
|||||||||||
Medtronic, Inc. |
|||||||||||
4.38%, 3/15/2035 |
6,543,000 |
6,276,042 |
|||||||||
4.63%, 3/15/2045 |
1,159,000 |
1,103,391 |
|||||||||
7,379,433 |
|||||||||||
Health Care Providers & Services — 2.7% |
|||||||||||
Ascension Health |
|||||||||||
3.95%, 11/15/2046 |
1,482,000 |
1,229,190 |
|||||||||
Elevance Health, Inc. |
|||||||||||
4.65%, 1/15/2043 |
1,048,000 |
962,764 |
|||||||||
UnitedHealth Group, Inc. |
|||||||||||
3.85%, 6/15/2028 |
2,639,000 |
2,529,297 |
|||||||||
2.88%, 8/15/2029 |
1,209,000 |
1,080,159 |
|||||||||
2.00%, 5/15/2030 |
2,174,000 |
1,803,364 |
|||||||||
4.63%, 7/15/2035 |
3,252,000 |
3,177,884 |
|||||||||
6.88%, 2/15/2038 |
7,000 |
8,122 |
|||||||||
10,790,780 |
See accompanying notes to the financial statements.
28 :: IGHG INVESTMENT GRADE—INTEREST RATE HEDGED :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Household Products — 1.1% |
|||||||||||
Procter & Gamble Co. (The) |
|||||||||||
3.00%, 3/25/2030 |
$ |
3,138,000 |
$ |
2,872,034 |
|||||||
1.20%, 10/29/2030 |
1,052,000 |
832,657 |
|||||||||
1.95%, 4/23/2031 |
753,000 |
628,774 |
|||||||||
4,333,465 |
|||||||||||
Insurance — 1.3% |
|||||||||||
MetLife, Inc. |
|||||||||||
4.88%, 11/13/2043 |
4,097,000 |
3,815,673 |
|||||||||
Prudential plc |
|||||||||||
3.13%, 4/14/2030 |
1,556,000 |
1,356,164 |
|||||||||
5,171,837 |
|||||||||||
IT Services — 3.0% |
|||||||||||
International Business Machines Corp. |
|||||||||||
4.15%, 5/15/2039 |
8,872,000 |
7,739,766 |
|||||||||
4.25%, 5/15/2049 |
5,352,000 |
4,529,148 |
|||||||||
12,268,914 |
|||||||||||
Media — 2.7% |
|||||||||||
Comcast Corp. |
|||||||||||
4.25%, 1/15/2033 |
1,941,000 |
1,836,663 |
|||||||||
Paramount Global |
|||||||||||
6.88%, 4/30/2036 |
1,262,000 |
1,246,880 |
|||||||||
4.38%, 3/15/2043 |
1,626,000 |
1,138,583 |
|||||||||
Time Warner Cable Enterprises LLC |
|||||||||||
8.38%, 7/15/2033 |
357,000 |
399,201 |
|||||||||
Time Warner Cable LLC |
|||||||||||
7.30%, 7/1/2038 |
5,511,000 |
5,612,850 |
|||||||||
6.75%, 6/15/2039 |
681,000 |
659,043 |
|||||||||
10,893,220 |
|||||||||||
Metals & Mining — 3.5% |
|||||||||||
Rio Tinto Finance USA Ltd. |
|||||||||||
5.20%, 11/2/2040 |
3,377,000 |
3,406,082 |
|||||||||
Southern Copper Corp. |
|||||||||||
6.75%, 4/16/2040 |
4,589,000 |
4,950,384 |
|||||||||
5.88%, 4/23/2045 |
1,929,000 |
1,921,766 |
|||||||||
Vale Overseas Ltd. |
|||||||||||
6.88%, 11/10/2039 |
3,709,000 |
3,783,180 |
|||||||||
14,061,412 |
|||||||||||
Multiline Retail — 0.3% |
|||||||||||
Target Corp. |
|||||||||||
4.00%, 7/1/2042 |
1,398,000 |
1,223,860 |
|||||||||
Multi-Utilities — 1.1% |
|||||||||||
Berkshire Hathaway Energy Co. |
|||||||||||
6.13%, 4/1/2036 |
4,257,000 |
4,520,044 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Oil, Gas & Consumable Fuels — 6.4% |
|||||||||||
Canadian Natural Resources Ltd. |
|||||||||||
6.25%, 3/15/2038 |
$ |
2,278,000 |
$ |
2,315,824 |
|||||||
CNOOC Finance 2015 USA LLC |
|||||||||||
4.38%, 5/2/2028 |
1,876,000 |
1,837,497 |
|||||||||
CNOOC Petroleum North America ULC |
|||||||||||
6.40%, 5/15/2037 |
1,055,000 |
1,081,887 |
|||||||||
ConocoPhillips Co. |
|||||||||||
6.95%, 4/15/2029 |
3,801,000 |
4,224,791 |
|||||||||
Ecopetrol SA |
|||||||||||
5.88%, 5/28/2045 |
2,330,000 |
1,599,545 |
|||||||||
Hess Corp. |
|||||||||||
5.60%, 2/15/2041 |
1,374,000 |
1,317,217 |
|||||||||
Kinder Morgan, Inc. |
|||||||||||
7.75%, 1/15/2032 |
2,589,000 |
2,953,612 |
|||||||||
Suncor Energy, Inc. |
|||||||||||
6.50%, 6/15/2038 |
2,029,000 |
2,093,996 |
|||||||||
TotalEnergies Capital SA |
|||||||||||
3.88%, 10/11/2028 |
1,282,000 |
1,247,195 |
|||||||||
TransCanada PipeLines Ltd. |
|||||||||||
6.20%, 10/15/2037 |
3,008,000 |
3,099,978 |
|||||||||
Valero Energy Corp. |
|||||||||||
6.63%, 6/15/2037 |
2,080,000 |
2,215,108 |
|||||||||
Williams Cos., Inc. (The) |
|||||||||||
6.30%, 4/15/2040 |
1,771,000 |
1,820,507 |
|||||||||
25,807,157 |
|||||||||||
Pharmaceuticals — 6.8% |
|||||||||||
AstraZeneca plc |
|||||||||||
4.00%, 9/18/2042 |
7,000,000 |
6,112,168 |
|||||||||
4.38%, 11/16/2045 |
662,000 |
605,410 |
|||||||||
GlaxoSmithKline Capital, Inc. |
|||||||||||
3.88%, 5/15/2028 |
6,444,000 |
6,222,430 |
|||||||||
Johnson & Johnson |
|||||||||||
5.95%, 8/15/2037 |
2,169,000 |
2,446,590 |
|||||||||
Merck & Co., Inc. |
|||||||||||
4.15%, 5/18/2043 |
1,484,000 |
1,325,464 |
|||||||||
Pfizer, Inc. |
|||||||||||
4.00%, 12/15/2036 |
8,962,000 |
8,250,895 |
|||||||||
4.40%, 5/15/2044 |
1,124,000 |
1,049,441 |
|||||||||
4.13%, 12/15/2046 |
1,857,000 |
1,670,677 |
|||||||||
27,683,075 |
|||||||||||
Software — 1.6% |
|||||||||||
Oracle Corp. |
|||||||||||
6.50%, 4/15/2038 |
5,509,000 |
5,693,647 |
|||||||||
6.13%, 7/8/2039 |
638,000 |
633,495 |
|||||||||
6,327,142 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: INVESTMENT GRADE—INTEREST RATE HEDGED IGHG :: 29
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Technology Hardware, Storage & Peripherals — 2.5% |
|||||||||||
Apple, Inc. |
|||||||||||
4.45%, 5/6/2044 |
$ |
1,848,000 |
$ |
1,783,617 |
|||||||
3.45%, 2/9/2045 |
8,409,000 |
6,901,172 |
|||||||||
HP, Inc. |
|||||||||||
6.00%, 9/15/2041 |
1,558,000 |
1,518,092 |
|||||||||
10,202,881 |
|||||||||||
Tobacco — 0.6% |
|||||||||||
Altria Group, Inc. |
|||||||||||
5.38%, 1/31/2044 |
2,792,000 |
2,420,019 |
|||||||||
Philip Morris International, Inc. |
|||||||||||
4.25%, 11/10/2044 |
8,000 |
6,284 |
|||||||||
2,426,303 |
|||||||||||
Wireless Telecommunication Services — 5.8% |
|||||||||||
America Movil SAB de CV |
|||||||||||
4.38%, 7/16/2042 |
5,038,000 |
4,269,101 |
|||||||||
Telefonica Europe BV |
|||||||||||
8.25%, 9/15/2030 |
6,387,000 |
7,202,713 |
|||||||||
Vodafone Group plc |
|||||||||||
4.38%, 5/30/2028 |
2,934,000 |
2,898,172 |
|||||||||
5.00%, 5/30/2038 |
1,393,000 |
1,284,131 |
|||||||||
4.25%, 9/17/2050 |
10,125,000 |
7,941,378 |
|||||||||
23,595,495 |
|||||||||||
Total Corporate
Bonds (Cost $395,580,973) |
385,032,709 |
||||||||||
Shares |
|||||||||||
Securities Lending Reinvestments (b) — 0.0% (c) |
|||||||||||
Investment Companies — 0.0% (c) |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $970) |
970 |
970 |
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 1.1% |
|||||||||||
Repurchase Agreements (d) — 1.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $4,567,991 (Cost $4,567,515) |
$ |
4,567,515 |
$ |
4,567,515 |
|||||||
Total Investments —
96.0% (Cost $400,149,458) |
389,601,194 |
||||||||||
Other assets less liabilities — 4.0% |
16,253,968 |
||||||||||
Net Assets — 100.0% |
$ |
405,855,162 |
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $950, collateralized in the form of cash with a value of $970 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $970.
(c) Represents less than 0.05% of net assets.
(d) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
9,749,432 |
|||||
Aggregate gross unrealized depreciation |
(27,421,177 |
) |
|||||
Net unrealized depreciation |
$ |
(17,671,745 |
) |
||||
Federal income tax cost |
$ |
406,092,324 |
Futures Contracts Sold
Investment Grade-Interest Rate Hedged had the following open short futures contracts as of November 30, 2022:
Number
of Contracts |
Expiration Date |
Trading
Currency |
Notional Amount |
Value
and Unrealized Appreciation/ (Depreciation) |
|||||||||||||||||||
U.S. Treasury 10 Year Note |
1,185 |
3/22/2023 |
USD |
$ |
134,497,500 |
$ |
(596,734 |
) |
|||||||||||||||
U.S. Treasury Long Bond |
1,809 |
3/22/2023 |
USD |
229,743,000 |
(654,720 |
) |
|||||||||||||||||
U.S. Treasury Ultra Bond |
248 |
3/22/2023 |
USD |
33,797,750 |
70,839 |
||||||||||||||||||
$ |
(1,180,615 |
) |
Abbreviations
USD U.S. Dollar
See accompanying notes to the financial statements.
30 :: IGHG INVESTMENT GRADE—INTEREST RATE HEDGED :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
219,911 |
|||||
Aggregate gross unrealized depreciation |
(2,812,218 |
) |
|||||
Net unrealized depreciation |
$ |
(2,592,307 |
) |
||||
Federal income tax cost |
$ |
— |
Futures Contracts Purchased
K-1 Free Crude Oil Strategy ETF had the following open long futures contracts as of November 30, 2022:
Number
of Contracts |
Expiration Date |
Trading
Currency |
Notional Amount |
Value
and Unrealized Appreciation/ (Depreciation) |
|||||||||||||||||||
WTI Crude Oil |
391 |
1/20/2023 |
USD |
$ |
31,538,060 |
$ |
(2,166,074 |
) |
|||||||||||||||
WTI Crude Oil |
412 |
5/22/2023 |
USD |
33,112,440 |
(646,144 |
) |
|||||||||||||||||
WTI Crude Oil |
432 |
11/20/2023 |
USD |
33,661,440 |
219,911 |
||||||||||||||||||
$ |
(2,592,307 |
) |
Abbreviations
USD U.S. Dollar
See accompanying notes to the financial statements.
PROSHARES TRUST CONSOLIDATED SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: K-1 FREE CRUDE OIL STRATEGY ETF OILK :: 31
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (a) — 94.5% |
|||||||||||||||
Abbott Laboratories
(Health Care Equipment & Supplies) |
0.7 |
% |
28,107 |
$ |
3,023,751 |
||||||||||
AbbVie, Inc. (Biotechnology) |
0.7 |
% |
19,947 |
3,215,058 |
|||||||||||
Adobe, Inc.* (Software) |
0.4 |
% |
5,253 |
1,811,917 |
|||||||||||
Air Products and
Chemicals, Inc. (Chemicals) |
0.4 |
% |
6,451 |
2,000,842 |
|||||||||||
Alphabet, Inc.,
Class A* (Interactive Media & Services) |
1.0 |
% |
45,507 |
4,595,752 |
|||||||||||
Alphabet, Inc.,
Class C* (Interactive Media & Services) |
0.9 |
% |
40,474 |
4,106,087 |
|||||||||||
Amazon.com, Inc.*
(Internet & Direct Marketing Retail) |
2.2 |
% |
101,582 |
9,806,725 |
|||||||||||
American
International Group, Inc. (Insurance) |
0.4 |
% |
28,062 |
1,770,993 |
|||||||||||
Apple, Inc.
(Technology Hardware, Storage & Peripherals) |
4.5 |
% |
138,585 |
20,514,738 |
|||||||||||
Archer-Daniels-Midland
Co. (Food Products) |
0.4 |
% |
18,554 |
1,809,015 |
|||||||||||
Berkshire Hathaway,
Inc., Class B* (Diversified Financial Services) |
0.9 |
% |
13,072 |
4,164,739 |
|||||||||||
Booking Holdings,
Inc.* (Hotels, Restaurants & Leisure) |
0.4 |
% |
891 |
1,852,790 |
|||||||||||
Cadence Design
Systems, Inc.* (Software) |
0.4 |
% |
10,840 |
1,864,914 |
|||||||||||
Chevron Corp. (Oil,
Gas & Consumable Fuels) |
0.5 |
% |
11,967 |
2,193,671 |
|||||||||||
Chipotle Mexican
Grill, Inc.* (Hotels, Restaurants & Leisure) |
0.4 |
% |
1,148 |
1,867,750 |
|||||||||||
Cigna Corp. (Health
Care Providers & Services) |
0.5 |
% |
6,622 |
2,177,910 |
|||||||||||
Citigroup, Inc. (Banks) |
0.5 |
% |
45,407 |
2,198,153 |
|||||||||||
CME Group, Inc.
(Capital Markets) |
0.4 |
% |
10,091 |
1,781,062 |
|||||||||||
ConocoPhillips (Oil,
Gas & Consumable Fuels) |
0.6 |
% |
20,757 |
2,563,697 |
|||||||||||
CSX Corp. (Road & Rail) |
0.4 |
% |
61,924 |
2,024,296 |
|||||||||||
CVS Health Corp.
(Health Care Providers & Services) |
0.6 |
% |
24,887 |
2,535,488 |
|||||||||||
Danaher Corp. (Life
Sciences Tools & Services) |
0.6 |
% |
9,563 |
2,614,620 |
|||||||||||
Emerson Electric Co.
(Electrical Equipment) |
0.4 |
% |
19,156 |
1,834,570 |
|||||||||||
Exxon Mobil Corp.
(Oil, Gas & Consumable Fuels) |
1.3 |
% |
52,380 |
5,831,989 |
|||||||||||
Gilead Sciences,
Inc. (Biotechnology) |
0.4 |
% |
21,921 |
1,925,321 |
|||||||||||
Home Depot, Inc.
(The) (Specialty Retail) |
0.5 |
% |
6,726 |
2,179,157 |
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (a) (continued) |
|||||||||||||||
Johnson &
Johnson (Pharmaceuticals) |
0.8 |
% |
20,274 |
$ |
3,608,772 |
||||||||||
JPMorgan Chase &
Co. (Banks) |
0.6 |
% |
18,705 |
2,584,657 |
|||||||||||
Lockheed Martin
Corp. (Aerospace & Defense) |
0.5 |
% |
4,775 |
2,316,782 |
|||||||||||
Marriott
International, Inc., Class A (Hotels, Restaurants & Leisure) |
0.4 |
% |
10,734 |
1,774,867 |
|||||||||||
Mastercard, Inc.,
Class A (IT Services) |
0.4 |
% |
5,871 |
2,092,424 |
|||||||||||
Merck & Co.,
Inc. (Pharmaceuticals) |
0.8 |
% |
35,876 |
3,950,665 |
|||||||||||
Meta Platforms,
Inc., Class A* (Interactive Media & Services) |
0.5 |
% |
18,156 |
2,144,224 |
|||||||||||
MetLife, Inc. (Insurance) |
0.4 |
% |
23,093 |
1,771,233 |
|||||||||||
Microchip
Technology, Inc. (Semiconductors & Semiconductor Equipment) |
0.4 |
% |
23,582 |
1,867,459 |
|||||||||||
Micron Technology,
Inc. (Semiconductors & Semiconductor Equipment) |
0.4 |
% |
30,615 |
1,764,955 |
|||||||||||
Microsoft Corp. (Software) |
3.7 |
% |
66,851 |
17,056,364 |
|||||||||||
Norfolk Southern
Corp. (Road & Rail) |
0.4 |
% |
7,549 |
1,936,319 |
|||||||||||
NVIDIA Corp.
(Semiconductors & Semiconductor Equipment) |
0.6 |
% |
16,258 |
2,751,341 |
|||||||||||
Pfizer, Inc. (Pharmaceuticals) |
0.9 |
% |
79,752 |
3,997,968 |
|||||||||||
Philip Morris
International, Inc. (Tobacco) |
0.4 |
% |
21,030 |
2,096,060 |
|||||||||||
Phillips 66 (Oil,
Gas & Consumable Fuels) |
0.4 |
% |
16,256 |
1,762,801 |
|||||||||||
Procter & Gamble
Co. (The) (Household Products) |
0.6 |
% |
17,000 |
2,535,720 |
|||||||||||
Prologis, Inc.
(Equity Real Estate Investment Trusts (REITs)) |
0.4 |
% |
16,936 |
1,994,891 |
|||||||||||
Southern Co. (The)
(Electric Utilities) |
0.4 |
% |
29,111 |
1,969,068 |
|||||||||||
Tesla, Inc.* (Automobiles) |
1.2 |
% |
27,832 |
5,418,890 |
|||||||||||
TJX Cos., Inc. (The)
(Specialty Retail) |
0.5 |
% |
26,487 |
2,120,284 |
|||||||||||
UnitedHealth Group,
Inc. (Health Care Providers & Services) |
0.8 |
% |
6,792 |
3,720,386 |
|||||||||||
Verizon
Communications, Inc. (Diversified Telecommunication Services) |
0.4 |
% |
48,404 |
1,886,788 |
|||||||||||
Visa, Inc., Class A (IT Services) |
1.1 |
% |
22,333 |
4,846,261 |
|||||||||||
Other Common Stocks (b) |
57.1 |
% |
4,314,359 |
259,705,582 |
|||||||||||
Total Common Stocks
(Cost $369,135,490) |
429,939,766 |
See accompanying notes to the financial statements.
32 :: CSM LARGE CAP CORE PLUS :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Securities Lending Reinvestments (c) — 0.3% |
|||||||||||||||
Investment Companies — 0.3% |
|||||||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $1,359,060) |
0.3 |
% |
1,359,060 |
$ |
1,359,060 |
Principal
Amount |
|||||||||||
Short-Term Investments — 1.4% |
|||||||||||
Repurchase Agreements (d) — 1.4% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $6,227,113 (Cost $6,226,462) |
$ |
6,226,462 |
6,226,462 |
||||||||
Total Investments —
96.2% (Cost $376,721,012) |
437,525,288 |
||||||||||
Other assets less liabilities — 3.8% |
17,385,232 |
||||||||||
Net Assets — 100.0% |
$ |
454,910,520 |
* Non-income producing security.
(a) All or a portion of these securities are segregated in connection with obligations for swaps with a total value of $37,370,414.
(b) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at
November 30, 2022 was $3,373,131, collateralized in the form of cash with a value of $1,359,060 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $2,021,640 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from December 15, 2022 - February 15, 2049. The total value of collateral is $3,380,700.
(c) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $1,359,060.
(d) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
95,921,721 |
|||||
Aggregate gross unrealized depreciation |
(27,591,299 |
) |
|||||
Net unrealized appreciation |
$ |
68,330,422 |
|||||
Federal income tax cost |
$ |
377,914,657 |
Swap Agreementsa
Large Cap Core Plus had the following open non-exchange traded total return swap agreements as of November 30, 2022:
Notional Amount ($) |
Termination Dateb |
Counterparty |
Rate
Paid (Received)c |
Reference
Instrument |
Value
and Unrealized Appreciation/ (Depreciation)d ($) |
Financial Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net Amounte ($) |
|||||||||||||||||||||||||||
(54,727,191 |
) |
3/7/2023 |
Goldman Sachs International |
(3.93 |
)% |
Credit Suisse
130/30 Large Cap Index (short portion)f |
4,582,133 |
(4,538,106 |
) |
(44,027 |
) |
— |
|||||||||||||||||||||||
(15,918,073 |
) |
3/7/2023 |
Societe Generale |
(3.68 |
)% |
Credit Suisse
130/30 Large Cap Index (short portion)f |
2,935,267 |
||||||||||||||||||||||||||||
96,483,937 |
3/6/2024 |
Societe Generale |
4.58 |
% |
Credit Suisse 130/30
Large Cap Index (long portion)g |
4,724,055 |
|||||||||||||||||||||||||||||
80,565,864 |
7,659,322 |
(5,434,016 |
) |
— |
2,225,306 |
||||||||||||||||||||||||||||||
(64,233,854 |
) |
11/6/2023 |
UBS AG |
(3.93 |
)% |
Credit Suisse 130/30
Large Cap Index (short portion)f |
3,085,282 |
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: LARGE CAP CORE PLUS CSM :: 33
Notional Amount ($) |
Termination Dateb |
Counterparty |
Rate
Paid (Received)c |
Reference
Instrument |
Value
and Unrealized Appreciation/ (Depreciation)d ($) |
Financial Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net Amounte ($) |
|||||||||||||||||||||||||||
63,123,922 |
3/7/2023 |
UBS AG |
4.38 |
% |
Credit Suisse 130/30
Large Cap Index (long portion)g |
(6,606,946 |
) |
||||||||||||||||||||||||||||
(1,109,932 |
) |
(3,521,664 |
) |
3,483,228 |
38,436 |
— |
|||||||||||||||||||||||||||||
24,728,741 |
8,719,791 |
||||||||||||||||||||||||||||||||||
Total Unrealized
Appreciation |
15,326,737 |
||||||||||||||||||||||||||||||||||
Total Unrealized
Depreciation |
(6,606,946 |
) |
a The Fund's Swap Agreements are not accounted for as hedging instruments under ASC 815.
b Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity.
c Reflects the floating financing rate, as of November 30, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation).
d The Fund discloses amounts due to the Fund from the counterparty (unrealized appreciation on swap agreements) at period end as an asset on its Statement of Assets and Liabilities. Amounts due to the counterparty from the Fund (unrealized depreciation on swap agreements) are disclosed as a liability on its Statement of Assets and Liabilities. The Fund presents these amounts on a gross basis and does not offset or "net" these amounts on its Statement of Assets and Liabilities.
e Represents the "uncollateralized" amount due from or (to) the counterparty at period end. These amounts could be due to timing differences between the movement of collateral in relation to market movements, or due to agreement provisions allowing minimum "thresholds" that would need to be exceeded prior to the movement of collateral. To the extent that a net amount is due from a counterparty, the Fund would be exposed to the counterparty by such amount and could suffer losses or delays in recovery of that amount in the event of a counterparty default.
f Certain underlying short component disclosures related to this index may be found on the website at www.proshares.com/media/Large_Cap_Short_November.pdf.
g See the Common Stocks section of the preceding Schedule of Portfolio Investments for the representative long components of the underlying reference instrument and their relative weightings.
Large Cap Core Plus invested, as a percentage of net assets, in the following industries, as of November 30, 2022:
Aerospace & Defense |
1.2 |
% |
|||||
Air Freight & Logistics |
0.4 |
% |
|||||
Airlines |
0.9 |
% |
|||||
Auto Components |
0.3 |
% |
|||||
Automobiles |
1.4 |
% |
|||||
Banks |
3.1 |
% |
|||||
Beverages |
0.6 |
% |
|||||
Biotechnology |
1.8 |
% |
|||||
Building Products |
0.4 |
% |
|||||
Capital Markets |
2.4 |
% |
|||||
Chemicals |
2.1 |
% |
|||||
Commercial Services & Supplies |
0.8 |
% |
|||||
Communications Equipment |
0.8 |
% |
|||||
Consumer Finance |
0.4 |
% |
|||||
Containers & Packaging |
0.6 |
% |
|||||
Distributors |
0.6 |
% |
|||||
Diversified Financial Services |
0.9 |
% |
|||||
Diversified Telecommunication Services |
0.9 |
% |
|||||
Electric Utilities |
2.2 |
% |
|||||
Electrical Equipment |
0.8 |
% |
|||||
Electronic Equipment, Instruments & Components |
1.6 |
% |
|||||
Energy Equipment & Services |
0.3 |
% |
See accompanying notes to the financial statements.
34 :: CSM LARGE CAP CORE PLUS :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Entertainment |
0.9 |
% |
|||||
Equity Real Estate Investment Trusts (REITs) |
5.7 |
% |
|||||
Food & Staples Retailing |
1.3 |
% |
|||||
Food Products |
2.7 |
% |
|||||
Gas Utilities |
0.3 |
% |
|||||
Health Care Equipment & Supplies |
2.0 |
% |
|||||
Health Care Providers & Services |
3.5 |
% |
|||||
Hotels, Restaurants & Leisure |
2.9 |
% |
|||||
Household Durables |
0.5 |
% |
|||||
Household Products |
1.2 |
% |
|||||
Industrial Conglomerates |
0.2 |
% |
|||||
Insurance |
3.5 |
% |
|||||
Interactive Media & Services |
2.4 |
% |
|||||
Internet & Direct Marketing Retail |
2.2 |
% |
|||||
IT Services |
3.2 |
% |
|||||
Life Sciences Tools & Services |
1.9 |
% |
|||||
Machinery |
1.6 |
% |
|||||
Media |
1.8 |
% |
|||||
Metals & Mining |
0.1 |
% |
|||||
Multiline Retail |
0.2 |
% |
|||||
Multi-Utilities |
1.6 |
% |
|||||
Oil, Gas & Consumable Fuels |
4.7 |
% |
|||||
Pharmaceuticals |
3.7 |
% |
|||||
Professional Services |
0.3 |
% |
|||||
Real Estate Management & Development |
0.0 |
%* |
|||||
Road & Rail |
1.4 |
% |
|||||
Semiconductors & Semiconductor Equipment |
4.2 |
% |
|||||
Software |
7.5 |
% |
|||||
Specialty Retail |
1.5 |
% |
|||||
Technology Hardware, Storage & Peripherals |
5.2 |
% |
|||||
Textiles, Apparel & Luxury Goods |
0.6 |
% |
|||||
Tobacco |
0.5 |
% |
|||||
Trading Companies & Distributors |
0.2 |
% |
|||||
Water Utilities |
0.3 |
% |
|||||
Wireless Telecommunication Services |
0.2 |
% |
|||||
Othera |
5.5 |
% |
|||||
100.0 |
% |
* Amount represents less than 0.05%.
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: LARGE CAP CORE PLUS CSM :: 35
Investments |
Shares |
Value |
|||||||||
Common Stocks — 88.8% |
|||||||||||
Entertainment — 4.5% |
|||||||||||
Sea Ltd., ADR*(a) |
10,825 |
$ |
631,855 |
||||||||
Food & Staples Retailing — 0.2% |
|||||||||||
DingDong Cayman Ltd., ADR* |
5,750 |
25,128 |
|||||||||
Health Care Equipment & Supplies — 3.4% |
|||||||||||
Figs, Inc., Class A* |
61,046 |
477,990 |
|||||||||
Interactive Media & Services — 2.8% |
|||||||||||
Shutterstock, Inc. |
7,338 |
394,931 |
|||||||||
Internet & Direct Marketing Retail — 77.9% |
|||||||||||
Alibaba Group Holding Ltd., ADR* |
17,200 |
1,506,032 |
|||||||||
Amazon.com, Inc.* |
29,758 |
2,872,836 |
|||||||||
Chewy, Inc., Class A* |
11,595 |
500,092 |
|||||||||
ContextLogic, Inc., Class A*(a) |
555,187 |
407,341 |
|||||||||
Coupang, Inc.* |
10,453 |
203,624 |
|||||||||
Dada Nexus Ltd., ADR* |
4,984 |
31,050 |
|||||||||
DoorDash, Inc., Class A* |
9,051 |
527,221 |
|||||||||
eBay, Inc. |
17,752 |
806,651 |
|||||||||
Etsy, Inc.* |
3,858 |
509,603 |
|||||||||
Farfetch Ltd., Class A*(a) |
2,921 |
24,829 |
|||||||||
Fiverr International Ltd.* |
660 |
23,212 |
|||||||||
Global-e Online Ltd.* |
1,156 |
24,935 |
|||||||||
JD.com, Inc., ADR |
9,487 |
542,467 |
|||||||||
MercadoLibre, Inc.* |
297 |
276,503 |
|||||||||
Overstock.com, Inc.* |
15,054 |
400,737 |
|||||||||
Ozon Holdings plc, ADR*‡(b) |
3,471 |
— |
|||||||||
Pinduoduo, Inc., ADR* |
7,410 |
607,916 |
|||||||||
Qurate Retail, Inc., Series A* |
167,505 |
393,637 |
|||||||||
Revolve Group, Inc.* |
15,230 |
402,377 |
|||||||||
Vipshop Holdings Ltd., ADR* |
3,630 |
40,475 |
|||||||||
Wayfair, Inc., Class A*(a) |
12,339 |
452,101 |
|||||||||
Xometry, Inc., Class A*(a) |
9,114 |
384,884 |
|||||||||
10,938,523 |
|||||||||||
Total Common
Stocks (Cost $20,801,114) |
12,468,427 |
||||||||||
Securities Lending Reinvestments (c) — 3.9% |
|||||||||||
Investment Companies — 3.9% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $543,338) |
543,338 |
543,338 |
Investments |
Principal Amount |
Value |
|||||||||
Short-Term Investments — 0.6% |
|||||||||||
Repurchase Agreements (d) — 0.6% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $87,595 (Cost $87,585) |
$ |
87,585 |
$ |
87,585 |
|||||||
Total Investments —
93.3% (Cost $21,432,037) |
13,099,350 |
||||||||||
Other assets less liabilities — 6.7% |
945,452 |
||||||||||
Net Assets — 100.0% |
$ |
14,044,802 |
* Non-income producing security.
‡ Value determined using significant unobservable inputs.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $645,850, collateralized in the form of cash with a value of $543,338 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $82,901 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from December 15, 2022 - February 15, 2049. The total value of collateral is $626,239.
(b) Security fair valued as of November 30, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at November 30, 2022 amounted to $0, which represents approximately 0.00% of net assets of the Fund.
(c) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $543,338.
(d) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
1,842,299 |
|||||
Aggregate gross unrealized depreciation |
(14,263,115 |
) |
|||||
Net unrealized depreciation |
$ |
(12,420,816 |
) |
||||
Federal income tax cost |
$ |
23,314,374 |
See accompanying notes to the financial statements.
36 :: CLIX LONG ONLINE/SHORT STORES ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Swap Agreementsa
Long Online/Short Stores ETF had the following open non-exchange traded total return swap agreements as of November 30, 2022:
Notional Amount ($) |
Termination
Dateb |
Counterparty |
Rate Paid
(Received)c |
Reference
Instrument |
Value and
Unrealized Appreciation/ (Depreciation)d ($) |
Financial
Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net
Amounte ($) |
|||||||||||||||||||||||||||
(613,701 |
) |
11/6/2023 |
BNP Paribas SA |
(3.78 |
)% |
Solactive- ProShares Bricks and Mortar Retail Store Index |
(40,372 |
) |
|
|
|||||||||||||||||||||||||
880,654 |
11/6/2023 |
BNP Paribas SA |
4.18 |
% |
ProShares Online Retail Index |
(102,981 |
) |
||||||||||||||||||||||||||||
266,953 |
|
|
(143,353 |
) |
— |
143,353 |
— |
||||||||||||||||||||||||||||
|
|
Solactive- |
|||||||||||||||||||||||||||||||||
|
|
ProShares |
|||||||||||||||||||||||||||||||||
|
|
Bricks and |
|||||||||||||||||||||||||||||||||
|
Goldman Sachs |
Mortar Retail |
|||||||||||||||||||||||||||||||||
(105,349 |
) |
3/7/2023 |
International |
(2.83 |
)% |
Store Index |
111,886 |
||||||||||||||||||||||||||||
119,973 |
3/7/2023 |
Goldman Sachs International |
4.43 |
% |
ProShares Online Retail Index |
(1,103,073 |
) |
||||||||||||||||||||||||||||
14,624 |
|
|
(991,187 |
) |
— |
991,187 |
— |
||||||||||||||||||||||||||||
(6,302,560 |
) |
4/10/2023 |
Societe Generale |
(3.08 |
)% |
Solactive- ProShares Bricks and Mortar Retail Store Index |
1,241,948 |
||||||||||||||||||||||||||||
|
|
ProShares |
|||||||||||||||||||||||||||||||||
|
|
Online |
|||||||||||||||||||||||||||||||||
556,471 |
3/7/2023 |
Societe Generale |
3.03 |
% |
Retail Index |
(2,318,788 |
) |
||||||||||||||||||||||||||||
(5,746,089 |
) |
|
|
(1,076,840 |
) |
— |
1,076,840 |
— |
|||||||||||||||||||||||||||
|
|
Solactive- |
|||||||||||||||||||||||||||||||||
|
|
ProShares |
|||||||||||||||||||||||||||||||||
|
|
Bricks and |
|||||||||||||||||||||||||||||||||
|
|
Mortar Retail |
|||||||||||||||||||||||||||||||||
40,842 |
3/6/2024 |
UBS AG |
4.18 |
% |
Store Index |
5,588 |
— |
— |
5,588 |
||||||||||||||||||||||||||
(5,423,670 |
) |
|
|
(2,205,792 |
) |
||||||||||||||||||||||||||||||
|
|
Total Unrealized
Appreciation |
1,359,422 |
||||||||||||||||||||||||||||||||
|
|
Total Unrealized
Depreciation |
(3,565,214 |
) |
a The Fund's Swap Agreements are not accounted for as hedging instruments under ASC 815.
b Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity.
c Reflects the floating financing rate, as of November 30, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation).
d The Fund discloses amounts due to the Fund from the counterparty (unrealized appreciation on swap agreements) at period end as an asset on its Statement of Assets and Liabilities. Amounts due to the counterparty from the Fund (unrealized depreciation on swap agreements) are disclosed as a liability on its Statement of Assets and Liabilities. The Fund presents these amounts on a gross basis and does not offset or "net" these amounts on its Statement of Assets and Liabilities.
e Represents the "uncollateralized" amount due from or (to) the counterparty at period end. These amounts could be due to timing differences between the movement of collateral in relation to market movements, or due to agreement provisions allowing minimum "thresholds" that would need to be exceeded prior to the movement of collateral. To the extent that a net amount is due from a counterparty, the Fund would be exposed to the counterparty by such amount and could suffer losses or delays in recovery of that amount in the event of a counterparty default.
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: LONG ONLINE/SHORT STORES ETF CLIX :: 37
Investments |
Shares |
Value |
|||||||||
Common Stocks — 65.8% |
|||||||||||
Air Freight & Logistics — 2.6% |
|||||||||||
Atlas Air Worldwide Holdings, Inc.* |
5,274 |
$ |
531,461 |
||||||||
Banks — 2.8% |
|||||||||||
First Horizon Corp. |
22,962 |
570,606 |
|||||||||
Capital Markets — 2.6% |
|||||||||||
Cowen, Inc., Class A |
13,690 |
529,255 |
|||||||||
Commercial Services & Supplies — 3.8% |
|||||||||||
HomeServe plc |
19,961 |
286,531 |
|||||||||
IAA, Inc.* |
13,482 |
503,822 |
|||||||||
790,353 |
|||||||||||
Entertainment — 2.4% |
|||||||||||
Activision Blizzard, Inc. |
6,604 |
488,366 |
|||||||||
Equity Real Estate Investment Trusts (REITs) — 2.6% |
|||||||||||
STORE Capital Corp. |
16,610 |
529,859 |
|||||||||
Food & Staples Retailing — 2.0% |
|||||||||||
Albertsons Cos., Inc., Class A |
20,146 |
422,059 |
|||||||||
Gas Utilities — 2.8% |
|||||||||||
South Jersey Industries, Inc. |
16,335 |
566,824 |
|||||||||
Health Care Equipment & Supplies — 2.6% |
|||||||||||
ABIOMED, Inc.* |
1,402 |
529,661 |
|||||||||
Health Care Providers & Services — 7.6% |
|||||||||||
1Life Healthcare, Inc.* |
30,629 |
520,387 |
|||||||||
LHC Group, Inc.* |
3,245 |
530,265 |
|||||||||
Signify Health, Inc., Class A* |
18,116 |
518,480 |
|||||||||
1,569,132 |
|||||||||||
Household Durables — 2.2% |
|||||||||||
iRobot Corp.* |
8,835 |
460,215 |
|||||||||
Internet & Direct Marketing Retail — 2.6% |
|||||||||||
Poshmark, Inc., Class A* |
30,008 |
535,043 |
|||||||||
IT Services — 5.2% |
|||||||||||
Evo Payments, Inc., Class A* |
15,771 |
531,640 |
|||||||||
Switch, Inc., Class A |
15,723 |
538,513 |
|||||||||
1,070,153 |
|||||||||||
Machinery — 2.5% |
|||||||||||
Altra Industrial Motion Corp. |
8,816 |
516,794 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Media — 2.3% |
|||||||||||
TEGNA, Inc. |
24,139 |
$ |
476,504 |
||||||||
Oil, Gas & Consumable Fuels — 6.8% |
|||||||||||
Archaea Energy, Inc.* |
20,524 |
532,393 |
|||||||||
Euronav NV |
45,021 |
871,857 |
|||||||||
1,404,250 |
|||||||||||
Paper & Forest Products — 2.7% |
|||||||||||
Resolute Forest Products, Inc.* |
26,546 |
560,121 |
|||||||||
Software — 9.7% |
|||||||||||
Black Knight, Inc.* |
7,463 |
462,631 |
|||||||||
ForgeRock, Inc., Class A* |
23,410 |
509,168 |
|||||||||
KnowBe4, Inc., Class A* |
21,614 |
533,650 |
|||||||||
VMware, Inc., Class A* |
4,125 |
501,146 |
|||||||||
2,006,595 |
|||||||||||
Total Common
Stocks (Cost $13,588,186) |
13,557,251 |
||||||||||
Principal
Amount |
|||||||||||
Short-Term Investments — 15.0% |
|||||||||||
Repurchase Agreements (a) — 15.0% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $3,097,221 (Cost $3,096,898) |
$ |
3,096,898 |
3,096,898 |
||||||||
Total Investments —
80.8% (Cost $16,685,084) |
16,654,149 |
||||||||||
Other assets less liabilities — 19.2% |
3,957,051 |
||||||||||
Net Assets — 100.0% |
$ |
20,611,200 |
* Non-income producing security.
(a) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
5,061,669 |
|||||
Aggregate gross unrealized depreciation |
(1,796,342 |
) |
|||||
Net unrealized appreciation |
$ |
3,265,327 |
|||||
Federal income tax cost |
$ |
16,704,312 |
See accompanying notes to the financial statements.
38 :: MRGR MERGER ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Forward Currency Contracts
Merger ETF had the following open forward currency contracts as of November 30, 2022:
Currency |
Counterparty |
Delivery Date |
Foreign Currency to Receive (Pay) |
U.S. Dollars to
Receive (Pay) |
Market Value |
Net Unrealized Appreciation/ (Depreciation)a |
|||||||||||||||||||||
U.S. Dollar vs. Euro |
Goldman Sachs International |
01/19/23 |
120,000 |
$ |
(123,576 |
) |
$ |
125,382 |
$ |
1,806 |
|||||||||||||||||
U.S. Dollar vs. British Pound |
Goldman Sachs International |
01/19/23 |
66,000 |
(77,600 |
) |
79,684 |
2,084 |
||||||||||||||||||||
U.S. Dollar vs. Euro |
Goldman Sachs International |
01/19/23 |
(40,000 |
) |
41,834 |
(41,793 |
) |
41 |
|||||||||||||||||||
Total Unrealized Appreciation |
$ |
3,931 |
|||||||||||||||||||||||||
U.S. Dollar vs. Euro |
Goldman Sachs International |
01/19/23 |
(953,000 |
) |
$ |
934,104 |
$ |
(995,740 |
) |
$ |
(61,636 |
) |
|||||||||||||||
U.S. Dollar vs. British Pound |
Goldman Sachs International |
01/19/23 |
(304,000 |
) |
338,312 |
(367,027 |
) |
(28,715 |
) |
||||||||||||||||||
Total Unrealized Depreciation |
$ |
(90,351 |
) |
||||||||||||||||||||||||
Total Net Unrealized Depreciation |
$ |
(86,420 |
)b |
a The Fund discloses amounts due to the Fund from the counterparty (unrealized appreciation on forward currency contracts) at period end as an asset on its Statements of Assets and Liabilities. Amounts due to the counterparty from the Fund (unrealized depreciation on forward currency contracts) are disclosed as a liability on its Statements of Assets and Liabilities. The Fund presents these amounts on a gross basis and does not offset or "net" these amounts on its Statements of Assets and Liabilities.
b The Net Amount of the Fund's uncollateralized exposure to the counterparty under these contracts is equal to the net unrealized appreciation of $-86,420. Neither the Fund nor the counterparty has posted Financial Instruments or cash as collateral pursuant to these contracts.
Swap Agreementsa
Merger ETF had the following open non-exchange traded total return swap agreements as of November 30, 2022:
Notional Amount ($) |
Termination
Dateb |
Counterparty |
Rate Paid
(Received)c |
Reference
Instrument |
Value and
Unrealized Appreciation/ (Depreciation)d ($) |
Financial
Instruments for the Benefit of (the Fund)/the Counterparty ($) |
Cash Collateral for the Benefit of (the Fund)/the Counterparty ($) |
Net
Amounte ($) |
|||||||||||||||||||||||||||
(959,226 |
) |
4/10/2023 |
Citibank NA |
(2.93 |
)% |
S&P Merger
Arbitrage Index (short exposure to Acquirers)f |
(66,104 |
) |
|||||||||||||||||||||||||||
7,754 |
4/10/2023 |
Citibank NA |
4.28 |
% |
S&P Merger
Arbitrage Index (long exposure to Targets)g |
(901 |
) |
||||||||||||||||||||||||||||
(951,472 |
) |
|
|
(67,005 |
) |
— |
1,000 |
(66,005 |
) |
||||||||||||||||||||||||||
|
|
S&P Merger Arbitrage |
|||||||||||||||||||||||||||||||||
|
|
Index (short exposure |
|||||||||||||||||||||||||||||||||
(1,070,588 |
) |
3/7/2023 |
Societe Generale |
(3.18 |
)% |
to Acquirers)f |
4,648,840 |
||||||||||||||||||||||||||||
2,625,933 |
3/7/2023 |
Societe Generale |
4.33 |
% |
S&P Merger
Arbitrage Index (long exposure to Targets)g |
(1,179,925 |
) |
||||||||||||||||||||||||||||
1,555,345 |
|
|
3,468,915 |
(3,468,915 |
) |
— |
— |
||||||||||||||||||||||||||||
603,873 |
|
|
3,401,910 |
||||||||||||||||||||||||||||||||
|
|
Total Unrealized
Appreciation |
4,648,840 |
||||||||||||||||||||||||||||||||
|
|
Total Unrealized
Depreciation |
(1,246,930 |
) |
a The Fund's Swap Agreements are not accounted for as hedging instruments under ASC 815.
b Agreements may be terminated at will by either party without penalty. Payment is due at termination/maturity.
c Reflects the floating financing rate, as of November 30, 2022, on the notional amount of the swap agreement paid to the counterparty or received from the counterparty, excluding any commissions. This amount is included as part of the unrealized appreciation/(depreciation).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: MERGER ETF MRGR :: 39
d The Fund discloses amounts due to the Fund from the counterparty (unrealized appreciation on swap agreements) at period end as an asset on its Statement of Assets and Liabilities. Amounts due to the counterparty from the Fund (unrealized depreciation on swap agreements) are disclosed as a liability on its Statement of Assets and Liabilities. The Fund presents these amounts on a gross basis and does not offset or "net" these amounts on its Statement of Assets and Liabilities.
e Represents the "uncollateralized" amount due from or (to) the counterparty at period end. These amounts could be due to timing differences between the movement of collateral in relation to market movements, or due to agreement provisions allowing minimum "thresholds" that would need to be exceeded prior to the movement of collateral. To the extent that a net amount is due from a counterparty, the Fund would be exposed to the counterparty by such amount and could suffer losses or delays in recovery of that amount in the event of a counterparty default.
f Certain underlying short component disclosures related to this index may be found on the website at www.proshares.com/media/Merger_Acquirers_November.pdf.
g See the Common Stocks section of the preceding Schedule of Portfolio Investments for the representative long components of the underlying reference instrument and their relative weightings.
Merger ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
60.2 |
% |
|||||
Belgium |
4.2 |
% |
|||||
United Kingdom |
1.4 |
% |
|||||
Othera |
34.2 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
40 :: MRGR MERGER ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.9% |
|||||||||||
Communications Equipment — 0.2% |
|||||||||||
Lumentum Holdings, Inc.* |
183 |
$ |
10,054 |
||||||||
Electronic Equipment, Instruments & Components — 2.5% |
|||||||||||
MicroVision, Inc.* |
49,764 |
150,785 |
|||||||||
Entertainment — 7.8% |
|||||||||||
Activision Blizzard, Inc. |
1,235 |
91,328 |
|||||||||
Electronic Arts, Inc. |
639 |
83,569 |
|||||||||
NetEase, Inc., ADR |
77 |
5,476 |
|||||||||
ROBLOX Corp., Class A* |
5,950 |
189,032 |
|||||||||
Take-Two Interactive Software, Inc.* |
960 |
101,462 |
|||||||||
470,867 |
|||||||||||
Health Care Equipment & Supplies — 3.7% |
|||||||||||
Penumbra, Inc.* |
862 |
180,598 |
|||||||||
Vicarious Surgical, Inc.*(a) |
11,722 |
41,027 |
|||||||||
221,625 |
|||||||||||
Household Durables — 4.4% |
|||||||||||
Sony Group Corp., ADR |
1,221 |
101,429 |
|||||||||
Vuzix Corp.* |
39,613 |
165,186 |
|||||||||
266,615 |
|||||||||||
Interactive Media & Services — 14.9% |
|||||||||||
Alphabet, Inc., Class A* |
2,641 |
266,715 |
|||||||||
fuboTV, Inc.* |
66,500 |
185,535 |
|||||||||
Match Group, Inc.* |
907 |
45,858 |
|||||||||
Meta Platforms, Inc., Class A* |
1,724 |
203,604 |
|||||||||
Snap, Inc., Class A* |
18,598 |
191,746 |
|||||||||
893,458 |
|||||||||||
Internet & Direct Marketing Retail — 3.7% |
|||||||||||
Amazon.com, Inc.* |
2,275 |
219,629 |
|||||||||
IT Services — 2.4% |
|||||||||||
Globant SA* |
772 |
144,657 |
|||||||||
Machinery — 0.1% |
|||||||||||
Sarcos Technology
and Robotics Corp.* |
7,666 |
8,931 |
|||||||||
Media — 1.7% |
|||||||||||
WiMi Hologram Cloud, Inc., ADR* |
136,346 |
103,568 |
|||||||||
Real Estate Management & Development — 3.6% |
|||||||||||
eXp World Holdings, Inc. (a) |
16,664 |
217,798 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Semiconductors & Semiconductor Equipment — 31.2% |
|||||||||||
Advanced Micro Devices, Inc.* |
1,259 |
$ |
97,736 |
||||||||
Ambarella, Inc.* |
2,010 |
149,142 |
|||||||||
CEVA, Inc.* |
5,635 |
153,103 |
|||||||||
Himax Technologies, Inc., ADR (a) |
28,806 |
212,300 |
|||||||||
Kopin Corp.* |
223,571 |
362,185 |
|||||||||
NVIDIA Corp. |
1,706 |
288,706 |
|||||||||
QUALCOMM, Inc. |
2,155 |
272,586 |
|||||||||
STMicroelectronics NV, NYRS |
3,401 |
132,231 |
|||||||||
Synaptics, Inc.* |
705 |
74,709 |
|||||||||
Universal Display Corp. |
1,124 |
126,585 |
|||||||||
1,869,283 |
|||||||||||
Software — 16.6% |
|||||||||||
Adobe, Inc.* |
376 |
129,694 |
|||||||||
Agora, Inc., ADR* |
6,987 |
21,939 |
|||||||||
Matterport, Inc.* |
35,489 |
111,790 |
|||||||||
Microsoft Corp. |
1,091 |
278,358 |
|||||||||
PTC, Inc.* |
1,425 |
181,274 |
|||||||||
Unity Software, Inc.* |
6,818 |
269,379 |
|||||||||
992,434 |
|||||||||||
Specialty Retail — 0.4% |
|||||||||||
Williams-Sonoma, Inc. |
184 |
21,510 |
|||||||||
Technology Hardware, Storage & Peripherals — 6.7% |
|||||||||||
Apple, Inc. |
1,745 |
258,312 |
|||||||||
Immersion Corp.* |
19,495 |
141,534 |
|||||||||
399,846 |
|||||||||||
Total Common
Stocks (Cost $7,511,646) |
5,991,060 |
||||||||||
Securities Lending Reinvestments (b) — 7.2% |
|||||||||||
Investment Companies — 7.2% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $431,948) |
431,948 |
431,948 |
|||||||||
Total Investments —
107.1% (Cost $7,943,594) |
6,423,008 |
||||||||||
Liabilities in excess of other assets — (7.1%) |
(428,454 |
) |
|||||||||
Net Assets — 100.0% |
$ |
5,994,554 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $437,111, collateralized in the form of cash with a value of $431,948 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $431,948.
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: METAVERSE ETF VERS :: 41
Abbreviations
ADR American Depositary Receipt
NYRS New York Registry Shares
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
156,250 |
|||||
Aggregate gross unrealized depreciation |
(1,728,780 |
) |
|||||
Net unrealized depreciation |
$ |
(1,572,530 |
) |
||||
Federal income tax cost |
$ |
7,995,538 |
Metaverse ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
90.3 |
% |
|||||
Taiwan |
3.5 |
% |
|||||
Singapore |
2.2 |
% |
|||||
China |
2.2 |
% |
|||||
Japan |
1.7 |
% |
|||||
Othera |
0.1 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
42 :: VERS METAVERSE ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.0% |
|||||||||||
Aerospace & Defense — 1.5% |
|||||||||||
BAE Systems plc |
135,919 |
$ |
1,331,509 |
||||||||
Air Freight & Logistics — 1.5% |
|||||||||||
DSV A/S |
8,237 |
1,275,967 |
|||||||||
Beverages — 1.5% |
|||||||||||
Diageo plc |
28,493 |
1,292,143 |
|||||||||
Biotechnology — 1.5% |
|||||||||||
CSL Ltd. (a) |
6,338 |
1,273,834 |
|||||||||
Building Products — 1.4% |
|||||||||||
Geberit AG (Registered) |
2,553 |
1,197,251 |
|||||||||
Capital Markets — 1.4% |
|||||||||||
Partners Group Holding AG |
1,226 |
1,190,291 |
|||||||||
Chemicals — 7.0% |
|||||||||||
Croda International plc |
15,141 |
1,225,054 |
|||||||||
Givaudan SA (Registered) |
370 |
1,229,514 |
|||||||||
Nissan Chemical Corp. |
26,912 |
1,299,892 |
|||||||||
Sika AG (Registered) |
4,846 |
1,205,460 |
|||||||||
Symrise AG |
10,788 |
1,210,202 |
|||||||||
6,170,122 |
|||||||||||
Diversified Financial Services — 1.3% |
|||||||||||
Sofina SA (a) |
5,337 |
1,129,822 |
|||||||||
Diversified Telecommunication Services — 2.9% |
|||||||||||
HKT Trust & HKT Ltd. |
1,044,684 |
1,268,798 |
|||||||||
Telenor ASA |
129,344 |
1,236,215 |
|||||||||
2,505,013 |
|||||||||||
Electric Utilities — 1.4% |
|||||||||||
CK Infrastructure Holdings Ltd. |
252,072 |
1,269,160 |
|||||||||
Electronic Equipment, Instruments & Components — 2.8% |
|||||||||||
Halma plc |
47,049 |
1,216,986 |
|||||||||
Murata Manufacturing Co. Ltd. |
22,843 |
1,221,873 |
|||||||||
2,438,859 |
|||||||||||
Equity Real Estate Investment Trusts (REITs) — 4.1% |
|||||||||||
Japan Metropolitan Fund Invest |
1,616 |
1,275,058 |
|||||||||
Link REIT |
177,274 |
1,192,350 |
|||||||||
Warehouses De Pauw CVA |
44,930 |
1,170,433 |
|||||||||
3,637,841 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Food & Staples Retailing — 1.4% |
|||||||||||
Welcia Holdings Co. Ltd. |
55,623 |
$ |
1,203,823 |
||||||||
Food Products — 4.2% |
|||||||||||
Chocoladefabriken
Lindt & Spruengli AG |
119 |
1,239,024 |
|||||||||
Kerry Group plc, Class A |
13,084 |
1,219,750 |
|||||||||
Nestle SA (Registered) |
10,707 |
1,262,476 |
|||||||||
3,721,250 |
|||||||||||
Gas Utilities — 2.8% |
|||||||||||
APA Group |
169,333 |
1,268,972 |
|||||||||
Enagas SA |
69,634 |
1,235,368 |
|||||||||
2,504,340 |
|||||||||||
Health Care Equipment & Supplies — 2.7% |
|||||||||||
Coloplast A/S, Class B |
10,093 |
1,164,711 |
|||||||||
DiaSorin SpA |
9,122 |
1,192,374 |
|||||||||
2,357,085 |
|||||||||||
Health Care Providers & Services — 4.4% |
|||||||||||
Fresenius Medical
Care AG & Co. KGaA |
40,383 |
1,235,768 |
|||||||||
Fresenius SE & Co. KGaA |
49,366 |
1,350,037 |
|||||||||
Sonic Healthcare Ltd. |
58,497 |
1,264,583 |
|||||||||
3,850,388 |
|||||||||||
Household Durables — 1.4% |
|||||||||||
Sekisui Chemical Co. Ltd. |
90,590 |
1,251,017 |
|||||||||
Household Products — 1.4% |
|||||||||||
Unicharm Corp. |
34,778 |
1,266,852 |
|||||||||
Insurance — 4.3% |
|||||||||||
AIA Group Ltd. |
128,355 |
1,290,868 |
|||||||||
Legal & General Group plc |
400,477 |
1,199,951 |
|||||||||
Tokio Marine Holdings, Inc. |
64,036 |
1,297,332 |
|||||||||
3,788,151 |
|||||||||||
IT Services — 7.0% |
|||||||||||
Bechtle AG |
32,861 |
1,162,920 |
|||||||||
Itochu Techno-Solutions Corp. |
53,168 |
1,276,428 |
|||||||||
Obic Co. Ltd. |
8,030 |
1,248,753 |
|||||||||
SCSK Corp. |
81,236 |
1,281,939 |
|||||||||
TIS, Inc. |
43,019 |
1,199,254 |
|||||||||
6,169,294 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: MSCI EAFE DIVIDEND GROWERS ETF EFAD :: 43
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Machinery — 4.2% |
|||||||||||
Kurita Water Industries Ltd. |
28,585 |
$ |
1,249,595 |
||||||||
Spirax-Sarco Engineering plc |
9,183 |
1,225,383 |
|||||||||
Techtronic Industries Co. Ltd. |
105,354 |
1,252,559 |
|||||||||
3,727,537 |
|||||||||||
Multiline Retail — 1.4% |
|||||||||||
Pan Pacific
International Holdings Corp. |
71,935 |
1,228,988 |
|||||||||
Multi-Utilities — 1.4% |
|||||||||||
National Grid plc |
102,884 |
1,243,012 |
|||||||||
Oil, Gas & Consumable Fuels — 1.5% |
|||||||||||
Washington H Soul
Pattinson & Co. Ltd. (a) |
67,856 |
1,286,496 |
|||||||||
Personal Products — 2.8% |
|||||||||||
Kao Corp. (a) |
31,808 |
1,244,829 |
|||||||||
Kobayashi Pharmaceutical Co. Ltd. |
20,404 |
1,242,898 |
|||||||||
2,487,727 |
|||||||||||
Pharmaceuticals — 10.1% |
|||||||||||
Astellas Pharma, Inc. |
82,874 |
1,263,837 |
|||||||||
Novartis AG (Registered) |
14,565 |
1,278,785 |
|||||||||
Novo Nordisk A/S, Class B |
11,037 |
1,350,653 |
|||||||||
Roche Holding AG |
3,855 |
1,245,415 |
|||||||||
Sanofi |
14,005 |
1,247,063 |
|||||||||
Shionogi & Co. Ltd. |
25,044 |
1,247,354 |
|||||||||
UCB SA |
16,227 |
1,282,850 |
|||||||||
8,915,957 |
|||||||||||
Professional Services — 4.3% |
|||||||||||
Nihon M&A Center Holdings, Inc. |
94,871 |
1,250,986 |
|||||||||
RELX plc |
45,854 |
1,262,526 |
|||||||||
Wolters Kluwer NV |
11,785 |
1,276,542 |
|||||||||
3,790,054 |
|||||||||||
Real Estate Management & Development — 2.9% |
|||||||||||
Hulic Co. Ltd. |
153,883 |
1,271,514 |
|||||||||
Swire Properties Ltd. |
556,252 |
1,245,697 |
|||||||||
2,517,211 |
|||||||||||
Semiconductors & Semiconductor Equipment — 1.4% |
|||||||||||
ASML Holding NV |
2,109 |
1,218,447 |
|||||||||
Software — 2.8% |
|||||||||||
AVEVA Group plc |
33,086 |
1,253,381 |
|||||||||
SAP SE |
11,459 |
1,232,499 |
|||||||||
2,485,880 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Specialty Retail — 2.8% |
|||||||||||
Hikari Tsushin, Inc. |
8,604 |
$ |
1,182,017 |
||||||||
Nitori Holdings Co. Ltd. |
11,150 |
1,243,728 |
|||||||||
2,425,745 |
|||||||||||
Trading Companies & Distributors — 4.1% |
|||||||||||
Ashtead Group plc |
20,895 |
1,237,972 |
|||||||||
Brenntag SE |
18,341 |
1,132,711 |
|||||||||
Bunzl plc |
34,595 |
1,255,751 |
|||||||||
3,626,434 |
|||||||||||
Water Utilities — 1.4% |
|||||||||||
United Utilities Group plc |
102,032 |
1,244,261 |
|||||||||
Total Common
Stocks (Cost $91,695,337) |
87,021,761 |
||||||||||
Securities Lending Reinvestments (b) — 1.3% |
|||||||||||
Investment Companies — 1.3% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $1,180,520) |
1,180,520 |
1,180,520 |
|||||||||
Principal Amount |
|||||||||||
Short-Term Investments — 0.3% |
|||||||||||
Repurchase Agreements (c) — 0.3% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $269,832 (Cost $269,804) |
$ |
269,804 |
269,804 |
||||||||
Total Investments —
100.6% (Cost $93,145,661) |
88,472,085 |
||||||||||
Liabilities in excess of other assets — (0.6%) |
(514,020 |
) |
|||||||||
Net Assets — 100.0% |
$ |
87,958,065 |
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $2,072,979, collateralized in the form of cash with a value of $1,180,520 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $1,076,510 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 6.25%, and maturity dates ranging from December 8, 2022 - November 15, 2051. The total value of collateral is $2,257,030.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $1,180,520.
See accompanying notes to the financial statements.
44 :: EFAD MSCI EAFE DIVIDEND GROWERS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
(c) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
Abbreviations
CVA Dutch Certification
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
7,881,988 |
|||||
Aggregate gross unrealized depreciation |
(12,603,633 |
) |
|||||
Net unrealized depreciation |
$ |
(4,721,645 |
) |
||||
Federal income tax cost |
$ |
93,193,730 |
MSCI EAFE Dividend Growers ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
Japan |
29.9 |
% |
|||||
United Kingdom |
17.0 |
% |
|||||
Switzerland |
11.2 |
% |
|||||
Hong Kong |
8.6 |
% |
|||||
Germany |
8.3 |
% |
|||||
Australia |
5.8 |
% |
|||||
Denmark |
4.3 |
% |
|||||
Belgium |
4.1 |
% |
|||||
Netherlands |
2.8 |
% |
|||||
France |
1.4 |
% |
|||||
Norway |
1.4 |
% |
|||||
Spain |
1.4 |
% |
|||||
Ireland |
1.4 |
% |
|||||
Italy |
1.4 |
% |
|||||
Othera |
1.0 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: MSCI EAFE DIVIDEND GROWERS ETF EFAD :: 45
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.7% |
|||||||||||
Aerospace & Defense — 2.2% |
|||||||||||
AVIC
Electromechanical Systems Co. Ltd., Class A |
236,400 |
$ |
366,699 |
||||||||
Automobiles — 2.3% |
|||||||||||
Ford Otomotiv Sanayi A/S |
16,271 |
388,398 |
|||||||||
Banks — 4.7% |
|||||||||||
China Merchants Bank
Co. Ltd., Class A |
82,600 |
404,272 |
|||||||||
Taiwan Cooperative
Financial Holding Co. Ltd. |
449,311 |
387,444 |
|||||||||
791,716 |
|||||||||||
Beverages — 8.7% |
|||||||||||
Arca Continental SAB de CV |
43,686 |
364,586 |
|||||||||
Jiangsu King's Luck
Brewery JSC Ltd., Class A |
61,000 |
358,504 |
|||||||||
Kweichow Moutai Co. Ltd., Class A |
1,700 |
380,557 |
|||||||||
Wuliangye Yibin Co. Ltd., Class A |
17,200 |
377,714 |
|||||||||
1,481,361 |
|||||||||||
Chemicals — 11.4% |
|||||||||||
Asian Paints Ltd. |
9,816 |
382,720 |
|||||||||
Berger Paints India Ltd. |
50,343 |
384,761 |
|||||||||
Orbia Advance Corp. SAB de CV |
189,119 |
369,828 |
|||||||||
Pidilite Industries Ltd. |
11,257 |
379,955 |
|||||||||
Sinoma Science &
Technology Co. Ltd., Class A |
124,600 |
406,091 |
|||||||||
1,923,355 |
|||||||||||
Construction & Engineering — 4.8% |
|||||||||||
China Railway Group Ltd., Class A |
506,300 |
416,781 |
|||||||||
Metallurgical Corp.
of China Ltd., Class A |
854,200 |
398,223 |
|||||||||
815,004 |
|||||||||||
Construction Materials — 2.3% |
|||||||||||
UltraTech Cement Ltd. |
4,434 |
385,325 |
|||||||||
Diversified Financial Services — 2.4% |
|||||||||||
Chailease Holding Co. Ltd. |
62,492 |
407,440 |
|||||||||
Electric Utilities — 4.6% |
|||||||||||
Interconexion Electrica SA ESP |
99,363 |
401,321 |
|||||||||
Power Grid Corp. of India Ltd. |
139,156 |
382,765 |
|||||||||
784,086 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Food Products — 2.3% |
|||||||||||
Marico Ltd. |
62,507 |
$ |
389,420 |
||||||||
Gas Utilities — 2.2% |
|||||||||||
China Resources Gas Group Ltd. |
106,001 |
373,198 |
|||||||||
Health Care Equipment & Supplies — 4.2% |
|||||||||||
Hartalega Holdings Bhd. |
935,704 |
363,973 |
|||||||||
Lepu Medical
Technology Beijing Co. Ltd., Class A |
111,800 |
354,513 |
|||||||||
718,486 |
|||||||||||
Independent Power and Renewable Electricity Producers — 2.2% |
|||||||||||
China Longyuan Power
Group Corp. Ltd., Class H |
306,288 |
373,304 |
|||||||||
Insurance — 4.8% |
|||||||||||
People's Insurance
Co. Group of China Ltd. (The), Class H |
1,230,688 |
412,806 |
|||||||||
Ping An Insurance
Group Co. of China Ltd., Class A |
62,800 |
395,195 |
|||||||||
808,001 |
|||||||||||
Interactive Media & Services — 4.4% |
|||||||||||
NAVER Corp. |
2,687 |
380,990 |
|||||||||
Tencent Holdings Ltd. |
10,110 |
371,734 |
|||||||||
752,724 |
|||||||||||
IT Services — 2.3% |
|||||||||||
Infosys Ltd., ADR |
19,286 |
392,470 |
|||||||||
Machinery — 4.4% |
|||||||||||
Jiangsu Hengli
Hydraulic Co. Ltd., Class A |
40,900 |
376,594 |
|||||||||
Zhejiang Dingli
Machinery Co. Ltd., Class A |
53,000 |
376,783 |
|||||||||
753,377 |
|||||||||||
Metals & Mining — 0.0% |
|||||||||||
Polyus PJSC, GDR*‡(a)(b) |
3,949 |
— |
|||||||||
Oil, Gas & Consumable Fuels — 0.0% |
|||||||||||
Rosneft Oil Co. PJSC, GDR*‡(a)(b) |
25,159 |
— |
|||||||||
Personal Products — 2.4% |
|||||||||||
Hindustan Unilever Ltd. |
12,234 |
403,264 |
See accompanying notes to the financial statements.
46 :: EMDV MSCI EMERGING MARKETS DIVIDEND GROWERS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Pharmaceuticals — 6.6% |
|||||||||||
CSPC Pharmaceutical Group Ltd. |
289,238 |
$ |
369,928 |
||||||||
Sino Biopharmaceutical Ltd. |
646,608 |
379,142 |
|||||||||
Yuhan Corp. |
8,452 |
374,263 |
|||||||||
1,123,333 |
|||||||||||
Real Estate Management & Development — 2.6% |
|||||||||||
Longfor Group Holdings Ltd. (b) |
144,763 |
436,460 |
|||||||||
Road & Rail — 2.3% |
|||||||||||
Localiza Rent a Car SA |
32,966 |
381,793 |
|||||||||
Semiconductors & Semiconductor Equipment — 2.2% |
|||||||||||
Realtek Semiconductor Corp. |
36,113 |
370,414 |
|||||||||
Software — 2.2% |
|||||||||||
Tata Elxsi Ltd. |
4,407 |
379,366 |
|||||||||
Specialty Retail — 4.7% |
|||||||||||
China Meidong Auto Holdings Ltd. |
213,324 |
403,109 |
|||||||||
China Tourism Group
Duty Free Corp. Ltd., Class A |
13,900 |
384,291 |
|||||||||
787,400 |
|||||||||||
Tobacco — 2.2% |
|||||||||||
ITC Ltd. |
89,091 |
371,959 |
|||||||||
Water Utilities — 2.1% |
|||||||||||
Guangdong Investment Ltd. |
394,808 |
361,905 |
|||||||||
Wireless Telecommunication Services — 2.2% |
|||||||||||
America Movil SAB de CV, Series L |
375,675 |
365,472 |
|||||||||
Total Common
Stocks (Cost $17,873,381) |
16,885,730 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds — 0.0% (c) |
|||||||||||
Food Products — 0.0% (c) |
|||||||||||
Britannia Industries
Ltd. Series N3, 5.50%, 6/3/2024 (Cost $3,560) |
INR |
259,086 |
$ |
3,085 |
|||||||
Total Investments —
99.7% (Cost $17,876,941) |
16,888,815 |
||||||||||
Other assets less liabilities — 0.3% |
44,239 |
||||||||||
Net Assets — 100.0% |
$ |
16,933,054 |
* Non-income producing security.
‡ Value determined using significant unobservable inputs.
(a) Security fair valued as of November 30, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at November 30, 2022 amounted to $0, which represents approximately 0.00% of net assets of the Fund.
(b) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
(c) Represents less than 0.05% of net assets.
Abbreviations
ADR American Depositary Receipt
GDR Global Depositary Receipt
INR Indian Rupee
PJSC Public Joint Stock Company
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
1,390,557 |
|||||
Aggregate gross unrealized depreciation |
(2,406,590 |
) |
|||||
Net unrealized depreciation |
$ |
(1,016,033 |
) |
||||
Federal income tax cost |
$ |
17,904,848 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: MSCI EMERGING MARKETS DIVIDEND GROWERS ETF EMDV :: 47
MSCI Emerging Markets Dividend Growers ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
China |
50.1 |
% |
|||||
India |
20.4 |
% |
|||||
Taiwan |
6.9 |
% |
|||||
Mexico |
6.5 |
% |
|||||
South Korea |
4.5 |
% |
|||||
Colombia |
2.4 |
% |
|||||
Israel |
2.3 |
% |
|||||
Turkey |
2.3 |
% |
|||||
Brazil |
2.2 |
% |
|||||
Malaysia |
2.1 |
% |
|||||
Russia |
0.0 |
%* |
|||||
Othera |
0.3 |
% |
|||||
100.0 |
% |
* Amount represents less than 0.05%.
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
48 :: EMDV MSCI EMERGING MARKETS DIVIDEND GROWERS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.1% |
|||||||||||
Aerospace & Defense — 2.7% |
|||||||||||
BAE Systems plc |
24,329 |
$ |
238,335 |
||||||||
Air Freight & Logistics — 2.6% |
|||||||||||
DSV A/S |
1,474 |
228,333 |
|||||||||
Beverages — 2.6% |
|||||||||||
Diageo plc |
5,058 |
229,378 |
|||||||||
Building Products — 2.5% |
|||||||||||
Geberit AG (Registered) |
457 |
214,314 |
|||||||||
Capital Markets — 2.5% |
|||||||||||
Partners Group Holding AG |
219 |
212,621 |
|||||||||
Chemicals — 10.0% |
|||||||||||
Croda International plc |
2,710 |
219,266 |
|||||||||
Givaudan SA (Registered) |
66 |
219,319 |
|||||||||
Sika AG (Registered) |
867 |
215,669 |
|||||||||
Symrise AG |
1,931 |
216,620 |
|||||||||
870,874 |
|||||||||||
Diversified Financial Services — 2.3% |
|||||||||||
Sofina SA |
955 |
202,170 |
|||||||||
Diversified Telecommunication Services — 2.5% |
|||||||||||
Telenor ASA |
23,152 |
221,277 |
|||||||||
Electronic Equipment, Instruments & Components — 2.5% |
|||||||||||
Halma plc |
8,422 |
217,846 |
|||||||||
Equity Real Estate Investment Trusts (REITs) — 2.4% |
|||||||||||
Warehouses De Pauw CVA |
8,042 |
209,495 |
|||||||||
Food Products — 7.7% |
|||||||||||
Chocoladefabriken
Lindt & Spruengli AG |
21 |
218,651 |
|||||||||
Kerry Group plc, Class A |
2,342 |
218,332 |
|||||||||
Nestle SA (Registered) |
1,940 |
228,748 |
|||||||||
665,731 |
|||||||||||
Gas Utilities — 2.5% |
|||||||||||
Enagas SA |
12,464 |
221,122 |
|||||||||
Health Care Equipment & Supplies — 4.9% |
|||||||||||
Coloplast A/S, Class B |
1,807 |
208,524 |
|||||||||
DiaSorin SpA |
1,633 |
213,456 |
|||||||||
421,980 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Health Care Providers & Services — 5.3% |
|||||||||||
Fresenius Medical
Care AG & Co. KGaA |
7,228 |
$ |
221,186 |
||||||||
Fresenius SE & Co. KGaA |
8,836 |
241,643 |
|||||||||
462,829 |
|||||||||||
Insurance — 2.5% |
|||||||||||
Legal & General Group plc |
71,685 |
214,790 |
|||||||||
IT Services — 2.4% |
|||||||||||
Bechtle AG |
5,882 |
208,158 |
|||||||||
Machinery — 2.5% |
|||||||||||
Spirax-Sarco Engineering plc |
1,644 |
219,376 |
|||||||||
Multi-Utilities — 2.6% |
|||||||||||
National Grid plc |
18,416 |
222,496 |
|||||||||
Pharmaceuticals — 13.2% |
|||||||||||
Novartis AG (Registered) |
2,607 |
228,891 |
|||||||||
Novo Nordisk A/S, Class B |
1,976 |
241,813 |
|||||||||
Roche Holding AG |
700 |
226,145 |
|||||||||
Sanofi |
2,507 |
223,234 |
|||||||||
UCB SA |
2,905 |
229,659 |
|||||||||
1,149,742 |
|||||||||||
Professional Services — 5.2% |
|||||||||||
RELX plc |
8,215 |
226,189 |
|||||||||
Wolters Kluwer NV |
2,109 |
228,445 |
|||||||||
454,634 |
|||||||||||
Semiconductors & Semiconductor Equipment — 2.5% |
|||||||||||
ASML Holding NV |
377 |
217,807 |
|||||||||
Software — 5.1% |
|||||||||||
AVEVA Group plc |
5,922 |
224,340 |
|||||||||
SAP SE |
2,051 |
220,600 |
|||||||||
444,940 |
|||||||||||
Trading Companies & Distributors — 7.5% |
|||||||||||
Ashtead Group plc |
3,740 |
221,585 |
|||||||||
Brenntag SE |
3,283 |
202,753 |
|||||||||
Bunzl plc |
6,192 |
224,761 |
|||||||||
649,099 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: MSCI EUROPE DIVIDEND GROWERS ETF EUDV :: 49
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Water Utilities — 2.6% |
|||||||||||
United Utilities Group plc |
18,264 |
$ |
222,726 |
||||||||
Total Common
Stocks (Cost $9,897,855) |
8,620,073 |
||||||||||
Principal Amount |
|||||||||||
Short-Term Investments — 0.4% |
|||||||||||
Repurchase Agreements (a) — 0.4% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $33,135 (Cost $33,131) |
$ |
33,131 |
33,131 |
||||||||
Total Investments —
99.5% (Cost $9,930,986) |
8,653,204 |
||||||||||
Other assets less liabilities — 0.5% |
44,170 |
||||||||||
Net Assets — 100.0% |
$ |
8,697,374 |
(a) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
Abbreviations
CVA Dutch Certification
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
396,466 |
|||||
Aggregate gross unrealized depreciation |
(1,676,976 |
) |
|||||
Net unrealized depreciation |
$ |
(1,280,510 |
) |
||||
Federal income tax cost |
$ |
9,933,714 |
MSCI Europe Dividend Growers ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United Kingdom |
30.8 |
% |
|||||
Switzerland |
20.3 |
% |
|||||
Germany |
15.1 |
% |
|||||
Denmark |
7.8 |
% |
|||||
Belgium |
7.4 |
% |
|||||
Netherlands |
5.1 |
% |
|||||
France |
2.6 |
% |
|||||
Norway |
2.5 |
% |
|||||
Spain |
2.5 |
% |
|||||
Ireland |
2.5 |
% |
|||||
Italy |
2.5 |
% |
|||||
Othera |
0.9 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
50 :: EUDV MSCI EUROPE DIVIDEND GROWERS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.3% |
|||||||||||
Auto Components — 0.2% |
|||||||||||
Visteon Corp.* |
199 |
$ |
29,213 |
||||||||
Biotechnology — 4.0% |
|||||||||||
AbbVie, Inc. |
2,098 |
338,156 |
|||||||||
Alnylam Pharmaceuticals, Inc.* |
256 |
56,471 |
|||||||||
Beam Therapeutics, Inc.* |
545 |
25,174 |
|||||||||
Beijing Wantai
Biological Pharmacy Enterprise Co. Ltd., Class A |
1,140 |
25,984 |
|||||||||
CRISPR Therapeutics AG* |
442 |
24,217 |
|||||||||
Intellia Therapeutics, Inc.* |
524 |
26,965 |
|||||||||
Moderna, Inc.* |
710 |
124,896 |
|||||||||
Natera, Inc.* |
611 |
25,124 |
|||||||||
Ultragenyx Pharmaceutical, Inc.* |
651 |
23,631 |
|||||||||
Veracyte, Inc.* |
983 |
27,269 |
|||||||||
697,887 |
|||||||||||
Capital Markets — 0.2% |
|||||||||||
Coinbase Global, Inc., Class A* |
652 |
29,816 |
|||||||||
Chemicals — 11.7% |
|||||||||||
Corbion NV |
1,407 |
42,811 |
|||||||||
Corteva, Inc. |
5,176 |
347,620 |
|||||||||
FMC Corp. |
2,644 |
345,412 |
|||||||||
Ginkgo Bioworks Holdings, Inc.* |
19,519 |
38,843 |
|||||||||
International
Flavors & Fragrances, Inc. |
3,434 |
363,387 |
|||||||||
Nutrien Ltd. |
4,340 |
348,807 |
|||||||||
Scotts Miracle-Gro Co. (The) |
756 |
42,283 |
|||||||||
Sensient Technologies Corp. |
1,113 |
83,152 |
|||||||||
Symrise AG |
2,916 |
330,597 |
|||||||||
UPL Ltd. |
9,844 |
95,459 |
|||||||||
2,038,371 |
|||||||||||
Communications Equipment — 0.9% |
|||||||||||
Cisco Systems, Inc. |
2,073 |
103,070 |
|||||||||
F5, Inc.* |
197 |
30,458 |
|||||||||
NetScout Systems, Inc.* |
789 |
29,414 |
|||||||||
162,942 |
|||||||||||
Consumer Finance — 0.2% |
|||||||||||
Bread Financial Holdings, Inc. |
780 |
32,003 |
|||||||||
Diversified Telecommunication Services — 0.3% |
|||||||||||
Cogent
Communications Holdings, Inc. |
506 |
29,373 |
|||||||||
Iridium Communications, Inc.* |
564 |
29,949 |
|||||||||
59,322 |
|||||||||||
Electronic Equipment, Instruments & Components — 0.2% |
|||||||||||
Cognex Corp. |
618 |
30,764 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Entertainment — 8.8% |
|||||||||||
Activision Blizzard, Inc. |
4,368 |
$ |
323,014 |
||||||||
Embracer Group AB* |
11,684 |
49,403 |
|||||||||
Netflix, Inc.* |
1,172 |
358,081 |
|||||||||
Nintendo Co. Ltd. |
6,157 |
262,795 |
|||||||||
Sea Ltd., ADR* |
2,075 |
121,118 |
|||||||||
Take-Two Interactive Software, Inc.* |
513 |
54,219 |
|||||||||
Walt Disney Co. (The)* |
3,676 |
359,770 |
|||||||||
1,528,400 |
|||||||||||
Equity Real Estate Investment Trusts (REITs) — 0.3% |
|||||||||||
Equinix, Inc. |
72 |
49,727 |
|||||||||
Food Products — 4.4% |
|||||||||||
Kerry Group plc, Class A |
3,536 |
333,148 |
|||||||||
McCormick & Co., Inc. (Non-Voting) |
4,029 |
343,190 |
|||||||||
Simply Good Foods Co. (The)* |
2,258 |
90,094 |
|||||||||
766,432 |
|||||||||||
Health Care Equipment & Supplies — 9.0% |
|||||||||||
Abbott Laboratories |
3,256 |
350,280 |
|||||||||
ABIOMED, Inc.* |
97 |
36,646 |
|||||||||
CONMED Corp. |
263 |
21,790 |
|||||||||
Dexcom, Inc.* |
838 |
97,443 |
|||||||||
Edwards Lifesciences Corp.* |
1,323 |
102,202 |
|||||||||
Glaukos Corp.* |
523 |
24,356 |
|||||||||
Globus Medical, Inc., Class A* |
370 |
27,339 |
|||||||||
ICU Medical, Inc.* |
163 |
25,955 |
|||||||||
Inari Medical, Inc.* |
328 |
24,134 |
|||||||||
Inspire Medical Systems, Inc.* |
120 |
28,988 |
|||||||||
Integra LifeSciences Holdings Corp.* |
494 |
27,140 |
|||||||||
Intuitive Surgical, Inc.* |
762 |
206,037 |
|||||||||
Masimo Corp.* |
181 |
26,234 |
|||||||||
Medtronic plc |
2,020 |
159,661 |
|||||||||
Neogen Corp.* |
5,720 |
94,723 |
|||||||||
NuVasive, Inc.* |
706 |
27,421 |
|||||||||
QuidelOrtho Corp.* |
298 |
26,108 |
|||||||||
ResMed, Inc. |
313 |
72,053 |
|||||||||
Shockwave Medical, Inc.* |
102 |
25,867 |
|||||||||
Stryker Corp. |
727 |
170,038 |
|||||||||
1,574,415 |
|||||||||||
Health Care Providers & Services — 1.0% |
|||||||||||
1Life Healthcare, Inc.* |
1,536 |
26,097 |
|||||||||
Acadia Healthcare Co., Inc.* |
307 |
27,341 |
|||||||||
Guardant Health, Inc.* |
530 |
27,740 |
|||||||||
Henry Schein, Inc.* |
324 |
26,218 |
|||||||||
Premier, Inc., Class A |
786 |
26,213 |
|||||||||
Quest Diagnostics, Inc. |
249 |
37,806 |
|||||||||
171,415 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: MSCI TRANSFORMATIONAL CHANGES ETF ANEW :: 51
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Health Care Technology — 0.3% |
|||||||||||
Doximity, Inc., Class A* |
806 |
$ |
27,396 |
||||||||
Teladoc Health, Inc.* |
934 |
26,628 |
|||||||||
54,024 |
|||||||||||
Hotels, Restaurants & Leisure — 2.1% |
|||||||||||
Booking Holdings, Inc.* |
174 |
361,824 |
|||||||||
Household Durables — 0.3% |
|||||||||||
Sonos, Inc.* |
2,961 |
51,906 |
|||||||||
Interactive Media & Services — 7.4% |
|||||||||||
Alphabet, Inc., Class A* |
3,448 |
348,214 |
|||||||||
Meta Platforms, Inc., Class A* |
3,012 |
355,717 |
|||||||||
Pinterest, Inc., Class A* |
2,077 |
52,797 |
|||||||||
REA Group Ltd. |
589 |
49,297 |
|||||||||
Snap, Inc., Class A* |
4,812 |
49,612 |
|||||||||
Tencent Holdings Ltd. |
9,173 |
337,281 |
|||||||||
Ziff Davis, Inc.* |
571 |
52,680 |
|||||||||
ZoomInfo Technologies, Inc.* |
1,903 |
54,426 |
|||||||||
1,300,024 |
|||||||||||
Internet & Direct Marketing Retail — 7.6% |
|||||||||||
Alibaba Group Holding Ltd.* |
33,022 |
337,790 |
|||||||||
Amazon.com, Inc.* |
3,585 |
346,096 |
|||||||||
Delivery Hero SE*(a) |
4,500 |
191,850 |
|||||||||
DoorDash, Inc., Class A* |
5,066 |
295,094 |
|||||||||
eBay, Inc. |
3,234 |
146,953 |
|||||||||
1,317,783 |
|||||||||||
IT Services — 6.4% |
|||||||||||
Accenture plc, Class A |
390 |
117,363 |
|||||||||
Block, Inc., Class A* |
430 |
29,141 |
|||||||||
Cloudflare, Inc., Class A* |
627 |
30,811 |
|||||||||
Elm Co. |
369 |
32,294 |
|||||||||
Euronet Worldwide, Inc.* |
327 |
30,395 |
|||||||||
GoDaddy, Inc., Class A* |
353 |
27,933 |
|||||||||
International
Business Machines Corp. |
430 |
64,027 |
|||||||||
Kyndryl Holdings, Inc.* |
2,900 |
33,959 |
|||||||||
Mastercard, Inc., Class A |
720 |
256,608 |
|||||||||
Nuvei Corp.*(a) |
982 |
30,267 |
|||||||||
Okta, Inc.* |
591 |
31,512 |
|||||||||
PayPal Holdings, Inc.* |
917 |
71,902 |
|||||||||
Perficient, Inc.* |
427 |
30,338 |
|||||||||
Twilio, Inc., Class A* |
599 |
29,363 |
|||||||||
Visa, Inc., Class A |
1,365 |
296,205 |
|||||||||
1,112,118 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Life Sciences Tools & Services — 4.4% |
|||||||||||
10X Genomics, Inc., Class A* |
643 |
$ |
24,858 |
||||||||
Bio-Techne Corp. |
384 |
32,636 |
|||||||||
Danaher Corp. |
1,192 |
325,905 |
|||||||||
Genscript Biotech Corp.* |
9,846 |
24,908 |
|||||||||
Illumina, Inc.* |
336 |
73,275 |
|||||||||
Medpace Holdings, Inc.* |
116 |
24,347 |
|||||||||
Pacific Biosciences of California, Inc.* |
2,408 |
25,886 |
|||||||||
QIAGEN NV* |
533 |
26,246 |
|||||||||
Thermo Fisher Scientific, Inc. |
371 |
207,842 |
|||||||||
765,903 |
|||||||||||
Machinery — 3.5% |
|||||||||||
AGCO Corp. |
1,355 |
179,836 |
|||||||||
Deere & Co. |
815 |
359,415 |
|||||||||
Lindsay Corp. |
245 |
43,240 |
|||||||||
SMC Corp. |
65 |
29,071 |
|||||||||
611,562 |
|||||||||||
Pharmaceuticals — 6.6% |
|||||||||||
Bristol-Myers Squibb Co. |
2,294 |
184,162 |
|||||||||
Catalent, Inc.* |
594 |
29,777 |
|||||||||
Johnson & Johnson |
1,915 |
340,870 |
|||||||||
Merck & Co., Inc. |
2,893 |
318,577 |
|||||||||
Roche Holding AG |
830 |
269,986 |
|||||||||
1,143,372 |
|||||||||||
Professional Services — 0.2% |
|||||||||||
ASGN, Inc.* |
336 |
30,442 |
|||||||||
Semiconductors & Semiconductor Equipment — 5.4% |
|||||||||||
Advanced Micro Devices, Inc.* |
991 |
76,931 |
|||||||||
Ambarella, Inc.* |
386 |
28,641 |
|||||||||
Broadcom, Inc. |
160 |
88,165 |
|||||||||
Intel Corp. |
2,577 |
77,490 |
|||||||||
Lattice Semiconductor Corp.* |
439 |
31,972 |
|||||||||
MaxLinear, Inc.* |
828 |
30,305 |
|||||||||
MediaTek, Inc. |
1,274 |
30,216 |
|||||||||
NVIDIA Corp. |
2,079 |
351,829 |
|||||||||
NXP Semiconductors NV |
217 |
38,157 |
|||||||||
QUALCOMM, Inc. |
960 |
121,431 |
|||||||||
Silicon Laboratories, Inc.* |
210 |
30,543 |
|||||||||
Synaptics, Inc.* |
290 |
30,731 |
|||||||||
936,411 |
|||||||||||
Software — 11.0% |
|||||||||||
Adobe, Inc.* |
1,020 |
351,829 |
|||||||||
Altair Engineering, Inc., Class A* |
626 |
30,718 |
See accompanying notes to the financial statements.
52 :: ANEW MSCI TRANSFORMATIONAL CHANGES ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
ANSYS, Inc.* |
513 |
$ |
130,456 |
||||||||
BlackBerry Ltd.* |
6,228 |
30,187 |
|||||||||
Blackline, Inc.* |
487 |
32,965 |
|||||||||
Box, Inc., Class A* |
1,033 |
28,356 |
|||||||||
Check Point Software
Technologies Ltd.* |
228 |
30,285 |
|||||||||
Coupa Software, Inc.* |
643 |
40,663 |
|||||||||
Crowdstrike Holdings, Inc., Class A* |
212 |
24,942 |
|||||||||
CyberArk Software Ltd.* |
183 |
27,280 |
|||||||||
DocuSign, Inc.* |
641 |
30,172 |
|||||||||
Dropbox, Inc., Class A* |
1,253 |
29,521 |
|||||||||
Five9, Inc.* |
507 |
32,504 |
|||||||||
Fortinet, Inc.* |
564 |
29,982 |
|||||||||
Gen Digital, Inc. |
1,304 |
29,940 |
|||||||||
HubSpot, Inc.* |
186 |
56,364 |
|||||||||
KnowBe4, Inc., Class A* |
1,195 |
29,504 |
|||||||||
Microsoft Corp. |
1,389 |
354,389 |
|||||||||
Nutanix, Inc., Class A* |
1,009 |
28,514 |
|||||||||
Oracle Corp. |
1,322 |
109,766 |
|||||||||
Palo Alto Networks, Inc.* |
246 |
41,795 |
|||||||||
Paylocity Holding Corp.* |
142 |
30,932 |
|||||||||
Qualys, Inc.* |
238 |
29,350 |
|||||||||
RingCentral, Inc., Class A* |
814 |
30,167 |
|||||||||
Sangfor Technologies, Inc., Class A |
1,800 |
28,282 |
|||||||||
SAP SE |
596 |
64,786 |
|||||||||
ServiceNow, Inc.* |
169 |
70,355 |
|||||||||
Sprout Social, Inc., Class A* |
854 |
50,642 |
|||||||||
Tenable Holdings, Inc.* |
758 |
28,940 |
|||||||||
Trend Micro, Inc. |
583 |
28,751 |
|||||||||
Varonis Systems, Inc.* |
1,425 |
30,267 |
|||||||||
VMware, Inc., Class A* |
253 |
30,737 |
|||||||||
1,923,341 |
|||||||||||
Specialty Retail — 0.3% |
|||||||||||
GameStop Corp., Class A* |
1,834 |
48,069 |
|||||||||
Technology Hardware, Storage & Peripherals — 2.6% |
|||||||||||
Apple, Inc. |
2,231 |
330,255 |
|||||||||
NetApp, Inc. |
364 |
24,610 |
|||||||||
Samsung Electronics
Co. Ltd., GDR (a) |
57 |
66,291 |
|||||||||
Super Micro Computer, Inc.* |
341 |
30,768 |
|||||||||
451,924 |
|||||||||||
Total Common
Stocks (Cost $21,642,710) |
17,279,410 |
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (b) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $16,776 (Cost $16,775) |
$ |
16,775 |
$ |
16,775 |
|||||||
Total Investments —
99.4% (Cost $21,659,485) |
17,296,185 |
||||||||||
Other assets less liabilities — 0.6% |
112,447 |
||||||||||
Net Assets — 100.0% |
$ |
17,408,632 |
* Non-income producing security.
(a) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
(b) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
Abbreviations
ADR American Depositary Receipt
GDR Global Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
654,901 |
|||||
Aggregate gross unrealized depreciation |
(5,117,713 |
) |
|||||
Net unrealized depreciation |
$ |
(4,462,812 |
) |
||||
Federal income tax cost |
$ |
21,758,997 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: MSCI TRANSFORMATIONAL CHANGES ETF ANEW :: 53
MSCI Transformational Changes ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
80.6 |
% |
|||||
China |
4.3 |
% |
|||||
Germany |
3.5 |
% |
|||||
Canada |
2.4 |
% |
|||||
Ireland |
1.9 |
% |
|||||
Japan |
1.8 |
% |
|||||
Switzerland |
1.6 |
% |
|||||
Singapore |
0.7 |
% |
|||||
India |
0.6 |
% |
|||||
South Korea |
0.4 |
% |
|||||
Israel |
0.3 |
% |
|||||
Sweden |
0.3 |
% |
|||||
Australia |
0.3 |
% |
|||||
Netherlands |
0.2 |
% |
|||||
Saudi Arabia |
0.2 |
% |
|||||
Taiwan |
0.2 |
% |
|||||
Othera |
0.7 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
54 :: ANEW MSCI TRANSFORMATIONAL CHANGES ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.7% |
|||||||||||
Biotechnology — 7.0% |
|||||||||||
Moderna, Inc.* |
614 |
$ |
108,009 |
||||||||
Novavax, Inc.*(a) |
3,405 |
56,148 |
|||||||||
164,157 |
|||||||||||
Chemicals — 6.6% |
|||||||||||
Advanced Nano Products Co. Ltd. |
474 |
31,592 |
|||||||||
Cabot Corp. |
1,273 |
93,718 |
|||||||||
Nanofilm
Technologies International Ltd. (b) |
28,978 |
28,323 |
|||||||||
153,633 |
|||||||||||
Electrical Equipment — 2.0% |
|||||||||||
Nissin Electric Co. Ltd. |
4,710 |
45,739 |
|||||||||
Electronic Equipment, Instruments & Components — 4.9% |
|||||||||||
nLight, Inc.* |
1,963 |
21,318 |
|||||||||
Oxford Instruments plc |
2,520 |
65,604 |
|||||||||
Park Systems Corp. |
303 |
26,881 |
|||||||||
113,803 |
|||||||||||
Life Sciences Tools & Services — 8.8% |
|||||||||||
Agilent Technologies, Inc. |
670 |
103,837 |
|||||||||
Bruker Corp. |
1,511 |
101,856 |
|||||||||
205,693 |
|||||||||||
Semiconductors & Semiconductor Equipment — 64.8% |
|||||||||||
Advanced Micro Devices, Inc.* |
1,494 |
115,979 |
|||||||||
Applied Materials, Inc. |
1,033 |
113,217 |
|||||||||
ASML Holding NV |
193 |
112,689 |
|||||||||
Axcelis Technologies, Inc.* |
1,443 |
115,238 |
|||||||||
Entegris, Inc. |
1,145 |
88,497 |
|||||||||
Intel Corp. |
3,187 |
95,833 |
|||||||||
KLA Corp. |
288 |
113,227 |
|||||||||
Lam Research Corp. |
228 |
107,703 |
|||||||||
Meta Materials, Inc.*(a) |
15,718 |
29,864 |
|||||||||
NVIDIA Corp. |
670 |
113,384 |
|||||||||
Onto Innovation, Inc.* |
1,379 |
110,251 |
|||||||||
Photronics, Inc.* |
2,686 |
50,497 |
|||||||||
SkyWater Technology, Inc.* |
1,767 |
17,440 |
|||||||||
Taiwan Semiconductor
Manufacturing Co. Ltd., ADR |
1,422 |
117,998 |
|||||||||
Ultra Clean Holdings, Inc.* |
1,978 |
70,476 |
|||||||||
Ulvac, Inc. |
2,156 |
92,585 |
|||||||||
Veeco Instruments, Inc.* |
2,239 |
44,512 |
|||||||||
1,509,390 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Technology Hardware, Storage & Peripherals — 5.6% |
|||||||||||
Canon, Inc. |
4,445 |
$ |
103,391 |
||||||||
Nano Dimension Ltd., ADR* |
11,206 |
27,679 |
|||||||||
131,070 |
|||||||||||
Total Common
Stocks (Cost $2,936,819) |
2,323,485 |
||||||||||
Securities Lending Reinvestments (c) — 3.9% |
|||||||||||
Investment Companies — 3.9% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $91,944) |
91,944 |
91,944 |
|||||||||
Total Investments —
103.6% (Cost $3,028,763) |
2,415,429 |
||||||||||
Liabilities in excess of other assets — (3.6%) |
(85,007 |
) |
|||||||||
Net Assets — 100.0% |
$ |
2,330,422 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $84,114, collateralized in the form of cash with a value of $91,944 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments.
(b) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
(c) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $91,944.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
95,675 |
|||||
Aggregate gross unrealized depreciation |
(713,450 |
) |
|||||
Net unrealized depreciation |
$ |
(617,775 |
) |
||||
Federal income tax cost |
$ |
3,033,204 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: NANOTECHNOLOGY ETF TINY :: 55
Nanotechnology ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
71.7 |
% |
|||||
Japan |
10.4 |
% |
|||||
Taiwan |
5.1 |
% |
|||||
Netherlands |
4.8 |
% |
|||||
United Kingdom |
2.8 |
% |
|||||
South Korea |
2.5 |
% |
|||||
Singapore |
1.2 |
% |
|||||
Israel |
1.2 |
% |
|||||
Othera |
0.3 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
56 :: TINY NANOTECHNOLOGY ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.9% |
|||||||||||
Beverages — 4.2% |
|||||||||||
Keurig Dr Pepper, Inc. |
11,683 |
$ |
451,782 |
||||||||
Biotechnology — 16.8% |
|||||||||||
Biogen, Inc.* |
1,648 |
502,920 |
|||||||||
Regeneron Pharmaceuticals, Inc.* |
592 |
445,006 |
|||||||||
Seagen, Inc.* |
3,269 |
396,824 |
|||||||||
Vertex Pharmaceuticals, Inc.* |
1,487 |
470,487 |
|||||||||
1,815,237 |
|||||||||||
Commercial Services & Supplies — 4.9% |
|||||||||||
Cintas Corp. |
1,144 |
528,276 |
|||||||||
Electric Utilities — 4.8% |
|||||||||||
Constellation Energy Corp. |
5,367 |
515,876 |
|||||||||
Entertainment — 5.4% |
|||||||||||
Netflix, Inc.* |
1,896 |
579,285 |
|||||||||
Food & Staples Retailing — 4.8% |
|||||||||||
Costco Wholesale Corp. |
959 |
517,141 |
|||||||||
Health Care Equipment & Supplies — 4.8% |
|||||||||||
Dexcom, Inc.* |
4,477 |
520,586 |
|||||||||
Internet & Direct Marketing Retail — 6.3% |
|||||||||||
Pinduoduo, Inc., ADR* |
8,241 |
676,092 |
|||||||||
IT Services — 9.3% |
|||||||||||
Automatic Data Processing, Inc. |
1,930 |
509,790 |
|||||||||
Paychex, Inc. |
3,994 |
495,376 |
|||||||||
1,005,166 |
|||||||||||
Machinery — 4.9% |
|||||||||||
PACCAR, Inc. |
4,941 |
523,301 |
|||||||||
Software — 14.1% |
|||||||||||
Cadence Design Systems, Inc.* |
2,958 |
508,894 |
|||||||||
Palo Alto Networks, Inc.* |
2,817 |
478,608 |
|||||||||
Synopsys, Inc.* |
1,571 |
533,418 |
|||||||||
1,520,920 |
|||||||||||
Specialty Retail — 10.6% |
|||||||||||
O'Reilly Automotive, Inc.* |
596 |
515,266 |
|||||||||
Ross Stores, Inc. |
5,354 |
630,005 |
|||||||||
1,145,271 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Technology Hardware, Storage & Peripherals — 4.3% |
|||||||||||
Apple, Inc. |
3,152 |
$ |
466,590 |
||||||||
Wireless Telecommunication Services — 4.7% |
|||||||||||
T-Mobile US, Inc.* |
3,316 |
502,241 |
|||||||||
Total Common
Stocks (Cost $9,692,374) |
10,767,764 |
||||||||||
Principal Amount |
|||||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (a) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $12,427 (Cost $12,425) |
$ |
12,425 |
12,425 |
||||||||
Total Investments —
100.0% (Cost $9,704,799) |
10,780,189 |
||||||||||
Liabilities in excess of other assets — 0.0% |
(320 |
) |
|||||||||
Net Assets — 100.0% |
$ |
10,779,869 |
* Non-income producing security.
(a) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
1,265,974 |
|||||
Aggregate gross unrealized depreciation |
(211,177 |
) |
|||||
Net unrealized appreciation |
$ |
1,054,797 |
|||||
Federal income tax cost |
$ |
9,725,392 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: NASDAQ-100 DORSEY WRIGHT MOMENTUM ETF QQQA :: 57
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.7% |
|||||||||||
Entertainment — 55.5% |
|||||||||||
Activision Blizzard, Inc. |
619 |
$ |
45,775 |
||||||||
Bilibili, Inc., Class Z* |
1,662 |
26,980 |
|||||||||
Capcom Co. Ltd. |
1,098 |
33,197 |
|||||||||
Electronic Arts, Inc. |
343 |
44,858 |
|||||||||
Embracer Group AB*(a) |
4,844 |
20,482 |
|||||||||
Krafton, Inc.* |
175 |
30,121 |
|||||||||
NCSoft Corp. |
105 |
37,459 |
|||||||||
Netflix, Inc.* |
243 |
74,244 |
|||||||||
Nexon Co. Ltd. |
1,981 |
41,516 |
|||||||||
ROBLOX Corp., Class A* |
1,611 |
51,181 |
|||||||||
Spotify Technology SA* |
429 |
34,071 |
|||||||||
Square Enix Holdings Co. Ltd. |
554 |
24,834 |
|||||||||
Take-Two Interactive Software, Inc.* |
380 |
40,162 |
|||||||||
Tencent Music
Entertainment Group, ADR* |
4,437 |
31,103 |
|||||||||
Ubisoft Entertainment SA* |
670 |
18,532 |
|||||||||
554,515 |
|||||||||||
Interactive Media & Services — 4.7% |
|||||||||||
Bumble, Inc., Class A* |
524 |
12,765 |
|||||||||
Snap, Inc., Class A* |
3,327 |
34,301 |
|||||||||
47,066 |
|||||||||||
Internet & Direct Marketing Retail — 17.8% |
|||||||||||
Delivery Hero SE*(b) |
1,123 |
47,877 |
|||||||||
DoorDash, Inc., Class A* |
709 |
41,299 |
|||||||||
Just Eat Takeaway.com NV*(b) |
1,317 |
29,588 |
|||||||||
Meituan, Class B*(b) |
2,115 |
44,299 |
|||||||||
Zomato Ltd.* |
18,449 |
14,782 |
|||||||||
177,845 |
|||||||||||
Leisure Products — 3.6% |
|||||||||||
Peloton Interactive, Inc., Class A* |
1,899 |
21,611 |
|||||||||
Sega Sammy Holdings, Inc. |
1,053 |
13,901 |
|||||||||
35,512 |
|||||||||||
Road & Rail — 11.9% |
|||||||||||
Grab Holdings Ltd., Class A* |
12,813 |
38,695 |
|||||||||
Lyft, Inc., Class A* |
1,976 |
22,171 |
|||||||||
Uber Technologies, Inc.* |
2,000 |
58,280 |
|||||||||
119,146 |
|||||||||||
Semiconductors & Semiconductor Equipment — 6.2% |
|||||||||||
Ambarella, Inc.* |
241 |
17,882 |
|||||||||
NVIDIA Corp. |
259 |
43,831 |
|||||||||
61,713 |
|||||||||||
Total Common
Stocks (Cost $1,889,475) |
995,797 |
Investments |
Shares |
Value |
|||||||||
Securities Lending Reinvestments (c) — 0.1% |
|||||||||||
Investment Companies — 0.1% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $635) |
635 |
$ |
635 |
||||||||
Total Investments —
99.8% (Cost $1,890,110) |
996,432 |
||||||||||
Other assets less liabilities — 0.2% |
1,903 |
||||||||||
Net Assets — 100.0% |
$ |
998,335 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $16,478, collateralized in the form of cash with a value of $635 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $18,016 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.25% - 3.13%, and maturity dates ranging from April 15, 2023 - February 15, 2050. The total value of collateral is $18,651.
(b) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
(c) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $635.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
20,609 |
|||||
Aggregate gross unrealized depreciation |
(959,389 |
) |
|||||
Net unrealized depreciation |
$ |
(938,780 |
) |
||||
Federal income tax cost |
$ |
1,935,212 |
See accompanying notes to the financial statements.
58 :: OND ON-DEMAND ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
On-Demand ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
54.8 |
% |
|||||
Japan |
11.4 |
% |
|||||
China |
10.2 |
% |
|||||
South Korea |
6.8 |
% |
|||||
Germany |
4.8 |
% |
|||||
Luxembourg |
3.4 |
% |
|||||
Netherlands |
3.0 |
% |
|||||
Sweden |
2.0 |
% |
|||||
France |
1.8 |
% |
|||||
India |
1.5 |
% |
|||||
Othera |
0.3 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: ON-DEMAND ETF OND :: 59
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.9% |
|||||||||||
Entertainment — 5.0% |
|||||||||||
Sea Ltd., ADR* |
109,250 |
$ |
6,376,922 |
||||||||
Food & Staples Retailing — 0.2% |
|||||||||||
DingDong Cayman Ltd., ADR* |
58,045 |
253,657 |
|||||||||
Health Care Equipment & Supplies — 3.8% |
|||||||||||
Figs, Inc., Class A* |
616,297 |
4,825,606 |
|||||||||
Interactive Media & Services — 3.2% |
|||||||||||
Shutterstock, Inc. |
74,079 |
3,986,932 |
|||||||||
Internet & Direct Marketing Retail — 87.7% |
|||||||||||
Alibaba Group Holding Ltd., ADR* |
173,648 |
15,204,619 |
|||||||||
Amazon.com, Inc.* |
300,455 |
29,005,926 |
|||||||||
Chewy, Inc., Class A* |
117,091 |
5,050,135 |
|||||||||
ContextLogic, Inc., Class A*(a) |
5,604,956 |
4,112,356 |
|||||||||
Coupang, Inc.* |
105,526 |
2,055,646 |
|||||||||
Dada Nexus Ltd., ADR* |
50,314 |
313,456 |
|||||||||
DoorDash, Inc., Class A* |
91,362 |
5,321,837 |
|||||||||
eBay, Inc. |
179,219 |
8,143,711 |
|||||||||
Etsy, Inc.* |
38,950 |
5,144,906 |
|||||||||
Farfetch Ltd., Class A* |
29,538 |
251,073 |
|||||||||
Fiverr International Ltd.* |
6,664 |
234,373 |
|||||||||
Global-e Online Ltd.* |
11,675 |
251,830 |
|||||||||
JD.com, Inc., ADR |
95,767 |
5,475,957 |
|||||||||
MercadoLibre, Inc.* |
3,003 |
2,795,748 |
|||||||||
Overstock.com, Inc.* |
151,975 |
4,045,574 |
|||||||||
Ozon Holdings plc, ADR*‡(b) |
60,470 |
— |
|||||||||
Pinduoduo, Inc., ADR* |
74,808 |
6,137,248 |
|||||||||
Qurate Retail, Inc., Series A* |
1,691,068 |
3,974,010 |
|||||||||
Revolve Group, Inc.*(a) |
153,760 |
4,062,339 |
|||||||||
Vipshop Holdings Ltd., ADR* |
36,648 |
408,625 |
|||||||||
Wayfair, Inc., Class A* |
124,565 |
4,564,062 |
|||||||||
Xometry, Inc., Class A*(a) |
92,010 |
3,885,582 |
|||||||||
110,439,013 |
|||||||||||
Total Common
Stocks (Cost $242,730,264) |
125,882,130 |
||||||||||
Securities Lending Reinvestments (c) — 2.0% |
|||||||||||
Investment Companies — 2.0% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $2,494,085) |
2,494,085 |
2,494,085 |
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (d) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $148,011 (Cost $147,997) |
$ |
147,997 |
$ |
147,997 |
|||||||
Total Investments —
102.0% (Cost $245,372,346) |
128,524,212 |
||||||||||
Liabilities in excess of other assets — (2.0%) |
(2,563,986 |
) |
|||||||||
Net Assets — 100.0% |
$ |
125,960,226 |
* Non-income producing security.
‡ Value determined using significant unobservable inputs.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $4,902,362, collateralized in the form of cash with a value of $2,494,085 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $2,174,856 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from July 15, 2023 - May 15, 2047. The total value of collateral is $4,668,941.
(b) Security fair valued as of November 30, 2022 in accordance with procedures approved by the Board of Trustees. Total value of all such securities at November 30, 2022 amounted to $0, which represents approximately 0.00% of net assets of the Fund.
(c) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $2,494,085.
(d) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
1,947,528 |
|||||
Aggregate gross unrealized depreciation |
(142,490,909 |
) |
|||||
Net unrealized depreciation |
$ |
(140,543,381 |
) |
||||
Federal income tax cost |
$ |
269,067,593 |
See accompanying notes to the financial statements.
60 :: ONLN ONLINE RETAIL ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.5% |
|||||||||||
Distributors — 0.0% (a) |
|||||||||||
Arata Corp. |
922 |
$ |
26,874 |
||||||||
Diversified Consumer Services — 0.9% |
|||||||||||
Rover Group, Inc.* |
207,550 |
1,000,391 |
|||||||||
Food Products — 12.9% |
|||||||||||
Freshpet, Inc.* |
76,027 |
5,095,330 |
|||||||||
General Mills, Inc. |
38,921 |
3,319,961 |
|||||||||
J M Smucker Co. (The) |
6,796 |
1,046,652 |
|||||||||
Nestle SA (Registered) |
46,056 |
5,467,827 |
|||||||||
14,929,770 |
|||||||||||
Health Care Equipment & Supplies — 12.8% |
|||||||||||
Heska Corp.* |
25,157 |
1,618,853 |
|||||||||
IDEXX Laboratories, Inc.* |
26,498 |
11,284,703 |
|||||||||
Vimian Group AB* |
427,677 |
1,445,701 |
|||||||||
Zomedica Corp.* |
2,400,013 |
480,003 |
|||||||||
14,829,260 |
|||||||||||
Health Care Providers & Services — 6.2% |
|||||||||||
AmerisourceBergen Corp. |
10,994 |
1,876,566 |
|||||||||
CVS Group plc |
178,148 |
4,341,494 |
|||||||||
Patterson Cos., Inc. |
5,953 |
169,303 |
|||||||||
PetIQ, Inc.* |
67,617 |
802,614 |
|||||||||
7,189,977 |
|||||||||||
Household Products — 7.0% |
|||||||||||
Central Garden & Pet Co., Class A* |
99,973 |
3,905,945 |
|||||||||
Colgate-Palmolive Co. |
54,866 |
4,251,018 |
|||||||||
8,156,963 |
|||||||||||
Insurance — 4.4% |
|||||||||||
Anicom Holdings, Inc. |
175,689 |
922,402 |
|||||||||
Trupanion, Inc.* |
81,125 |
4,240,404 |
|||||||||
5,162,806 |
|||||||||||
Internet & Direct Marketing Retail — 8.9% |
|||||||||||
Chewy, Inc., Class A* |
216,415 |
9,333,979 |
|||||||||
PetMed Express, Inc. |
48,965 |
969,507 |
|||||||||
10,303,486 |
|||||||||||
Pharmaceuticals — 35.3% |
|||||||||||
Dechra Pharmaceuticals plc |
258,828 |
8,485,106 |
|||||||||
Elanco Animal Health, Inc.* |
865,485 |
11,138,792 |
|||||||||
Merck & Co., Inc. |
53,712 |
5,914,765 |
|||||||||
SwedenCare AB |
145,688 |
480,686 |
|||||||||
Virbac SA |
10,543 |
2,671,450 |
|||||||||
Zoetis, Inc. |
78,712 |
12,132,667 |
|||||||||
40,823,466 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Specialty Retail — 11.1% |
|||||||||||
Musti Group OYJ* |
80,195 |
$ |
1,273,461 |
||||||||
Pet Center Comercio
e Participacoes SA |
854,625 |
1,213,752 |
|||||||||
Pet Valu Holdings Ltd. |
80,902 |
2,367,247 |
|||||||||
Petco Health & Wellness Co., Inc.* |
376,980 |
4,161,859 |
|||||||||
Pets at Home Group plc |
1,201,783 |
3,815,215 |
|||||||||
12,831,534 |
|||||||||||
Total Common
Stocks (Cost $181,578,664) |
115,254,527 |
||||||||||
Principal Amount |
|||||||||||
Short-Term Investments — 0.3% |
|||||||||||
Repurchase Agreements (b) — 0.3% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $307,813 (Cost $307,782) |
$ |
307,782 |
307,782 |
||||||||
Total Investments —
99.8% (Cost $181,886,446) |
115,562,309 |
||||||||||
Other assets less liabilities — 0.2% |
210,811 |
||||||||||
Net Assets — 100.0% |
$ |
115,773,120 |
* Non-income producing security.
(a) Represents less than 0.05% of net assets.
(b) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
4,686,705 |
|||||
Aggregate gross unrealized depreciation |
(73,257,398 |
) |
|||||
Net unrealized depreciation |
$ |
(68,570,693 |
) |
||||
Federal income tax cost |
$ |
184,133,002 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: PET CARE ETF PAWZ :: 61
Pet Care ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
71.0 |
% |
|||||
United Kingdom |
14.4 |
% |
|||||
Switzerland |
4.7 |
% |
|||||
Canada |
2.5 |
% |
|||||
France |
2.3 |
% |
|||||
Sweden |
1.7 |
% |
|||||
Finland |
1.1 |
% |
|||||
Brazil |
1.0 |
% |
|||||
Japan |
0.8 |
% |
|||||
Othera |
0.5 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
62 :: PAWZ PET CARE ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.7% |
|||||||||||
Banks — 23.6% |
|||||||||||
Associated Banc-Corp. |
409,087 |
$ |
10,063,540 |
||||||||
Atlantic Union Bankshares Corp. |
252,156 |
8,994,405 |
|||||||||
City Holding Co. (a) |
96,291 |
9,813,979 |
|||||||||
Community Bank System, Inc. (a) |
125,127 |
8,150,773 |
|||||||||
First Financial Corp. |
176,359 |
8,477,577 |
|||||||||
First Interstate
BancSystem, Inc., Class A |
205,375 |
8,958,457 |
|||||||||
First Merchants Corp. |
204,748 |
9,051,909 |
|||||||||
Fulton Financial Corp. |
503,452 |
9,359,173 |
|||||||||
Glacier Bancorp, Inc. |
163,343 |
9,457,560 |
|||||||||
Home BancShares, Inc. |
349,876 |
8,904,344 |
|||||||||
Independent Bank Corp. |
105,173 |
9,520,260 |
|||||||||
International Bancshares Corp. |
195,861 |
10,317,957 |
|||||||||
Lakeland Bancorp, Inc. |
499,137 |
9,323,879 |
|||||||||
Northwest Bancshares, Inc. |
577,946 |
8,836,794 |
|||||||||
Peoples Bancorp, Inc. |
272,003 |
8,160,090 |
|||||||||
Sandy Spring Bancorp, Inc. |
212,281 |
7,391,624 |
|||||||||
Simmons First
National Corp., Class A |
347,585 |
8,067,448 |
|||||||||
Southside Bancshares, Inc. |
216,167 |
7,855,509 |
|||||||||
SouthState Corp. |
104,773 |
9,204,308 |
|||||||||
Tompkins Financial Corp. |
111,576 |
9,321,059 |
|||||||||
United Bankshares, Inc. |
222,610 |
9,547,743 |
|||||||||
Washington Trust Bancorp, Inc. |
161,726 |
8,047,486 |
|||||||||
WesBanco, Inc. |
238,408 |
9,643,604 |
|||||||||
206,469,478 |
|||||||||||
Building Products — 2.2% |
|||||||||||
Apogee Enterprises, Inc. |
204,154 |
9,850,430 |
|||||||||
Griffon Corp. |
256,915 |
9,071,669 |
|||||||||
18,922,099 |
|||||||||||
Capital Markets — 0.9% |
|||||||||||
Cohen & Steers, Inc. |
114,200 |
7,565,750 |
|||||||||
Chemicals — 5.9% |
|||||||||||
Avient Corp. |
188,677 |
6,530,111 |
|||||||||
Balchem Corp. |
62,589 |
8,812,531 |
|||||||||
HB Fuller Co. |
127,890 |
10,270,846 |
|||||||||
Quaker Chemical Corp. (a) |
47,670 |
9,380,979 |
|||||||||
Sensient Technologies Corp. (a) |
102,857 |
7,684,447 |
|||||||||
Stepan Co. |
79,458 |
8,865,129 |
|||||||||
51,544,043 |
|||||||||||
Commercial Services & Supplies — 4.9% |
|||||||||||
ABM Industries, Inc. |
180,968 |
8,538,070 |
|||||||||
Brady Corp., Class A |
176,338 |
8,446,590 |
|||||||||
Healthcare Services Group, Inc. |
585,128 |
8,162,536 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
HNI Corp. |
260,043 |
$ |
7,541,247 |
||||||||
Matthews International Corp., Class A |
321,494 |
10,178,500 |
|||||||||
42,866,943 |
|||||||||||
Diversified Telecommunication Services — 1.0% |
|||||||||||
Cogent
Communications Holdings, Inc. |
150,647 |
8,745,058 |
|||||||||
Electric Utilities — 2.9% |
|||||||||||
ALLETE, Inc. |
136,148 |
9,012,997 |
|||||||||
PNM Resources, Inc. |
170,312 |
8,345,288 |
|||||||||
Portland General Electric Co. |
156,430 |
7,701,049 |
|||||||||
25,059,334 |
|||||||||||
Electronic Equipment, Instruments & Components — 1.1% |
|||||||||||
Badger Meter, Inc. |
86,135 |
9,976,156 |
|||||||||
Equity Real Estate Investment Trusts (REITs) — 3.7% |
|||||||||||
Agree Realty Corp. |
108,604 |
7,596,850 |
|||||||||
STAG Industrial, Inc. |
265,762 |
8,746,227 |
|||||||||
Terreno Realty Corp. |
133,808 |
7,846,501 |
|||||||||
Universal Health Realty Income Trust |
161,439 |
8,473,933 |
|||||||||
32,663,511 |
|||||||||||
Food & Staples Retailing — 2.0% |
|||||||||||
Andersons, Inc. (The) |
219,476 |
8,449,826 |
|||||||||
SpartanNash Co. |
272,762 |
8,960,232 |
|||||||||
17,410,058 |
|||||||||||
Food Products — 4.1% |
|||||||||||
Calavo Growers, Inc. |
195,723 |
6,842,476 |
|||||||||
J & J Snack Foods Corp. |
55,258 |
9,063,417 |
|||||||||
Lancaster Colony Corp. |
48,237 |
9,991,812 |
|||||||||
Tootsie Roll Industries, Inc. |
229,255 |
10,305,013 |
|||||||||
36,202,718 |
|||||||||||
Gas Utilities — 5.6% |
|||||||||||
Chesapeake Utilities Corp. |
64,274 |
7,695,526 |
|||||||||
New Jersey Resources Corp. |
182,479 |
9,078,330 |
|||||||||
Northwest Natural Holding Co. |
171,250 |
8,581,338 |
|||||||||
South Jersey Industries, Inc. |
241,419 |
8,377,239 |
|||||||||
Southwest Gas Holdings, Inc. |
102,790 |
7,037,004 |
|||||||||
Spire, Inc. |
116,901 |
8,662,364 |
|||||||||
49,431,801 |
|||||||||||
Health Care Equipment & Supplies — 1.8% |
|||||||||||
Atrion Corp. |
13,389 |
8,097,667 |
|||||||||
LeMaitre Vascular, Inc. |
163,771 |
7,672,672 |
|||||||||
15,770,339 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: RUSSELL 2000 DIVIDEND GROWERS ETF SMDV :: 63
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Health Care Providers & Services — 1.0% |
|||||||||||
Ensign Group, Inc. (The) |
97,204 |
$ |
9,234,380 |
||||||||
Household Products — 0.8% |
|||||||||||
WD-40 Co. |
43,162 |
7,229,635 |
|||||||||
Insurance — 4.4% |
|||||||||||
AMERISAFE, Inc. |
169,406 |
10,057,634 |
|||||||||
CNO Financial Group, Inc. |
448,101 |
10,521,412 |
|||||||||
Horace Mann Educators Corp. |
229,155 |
8,843,091 |
|||||||||
Mercury General Corp. |
252,737 |
9,169,298 |
|||||||||
38,591,435 |
|||||||||||
Internet & Direct Marketing Retail — 0.9% |
|||||||||||
PetMed Express, Inc. (a) |
392,525 |
7,771,995 |
|||||||||
Machinery — 9.7% |
|||||||||||
Alamo Group, Inc. |
62,699 |
9,436,200 |
|||||||||
Douglas Dynamics, Inc. |
278,348 |
10,833,304 |
|||||||||
Franklin Electric Co., Inc. |
94,146 |
7,842,362 |
|||||||||
Hillenbrand, Inc. |
198,643 |
9,932,150 |
|||||||||
Kadant, Inc. |
45,662 |
8,814,592 |
|||||||||
Lindsay Corp. |
51,341 |
9,061,173 |
|||||||||
Standex International Corp. |
93,444 |
9,816,292 |
|||||||||
Trinity Industries, Inc. |
338,063 |
10,354,870 |
|||||||||
Watts Water
Technologies, Inc., Class A |
58,995 |
9,347,758 |
|||||||||
85,438,701 |
|||||||||||
Media — 1.0% |
|||||||||||
John Wiley & Sons, Inc., Class A |
177,033 |
8,393,134 |
|||||||||
Metals & Mining — 3.2% |
|||||||||||
Kaiser Aluminum Corp. |
116,802 |
10,558,901 |
|||||||||
Materion Corp. |
98,164 |
7,908,092 |
|||||||||
Worthington Industries, Inc. |
163,548 |
9,279,713 |
|||||||||
27,746,706 |
|||||||||||
Mortgage Real Estate Investment Trusts (REITs) — 0.9% |
|||||||||||
Arbor Realty Trust, Inc. |
560,718 |
8,343,484 |
|||||||||
Multi-Utilities — 2.8% |
|||||||||||
Avista Corp. |
197,871 |
8,168,115 |
|||||||||
Black Hills Corp. |
106,837 |
7,652,734 |
|||||||||
NorthWestern Corp. |
151,963 |
8,876,159 |
|||||||||
24,697,008 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Personal Products — 0.9% |
|||||||||||
Nu Skin Enterprises, Inc., Class A |
200,526 |
$ |
8,363,939 |
||||||||
Professional Services — 2.1% |
|||||||||||
Exponent, Inc. |
88,653 |
9,167,607 |
|||||||||
Insperity, Inc. |
74,649 |
8,849,639 |
|||||||||
18,017,246 |
|||||||||||
Real Estate Management & Development — 0.9% |
|||||||||||
Kennedy-Wilson Holdings, Inc. |
460,936 |
7,845,131 |
|||||||||
Semiconductors & Semiconductor Equipment — 1.1% |
|||||||||||
Power Integrations, Inc. |
118,923 |
9,570,923 |
|||||||||
Thrifts & Mortgage Finance — 1.1% |
|||||||||||
Federal Agricultural
Mortgage Corp., Class C |
74,967 |
9,434,597 |
|||||||||
Tobacco — 1.0% |
|||||||||||
Universal Corp. |
160,560 |
9,137,470 |
|||||||||
Trading Companies & Distributors — 3.4% |
|||||||||||
Applied Industrial Technologies, Inc. |
77,972 |
10,330,510 |
|||||||||
GATX Corp. |
85,785 |
9,672,259 |
|||||||||
McGrath RentCorp |
96,375 |
9,456,315 |
|||||||||
29,459,084 |
|||||||||||
Water Utilities — 4.2% |
|||||||||||
American States Water Co. (a) |
97,455 |
9,549,615 |
|||||||||
California Water Service Group |
137,750 |
8,944,107 |
|||||||||
Middlesex Water Co. |
91,399 |
8,541,237 |
|||||||||
SJW Group |
126,298 |
9,433,198 |
|||||||||
36,468,157 |
|||||||||||
Wireless Telecommunication Services — 0.6% |
|||||||||||
Telephone and Data Systems, Inc. |
499,699 |
5,266,827 |
|||||||||
Total Common
Stocks (Cost $784,610,250) |
873,637,140 |
||||||||||
Securities Lending Reinvestments (b) — 0.4% |
|||||||||||
Investment Companies — 0.4% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $3,428,000) |
3,428,000 |
3,428,000 |
See accompanying notes to the financial statements.
64 :: SMDV RUSSELL 2000 DIVIDEND GROWERS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (c) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $941,465 (Cost $941,365) |
$ |
941,365 |
$ |
941,365 |
|||||||
Total Investments —
100.2% (Cost $788,979,615) |
878,006,505 |
||||||||||
Liabilities in excess of other assets — (0.2%) |
(2,114,579 |
) |
|||||||||
Net Assets — 100.0% |
$ |
875,891,926 |
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $9,610,994, collateralized in the form of cash with a value of $3,428,000 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $6,167,373 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from December 15, 2022 - November 15, 2051. The total value of collateral is $9,595,373.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $3,428,000.
(c) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
133,745,315 |
|||||
Aggregate gross unrealized depreciation |
(47,415,921 |
) |
|||||
Net unrealized appreciation |
$ |
86,329,394 |
|||||
Federal income tax cost |
$ |
791,677,111 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: RUSSELL 2000 DIVIDEND GROWERS ETF SMDV :: 65
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.8% |
|||||||||||
Banks — 3.3% |
|||||||||||
Commerce Bancshares, Inc. |
2,507 |
$ |
187,825 |
||||||||
United Bankshares, Inc. |
4,697 |
201,454 |
|||||||||
389,279 |
|||||||||||
Beverages — 4.5% |
|||||||||||
Brown-Forman Corp., Class B |
2,377 |
173,569 |
|||||||||
Coca-Cola Co. (The) |
2,777 |
176,645 |
|||||||||
PepsiCo, Inc. |
997 |
184,953 |
|||||||||
535,167 |
|||||||||||
Building Products — 1.3% |
|||||||||||
Carlisle Cos., Inc. |
575 |
151,288 |
|||||||||
Capital Markets — 4.5% |
|||||||||||
Franklin Resources, Inc. |
6,646 |
178,179 |
|||||||||
S&P Global, Inc. |
491 |
173,225 |
|||||||||
T. Rowe Price Group, Inc. |
1,447 |
180,745 |
|||||||||
532,149 |
|||||||||||
Chemicals — 9.9% |
|||||||||||
Air Products and Chemicals, Inc. |
691 |
214,320 |
|||||||||
HB Fuller Co. |
2,700 |
216,837 |
|||||||||
PPG Industries, Inc. |
1,385 |
187,280 |
|||||||||
RPM International, Inc. |
1,845 |
191,179 |
|||||||||
Sherwin-Williams Co. (The) |
741 |
184,642 |
|||||||||
Stepan Co. |
1,677 |
187,103 |
|||||||||
1,181,361 |
|||||||||||
Commercial Services & Supplies — 4.7% |
|||||||||||
ABM Industries, Inc. |
3,817 |
180,086 |
|||||||||
Brady Corp., Class A |
3,720 |
178,188 |
|||||||||
MSA Safety, Inc. |
1,463 |
206,298 |
|||||||||
564,572 |
|||||||||||
Containers & Packaging — 1.4% |
|||||||||||
Sonoco Products Co. |
2,747 |
168,583 |
|||||||||
Distributors — 1.7% |
|||||||||||
Genuine Parts Co. |
1,100 |
201,663 |
|||||||||
Electrical Equipment — 1.7% |
|||||||||||
Emerson Electric Co. |
2,100 |
201,117 |
|||||||||
Equity Real Estate Investment Trusts (REITs) — 1.6% |
|||||||||||
Federal Realty Investment Trust |
1,701 |
188,981 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Food & Staples Retailing — 4.9% |
|||||||||||
Sysco Corp. |
2,104 |
$ |
182,017 |
||||||||
Walgreens Boots Alliance, Inc. |
4,883 |
202,644 |
|||||||||
Walmart, Inc. |
1,280 |
195,098 |
|||||||||
579,759 |
|||||||||||
Food Products — 8.1% |
|||||||||||
Archer-Daniels-Midland Co. |
1,968 |
191,880 |
|||||||||
Hormel Foods Corp. |
3,669 |
172,443 |
|||||||||
Lancaster Colony Corp. |
1,017 |
210,661 |
|||||||||
McCormick & Co., Inc. (Non-Voting) |
2,032 |
173,086 |
|||||||||
Tootsie Roll Industries, Inc. |
4,836 |
217,378 |
|||||||||
965,448 |
|||||||||||
Gas Utilities — 2.9% |
|||||||||||
National Fuel Gas Co. |
2,453 |
162,462 |
|||||||||
Northwest Natural Holding Co. |
3,616 |
181,198 |
|||||||||
343,660 |
|||||||||||
Health Care Equipment & Supplies — 4.2% |
|||||||||||
Abbott Laboratories |
1,642 |
176,646 |
|||||||||
Becton Dickinson and Co. |
676 |
168,554 |
|||||||||
Medtronic plc |
1,948 |
153,970 |
|||||||||
499,170 |
|||||||||||
Hotels, Restaurants & Leisure — 1.5% |
|||||||||||
McDonald's Corp. |
673 |
183,588 |
|||||||||
Household Durables — 1.4% |
|||||||||||
Leggett & Platt, Inc. |
4,558 |
162,310 |
|||||||||
Household Products — 6.0% |
|||||||||||
Clorox Co. (The) |
1,179 |
175,258 |
|||||||||
Colgate-Palmolive Co. |
2,159 |
167,279 |
|||||||||
Kimberly-Clark Corp. |
1,342 |
182,016 |
|||||||||
Procter & Gamble Co. (The) |
1,233 |
183,914 |
|||||||||
708,467 |
|||||||||||
Industrial Conglomerates — 1.4% |
|||||||||||
3M Co. |
1,370 |
172,579 |
|||||||||
Insurance — 8.3% |
|||||||||||
Aflac, Inc. |
2,893 |
208,093 |
|||||||||
Cincinnati Financial Corp. |
1,762 |
195,512 |
|||||||||
Mercury General Corp. |
5,338 |
193,663 |
|||||||||
Old Republic International Corp. |
7,830 |
191,835 |
|||||||||
RLI Corp. |
1,560 |
202,909 |
|||||||||
992,012 |
See accompanying notes to the financial statements.
66 :: TMDV RUSSELL U.S. DIVIDEND GROWERS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
IT Services — 1.5% |
|||||||||||
Automatic Data Processing, Inc. |
701 |
$ |
185,162 |
||||||||
Machinery — 6.1% |
|||||||||||
Dover Corp. |
1,335 |
189,503 |
|||||||||
Illinois Tool Works, Inc. |
874 |
198,809 |
|||||||||
Nordson Corp. |
764 |
180,678 |
|||||||||
Stanley Black & Decker, Inc. |
1,966 |
160,663 |
|||||||||
729,653 |
|||||||||||
Metals & Mining — 1.7% |
|||||||||||
Nucor Corp. |
1,318 |
197,634 |
|||||||||
Multiline Retail — 1.5% |
|||||||||||
Target Corp. |
1,045 |
174,588 |
|||||||||
Multi-Utilities — 2.8% |
|||||||||||
Black Hills Corp. |
2,256 |
161,598 |
|||||||||
Consolidated Edison, Inc. |
1,730 |
169,609 |
|||||||||
331,207 |
|||||||||||
Pharmaceuticals — 1.6% |
|||||||||||
Johnson & Johnson |
1,042 |
185,476 |
|||||||||
Specialty Retail — 1.6% |
|||||||||||
Lowe's Cos., Inc. |
882 |
187,469 |
|||||||||
Tobacco — 1.6% |
|||||||||||
Universal Corp. |
3,389 |
192,868 |
|||||||||
Trading Companies & Distributors — 1.6% |
|||||||||||
WW Grainger, Inc. |
308 |
185,743 |
|||||||||
Water Utilities — 6.5% |
|||||||||||
American States Water Co. |
2,056 |
201,467 |
|||||||||
California Water Service Group |
2,906 |
188,687 |
|||||||||
Middlesex Water Co. |
1,927 |
180,078 |
|||||||||
SJW Group |
2,666 |
199,124 |
|||||||||
769,356 |
|||||||||||
Total Common
Stocks (Cost $11,247,505) |
11,860,309 |
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (a) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $12,660 (Cost $12,658) |
$ |
12,658 |
$ |
12,658 |
|||||||
Total Investments —
99.9% (Cost $11,260,163) |
11,872,967 |
||||||||||
Other assets less liabilities — 0.1% |
7,291 |
||||||||||
Net Assets — 100.0% |
$ |
11,880,258 |
(a) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
1,287,108 |
|||||
Aggregate gross unrealized depreciation |
(691,496 |
) |
|||||
Net unrealized appreciation |
$ |
595,612 |
|||||
Federal income tax cost |
$ |
11,277,355 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: RUSSELL U.S. DIVIDEND GROWERS ETF TMDV :: 67
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds — 98.5% |
|||||||||||
Aerospace & Defense — 5.0% |
|||||||||||
Boeing Co. (The) |
|||||||||||
5.71%, 5/1/2040 |
$ |
200,000 |
$ |
189,687 |
|||||||
5.81%, 5/1/2050 |
20,000 |
18,746 |
|||||||||
3.95%, 8/1/2059 |
109,000 |
74,764 |
|||||||||
5.93%, 5/1/2060 |
43,000 |
39,670 |
|||||||||
Lockheed Martin Corp. |
|||||||||||
5.90%, 11/15/2063 |
176,000 |
192,041 |
|||||||||
Northrop Grumman Corp. |
|||||||||||
3.25%, 1/15/2028 |
15,000 |
13,887 |
|||||||||
Raytheon Technologies Corp. |
|||||||||||
4.50%, 6/1/2042 |
128,000 |
117,641 |
|||||||||
646,436 |
|||||||||||
Air Freight & Logistics — 0.7% |
|||||||||||
FedEx Corp. |
|||||||||||
4.25%, 5/15/2030 |
42,000 |
39,309 |
|||||||||
United Parcel Service, Inc. |
|||||||||||
5.30%, 4/1/2050 |
50,000 |
52,719 |
|||||||||
92,028 |
|||||||||||
Airlines — 0.3% |
|||||||||||
Southwest Airlines
Co. 5.13%, 6/15/2027 |
39,000 |
39,177 |
|||||||||
Automobiles — 2.1% |
|||||||||||
General Motors Co. |
|||||||||||
6.13%, 10/1/2025 |
138,000 |
139,668 |
|||||||||
5.00%, 10/1/2028 |
34,000 |
32,604 |
|||||||||
5.95%, 4/1/2049 |
109,000 |
101,156 |
|||||||||
273,428 |
|||||||||||
Banks — 8.2% |
|||||||||||
Bank of America Corp. |
|||||||||||
4.20%, 8/26/2024 |
64,000 |
63,071 |
|||||||||
4.00%, 1/22/2025 |
2,000 |
1,960 |
|||||||||
Series L, 3.95%, 4/21/2025 |
115,000 |
112,287 |
|||||||||
Series L, 4.18%, 11/25/2027 |
25,000 |
23,777 |
|||||||||
6.11%, 1/29/2037 |
80,000 |
82,594 |
|||||||||
Citigroup, Inc. |
|||||||||||
4.40%, 6/10/2025 |
10,000 |
9,825 |
|||||||||
3.20%, 10/21/2026 |
100,000 |
93,301 |
|||||||||
4.45%, 9/29/2027 |
89,000 |
85,588 |
|||||||||
4.65%, 7/23/2048 |
46,000 |
41,178 |
|||||||||
JPMorgan Chase & Co. |
|||||||||||
3.88%, 9/10/2024 |
64,000 |
62,866 |
|||||||||
3.90%, 7/15/2025 |
129,000 |
126,975 |
|||||||||
2.95%, 10/1/2026 |
22,000 |
20,725 |
|||||||||
PNC Financial Services Group, Inc. (The) |
|||||||||||
2.55%, 1/22/2030 |
47,000 |
39,750 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
US Bancorp |
|||||||||||
3.60%, 9/11/2024 |
$ |
72,000 |
$ |
70,775 |
|||||||
Wells Fargo & Co. |
|||||||||||
3.00%, 2/19/2025 |
2,000 |
1,926 |
|||||||||
3.55%, 9/29/2025 |
41,000 |
39,678 |
|||||||||
3.00%, 4/22/2026 |
2,000 |
1,876 |
|||||||||
3.00%, 10/23/2026 |
200,000 |
186,508 |
|||||||||
1,064,660 |
|||||||||||
Beverages — 2.0% |
|||||||||||
Coca-Cola Co. (The) |
|||||||||||
3.00%, 3/5/2051 |
58,000 |
43,252 |
|||||||||
Keurig Dr Pepper, Inc. |
|||||||||||
4.50%, 4/15/2052 |
96,000 |
80,975 |
|||||||||
Molson Coors Beverage Co. |
|||||||||||
4.20%, 7/15/2046 |
32,000 |
25,577 |
|||||||||
PepsiCo, Inc. |
|||||||||||
1.95%, 10/21/2031 |
130,000 |
106,315 |
|||||||||
256,119 |
|||||||||||
Biotechnology — 5.1% |
|||||||||||
AbbVie, Inc. |
|||||||||||
3.60%, 5/14/2025 |
2,000 |
1,944 |
|||||||||
3.20%, 5/14/2026 |
80,000 |
75,957 |
|||||||||
4.88%, 11/14/2048 |
200,000 |
186,564 |
|||||||||
4.25%, 11/21/2049 |
32,000 |
27,174 |
|||||||||
Amgen, Inc. |
|||||||||||
2.20%, 2/21/2027 |
74,000 |
67,153 |
|||||||||
1.65%, 8/15/2028 |
13,000 |
11,035 |
|||||||||
2.00%, 1/15/2032 |
135,000 |
106,972 |
|||||||||
Biogen, Inc. |
|||||||||||
2.25%, 5/1/2030 |
75,000 |
61,685 |
|||||||||
Gilead Sciences, Inc. |
|||||||||||
3.65%, 3/1/2026 |
20,000 |
19,348 |
|||||||||
1.65%, 10/1/2030 |
1,000 |
801 |
|||||||||
4.75%, 3/1/2046 |
106,000 |
96,940 |
|||||||||
2.80%, 10/1/2050 |
3,000 |
1,970 |
|||||||||
657,543 |
|||||||||||
Building Products — 0.4% |
|||||||||||
Carrier Global
Corp. 3.58%, 4/5/2050 |
63,000 |
45,912 |
|||||||||
Capital Markets — 4.5% |
|||||||||||
Goldman Sachs Group, Inc. (The) |
|||||||||||
3.85%, 1/26/2027 |
171,000 |
164,084 |
|||||||||
3.80%, 3/15/2030 |
150,000 |
135,735 |
|||||||||
6.75%, 10/1/2037 |
44,000 |
46,964 |
|||||||||
Morgan Stanley |
|||||||||||
Series F, 3.88%, 4/29/2024 |
100,000 |
98,347 |
See accompanying notes to the financial statements.
68 :: SPXB S&P 500® BOND ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
3.13%, 7/27/2026 |
$ |
100,000 |
$ |
93,715 |
|||||||
4.38%, 1/22/2047 |
52,000 |
44,880 |
|||||||||
583,725 |
|||||||||||
Chemicals — 1.9% |
|||||||||||
Celanese US Holdings LLC |
|||||||||||
6.33%, 7/15/2029 |
72,000 |
68,982 |
|||||||||
DuPont de Nemours, Inc. |
|||||||||||
4.73%, 11/15/2028 |
184,000 |
183,024 |
|||||||||
252,006 |
|||||||||||
Communications Equipment — 0.5% |
|||||||||||
Cisco Systems,
Inc. 5.90%, 2/15/2039 |
55,000 |
59,843 |
|||||||||
Consumer Finance — 1.3% |
|||||||||||
American Express Co. |
|||||||||||
3.40%, 2/22/2024 |
17,000 |
16,716 |
|||||||||
3.00%, 10/30/2024 |
84,000 |
81,308 |
|||||||||
Capital One Financial Corp. |
|||||||||||
3.80%, 1/31/2028 |
75,000 |
70,150 |
|||||||||
168,174 |
|||||||||||
Diversified Telecommunication Services — 7.1% |
|||||||||||
AT&T, Inc. |
|||||||||||
4.35%, 3/1/2029 |
62,000 |
59,316 |
|||||||||
4.30%, 2/15/2030 |
3,000 |
2,841 |
|||||||||
2.75%, 6/1/2031 |
266,000 |
221,907 |
|||||||||
3.50%, 9/15/2053 |
233,000 |
162,728 |
|||||||||
Verizon Communications, Inc. |
|||||||||||
0.75%, 3/22/2024 |
91,000 |
86,457 |
|||||||||
1.45%, 3/20/2026 |
2,000 |
1,806 |
|||||||||
4.13%, 3/16/2027 |
3,000 |
2,935 |
|||||||||
4.33%, 9/21/2028 |
187,000 |
181,460 |
|||||||||
4.02%, 12/3/2029 |
2,000 |
1,881 |
|||||||||
4.86%, 8/21/2046 |
100,000 |
90,807 |
|||||||||
3.55%, 3/22/2051 |
2,000 |
1,467 |
|||||||||
3.70%, 3/22/2061 |
161,000 |
114,741 |
|||||||||
928,346 |
|||||||||||
Electric Utilities — 2.2% |
|||||||||||
Duke Energy Corp. |
|||||||||||
4.50%, 8/15/2032 |
50,000 |
47,264 |
|||||||||
NextEra Energy Capital Holdings, Inc. |
|||||||||||
2.25%, 6/1/2030 |
45,000 |
37,210 |
|||||||||
2.44%, 1/15/2032 |
49,000 |
39,759 |
|||||||||
Pacific Gas and Electric Co. |
|||||||||||
4.50%, 7/1/2040 |
25,000 |
19,843 |
|||||||||
3.50%, 8/1/2050 |
161,000 |
103,738 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Southern California Edison Co. |
|||||||||||
5.85%, 11/1/2027 |
$ |
39,000 |
$ |
40,105 |
|||||||
287,919 |
|||||||||||
Energy Equipment & Services — 0.0% (a) |
|||||||||||
Halliburton
Co. 2.92%, 3/1/2030 |
1,000 |
862 |
|||||||||
Entertainment — 1.5% |
|||||||||||
Walt Disney Co. (The) |
|||||||||||
1.75%, 8/30/2024 |
40,000 |
37,983 |
|||||||||
3.80%, 3/22/2030 |
164,000 |
153,593 |
|||||||||
2.65%, 1/13/2031 |
8,000 |
6,859 |
|||||||||
198,435 |
|||||||||||
Equity Real Estate Investment Trusts (REITs) — 0.8% |
|||||||||||
American Tower Corp. |
|||||||||||
3.80%, 8/15/2029 |
36,000 |
32,827 |
|||||||||
Crown Castle, Inc. |
|||||||||||
2.25%, 1/15/2031 |
51,000 |
41,105 |
|||||||||
Equinix, Inc. |
|||||||||||
3.20%, 11/18/2029 |
39,000 |
34,089 |
|||||||||
108,021 |
|||||||||||
Food & Staples Retailing — 0.6% |
|||||||||||
Costco Wholesale Corp. |
|||||||||||
1.60%, 4/20/2030 |
72,000 |
59,293 |
|||||||||
Walmart, Inc. |
|||||||||||
4.50%, 9/9/2052 |
25,000 |
24,152 |
|||||||||
83,445 |
|||||||||||
Food Products — 0.6% |
|||||||||||
Conagra Brands, Inc. |
|||||||||||
5.40%, 11/1/2048 |
54,000 |
50,798 |
|||||||||
Kraft Heinz Foods Co. |
|||||||||||
3.00%, 6/1/2026 |
26,000 |
24,446 |
|||||||||
75,244 |
|||||||||||
Health Care Equipment & Supplies — 1.1% |
|||||||||||
Abbott Laboratories |
|||||||||||
4.90%, 11/30/2046 |
29,000 |
28,931 |
|||||||||
Becton Dickinson and Co. |
|||||||||||
3.70%, 6/6/2027 |
124,000 |
118,269 |
|||||||||
147,200 |
|||||||||||
Health Care Providers & Services — 7.3% |
|||||||||||
Cigna Corp. |
|||||||||||
4.13%, 11/15/2025 |
25,000 |
24,555 |
|||||||||
4.90%, 12/15/2048 |
176,000 |
161,627 |
|||||||||
CVS Health Corp. |
|||||||||||
3.75%, 4/1/2030 |
2,000 |
1,842 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® BOND ETF SPXB :: 69
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
1.88%, 2/28/2031 |
$ |
166,000 |
$ |
131,769 |
|||||||
4.78%, 3/25/2038 |
1,000 |
920 |
|||||||||
5.13%, 7/20/2045 |
183,000 |
169,870 |
|||||||||
5.05%, 3/25/2048 |
54,000 |
49,646 |
|||||||||
4.25%, 4/1/2050 |
4,000 |
3,273 |
|||||||||
Elevance Health, Inc. |
|||||||||||
2.38%, 1/15/2025 |
142,000 |
135,205 |
|||||||||
UnitedHealth Group, Inc. |
|||||||||||
3.75%, 7/15/2025 |
150,000 |
147,136 |
|||||||||
3.85%, 6/15/2028 |
82,000 |
78,591 |
|||||||||
3.25%, 5/15/2051 |
60,000 |
43,721 |
|||||||||
948,155 |
|||||||||||
Hotels, Restaurants & Leisure — 0.8% |
|||||||||||
Booking Holdings, Inc. |
|||||||||||
4.63%, 4/13/2030 |
38,000 |
36,911 |
|||||||||
Expedia Group, Inc. |
|||||||||||
3.25%, 2/15/2030 |
27,000 |
23,005 |
|||||||||
Starbucks Corp. |
|||||||||||
2.55%, 11/15/2030 |
53,000 |
45,150 |
|||||||||
105,066 |
|||||||||||
Industrial Conglomerates — 1.1% |
|||||||||||
GE Capital International Funding Co. Unlimited Co. |
|||||||||||
4.42%, 11/15/2035 |
91,000 |
85,493 |
|||||||||
Honeywell International, Inc. |
|||||||||||
2.50%, 11/1/2026 |
65,000 |
60,680 |
|||||||||
146,173 |
|||||||||||
Insurance — 1.7% |
|||||||||||
American International Group, Inc. |
|||||||||||
4.38%, 6/30/2050 |
50,000 |
42,912 |
|||||||||
Berkshire Hathaway Finance Corp. |
|||||||||||
4.20%, 8/15/2048 |
154,000 |
137,380 |
|||||||||
4.25%, 1/15/2049 |
20,000 |
17,790 |
|||||||||
Prudential Financial, Inc. |
|||||||||||
3.70%, 3/13/2051 |
26,000 |
19,927 |
|||||||||
218,009 |
|||||||||||
Interactive Media & Services — 0.3% |
|||||||||||
Alphabet,
Inc. 0.80%, 8/15/2027 (b) |
50,000 |
43,313 |
|||||||||
Internet & Direct Marketing Retail — 3.0% |
|||||||||||
Amazon.com, Inc. |
|||||||||||
0.45%, 5/12/2024 |
20,000 |
18,870 |
|||||||||
2.80%, 8/22/2024 |
130,000 |
126,227 |
|||||||||
1.20%, 6/3/2027 |
144,000 |
125,491 |
|||||||||
3.88%, 8/22/2037 |
2,000 |
1,786 |
|||||||||
2.50%, 6/3/2050 |
36,000 |
23,375 |
|||||||||
4.25%, 8/22/2057 |
100,000 |
88,416 |
|||||||||
384,165 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
IT Services — 4.0% |
|||||||||||
Fiserv, Inc. |
|||||||||||
4.40%, 7/1/2049 |
$ |
85,000 |
$ |
69,618 |
|||||||
International Business Machines Corp. |
|||||||||||
3.50%, 5/15/2029 |
215,000 |
199,258 |
|||||||||
1.95%, 5/15/2030 |
2,000 |
1,638 |
|||||||||
4.25%, 5/15/2049 |
51,000 |
43,159 |
|||||||||
Mastercard, Inc. |
|||||||||||
3.85%, 3/26/2050 |
62,000 |
53,722 |
|||||||||
PayPal Holdings, Inc. |
|||||||||||
2.85%, 10/1/2029 |
71,000 |
61,946 |
|||||||||
Visa, Inc. |
|||||||||||
3.15%, 12/14/2025 |
100,000 |
96,190 |
|||||||||
525,531 |
|||||||||||
Media — 2.4% |
|||||||||||
Comcast Corp. |
|||||||||||
3.95%, 10/15/2025 |
118,000 |
115,745 |
|||||||||
3.15%, 3/1/2026 |
134,000 |
127,918 |
|||||||||
2.65%, 2/1/2030 |
32,000 |
27,799 |
|||||||||
3.75%, 4/1/2040 |
2,000 |
1,662 |
|||||||||
Paramount Global |
|||||||||||
4.20%, 5/19/2032 |
45,000 |
37,203 |
|||||||||
310,327 |
|||||||||||
Multiline Retail — 0.6% |
|||||||||||
Target
Corp. 4.50%, 9/15/2032 |
73,000 |
71,110 |
|||||||||
Oil, Gas & Consumable Fuels — 4.9% |
|||||||||||
Chevron Corp. |
|||||||||||
2.24%, 5/11/2030 |
134,000 |
115,135 |
|||||||||
Diamondback Energy, Inc. |
|||||||||||
4.25%, 3/15/2052 |
55,000 |
41,600 |
|||||||||
Exxon Mobil Corp. |
|||||||||||
4.23%, 3/19/2040 |
126,000 |
115,096 |
|||||||||
4.33%, 3/19/2050 |
62,000 |
55,499 |
|||||||||
Kinder Morgan, Inc. |
|||||||||||
2.00%, 2/15/2031 |
168,000 |
131,254 |
|||||||||
MPLX LP | |||||||||||
4.88%, 6/1/2025 |
55,000 |
54,213 |
|||||||||
2.65%, 8/15/2030 |
45,000 |
36,846 |
|||||||||
Phillips 66 |
|||||||||||
3.30%, 3/15/2052 |
2,000 |
1,408 |
|||||||||
Williams Cos., Inc. (The) |
|||||||||||
5.30%, 8/15/2052 |
100,000 |
91,304 |
|||||||||
642,355 |
See accompanying notes to the financial statements.
70 :: SPXB S&P 500® BOND ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
Pharmaceuticals — 3.0% |
|||||||||||
Bristol-Myers Squibb Co. |
|||||||||||
2.90%, 7/26/2024 |
$ |
209,000 |
$ |
203,169 |
|||||||
3.90%, 2/20/2028 |
20,000 |
19,419 |
|||||||||
Johnson & Johnson |
|||||||||||
4.38%, 12/5/2033 |
90,000 |
89,270 |
|||||||||
Merck & Co., Inc. |
|||||||||||
2.90%, 12/10/2061 |
50,000 |
33,145 |
|||||||||
Utah Acquisition Sub, Inc. |
|||||||||||
3.95%, 6/15/2026 |
53,000 |
49,610 |
|||||||||
394,613 |
|||||||||||
Road & Rail — 0.5% |
|||||||||||
Union Pacific
Corp. 2.80%, 2/14/2032 |
68,000 |
58,659 |
|||||||||
Semiconductors & Semiconductor Equipment — 4.0% |
|||||||||||
Broadcom Corp. |
|||||||||||
3.88%, 1/15/2027 |
250,000 |
236,332 |
|||||||||
Broadcom, Inc. |
|||||||||||
4.15%, 11/15/2030 |
3,000 |
2,686 |
|||||||||
4.30%, 11/15/2032 |
2,000 |
1,766 |
|||||||||
Intel Corp. |
|||||||||||
3.90%, 3/25/2030 |
36,000 |
33,779 |
|||||||||
4.75%, 3/25/2050 |
33,000 |
29,509 |
|||||||||
5.05%, 8/5/2062 |
102,000 |
92,025 |
|||||||||
NVIDIA Corp. |
|||||||||||
2.85%, 4/1/2030 |
96,000 |
84,410 |
|||||||||
QUALCOMM, Inc. |
|||||||||||
3.25%, 5/20/2027 |
37,000 |
35,289 |
|||||||||
515,796 |
|||||||||||
Software — 6.7% |
|||||||||||
Microsoft Corp. |
|||||||||||
2.88%, 2/6/2024 |
116,000 |
113,865 |
|||||||||
3.30%, 2/6/2027 |
92,000 |
88,914 |
|||||||||
3.50%, 2/12/2035 |
93,000 |
86,052 |
|||||||||
Oracle Corp. |
|||||||||||
2.95%, 11/15/2024 |
204,000 |
196,014 |
|||||||||
1.65%, 3/25/2026 |
235,000 |
210,475 |
|||||||||
2.95%, 4/1/2030 |
2,000 |
1,708 |
|||||||||
3.60%, 4/1/2040 |
2,000 |
1,480 |
|||||||||
3.65%, 3/25/2041 |
130,000 |
96,052 |
|||||||||
4.00%, 7/15/2046 |
2,000 |
1,469 |
|||||||||
Salesforce, Inc. |
|||||||||||
2.90%, 7/15/2051 |
100,000 |
68,929 |
|||||||||
864,958 |
|||||||||||
Specialty Retail — 2.2% |
|||||||||||
Home Depot, Inc. (The) |
|||||||||||
2.95%, 6/15/2029 |
100,000 |
90,646 |
Investments |
Principal
Amount |
Value |
|||||||||
Corporate Bonds (continued) |
|||||||||||
5.88%, 12/16/2036 |
$ |
2,000 |
$ |
2,163 |
|||||||
2.38%, 3/15/2051 |
22,000 |
13,602 |
|||||||||
Lowe's Cos., Inc. |
|||||||||||
4.50%, 4/15/2030 |
64,000 |
61,952 |
|||||||||
3.00%, 10/15/2050 |
179,000 |
118,862 |
|||||||||
287,225 |
|||||||||||
Technology Hardware, Storage & Peripherals — 4.7% |
|||||||||||
Apple, Inc. |
|||||||||||
3.45%, 5/6/2024 |
102,000 |
100,417 |
|||||||||
3.20%, 5/13/2025 |
100,000 |
97,110 |
|||||||||
3.25%, 2/23/2026 |
12,000 |
11,591 |
|||||||||
3.85%, 5/4/2043 |
168,000 |
148,724 |
|||||||||
3.45%, 2/9/2045 |
50,000 |
41,034 |
|||||||||
4.65%, 2/23/2046 |
6,000 |
5,825 |
|||||||||
2.80%, 2/8/2061 |
1,000 |
659 |
|||||||||
2.85%, 8/5/2061 |
150,000 |
100,827 |
|||||||||
Hewlett Packard Enterprise Co. |
|||||||||||
6.35%, 10/15/2045 (c) |
22,000 |
22,440 |
|||||||||
HP, Inc. |
|||||||||||
4.20%, 4/15/2032 |
100,000 |
87,163 |
|||||||||
615,790 |
|||||||||||
Textiles, Apparel & Luxury Goods — 0.3% |
|||||||||||
NIKE, Inc. 3.25%, 3/27/2040 |
52,000 |
42,431 |
|||||||||
Tobacco — 2.4% |
|||||||||||
Altria Group, Inc. |
|||||||||||
5.80%, 2/14/2039 |
136,000 |
125,529 |
|||||||||
5.95%, 2/14/2049 |
24,000 |
21,205 |
|||||||||
Philip Morris International, Inc. |
|||||||||||
5.00%, 11/17/2025 |
145,000 |
144,740 |
|||||||||
4.25%, 11/10/2044 |
17,000 |
13,354 |
|||||||||
304,828 |
|||||||||||
Wireless Telecommunication Services — 2.7% |
|||||||||||
T-Mobile USA, Inc. |
|||||||||||
3.50%, 4/15/2025 |
2,000 |
1,936 |
|||||||||
3.75%, 4/15/2027 |
150,000 |
141,875 |
|||||||||
2.55%, 2/15/2031 |
200,000 |
164,874 |
|||||||||
3.40%, 10/15/2052 |
67,000 |
46,468 |
|||||||||
355,153 |
|||||||||||
Total Corporate
Bonds (Cost $14,704,348) |
12,802,180 |
||||||||||
Shares |
|||||||||||
Securities Lending Reinvestments (d) — 0.3% |
|||||||||||
Investment Companies — 0.3% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $39,713) |
39,713 |
39,713 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® BOND ETF SPXB :: 71
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 1.9% |
|||||||||||
Repurchase Agreements (e) — 1.9% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $244,307 (Cost $244,281) |
$ |
244,281 |
$ |
244,281 |
|||||||
Total Investments —
100.7% (Cost $14,988,342) |
13,086,174 |
||||||||||
Liabilities in excess of other assets — (0.7%) |
(89,408 |
) |
|||||||||
Net Assets — 100.0% |
$ |
12,996,766 |
(a) Represents less than 0.05% of net assets.
(b) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $38,982, collateralized in the form of cash with a value of $39,713 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments.
(c) Step bond. Interest rate is a fixed rate for an initial period that either resets at a specific date or may reset in the future at a contingent upon predetermined trigger. The interest rate shown was the current rate as of November 30, 2022.
(d) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $39,713.
(e) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
27,071 |
|||||
Aggregate gross unrealized depreciation |
(1,929,239 |
) |
|||||
Net unrealized depreciation |
$ |
(1,902,168 |
) |
||||
Federal income tax cost |
$ |
14,988,342 |
See accompanying notes to the financial statements.
72 :: SPXB S&P 500® BOND ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.8% |
|||||||||||
Aerospace & Defense — 1.5% |
|||||||||||
General Dynamics Corp. |
658,351 |
$ |
166,161,209 |
||||||||
Air Freight & Logistics — 1.7% |
|||||||||||
Expeditors
International of Washington, Inc. |
1,714,652 |
199,002,511 |
|||||||||
Beverages — 4.6% |
|||||||||||
Brown-Forman Corp., Class B |
2,489,939 |
181,815,346 |
|||||||||
Coca-Cola Co. (The) |
2,788,336 |
177,366,053 |
|||||||||
PepsiCo, Inc. |
903,411 |
167,591,774 |
|||||||||
526,773,173 |
|||||||||||
Biotechnology — 1.5% |
|||||||||||
AbbVie, Inc. |
1,063,808 |
171,464,574 |
|||||||||
Building Products — 1.7% |
|||||||||||
A O Smith Corp. |
3,160,036 |
191,940,587 |
|||||||||
Capital Markets — 5.0% |
|||||||||||
Franklin Resources, Inc. |
7,034,491 |
188,594,704 |
|||||||||
S&P Global, Inc. |
534,425 |
188,545,140 |
|||||||||
T. Rowe Price Group, Inc. (a) |
1,537,652 |
192,068,111 |
|||||||||
569,207,955 |
|||||||||||
Chemicals — 9.7% |
|||||||||||
Air Products and Chemicals, Inc. |
658,084 |
204,111,332 |
|||||||||
Albemarle Corp. |
593,207 |
164,905,614 |
|||||||||
Ecolab, Inc. |
1,081,497 |
162,040,696 |
|||||||||
Linde plc |
577,163 |
194,203,806 |
|||||||||
PPG Industries, Inc. |
1,433,934 |
193,896,555 |
|||||||||
Sherwin-Williams Co. (The) |
755,343 |
188,216,369 |
|||||||||
1,107,374,372 |
|||||||||||
Commercial Services & Supplies — 1.6% |
|||||||||||
Cintas Corp. |
395,046 |
182,424,342 |
|||||||||
Containers & Packaging — 1.5% |
|||||||||||
Amcor plc |
14,205,962 |
175,443,631 |
|||||||||
Distributors — 1.5% |
|||||||||||
Genuine Parts Co. |
941,131 |
172,537,546 |
|||||||||
Electric Utilities — 1.6% |
|||||||||||
NextEra Energy, Inc. |
2,190,595 |
185,543,397 |
|||||||||
Electrical Equipment — 1.6% |
|||||||||||
Emerson Electric Co. |
1,913,450 |
183,251,107 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Equity Real Estate Investment Trusts (REITs) — 4.5% |
|||||||||||
Essex Property Trust, Inc. |
705,201 |
$ |
155,412,196 |
||||||||
Federal Realty Investment Trust |
1,727,931 |
191,973,134 |
|||||||||
Realty Income Corp. |
2,720,422 |
171,577,016 |
|||||||||
518,962,346 |
|||||||||||
Food & Staples Retailing — 4.7% |
|||||||||||
Sysco Corp. |
1,969,377 |
170,370,804 |
|||||||||
Walgreens Boots Alliance, Inc. |
4,627,481 |
192,040,462 |
|||||||||
Walmart, Inc. |
1,151,383 |
175,493,797 |
|||||||||
537,905,063 |
|||||||||||
Food Products — 4.6% |
|||||||||||
Archer-Daniels-Midland Co. |
1,797,764 |
175,281,990 |
|||||||||
Hormel Foods Corp. |
3,555,348 |
167,101,356 |
|||||||||
McCormick & Co., Inc. (Non-Voting) |
2,154,751 |
183,541,690 |
|||||||||
525,925,036 |
|||||||||||
Gas Utilities — 1.7% |
|||||||||||
Atmos Energy Corp. |
1,583,897 |
190,384,419 |
|||||||||
Health Care Equipment & Supplies — 4.4% |
|||||||||||
Abbott Laboratories |
1,633,185 |
175,698,042 |
|||||||||
Becton Dickinson and Co. |
712,774 |
177,723,069 |
|||||||||
Medtronic plc |
1,914,065 |
151,287,698 |
|||||||||
504,708,809 |
|||||||||||
Health Care Providers & Services — 1.5% |
|||||||||||
Cardinal Health, Inc. |
2,174,790 |
174,352,914 |
|||||||||
Hotels, Restaurants & Leisure — 1.5% |
|||||||||||
McDonald's Corp. |
628,717 |
171,507,710 |
|||||||||
Household Products — 7.8% |
|||||||||||
Church & Dwight Co., Inc. |
2,164,430 |
177,201,884 |
|||||||||
Clorox Co. (The) |
1,158,591 |
172,224,552 |
|||||||||
Colgate-Palmolive Co. |
2,228,879 |
172,693,545 |
|||||||||
Kimberly-Clark Corp. |
1,385,543 |
187,921,197 |
|||||||||
Procter & Gamble Co. (The) |
1,240,823 |
185,081,159 |
|||||||||
895,122,337 |
|||||||||||
Industrial Conglomerates — 1.5% |
|||||||||||
3M Co. |
1,356,053 |
170,821,996 |
|||||||||
Insurance — 6.0% |
|||||||||||
Aflac, Inc. |
2,593,916 |
186,580,378 |
|||||||||
Brown & Brown, Inc. |
2,544,694 |
151,638,315 |
|||||||||
Chubb Ltd. |
789,227 |
173,306,357 |
|||||||||
Cincinnati Financial Corp. |
1,610,748 |
178,728,598 |
|||||||||
690,253,648 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® DIVIDEND ARISTOCRATS ETF NOBL :: 73
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
IT Services — 3.1% |
|||||||||||
Automatic Data Processing, Inc. |
677,543 |
$ |
178,966,208 |
||||||||
International Business Machines Corp. |
1,209,718 |
180,127,010 |
|||||||||
359,093,218 |
|||||||||||
Life Sciences Tools & Services — 1.4% |
|||||||||||
West Pharmaceutical Services, Inc. |
678,450 |
159,205,077 |
|||||||||
Machinery — 8.0% |
|||||||||||
Caterpillar, Inc. |
839,061 |
198,362,411 |
|||||||||
Dover Corp. |
1,272,451 |
180,624,419 |
|||||||||
Illinois Tool Works, Inc. |
799,470 |
181,855,441 |
|||||||||
Pentair plc |
3,936,458 |
180,171,683 |
|||||||||
Stanley Black & Decker, Inc. |
2,115,156 |
172,850,548 |
|||||||||
913,864,502 |
|||||||||||
Metals & Mining — 1.6% |
|||||||||||
Nucor Corp. |
1,191,194 |
178,619,540 |
|||||||||
Multiline Retail — 1.4% |
|||||||||||
Target Corp. |
991,965 |
165,727,593 |
|||||||||
Multi-Utilities — 1.6% |
|||||||||||
Consolidated Edison, Inc. |
1,895,470 |
185,831,879 |
|||||||||
Oil, Gas & Consumable Fuels — 2.9% |
|||||||||||
Chevron Corp. |
927,088 |
169,944,501 |
|||||||||
Exxon Mobil Corp. |
1,505,690 |
167,643,525 |
|||||||||
337,588,026 |
|||||||||||
Pharmaceuticals — 1.5% |
|||||||||||
Johnson & Johnson |
938,839 |
167,113,342 |
|||||||||
Software — 1.7% |
|||||||||||
Roper Technologies, Inc. |
430,662 |
189,013,245 |
|||||||||
Specialty Retail — 1.6% |
|||||||||||
Lowe's Cos., Inc. |
855,615 |
181,860,968 |
|||||||||
Textiles, Apparel & Luxury Goods — 1.7% |
|||||||||||
VF Corp. |
5,762,690 |
189,131,486 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Trading Companies & Distributors — 1.6% |
|||||||||||
WW Grainger, Inc. |
305,661 |
$ |
184,331,923 |
||||||||
Total Common
Stocks (Cost $10,444,457,793) |
11,422,449,481 |
||||||||||
Principal Amount |
|||||||||||
Short-Term Investments — 0.0% (b) |
|||||||||||
Repurchase Agreements (c) — 0.0% (b) |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $3,165,505 (Cost $3,165,175) |
$ |
3,165,175 |
3,165,175 |
||||||||
Total Investments —
99.8% (Cost $10,447,622,968) |
11,425,614,656 |
||||||||||
Other assets less liabilities — 0.2% |
25,522,908 |
||||||||||
Net Assets — 100.0% |
$ |
11,451,137,564 |
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $16,488, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% - 4.38%, and maturity dates ranging from December 15, 2022 - February 15, 2049. The total value of collateral is $16,231.
(b) Represents less than 0.05% of net assets.
(c) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
1,567,953,676 |
|||||
Aggregate gross unrealized depreciation |
(609,615,946 |
) |
|||||
Net unrealized appreciation |
$ |
958,337,730 |
|||||
Federal income tax cost |
$ |
10,467,276,926 |
See accompanying notes to the financial statements.
74 :: NOBL S&P 500® DIVIDEND ARISTOCRATS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks — 99.8% |
|||||||||||||||
Abbott Laboratories
(Health Care Equipment & Supplies) |
0.6 |
% |
1,554 |
$ |
167,179 |
||||||||||
AbbVie, Inc. (Biotechnology) |
0.9 |
% |
1,569 |
252,891 |
|||||||||||
Accenture plc, Class
A (IT Services) |
0.6 |
% |
561 |
168,822 |
|||||||||||
Adobe, Inc.* (Software) |
0.5 |
% |
415 |
143,146 |
|||||||||||
Alphabet, Inc.,
Class A* (Interactive Media & Services) |
1.9 |
% |
5,322 |
537,469 |
|||||||||||
Alphabet, Inc.,
Class C* (Interactive Media & Services) |
1.7 |
% |
4,759 |
482,800 |
|||||||||||
Amazon.com, Inc.*
(Internet & Direct Marketing Retail) |
2.6 |
% |
7,867 |
759,480 |
|||||||||||
Amgen, Inc. (Biotechnology) |
0.5 |
% |
475 |
136,040 |
|||||||||||
Apple, Inc.
(Technology Hardware, Storage & Peripherals) |
6.9 |
% |
13,409 |
1,984,934 |
|||||||||||
AT&T, Inc.
(Diversified Telecommunication Services) |
0.4 |
% |
6,325 |
121,946 |
|||||||||||
Bank of America Corp. (Banks) |
0.8 |
% |
6,205 |
234,859 |
|||||||||||
Berkshire Hathaway,
Inc., Class B* (Diversified Financial Services) |
1.8 |
% |
1,602 |
510,397 |
|||||||||||
Bristol-Myers Squibb
Co. (Pharmaceuticals) |
0.5 |
% |
1,895 |
152,131 |
|||||||||||
Broadcom, Inc.
(Semiconductors & Semiconductor Equipment) |
0.7 |
% |
358 |
197,269 |
|||||||||||
Cisco Systems, Inc.
(Communications Equipment) |
0.6 |
% |
3,676 |
182,771 |
|||||||||||
Coca-Cola Co. (The)
(Beverages) |
0.8 |
% |
3,455 |
219,773 |
|||||||||||
Comcast Corp., Class
A (Media) |
0.5 |
% |
3,909 |
143,226 |
|||||||||||
Costco Wholesale
Corp. (Food & Staples Retailing) |
0.7 |
% |
393 |
211,925 |
|||||||||||
Danaher Corp. (Life
Sciences Tools & Services) |
0.5 |
% |
581 |
158,851 |
|||||||||||
Eli Lilly & Co.
(Pharmaceuticals) |
0.9 |
% |
700 |
259,756 |
|||||||||||
Home Depot, Inc.
(The) (Specialty Retail) |
1.0 |
% |
912 |
295,479 |
|||||||||||
Honeywell
International, Inc. (Industrial Conglomerates) |
0.5 |
% |
598 |
131,291 |
|||||||||||
Johnson &
Johnson (Pharmaceuticals) |
1.4 |
% |
2,334 |
415,452 |
|||||||||||
JPMorgan Chase &
Co. (Banks) |
1.2 |
% |
2,603 |
359,682 |
|||||||||||
Linde plc (Chemicals) |
0.5 |
% |
442 |
148,724 |
|||||||||||
Mastercard, Inc.,
Class A (IT Services) |
0.9 |
% |
757 |
269,795 |
|||||||||||
McDonald's Corp.
(Hotels, Restaurants & Leisure) |
0.6 |
% |
653 |
178,132 |
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (continued) |
|||||||||||||||
Merck & Co.,
Inc. (Pharmaceuticals) |
0.9 |
% |
2,249 |
$ |
247,660 |
||||||||||
Meta Platforms,
Inc., Class A* (Interactive Media & Services) |
0.8 |
% |
2,024 |
239,034 |
|||||||||||
Microsoft Corp. (Software) |
5.8 |
% |
6,620 |
1,689,027 |
|||||||||||
NextEra Energy, Inc.
(Electric Utilities) |
0.5 |
% |
1,744 |
147,717 |
|||||||||||
NIKE, Inc., Class B
(Textiles, Apparel & Luxury Goods) |
0.4 |
% |
1,122 |
123,072 |
|||||||||||
NVIDIA Corp.
(Semiconductors & Semiconductor Equipment) |
1.3 |
% |
2,223 |
376,198 |
|||||||||||
PepsiCo, Inc. (Beverages) |
0.8 |
% |
1,225 |
227,250 |
|||||||||||
Pfizer, Inc. (Pharmaceuticals) |
0.9 |
% |
4,982 |
249,748 |
|||||||||||
Philip Morris
International, Inc. (Tobacco) |
0.5 |
% |
1,376 |
137,146 |
|||||||||||
Procter & Gamble
Co. (The) (Household Products) |
1.1 |
% |
2,121 |
316,368 |
|||||||||||
QUALCOMM, Inc.
(Semiconductors & Semiconductor Equipment) |
0.4 |
% |
997 |
126,111 |
|||||||||||
Raytheon
Technologies Corp. (Aerospace & Defense) |
0.4 |
% |
1,311 |
129,422 |
|||||||||||
Salesforce, Inc.* (Software) |
0.5 |
% |
883 |
141,501 |
|||||||||||
Tesla, Inc.* (Automobiles) |
1.6 |
% |
2,364 |
460,271 |
|||||||||||
Texas Instruments,
Inc. (Semiconductors & Semiconductor Equipment) |
0.5 |
% |
811 |
146,353 |
|||||||||||
Thermo Fisher
Scientific, Inc. (Life Sciences Tools & Services) |
0.7 |
% |
348 |
194,956 |
|||||||||||
United Parcel
Service, Inc., Class B (Air Freight & Logistics) |
0.4 |
% |
650 |
123,324 |
|||||||||||
UnitedHealth Group,
Inc. (Health Care Providers & Services) |
1.6 |
% |
830 |
454,641 |
|||||||||||
Verizon
Communications, Inc. (Diversified Telecommunication Services) |
0.5 |
% |
3,728 |
145,318 |
|||||||||||
Visa, Inc., Class A (IT Services) |
1.1 |
% |
1,451 |
314,867 |
|||||||||||
Walmart, Inc. (Food
& Staples Retailing) |
0.7 |
% |
1,265 |
192,811 |
|||||||||||
Walt Disney Co.
(The)* (Entertainment) |
0.5 |
% |
1,618 |
158,354 |
|||||||||||
Wells Fargo & Co. (Banks) |
0.6 |
% |
3,367 |
161,448 |
|||||||||||
Other Common Stocks (a) |
46.8 |
% |
145,344 |
13,548,460 |
|||||||||||
Total Common Stocks
(Cost $29,600,071) |
28,875,277 |
||||||||||||||
Securities Lending Reinvestments (b) — 0.0% (c) |
|||||||||||||||
Investment Companies — 0.0% (c) |
|||||||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $9,052) |
0.0 |
% |
9,052 |
9,052 |
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® EX-ENERGY ETF SPXE :: 75
Principal Amount |
Value |
||||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (d) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $25,445 (Cost $25,443) |
$ |
25,443 |
$ |
25,443 |
|||||||
Total Investments —
99.9% (Cost $29,634,566) |
28,909,772 |
||||||||||
Other assets less liabilities — 0.1% |
32,233 |
||||||||||
Net Assets — 100.0% |
$ |
28,942,005 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $8,976, collateralized in the form of cash with a value of $9,052 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $9,052.
(c) Represents less than 0.05% of net assets.
(d) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
2,426,588 |
|||||
Aggregate gross unrealized depreciation |
(3,152,761 |
) |
|||||
Net unrealized depreciation |
$ |
(726,173 |
) |
||||
Federal income tax cost |
$ |
29,635,945 |
S&P 500® Ex-Energy ETF invested, as a percentage of net assets, in the following industries, as of November 30, 2022:
Aerospace & Defense |
1.9 |
% |
|||||
Air Freight & Logistics |
0.7 |
% |
|||||
Airlines |
0.2 |
% |
|||||
Auto Components |
0.1 |
% |
|||||
Automobiles |
1.9 |
% |
|||||
Banks |
4.1 |
% |
|||||
Beverages |
2.0 |
% |
|||||
Biotechnology |
2.5 |
% |
|||||
Building Products |
0.5 |
% |
|||||
Capital Markets |
3.3 |
% |
|||||
Chemicals |
2.0 |
% |
|||||
Commercial Services & Supplies |
0.5 |
% |
|||||
Communications Equipment |
0.9 |
% |
|||||
Construction & Engineering |
0.1 |
% |
|||||
Construction Materials |
0.1 |
% |
|||||
Consumer Finance |
0.6 |
% |
|||||
Containers & Packaging |
0.3 |
% |
|||||
Distributors |
0.2 |
% |
|||||
Diversified Financial Services |
1.8 |
% |
|||||
Diversified Telecommunication Services |
0.9 |
% |
|||||
Electric Utilities |
2.1 |
% |
|||||
Electrical Equipment |
0.6 |
% |
|||||
Electronic Equipment, Instruments & Components |
0.7 |
% |
|||||
Entertainment |
1.4 |
% |
|||||
Equity Real Estate Investment Trusts (REITs) |
2.7 |
% |
|||||
Food & Staples Retailing |
1.7 |
% |
|||||
Food Products |
1.2 |
% |
|||||
Gas Utilities |
0.1 |
% |
|||||
Health Care Equipment & Supplies |
2.8 |
% |
See accompanying notes to the financial statements.
76 :: SPXE S&P 500® EX-ENERGY ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Health Care Providers & Services |
3.8 |
% |
|||||
Hotels, Restaurants & Leisure |
2.1 |
% |
|||||
Household Durables |
0.3 |
% |
|||||
Household Products |
1.5 |
% |
|||||
Independent Power and Renewable Electricity Producers |
0.1 |
% |
|||||
Industrial Conglomerates |
1.0 |
% |
|||||
Insurance |
2.5 |
% |
|||||
Interactive Media & Services |
4.4 |
% |
|||||
Internet & Direct Marketing Retail |
2.8 |
% |
|||||
IT Services |
4.7 |
% |
|||||
Leisure Products |
0.0 |
%* |
|||||
Life Sciences Tools & Services |
2.0 |
% |
|||||
Machinery |
1.9 |
% |
|||||
Media |
0.8 |
% |
|||||
Metals & Mining |
0.4 |
% |
|||||
Multiline Retail |
0.5 |
% |
|||||
Multi-Utilities |
0.9 |
% |
|||||
Personal Products |
0.2 |
% |
|||||
Pharmaceuticals |
4.9 |
% |
|||||
Professional Services |
0.4 |
% |
|||||
Real Estate Management & Development |
0.1 |
% |
|||||
Road & Rail |
0.9 |
% |
|||||
Semiconductors & Semiconductor Equipment |
5.5 |
% |
|||||
Software |
8.8 |
% |
|||||
Specialty Retail |
2.5 |
% |
|||||
Technology Hardware, Storage & Peripherals |
7.1 |
% |
|||||
Textiles, Apparel & Luxury Goods |
0.5 |
% |
|||||
Tobacco |
0.7 |
% |
|||||
Trading Companies & Distributors |
0.2 |
% |
|||||
Water Utilities |
0.1 |
% |
|||||
Wireless Telecommunication Services |
0.3 |
% |
|||||
Othera |
0.2 |
% |
|||||
100.0 |
% |
* Amount represents less than 0.05%.
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® EX-ENERGY ETF SPXE :: 77
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks — 99.7% |
|||||||||||||||
Abbott Laboratories
(Health Care Equipment & Supplies) |
0.6 |
% |
639 |
$ |
68,744 |
||||||||||
AbbVie, Inc. (Biotechnology) |
1.0 |
% |
645 |
103,961 |
|||||||||||
Accenture plc, Class
A (IT Services) |
0.6 |
% |
231 |
69,515 |
|||||||||||
Adobe, Inc.* (Software) |
0.5 |
% |
171 |
58,983 |
|||||||||||
Alphabet, Inc.,
Class A* (Interactive Media & Services) |
2.1 |
% |
2,187 |
220,865 |
|||||||||||
Alphabet, Inc.,
Class C* (Interactive Media & Services) |
1.8 |
% |
1,956 |
198,436 |
|||||||||||
Amazon.com, Inc.*
(Internet & Direct Marketing Retail) |
2.9 |
% |
3,233 |
312,114 |
|||||||||||
Amgen, Inc. (Biotechnology) |
0.5 |
% |
195 |
55,848 |
|||||||||||
Apple, Inc.
(Technology Hardware, Storage & Peripherals) |
7.6 |
% |
5,511 |
815,793 |
|||||||||||
AT&T, Inc.
(Diversified Telecommunication Services) |
0.5 |
% |
2,599 |
50,109 |
|||||||||||
Bristol-Myers Squibb
Co. (Pharmaceuticals) |
0.6 |
% |
779 |
62,538 |
|||||||||||
Broadcom, Inc.
(Semiconductors & Semiconductor Equipment) |
0.8 |
% |
147 |
81,001 |
|||||||||||
Chevron Corp. (Oil,
Gas & Consumable Fuels) |
1.1 |
% |
657 |
120,435 |
|||||||||||
Cisco Systems, Inc.
(Communications Equipment) |
0.7 |
% |
1,511 |
75,127 |
|||||||||||
Coca-Cola Co. (The)
(Beverages) |
0.8 |
% |
1,420 |
90,326 |
|||||||||||
Comcast Corp., Class
A (Media) |
0.5 |
% |
1,606 |
58,844 |
|||||||||||
ConocoPhillips (Oil,
Gas & Consumable Fuels) |
0.5 |
% |
464 |
57,309 |
|||||||||||
Costco Wholesale
Corp. (Food & Staples Retailing) |
0.8 |
% |
162 |
87,359 |
|||||||||||
Danaher Corp. (Life
Sciences Tools & Services) |
0.6 |
% |
239 |
65,345 |
|||||||||||
Eli Lilly & Co.
(Pharmaceuticals) |
1.0 |
% |
288 |
106,871 |
|||||||||||
Exxon Mobil Corp.
(Oil, Gas & Consumable Fuels) |
1.6 |
% |
1,520 |
169,237 |
|||||||||||
Home Depot, Inc.
(The) (Specialty Retail) |
1.1 |
% |
375 |
121,496 |
|||||||||||
Honeywell
International, Inc. (Industrial Conglomerates) |
0.5 |
% |
246 |
54,009 |
|||||||||||
Johnson &
Johnson (Pharmaceuticals) |
1.6 |
% |
959 |
170,702 |
|||||||||||
Linde plc (Chemicals) |
0.6 |
% |
182 |
61,239 |
|||||||||||
Mastercard, Inc.,
Class A (IT Services) |
1.0 |
% |
311 |
110,840 |
|||||||||||
McDonald's Corp.
(Hotels, Restaurants & Leisure) |
0.7 |
% |
268 |
73,108 |
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (continued) |
|||||||||||||||
Merck & Co.,
Inc. (Pharmaceuticals) |
1.0 |
% |
924 |
$ |
101,751 |
||||||||||
Meta Platforms,
Inc., Class A* (Interactive Media & Services) |
0.9 |
% |
832 |
98,259 |
|||||||||||
Microsoft Corp. (Software) |
6.5 |
% |
2,721 |
694,236 |
|||||||||||
NextEra Energy, Inc.
(Electric Utilities) |
0.6 |
% |
717 |
60,730 |
|||||||||||
NIKE, Inc., Class B
(Textiles, Apparel & Luxury Goods) |
0.5 |
% |
461 |
50,567 |
|||||||||||
NVIDIA Corp.
(Semiconductors & Semiconductor Equipment) |
1.4 |
% |
913 |
154,507 |
|||||||||||
PepsiCo, Inc. (Beverages) |
0.9 |
% |
503 |
93,311 |
|||||||||||
Pfizer, Inc. (Pharmaceuticals) |
1.0 |
% |
2,047 |
102,616 |
|||||||||||
Philip Morris
International, Inc. (Tobacco) |
0.5 |
% |
565 |
56,314 |
|||||||||||
Procter & Gamble
Co. (The) (Household Products) |
1.2 |
% |
872 |
130,068 |
|||||||||||
QUALCOMM, Inc.
(Semiconductors & Semiconductor Equipment) |
0.5 |
% |
410 |
51,861 |
|||||||||||
Raytheon
Technologies Corp. (Aerospace & Defense) |
0.5 |
% |
539 |
53,210 |
|||||||||||
Salesforce, Inc.* (Software) |
0.5 |
% |
363 |
58,171 |
|||||||||||
Tesla, Inc.* (Automobiles) |
1.7 |
% |
972 |
189,248 |
|||||||||||
Texas Instruments,
Inc. (Semiconductors & Semiconductor Equipment) |
0.6 |
% |
333 |
60,093 |
|||||||||||
Thermo Fisher
Scientific, Inc. (Life Sciences Tools & Services) |
0.8 |
% |
143 |
80,111 |
|||||||||||
Union Pacific Corp.
(Road & Rail) |
0.5 |
% |
228 |
49,574 |
|||||||||||
United Parcel
Service, Inc., Class B (Air Freight & Logistics) |
0.5 |
% |
267 |
50,658 |
|||||||||||
UnitedHealth Group,
Inc. (Health Care Providers & Services) |
1.7 |
% |
341 |
186,786 |
|||||||||||
Verizon
Communications, Inc. (Diversified Telecommunication Services) |
0.5 |
% |
1,532 |
59,717 |
|||||||||||
Visa, Inc., Class A (IT Services) |
1.2 |
% |
596 |
129,332 |
|||||||||||
Walmart, Inc. (Food
& Staples Retailing) |
0.7 |
% |
520 |
79,258 |
|||||||||||
Walt Disney Co.
(The)* (Entertainment) |
0.6 |
% |
665 |
65,084 |
|||||||||||
Other Common Stocks (a) |
42.3 |
% |
50,594 |
4,543,452 |
|||||||||||
Total Common Stocks
(Cost $10,717,537) |
10,719,068 |
See accompanying notes to the financial statements.
78 :: SPXN S&P 500® EX-FINANCIALS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Principal Amount |
Value |
||||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (b) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $10,812 (Cost $10,809) |
$ |
10,809 |
$ |
10,809 |
|||||||
Total Investments —
99.8% (Cost $10,728,346) |
10,729,877 |
||||||||||
Other assets less liabilities — 0.2% |
17,887 |
||||||||||
Net Assets — 100.0% |
$ |
10,747,764 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $6,216, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from July 15, 2023 - May 15, 2047. The total value of collateral is $6,431.
(b) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
994,787 |
|||||
Aggregate gross unrealized depreciation |
(1,017,745 |
) |
|||||
Net unrealized depreciation |
$ |
(22,958 |
) |
||||
Federal income tax cost |
$ |
10,752,835 |
S&P 500® Ex-Financials ETF invested, as a percentage of net assets, in the following industries, as of November 30, 2022:
Aerospace & Defense |
2.1 |
% |
|||||
Air Freight & Logistics |
0.7 |
% |
|||||
Airlines |
0.3 |
% |
|||||
Auto Components |
0.1 |
% |
|||||
Automobiles |
2.1 |
% |
|||||
Beverages |
2.2 |
% |
|||||
Biotechnology |
2.8 |
% |
|||||
Building Products |
0.6 |
% |
|||||
Chemicals |
2.2 |
% |
|||||
Commercial Services & Supplies |
0.6 |
% |
|||||
Communications Equipment |
1.0 |
% |
|||||
Construction & Engineering |
0.1 |
% |
|||||
Construction Materials |
0.2 |
% |
|||||
Containers & Packaging |
0.3 |
% |
|||||
Distributors |
0.2 |
% |
|||||
Diversified Telecommunication Services |
1.0 |
% |
|||||
Electric Utilities |
2.3 |
% |
|||||
Electrical Equipment |
0.6 |
% |
|||||
Electronic Equipment, Instruments & Components |
0.7 |
% |
|||||
Energy Equipment & Services |
0.5 |
% |
|||||
Entertainment |
1.5 |
% |
|||||
Food & Staples Retailing |
1.9 |
% |
|||||
Food Products |
1.3 |
% |
|||||
Gas Utilities |
0.1 |
% |
|||||
Health Care Equipment & Supplies |
3.1 |
% |
|||||
Health Care Providers & Services |
4.2 |
% |
|||||
Hotels, Restaurants & Leisure |
2.3 |
% |
|||||
Household Durables |
0.4 |
% |
|||||
Household Products |
1.7 |
% |
|||||
Independent Power and Renewable Electricity Producers |
0.1 |
% |
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® EX-FINANCIALS ETF SPXN :: 79
Industrial Conglomerates |
1.1 |
% |
|||||
Interactive Media & Services |
4.9 |
% |
|||||
Internet & Direct Marketing Retail |
3.0 |
% |
|||||
IT Services |
5.2 |
% |
|||||
Leisure Products |
0.0 |
%* |
|||||
Life Sciences Tools & Services |
2.2 |
% |
|||||
Machinery |
2.1 |
% |
|||||
Media |
0.9 |
% |
|||||
Metals & Mining |
0.5 |
% |
|||||
Multiline Retail |
0.6 |
% |
|||||
Multi-Utilities |
1.0 |
% |
|||||
Oil, Gas & Consumable Fuels |
5.5 |
% |
|||||
Personal Products |
0.2 |
% |
|||||
Pharmaceuticals |
5.4 |
% |
|||||
Professional Services |
0.4 |
% |
|||||
Road & Rail |
1.0 |
% |
|||||
Semiconductors & Semiconductor Equipment |
6.1 |
% |
|||||
Software |
9.7 |
% |
|||||
Specialty Retail |
2.7 |
% |
|||||
Technology Hardware, Storage & Peripherals |
7.9 |
% |
|||||
Textiles, Apparel & Luxury Goods |
0.6 |
% |
|||||
Tobacco |
0.8 |
% |
|||||
Trading Companies & Distributors |
0.3 |
% |
|||||
Water Utilities |
0.1 |
% |
|||||
Wireless Telecommunication Services |
0.3 |
% |
|||||
Othera |
0.3 |
% |
|||||
100.0 |
% |
* Amount represents less than 0.05%.
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
80 :: SPXN S&P 500® EX-FINANCIALS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks — 99.7% |
|||||||||||||||
Accenture plc, Class
A (IT Services) |
0.7 |
% |
118 |
$ |
35,510 |
||||||||||
Adobe, Inc.* (Software) |
0.5 |
% |
88 |
30,354 |
|||||||||||
Advanced Micro
Devices, Inc.* (Semiconductors & Semiconductor Equipment) |
0.4 |
% |
302 |
23,444 |
|||||||||||
Alphabet, Inc.,
Class A* (Interactive Media & Services) |
2.1 |
% |
1,121 |
113,210 |
|||||||||||
Alphabet, Inc.,
Class C* (Interactive Media & Services) |
1.9 |
% |
1,003 |
101,754 |
|||||||||||
Amazon.com, Inc.*
(Internet & Direct Marketing Retail) |
2.9 |
% |
1,657 |
159,967 |
|||||||||||
Apple, Inc.
(Technology Hardware, Storage & Peripherals) |
7.7 |
% |
2,825 |
418,186 |
|||||||||||
AT&T, Inc.
(Diversified Telecommunication Services) |
0.5 |
% |
1,333 |
25,700 |
|||||||||||
Bank of America Corp. (Banks) |
0.9 |
% |
1,307 |
49,470 |
|||||||||||
Berkshire Hathaway,
Inc., Class B* (Diversified Financial Services) |
2.0 |
% |
338 |
107,687 |
|||||||||||
Broadcom, Inc.
(Semiconductors & Semiconductor Equipment) |
0.8 |
% |
76 |
41,878 |
|||||||||||
Charles Schwab Corp.
(The) (Capital Markets) |
0.4 |
% |
286 |
23,606 |
|||||||||||
Chevron Corp. (Oil,
Gas & Consumable Fuels) |
1.1 |
% |
337 |
61,775 |
|||||||||||
Cisco Systems, Inc.
(Communications Equipment) |
0.7 |
% |
774 |
38,483 |
|||||||||||
Coca-Cola Co. (The)
(Beverages) |
0.8 |
% |
728 |
46,308 |
|||||||||||
Comcast Corp., Class
A (Media) |
0.5 |
% |
824 |
30,191 |
|||||||||||
ConocoPhillips (Oil,
Gas & Consumable Fuels) |
0.5 |
% |
238 |
29,395 |
|||||||||||
Costco Wholesale
Corp. (Food & Staples Retailing) |
0.8 |
% |
83 |
44,758 |
|||||||||||
Exxon Mobil Corp.
(Oil, Gas & Consumable Fuels) |
1.6 |
% |
779 |
86,734 |
|||||||||||
Goldman Sachs Group,
Inc. (The) (Capital Markets) |
0.5 |
% |
64 |
24,714 |
|||||||||||
Home Depot, Inc.
(The) (Specialty Retail) |
1.1 |
% |
192 |
62,206 |
|||||||||||
Honeywell
International, Inc. (Industrial Conglomerates) |
0.5 |
% |
126 |
27,663 |
|||||||||||
International
Business Machines Corp. (IT Services) |
0.5 |
% |
169 |
25,164 |
|||||||||||
JPMorgan Chase &
Co. (Banks) |
1.4 |
% |
548 |
75,723 |
|||||||||||
Linde plc (Chemicals) |
0.6 |
% |
93 |
31,293 |
|||||||||||
Lowe's Cos., Inc.
(Specialty Retail) |
0.5 |
% |
120 |
25,506 |
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (continued) |
|||||||||||||||
Mastercard, Inc.,
Class A (IT Services) |
1.0 |
% |
160 |
$ |
57,024 |
||||||||||
McDonald's Corp.
(Hotels, Restaurants & Leisure) |
0.7 |
% |
138 |
37,645 |
|||||||||||
Meta Platforms,
Inc., Class A* (Interactive Media & Services) |
0.9 |
% |
427 |
50,429 |
|||||||||||
Microsoft Corp. (Software) |
6.5 |
% |
1,395 |
355,920 |
|||||||||||
Netflix, Inc.* (Entertainment) |
0.5 |
% |
83 |
25,359 |
|||||||||||
NextEra Energy, Inc.
(Electric Utilities) |
0.6 |
% |
367 |
31,085 |
|||||||||||
NIKE, Inc., Class B
(Textiles, Apparel & Luxury Goods) |
0.5 |
% |
236 |
25,887 |
|||||||||||
NVIDIA Corp.
(Semiconductors & Semiconductor Equipment) |
1.5 |
% |
468 |
79,200 |
|||||||||||
Oracle Corp. (Software) |
0.4 |
% |
284 |
23,581 |
|||||||||||
PepsiCo, Inc. (Beverages) |
0.9 |
% |
258 |
47,862 |
|||||||||||
Philip Morris
International, Inc. (Tobacco) |
0.5 |
% |
290 |
28,904 |
|||||||||||
Procter & Gamble
Co. (The) (Household Products) |
1.2 |
% |
447 |
66,674 |
|||||||||||
QUALCOMM, Inc.
(Semiconductors & Semiconductor Equipment) |
0.5 |
% |
210 |
26,563 |
|||||||||||
Raytheon
Technologies Corp. (Aerospace & Defense) |
0.5 |
% |
276 |
27,247 |
|||||||||||
Salesforce, Inc.* (Software) |
0.5 |
% |
186 |
29,806 |
|||||||||||
Tesla, Inc.* (Automobiles) |
1.8 |
% |
498 |
96,961 |
|||||||||||
Texas Instruments,
Inc. (Semiconductors & Semiconductor Equipment) |
0.6 |
% |
171 |
30,859 |
|||||||||||
Union Pacific Corp.
(Road & Rail) |
0.5 |
% |
117 |
25,439 |
|||||||||||
United Parcel
Service, Inc., Class B (Air Freight & Logistics) |
0.5 |
% |
137 |
25,993 |
|||||||||||
Verizon
Communications, Inc. (Diversified Telecommunication Services) |
0.6 |
% |
785 |
30,599 |
|||||||||||
Visa, Inc., Class A
(IT Services) |
1.2 |
% |
306 |
66,402 |
|||||||||||
Walmart, Inc. (Food
& Staples Retailing) |
0.7 |
% |
267 |
40,696 |
|||||||||||
Walt Disney Co.
(The)* (Entertainment) |
0.6 |
% |
341 |
33,374 |
|||||||||||
Wells Fargo & Co. (Banks) |
0.6 |
% |
709 |
33,996 |
|||||||||||
Other Common Stocks (a) |
44.0 |
% |
28,735 |
2,400,722 |
|||||||||||
Total Common Stocks
(Cost $5,491,383) |
5,438,906 |
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® EX-HEALTH CARE ETF SPXV :: 81
Principal Amount |
Value |
||||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (b) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $3,877 (Cost $3,877) |
$ |
3,877 |
$ |
3,877 |
|||||||
Total Investments —
99.8% (Cost $5,495,260) |
5,442,783 |
||||||||||
Other assets less liabilities — 0.2% |
9,062 |
||||||||||
Net Assets — 100.0% |
$ |
5,451,845 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $2,847, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from July 15, 2023 - May 15, 2047. The total value of collateral is $2,946.
(b) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
436,459 |
|||||
Aggregate gross unrealized depreciation |
(507,514 |
) |
|||||
Net unrealized depreciation |
$ |
(71,055 |
) |
||||
Federal income tax cost |
$ |
5,513,838 |
S&P 500® Ex-Health Care ETF invested, as a percentage of net assets, in the following industries, as of November 30, 2022:
Aerospace & Defense |
2.1 |
% |
|||||
Air Freight & Logistics |
0.7 |
% |
|||||
Airlines |
0.3 |
% |
|||||
Auto Components |
0.1 |
% |
|||||
Automobiles |
2.2 |
% |
|||||
Banks |
4.6 |
% |
|||||
Beverages |
2.2 |
% |
|||||
Building Products |
0.5 |
% |
|||||
Capital Markets |
3.7 |
% |
|||||
Chemicals |
2.2 |
% |
|||||
Commercial Services & Supplies |
0.6 |
% |
|||||
Communications Equipment |
1.0 |
% |
|||||
Construction & Engineering |
0.1 |
% |
|||||
Construction Materials |
0.2 |
% |
|||||
Consumer Finance |
0.6 |
% |
|||||
Containers & Packaging |
0.3 |
% |
|||||
Distributors |
0.2 |
% |
|||||
Diversified Financial Services |
2.0 |
% |
|||||
Diversified Telecommunication Services |
1.0 |
% |
|||||
Electric Utilities |
2.3 |
% |
|||||
Electrical Equipment |
0.7 |
% |
|||||
Electronic Equipment, Instruments & Components |
0.8 |
% |
|||||
Energy Equipment & Services |
0.5 |
% |
|||||
Entertainment |
1.5 |
% |
|||||
Equity Real Estate Investment Trusts (REITs) |
3.1 |
% |
|||||
Food & Staples Retailing |
1.9 |
% |
|||||
Food Products |
1.3 |
% |
|||||
Gas Utilities |
0.0 |
%* |
|||||
Hotels, Restaurants & Leisure |
2.3 |
% |
|||||
Household Durables |
0.4 |
% |
See accompanying notes to the financial statements.
82 :: SPXV S&P 500® EX-HEALTH CARE ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Household Products |
1.7 |
% |
|||||
Independent Power and Renewable Electricity Producers |
0.1 |
% |
|||||
Industrial Conglomerates |
1.1 |
% |
|||||
Insurance |
2.8 |
% |
|||||
Interactive Media & Services |
4.9 |
% |
|||||
Internet & Direct Marketing Retail |
3.1 |
% |
|||||
IT Services |
5.3 |
% |
|||||
Leisure Products |
0.0 |
%* |
|||||
Machinery |
2.1 |
% |
|||||
Media |
0.9 |
% |
|||||
Metals & Mining |
0.4 |
% |
|||||
Multiline Retail |
0.6 |
% |
|||||
Multi-Utilities |
1.0 |
% |
|||||
Oil, Gas & Consumable Fuels |
5.6 |
% |
|||||
Personal Products |
0.2 |
% |
|||||
Professional Services |
0.4 |
% |
|||||
Real Estate Management & Development |
0.1 |
% |
|||||
Road & Rail |
1.1 |
% |
|||||
Semiconductors & Semiconductor Equipment |
6.2 |
% |
|||||
Software |
9.8 |
% |
|||||
Specialty Retail |
2.8 |
% |
|||||
Technology Hardware, Storage & Peripherals |
8.0 |
% |
|||||
Textiles, Apparel & Luxury Goods |
0.6 |
% |
|||||
Tobacco |
0.8 |
% |
|||||
Trading Companies & Distributors |
0.3 |
% |
|||||
Water Utilities |
0.1 |
% |
|||||
Wireless Telecommunication Services |
0.3 |
% |
|||||
Othera |
0.3 |
% |
|||||
100.0 |
% |
* Amount represents less than 0.05%.
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® EX-HEALTH CARE ETF SPXV :: 83
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks — 99.8% |
|||||||||||||||
Abbott Laboratories
(Health Care Equipment & Supplies) |
0.7 |
% |
742 |
$ |
79,824 |
||||||||||
AbbVie, Inc. (Biotechnology) |
1.1 |
% |
749 |
120,724 |
|||||||||||
Alphabet, Inc.,
Class A* (Interactive Media & Services) |
2.4 |
% |
2,541 |
256,616 |
|||||||||||
Alphabet, Inc.,
Class C* (Interactive Media & Services) |
2.2 |
% |
2,272 |
230,494 |
|||||||||||
Amazon.com, Inc.*
(Internet & Direct Marketing Retail) |
3.4 |
% |
3,756 |
362,604 |
|||||||||||
Amgen, Inc. (Biotechnology) |
0.6 |
% |
227 |
65,013 |
|||||||||||
AT&T, Inc.
(Diversified Telecommunication Services) |
0.5 |
% |
3,020 |
58,226 |
|||||||||||
Bank of America Corp. (Banks) |
1.0 |
% |
2,962 |
112,112 |
|||||||||||
Berkshire Hathaway,
Inc., Class B* (Diversified Financial Services) |
2.3 |
% |
765 |
243,729 |
|||||||||||
Bristol-Myers Squibb
Co. (Pharmaceuticals) |
0.7 |
% |
905 |
72,653 |
|||||||||||
Caterpillar, Inc. (Machinery) |
0.5 |
% |
224 |
52,956 |
|||||||||||
Charles Schwab Corp.
(The) (Capital Markets) |
0.5 |
% |
647 |
53,403 |
|||||||||||
Chevron Corp. (Oil,
Gas & Consumable Fuels) |
1.3 |
% |
763 |
139,866 |
|||||||||||
Coca-Cola Co. (The)
(Beverages) |
1.0 |
% |
1,649 |
104,893 |
|||||||||||
Comcast Corp., Class
A (Media) |
0.7 |
% |
1,866 |
68,370 |
|||||||||||
ConocoPhillips (Oil,
Gas & Consumable Fuels) |
0.6 |
% |
539 |
66,572 |
|||||||||||
Costco Wholesale
Corp. (Food & Staples Retailing) |
0.9 |
% |
188 |
101,379 |
|||||||||||
CVS Health Corp.
(Health Care Providers & Services) |
0.5 |
% |
556 |
56,645 |
|||||||||||
Danaher Corp. (Life
Sciences Tools & Services) |
0.7 |
% |
277 |
75,735 |
|||||||||||
Elevance Health,
Inc. (Health Care Providers & Services) |
0.5 |
% |
102 |
54,358 |
|||||||||||
Eli Lilly & Co.
(Pharmaceuticals) |
1.2 |
% |
334 |
123,941 |
|||||||||||
Exxon Mobil Corp.
(Oil, Gas & Consumable Fuels) |
1.8 |
% |
1,766 |
196,626 |
|||||||||||
Goldman Sachs Group,
Inc. (The) (Capital Markets) |
0.5 |
% |
145 |
55,992 |
|||||||||||
Home Depot, Inc.
(The) (Specialty Retail) |
1.3 |
% |
436 |
141,260 |
|||||||||||
Honeywell
International, Inc. (Industrial Conglomerates) |
0.6 |
% |
285 |
62,572 |
|||||||||||
Johnson &
Johnson (Pharmaceuticals) |
1.9 |
% |
1,114 |
198,292 |
|||||||||||
JPMorgan Chase &
Co. (Banks) |
1.7 |
% |
1,243 |
171,758 |
|||||||||||
Linde plc (Chemicals) |
0.7 |
% |
211 |
70,997 |
|||||||||||
Lowe's Cos., Inc.
(Specialty Retail) |
0.5 |
% |
271 |
57,601 |
Percentage of
Net Assets |
Shares |
Value |
|||||||||||||
Common Stocks (continued) |
|||||||||||||||
McDonald's Corp.
(Hotels, Restaurants & Leisure) |
0.8 |
% |
312 |
$ |
85,110 |
||||||||||
Merck & Co.,
Inc. (Pharmaceuticals) |
1.1 |
% |
1,074 |
118,269 |
|||||||||||
Meta Platforms,
Inc., Class A* (Interactive Media & Services) |
1.1 |
% |
966 |
114,085 |
|||||||||||
Morgan Stanley
(Capital Markets) |
0.5 |
% |
567 |
52,771 |
|||||||||||
Netflix, Inc.* (Entertainment) |
0.5 |
% |
188 |
57,440 |
|||||||||||
NextEra Energy, Inc.
(Electric Utilities) |
0.7 |
% |
833 |
70,555 |
|||||||||||
NIKE, Inc., Class B
(Textiles, Apparel & Luxury Goods) |
0.5 |
% |
535 |
58,684 |
|||||||||||
PepsiCo, Inc. (Beverages) |
1.0 |
% |
585 |
108,523 |
|||||||||||
Pfizer, Inc. (Pharmaceuticals) |
1.1 |
% |
2,378 |
119,209 |
|||||||||||
Philip Morris
International, Inc. (Tobacco) |
0.6 |
% |
657 |
65,483 |
|||||||||||
Procter & Gamble
Co. (The) (Household Products) |
1.4 |
% |
1,013 |
151,099 |
|||||||||||
Raytheon
Technologies Corp. (Aerospace & Defense) |
0.6 |
% |
626 |
61,799 |
|||||||||||
Tesla, Inc.* (Automobiles) |
2.1 |
% |
1,129 |
219,816 |
|||||||||||
Thermo Fisher
Scientific, Inc. (Life Sciences Tools & Services) |
0.9 |
% |
166 |
92,996 |
|||||||||||
Union Pacific Corp.
(Road & Rail) |
0.5 |
% |
265 |
57,619 |
|||||||||||
United Parcel
Service, Inc., Class B (Air Freight & Logistics) |
0.5 |
% |
310 |
58,816 |
|||||||||||
UnitedHealth Group,
Inc. (Health Care Providers & Services) |
2.0 |
% |
396 |
216,913 |
|||||||||||
Verizon
Communications, Inc. (Diversified Telecommunication Services) |
0.7 |
% |
1,780 |
69,384 |
|||||||||||
Walmart, Inc. (Food
& Staples Retailing) |
0.9 |
% |
604 |
92,062 |
|||||||||||
Walt Disney Co.
(The)* (Entertainment) |
0.7 |
% |
773 |
75,653 |
|||||||||||
Wells Fargo & Co. (Banks) |
0.7 |
% |
1,607 |
77,056 |
|||||||||||
Other Common Stocks (a) |
48.6 |
% |
60,830 |
5,214,359 |
|||||||||||
Total Common Stocks
(Cost $11,023,420) |
10,692,912 |
||||||||||||||
Securities Lending Reinvestments (b) — 0.0% (c) |
|||||||||||||||
Investment Companies — 0.0% (c) |
|||||||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $4,313) |
0.0 |
% |
4,313 |
4,313 |
See accompanying notes to the financial statements.
84 :: SPXT S&P 500® EX-TECHNOLOGY ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Principal Amount |
Value |
||||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (d) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $13,627 (Cost $13,623) |
$ |
13,623 |
$ |
13,623 |
|||||||
Total Investments —
99.9% (Cost $11,041,356) |
10,710,848 |
||||||||||
Other assets less liabilities — 0.1% |
15,159 |
||||||||||
Net Assets — 100.0% |
$ |
10,726,007 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $11,701, collateralized in the form of cash with a value of $4,313 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $7,682 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 5.25%, and maturity dates ranging from July 15, 2023 - May 15, 2047. The total value of collateral is $11,995.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $4,313.
(c) Represents less than 0.05% of net assets.
(d) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
939,931 |
|||||
Aggregate gross unrealized depreciation |
(1,310,055 |
) |
|||||
Net unrealized depreciation |
$ |
(370,124 |
) |
||||
Federal income tax cost |
$ |
11,080,972 |
S&P 500® Ex-Technology ETF invested, as a percentage of net assets, in the following industries, as of November 30, 2022:
Aerospace & Defense |
2.4 |
% |
|||||
Air Freight & Logistics |
0.8 |
% |
|||||
Airlines |
0.3 |
% |
|||||
Auto Components |
0.2 |
% |
|||||
Automobiles |
2.5 |
% |
|||||
Banks |
5.3 |
% |
|||||
Beverages |
2.5 |
% |
|||||
Biotechnology |
3.3 |
% |
|||||
Building Products |
0.6 |
% |
|||||
Capital Markets |
4.2 |
% |
|||||
Chemicals |
2.5 |
% |
|||||
Commercial Services & Supplies |
0.7 |
% |
|||||
Construction & Engineering |
0.1 |
% |
|||||
Construction Materials |
0.2 |
% |
|||||
Consumer Finance |
0.7 |
% |
|||||
Containers & Packaging |
0.4 |
% |
|||||
Distributors |
0.2 |
% |
|||||
Diversified Financial Services |
2.3 |
% |
|||||
Diversified Telecommunication Services |
1.2 |
% |
|||||
Electric Utilities |
2.7 |
% |
|||||
Electrical Equipment |
0.8 |
% |
|||||
Energy Equipment & Services |
0.5 |
% |
|||||
Entertainment |
1.8 |
% |
|||||
Equity Real Estate Investment Trusts (REITs) |
3.5 |
% |
|||||
Food & Staples Retailing |
2.2 |
% |
|||||
Food Products |
1.6 |
% |
|||||
Gas Utilities |
0.1 |
% |
See accompanying notes to the financial statements.
PROSHARES TRUST SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P 500® EX-TECHNOLOGY ETF SPXT :: 85
Health Care Equipment & Supplies |
3.6 |
% |
|||||
Health Care Providers & Services |
4.9 |
% |
|||||
Hotels, Restaurants & Leisure |
2.7 |
% |
|||||
Household Durables |
0.4 |
% |
|||||
Household Products |
2.0 |
% |
|||||
Independent Power and Renewable Electricity Producers |
0.1 |
% |
|||||
Industrial Conglomerates |
1.2 |
% |
|||||
Insurance |
3.2 |
% |
|||||
Interactive Media & Services |
5.7 |
% |
|||||
Internet & Direct Marketing Retail |
3.6 |
% |
|||||
Leisure Products |
0.0 |
%* |
|||||
Life Sciences Tools & Services |
2.5 |
% |
|||||
Machinery |
2.5 |
% |
|||||
Media |
1.1 |
% |
|||||
Metals & Mining |
0.5 |
% |
|||||
Multiline Retail |
0.7 |
% |
|||||
Multi-Utilities |
1.2 |
% |
|||||
Oil, Gas & Consumable Fuels |
6.4 |
% |
|||||
Personal Products |
0.2 |
% |
|||||
Pharmaceuticals |
6.3 |
% |
|||||
Professional Services |
0.5 |
% |
|||||
Real Estate Management & Development |
0.1 |
% |
|||||
Road & Rail |
1.2 |
% |
|||||
Specialty Retail |
3.2 |
% |
|||||
Textiles, Apparel & Luxury Goods |
0.7 |
% |
|||||
Tobacco |
0.9 |
% |
|||||
Trading Companies & Distributors |
0.3 |
% |
|||||
Water Utilities |
0.1 |
% |
|||||
Wireless Telecommunication Services |
0.4 |
% |
|||||
Othera |
0.2 |
% |
|||||
100.0 |
% |
* Amount represents less than 0.05%.
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
86 :: SPXT S&P 500® EX-TECHNOLOGY ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SUMMARY SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.7% |
|||||||||||
Chemicals — 11.2% |
|||||||||||
Albemarle Corp. |
536 |
$ |
149,003 |
||||||||
Livent Corp.* |
5,251 |
146,975 |
|||||||||
Sociedad Quimica y
Minera de Chile SA, ADR |
1,669 |
165,498 |
|||||||||
461,476 |
|||||||||||
Construction & Engineering — 0.8% |
|||||||||||
Metallurgical Corp.
of China Ltd., Class H |
144,020 |
32,267 |
|||||||||
Metals & Mining — 86.2% |
|||||||||||
African Rainbow Minerals Ltd. |
6,280 |
105,412 |
|||||||||
Allkem Ltd.* |
19,701 |
182,528 |
|||||||||
AMG Advanced
Metallurgical Group NV |
2,336 |
91,643 |
|||||||||
Aneka Tambang Tbk. |
1,082,165 |
136,547 |
|||||||||
Anglo American Platinum Ltd. |
979 |
97,324 |
|||||||||
Anglo American plc |
1,956 |
80,331 |
|||||||||
BHP Group Ltd. |
2,557 |
79,003 |
|||||||||
Boliden AB |
2,612 |
96,478 |
|||||||||
Chengtun Mining
Group Co. Ltd., Class A |
33,300 |
28,391 |
|||||||||
China Nonferrous Mining Corp. Ltd. |
195,661 |
91,932 |
|||||||||
CMOC Group Ltd., Class H |
205,540 |
94,995 |
|||||||||
Eramet SA |
1,969 |
165,350 |
|||||||||
First Quantum Minerals Ltd. |
5,164 |
122,770 |
|||||||||
Franco-Nevada Corp. |
317 |
46,305 |
|||||||||
Ganfeng Lithium Group Co. Ltd. (a) |
20,934 |
181,710 |
|||||||||
Glencore plc |
12,129 |
82,375 |
|||||||||
IGO Ltd. |
16,961 |
177,289 |
|||||||||
Impala Platinum Holdings Ltd. |
4,371 |
53,041 |
|||||||||
Jinchuan Group
International Resources Co. Ltd. |
613,286 |
46,325 |
|||||||||
KGHM Polska Miedz SA |
1,175 |
30,322 |
|||||||||
Lundin Mining Corp. |
24,049 |
148,032 |
|||||||||
Mineral Resources Ltd. |
2,613 |
155,046 |
|||||||||
Northam Platinum Holdings Ltd.* |
5,344 |
60,694 |
|||||||||
Pacific Metals Co. Ltd. |
11,372 |
168,822 |
|||||||||
Pilbara Minerals Ltd.* |
54,158 |
171,300 |
|||||||||
POSCO Holdings, Inc., ADR |
200 |
11,412 |
|||||||||
Royal Bafokeng Platinum Ltd. |
13,903 |
134,396 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Sibanye Stillwater Ltd. |
20,166 |
$ |
54,474 |
||||||||
South32 Ltd. |
51,725 |
141,135 |
|||||||||
Timah Tbk. PT |
1,183,012 |
92,120 |
|||||||||
Vale Indonesia Tbk. PT* |
362,246 |
169,823 |
|||||||||
Vale SA, ADR |
6,972 |
115,038 |
|||||||||
Zhejiang Huayou
Cobalt Co. Ltd., Class A |
12,000 |
105,015 |
|||||||||
Zijin Mining Group Co. Ltd., Class H |
17,136 |
22,246 |
|||||||||
3,539,624 |
|||||||||||
Trading Companies & Distributors — 1.5% |
|||||||||||
Sojitz Corp. |
855 |
15,095 |
|||||||||
Sumitomo Corp. |
2,642 |
42,991 |
|||||||||
Toyota Tsusho Corp. |
134 |
5,075 |
|||||||||
63,161 |
|||||||||||
Total Common
Stocks (Cost $3,988,953) |
4,096,528 |
||||||||||
Total Investments —
99.7% (Cost $3,988,953) |
4,096,528 |
||||||||||
Other assets less liabilities — 0.3% |
10,444 |
||||||||||
Net Assets — 100.0% |
$ |
4,106,972 |
* Non-income producing security.
(a) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
114,405 |
|||||
Aggregate gross unrealized depreciation |
(6,830 |
) |
|||||
Net unrealized appreciation |
$ |
107,575 |
|||||
Federal income tax cost |
$ |
3,988,953 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P GLOBAL CORE BATTERY METALS ETF ION :: 87
S&P Global Core Battery Metals ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
Australia |
24.1 |
% |
|||||
China |
14.7 |
% |
|||||
South Africa |
14.3 |
% |
|||||
Indonesia |
9.7 |
% |
|||||
Chile |
7.6 |
% |
|||||
United States |
7.2 |
% |
|||||
Japan |
5.6 |
% |
|||||
France |
4.0 |
% |
|||||
Zambia |
3.0 |
% |
|||||
Brazil |
2.8 |
% |
|||||
Sweden |
2.4 |
% |
|||||
Netherlands |
2.2 |
% |
|||||
Canada |
1.1 |
% |
|||||
Poland |
0.7 |
% |
|||||
South Korea |
0.3 |
% |
|||||
Othera |
0.3 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
88 :: ION S&P GLOBAL CORE BATTERY METALS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 100.2% |
|||||||||||
Automobiles — 4.0% |
|||||||||||
Tesla, Inc.* |
1,270 |
$ |
247,269 |
||||||||
Construction & Engineering — 9.7% |
|||||||||||
Arcosa, Inc. |
3,850 |
235,235 |
|||||||||
ReneSola Ltd., ADR* |
40,215 |
189,815 |
|||||||||
Valmont Industries, Inc. |
533 |
180,505 |
|||||||||
605,555 |
|||||||||||
Diversified Consumer Services — 3.8% |
|||||||||||
ADT, Inc. |
25,562 |
238,749 |
|||||||||
Electrical Equipment — 37.2% |
|||||||||||
Array Technologies, Inc.* |
11,214 |
234,821 |
|||||||||
Ballard Power Systems, Inc.* |
36,604 |
223,285 |
|||||||||
Bloom Energy Corp., Class A* |
10,863 |
231,273 |
|||||||||
FuelCell Energy, Inc.* |
64,083 |
221,727 |
|||||||||
Generac Holdings, Inc.* |
2,224 |
234,677 |
|||||||||
Plug Power, Inc.* |
14,443 |
230,510 |
|||||||||
Shoals Technologies
Group, Inc., Class A* |
7,491 |
217,014 |
|||||||||
SunPower Corp.* |
9,857 |
239,032 |
|||||||||
Sunrun, Inc.* |
7,528 |
245,262 |
|||||||||
TPI Composites, Inc.* |
20,318 |
245,442 |
|||||||||
2,323,043 |
|||||||||||
Independent Power
and Renewable Electricity Producers — 7.4% |
|||||||||||
Ormat Technologies, Inc. |
2,521 |
227,974 |
|||||||||
Sunnova Energy International, Inc.* |
10,314 |
235,469 |
|||||||||
463,443 |
|||||||||||
Industrial Conglomerates — 3.7% |
|||||||||||
General Electric Co. |
2,676 |
230,056 |
|||||||||
Machinery — 5.0% |
|||||||||||
Cummins, Inc. |
914 |
229,560 |
|||||||||
Hyster-Yale Materials Handling, Inc. |
2,795 |
81,838 |
|||||||||
311,398 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Semiconductors & Semiconductor Equipment — 29.4% |
|||||||||||
Applied Materials, Inc. |
1,672 |
$ |
183,251 |
||||||||
Canadian Solar, Inc.* |
6,318 |
226,500 |
|||||||||
Daqo New Energy Corp., ADR* |
4,309 |
245,225 |
|||||||||
Enphase Energy, Inc.* |
733 |
234,993 |
|||||||||
First Solar, Inc.* |
1,373 |
236,884 |
|||||||||
JinkoSolar Holding Co. Ltd., ADR* |
4,779 |
245,067 |
|||||||||
Maxeon Solar Technologies Ltd.* |
10,423 |
239,938 |
|||||||||
SolarEdge Technologies, Inc.* |
747 |
223,248 |
|||||||||
1,835,106 |
|||||||||||
Total Common
Stocks (Cost $6,435,725) |
6,254,619 |
||||||||||
Total Investments —
100.2% (Cost $6,435,725) |
6,254,619 |
||||||||||
Liabilities in excess of other assets — (0.2%) |
(12,105 |
) |
|||||||||
Net Assets — 100.0% |
$ |
6,242,514 |
* Non-income producing security.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
567,832 |
|||||
Aggregate gross unrealized depreciation |
(749,388 |
) |
|||||
Net unrealized depreciation |
$ |
(181,556 |
) |
||||
Federal income tax cost |
$ |
6,436,175 |
S&P Kensho Cleantech ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
78.3 |
% |
|||||
China |
10.9 |
% |
|||||
Canada |
7.2 |
% |
|||||
Singapore |
3.8 |
% |
|||||
Othera |
(0.2 |
%) |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P KENSHO CLEANTECH ETF CTEX :: 89
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.6% |
|||||||||||
Electrical Equipment — 16.0% |
|||||||||||
ABB Ltd., ADR |
1,298 |
$ |
40,874 |
||||||||
Allied Motion Technologies, Inc. |
292 |
10,349 |
|||||||||
Emerson Electric Co. |
417 |
39,936 |
|||||||||
Rockwell Automation, Inc. |
150 |
39,633 |
|||||||||
130,792 |
|||||||||||
Electronic Equipment, Instruments & Components — 18.3% |
|||||||||||
Cognex Corp. |
807 |
40,172 |
|||||||||
FARO Technologies, Inc.* |
744 |
22,261 |
|||||||||
Hollysys Automation Technologies Ltd. |
1,286 |
21,991 |
|||||||||
Ouster, Inc.* |
12,400 |
14,632 |
|||||||||
Sanmina Corp.* |
377 |
24,916 |
|||||||||
Zebra Technologies Corp., Class A* |
94 |
25,406 |
|||||||||
149,378 |
|||||||||||
Machinery — 8.6% |
|||||||||||
3D Systems Corp.* |
4,630 |
46,947 |
|||||||||
Dover Corp. |
163 |
23,138 |
|||||||||
70,085 |
|||||||||||
Semiconductors & Semiconductor Equipment — 19.2% |
|||||||||||
Allegro MicroSystems, Inc.* |
825 |
25,690 |
|||||||||
Ambarella, Inc.* |
394 |
29,235 |
|||||||||
Applied Materials, Inc. |
236 |
25,866 |
|||||||||
KLA Corp. |
66 |
25,948 |
|||||||||
ON Semiconductor Corp.* |
342 |
25,718 |
|||||||||
Tower Semiconductor Ltd.* |
540 |
24,068 |
|||||||||
156,525 |
|||||||||||
Software — 26.0% |
|||||||||||
ANSYS, Inc.* |
101 |
25,684 |
|||||||||
Aspen Technology, Inc.* |
160 |
36,880 |
|||||||||
Autodesk, Inc.* |
191 |
38,573 |
|||||||||
C3.ai, Inc., Class A* |
1,787 |
23,249 |
|||||||||
PTC, Inc.* |
298 |
37,909 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
SAP SE, ADR |
224 |
$ |
24,835 |
||||||||
UiPath, Inc., Class A* |
2,003 |
24,977 |
|||||||||
212,107 |
|||||||||||
Technology Hardware, Storage & Peripherals — 2.7% |
|||||||||||
Stratasys Ltd.* |
1,580 |
22,167 |
|||||||||
Trading Companies & Distributors — 2.8% |
|||||||||||
Applied Industrial Technologies, Inc. |
172 |
22,788 |
|||||||||
Wireless Telecommunication Services — 6.0% |
|||||||||||
SK Telecom Co. Ltd., ADR |
1,637 |
35,114 |
|||||||||
Turkcell Iletisim Hizmetleri A/S, ADR |
3,081 |
13,864 |
|||||||||
48,978 |
|||||||||||
Total Common
Stocks (Cost $872,397) |
812,820 |
||||||||||
Total Investments —
99.6% (Cost $872,397) |
812,820 |
||||||||||
Other assets less liabilities — 0.4% |
2,869 |
||||||||||
Net Assets — 100.0% |
$ |
815,689 |
* Non-income producing security.
Abbreviations
ADR American Depositary Receipt
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
47,229 |
|||||
Aggregate gross unrealized depreciation |
(108,022 |
) |
|||||
Net unrealized depreciation |
$ |
(60,793 |
) |
||||
Federal income tax cost |
$ |
873,613 |
S&P Kensho Smart Factories ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
79.9 |
% |
|||||
Switzerland |
5.0 |
% |
|||||
South Korea |
4.3 |
% |
|||||
Germany |
3.0 |
% |
|||||
Israel |
3.0 |
% |
|||||
China |
2.7 |
% |
|||||
Turkey |
1.7 |
% |
|||||
Othera |
0.4 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
90 :: MAKX S&P KENSHO SMART FACTORIES ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.7% |
|||||||||||
Banks — 12.3% |
|||||||||||
Bank OZK |
729,144 |
$ |
33,649,996 |
||||||||
Commerce Bancshares, Inc. |
448,368 |
33,591,730 |
|||||||||
Cullen/Frost Bankers, Inc. |
216,809 |
31,452,482 |
|||||||||
Prosperity Bancshares, Inc. |
416,951 |
31,508,987 |
|||||||||
UMB Financial Corp. |
345,578 |
29,553,830 |
|||||||||
United Bankshares, Inc. |
788,421 |
33,815,377 |
|||||||||
193,572,402 |
|||||||||||
Building Products — 1.8% |
|||||||||||
Carlisle Cos., Inc. |
110,571 |
29,092,336 |
|||||||||
Capital Markets — 2.5% |
|||||||||||
SEI Investments Co. |
629,796 |
39,223,695 |
|||||||||
Chemicals — 4.5% |
|||||||||||
RPM International, Inc. |
340,057 |
35,236,706 |
|||||||||
Sensient Technologies Corp. (a) |
470,101 |
35,121,246 |
|||||||||
70,357,952 |
|||||||||||
Commercial Services & Supplies — 2.3% |
|||||||||||
MSA Safety, Inc. |
260,950 |
36,796,559 |
|||||||||
Construction & Engineering — 2.2% |
|||||||||||
MDU Resources Group, Inc. |
1,117,647 |
35,194,704 |
|||||||||
Containers & Packaging — 6.3% |
|||||||||||
AptarGroup, Inc. |
313,064 |
33,228,613 |
|||||||||
Silgan Holdings, Inc. |
679,660 |
35,954,014 |
|||||||||
Sonoco Products Co. (a) |
492,224 |
30,207,787 |
|||||||||
99,390,414 |
|||||||||||
Electric Utilities — 2.3% |
|||||||||||
OGE Energy Corp. |
874,847 |
35,396,310 |
|||||||||
Electrical Equipment — 1.7% |
|||||||||||
Regal Rexnord Corp. |
208,745 |
27,368,557 |
|||||||||
Equity Real Estate Investment Trusts (REITs) — 2.2% |
|||||||||||
National Retail Properties, Inc. |
760,255 |
35,245,422 |
|||||||||
Food & Staples Retailing — 2.2% |
|||||||||||
Casey's General Stores, Inc. |
140,301 |
34,095,949 |
|||||||||
Food Products — 4.5% |
|||||||||||
Flowers Foods, Inc. |
1,122,749 |
33,738,607 |
|||||||||
Lancaster Colony Corp. |
175,682 |
36,390,770 |
|||||||||
70,129,377 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Gas Utilities — 13.1% |
|||||||||||
National Fuel Gas Co. |
471,621 |
$ |
31,235,459 |
||||||||
New Jersey Resources Corp. |
726,377 |
36,137,255 |
|||||||||
ONE Gas, Inc. |
419,921 |
36,512,131 |
|||||||||
Southwest Gas Holdings, Inc. |
445,693 |
30,512,143 |
|||||||||
Spire, Inc. (a) |
467,164 |
34,616,852 |
|||||||||
UGI Corp. |
933,189 |
36,067,755 |
|||||||||
205,081,595 |
|||||||||||
Household Durables — 2.2% |
|||||||||||
Leggett & Platt, Inc. |
961,892 |
34,252,973 |
|||||||||
Insurance — 11.0% |
|||||||||||
American Financial Group, Inc. |
230,645 |
32,802,332 |
|||||||||
Hanover Insurance Group, Inc. (The) |
226,856 |
33,415,889 |
|||||||||
Old Republic International Corp. |
1,329,540 |
32,573,730 |
|||||||||
RenaissanceRe Holdings Ltd. |
215,482 |
40,706,705 |
|||||||||
RLI Corp. |
251,360 |
32,694,395 |
|||||||||
172,193,051 |
|||||||||||
Leisure Products — 2.4% |
|||||||||||
Polaris, Inc. |
324,397 |
37,000,722 |
|||||||||
Machinery — 8.7% |
|||||||||||
Donaldson Co., Inc. |
561,897 |
34,230,765 |
|||||||||
Graco, Inc. |
480,871 |
33,646,544 |
|||||||||
Lincoln Electric Holdings, Inc. |
230,437 |
34,077,024 |
|||||||||
Toro Co. (The) |
311,599 |
34,584,373 |
|||||||||
136,538,706 |
|||||||||||
Media — 2.4% |
|||||||||||
John Wiley & Sons, Inc., Class A |
787,609 |
37,340,543 |
|||||||||
Metals & Mining — 2.3% |
|||||||||||
Royal Gold, Inc. |
324,536 |
36,455,129 |
|||||||||
Multi-Utilities — 4.5% |
|||||||||||
Black Hills Corp. |
497,579 |
35,641,584 |
|||||||||
NorthWestern Corp. |
590,251 |
34,476,561 |
|||||||||
70,118,145 |
|||||||||||
Pharmaceuticals — 1.5% |
|||||||||||
Perrigo Co. plc |
750,021 |
24,173,177 |
|||||||||
Road & Rail — 2.5% |
|||||||||||
Ryder System, Inc. |
417,348 |
39,017,864 |
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P MIDCAP 400® DIVIDEND ARISTOCRATS ETF REGL :: 91
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Specialty Retail — 2.0% |
|||||||||||
Williams-Sonoma, Inc. |
262,603 |
$ |
30,698,291 |
||||||||
Water Utilities — 2.3% |
|||||||||||
Essential Utilities, Inc. |
741,673 |
35,778,305 |
|||||||||
Total Common
Stocks (Cost $1,361,405,014) |
1,564,512,178 |
||||||||||
Principal
Amount |
|||||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (b) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $886,791 (Cost $886,699) |
$ |
886,699 |
886,699 |
||||||||
Total Investments —
99.8% (Cost $1,362,291,713) |
1,565,398,877 |
||||||||||
Other assets less liabilities — 0.2% |
2,840,761 |
||||||||||
Net Assets — 100.0% |
$ |
1,568,239,638 |
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $1,383,184, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.13% - 4.38%, and maturity dates ranging from December 15, 2022 - February 15, 2049. The total value of collateral is $1,387,824.
(b) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
215,744,284 |
|||||
Aggregate gross unrealized depreciation |
(14,955,984 |
) |
|||||
Net unrealized appreciation |
$ |
200,788,300 |
|||||
Federal income tax cost |
$ |
1,364,610,577 |
See accompanying notes to the financial statements.
92 :: REGL S&P MIDCAP 400® DIVIDEND ARISTOCRATS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.8% |
|||||||||||
Communications Equipment — 5.3% |
|||||||||||
Cisco Systems, Inc. |
61,560 |
$ |
3,060,763 |
||||||||
Motorola Solutions, Inc. |
11,609 |
3,159,970 |
|||||||||
6,220,733 |
|||||||||||
Electronic Equipment, Instruments & Components — 20.0% |
|||||||||||
Amphenol Corp., Class A |
37,141 |
2,987,251 |
|||||||||
Avnet, Inc. |
67,044 |
3,028,378 |
|||||||||
Badger Meter, Inc. |
26,289 |
3,044,792 |
|||||||||
CDW Corp. |
16,207 |
3,057,288 |
|||||||||
Corning, Inc. |
83,087 |
2,835,759 |
|||||||||
Littelfuse, Inc. |
12,688 |
3,127,592 |
|||||||||
National Instruments Corp. |
66,858 |
2,742,515 |
|||||||||
TE Connectivity Ltd. |
23,143 |
2,918,795 |
|||||||||
23,742,370 |
|||||||||||
Entertainment — 2.2% |
|||||||||||
Activision Blizzard, Inc. |
35,021 |
2,589,803 |
|||||||||
Internet & Direct Marketing Retail — 2.1% |
|||||||||||
PetMed Express, Inc. (a) |
123,088 |
2,437,142 |
|||||||||
IT Services — 26.5% |
|||||||||||
Accenture plc, Class A |
9,809 |
2,951,822 |
|||||||||
Automatic Data Processing, Inc. |
11,188 |
2,955,198 |
|||||||||
Broadridge Financial Solutions, Inc. |
18,291 |
2,727,371 |
|||||||||
Cass Information Systems, Inc. |
64,903 |
2,821,982 |
|||||||||
CSG Systems International, Inc. |
43,291 |
2,677,116 |
|||||||||
International Business Machines Corp. |
20,010 |
2,979,489 |
|||||||||
Jack Henry & Associates, Inc. |
13,846 |
2,621,740 |
|||||||||
Mastercard, Inc., Class A |
8,669 |
3,089,632 |
|||||||||
Paychex, Inc. |
23,124 |
2,868,070 |
|||||||||
Visa, Inc., Class A (a) |
13,719 |
2,977,023 |
|||||||||
Western Union Co. (The) |
191,043 |
2,800,690 |
|||||||||
31,470,133 |
|||||||||||
Semiconductors & Semiconductor Equipment — 27.0% |
|||||||||||
Analog Devices, Inc. |
18,074 |
3,107,101 |
|||||||||
Broadcom, Inc. |
5,965 |
3,286,894 |
|||||||||
Intel Corp. |
98,452 |
2,960,452 |
|||||||||
KLA Corp. |
9,272 |
3,645,287 |
|||||||||
Lam Research Corp. |
7,215 |
3,408,222 |
|||||||||
Microchip Technology, Inc. |
43,330 |
3,431,303 |
|||||||||
Power Integrations, Inc. |
40,424 |
3,253,323 |
|||||||||
QUALCOMM, Inc. |
22,933 |
2,900,795 |
|||||||||
Skyworks Solutions, Inc. |
31,532 |
3,015,090 |
|||||||||
Texas Instruments, Inc. |
16,706 |
3,014,765 |
|||||||||
32,023,232 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
Software — 9.6% |
|||||||||||
Dolby Laboratories, Inc., Class A |
39,379 |
$ |
2,948,306 |
||||||||
Intuit, Inc. |
6,400 |
2,608,576 |
|||||||||
Microsoft Corp. |
10,875 |
2,774,648 |
|||||||||
Oracle Corp. |
37,077 |
3,078,503 |
|||||||||
11,410,033 |
|||||||||||
Technology Hardware, Storage & Peripherals — 7.1% |
|||||||||||
Apple, Inc. |
17,910 |
2,651,217 |
|||||||||
HP, Inc. |
100,413 |
3,016,407 |
|||||||||
NetApp, Inc. |
41,095 |
2,778,433 |
|||||||||
8,446,057 |
|||||||||||
Total Common
Stocks (Cost $117,416,156) |
118,339,503 |
||||||||||
Securities Lending Reinvestments (b) — 1.7% |
|||||||||||
Investment Companies — 1.7% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $2,058,787) |
2,058,787 |
2,058,787 |
|||||||||
Principal
Amount |
|||||||||||
Short-Term Investments — 0.1% |
|||||||||||
Repurchase Agreements (c) — 0.1% |
|||||||||||
Repurchase
Agreements with various counterparties, rates 3.40% - 3.80%, dated 11/30/2022, due 12/1/2022, total to be received $151,320 (Cost $151,305) |
$ |
151,305 |
151,305 |
||||||||
Total Investments —
101.6% (Cost $119,626,248) |
120,549,595 |
||||||||||
Liabilities in excess of other assets — (1.6%) |
(1,932,083 |
) |
|||||||||
Net Assets — 100.0% |
$ |
118,617,512 |
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $4,624,511, collateralized in the form of cash with a value of $2,058,787 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments and $2,522,232 of collateral in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 6.13%, and maturity dates ranging from December 13, 2022 - May 15, 2052. The total value of collateral is $4,581,019.
(b) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $2,058,787.
(c) The Fund invests in Repurchase Agreements jointly with other funds in the Trust. See "Repurchase Agreements" in the Notes to Financial Statements to view the details of each individual agreement and counterparty as well as a description of the securities subject to repurchase.
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: S&P TECHNOLOGY DIVIDEND ARISTOCRATS ETF TDV :: 93
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
7,519,162 |
|||||
Aggregate gross unrealized depreciation |
(6,703,600 |
) |
|||||
Net unrealized appreciation |
$ |
815,562 |
|||||
Federal income tax cost |
$ |
119,734,033 |
See accompanying notes to the financial statements.
94 :: TDV S&P TECHNOLOGY DIVIDEND ARISTOCRATS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Investments |
Principal
Amount |
Value |
|||||||||
Short-Term Investments — 33.0% |
|||||||||||
U.S. Treasury Obligations — 33.0% |
|||||||||||
U.S. Treasury
Bills 4.15%, 2/16/2023 (a) (Cost $39,648,153) |
$ |
40,000,000 |
$ |
39,647,411 |
|||||||
Total Investments —
33.0% (Cost $39,648,153) |
39,647,411 |
||||||||||
Other assets less liabilities — 67.0% |
80,531,256 |
||||||||||
Net Assets — 100.0% |
$ |
120,178,667 |
(a) The rate shown was the current yield as of November 30, 2022.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
— |
|||||
Aggregate gross unrealized depreciation |
(8,860,105 |
) |
|||||
Net unrealized depreciation |
$ |
(8,860,105 |
) |
||||
Federal income tax cost |
$ |
39,648,153 |
Futures Contracts Sold
Short Bitcoin Strategy ETF had the following open short futures contracts as of November 30, 2022:
Number
of Contracts |
Expiration Date |
Trading
Currency |
Notional Amount |
Value
and Unrealized Depreciation |
|||||||||||||||||||
CME Bitcoin Futures |
1,406 |
12/30/2022 |
USD |
$ |
120,072,400 |
$ |
(8,859,363 |
) |
Abbreviations
USD U.S. Dollar
See accompanying notes to the financial statements.
PROSHARES TRUST Consolidated SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: SHORT BITCOIN STRATEGY ETF BITI :: 95
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.6% |
|||||||||||
Aerospace & Defense — 4.3% |
|||||||||||
Hexcel Corp. |
1,104 |
$ |
66,185 |
||||||||
Building Products — 0.6% |
|||||||||||
View, Inc.* |
7,292 |
10,209 |
|||||||||
Chemicals — 63.5% |
|||||||||||
Akzo Nobel NV |
991 |
70,351 |
|||||||||
Arkema SA |
780 |
68,277 |
|||||||||
Axalta Coating Systems Ltd.* |
2,596 |
69,677 |
|||||||||
Cabot Corp. |
846 |
62,282 |
|||||||||
Chemours Co. (The) |
2,154 |
66,882 |
|||||||||
DuPont de Nemours, Inc. |
1,076 |
75,869 |
|||||||||
Hansol Chemical Co. Ltd. |
377 |
60,029 |
|||||||||
Huntsman Corp. |
2,290 |
63,616 |
|||||||||
Ingevity Corp.* |
933 |
73,026 |
|||||||||
Nanofilm
Technologies International Ltd. (a) |
22,068 |
21,569 |
|||||||||
Neo Performance Materials, Inc. |
1,353 |
10,109 |
|||||||||
OCI Co. Ltd. |
793 |
57,182 |
|||||||||
PPG Industries, Inc. |
539 |
72,884 |
|||||||||
RPM International, Inc. |
652 |
67,560 |
|||||||||
Sika AG (Registered) |
273 |
68,376 |
|||||||||
Solvay SA |
678 |
66,235 |
|||||||||
973,924 |
|||||||||||
Electrical Equipment — 4.5% |
|||||||||||
Nidec Corp. |
1,112 |
68,722 |
|||||||||
Electronic Equipment, Instruments & Components — 2.2% |
|||||||||||
Solus Advanced Materials Co. Ltd. |
1,168 |
34,406 |
|||||||||
Metals & Mining — 7.4% |
|||||||||||
Constellium SE* |
4,713 |
58,677 |
|||||||||
Materion Corp. |
678 |
54,620 |
|||||||||
113,297 |
|||||||||||
Semiconductors & Semiconductor Equipment — 17.1% |
|||||||||||
Applied Materials, Inc. |
691 |
75,733 |
|||||||||
Innox Advanced Materials Co. Ltd. |
669 |
14,685 |
|||||||||
Jusung Engineering Co. Ltd. |
1,605 |
15,273 |
|||||||||
LX Semicon Co. Ltd. |
541 |
35,975 |
|||||||||
Magnachip Semiconductor Corp.* |
1,494 |
15,119 |
|||||||||
Meta Materials, Inc.*(b) |
12,010 |
22,819 |
|||||||||
SkyWater Technology, Inc.* |
1,333 |
13,157 |
|||||||||
Universal Display Corp. |
622 |
70,050 |
|||||||||
262,811 |
|||||||||||
Total Common
Stocks (Cost $1,910,255) |
1,529,554 |
Investments |
Shares |
Value |
|||||||||
Securities Lending Reinvestments (c) — 1.8% |
|||||||||||
Investment Companies — 1.8% |
|||||||||||
BlackRock Liquidity
FedFund, Institutional Class 3.55% (Cost $27,020) |
27,020 |
$ |
27,020 |
||||||||
Total Investments —
101.4% (Cost $1,937,275) |
1,556,574 |
||||||||||
Liabilities in excess of other assets — (1.4%) |
(22,116 |
) |
|||||||||
Net Assets — 100.0% |
$ |
1,534,458 |
* Non-income producing security.
(a) Security exempt from registration pursuant to Regulation S under the Securities Act of 1933. Regulation S applies to securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.
(b) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $22,817, collateralized in the form of cash with a value of $27,020 that was reinvested in the securities shown in the Securities Lending Reinvestment section of the Schedule of Investments.
(c) The security was purchased with cash collateral held from securities on loan at November 30, 2022. The total value of securities purchased was $27,020.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
25,198 |
|||||
Aggregate gross unrealized depreciation |
(410,720 |
) |
|||||
Net unrealized depreciation |
$ |
(385,522 |
) |
||||
Federal income tax cost |
$ |
1,942,096 |
See accompanying notes to the financial statements.
96 :: TINT SMART MATERIALS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Smart Materials ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
57.3 |
% |
|||||
South Korea |
14.2 |
% |
|||||
France |
8.3 |
% |
|||||
Netherlands |
4.6 |
% |
|||||
Japan |
4.5 |
% |
|||||
Switzerland |
4.4 |
% |
|||||
Belgium |
4.3 |
% |
|||||
Singapore |
1.4 |
% |
|||||
Canada |
0.6 |
% |
|||||
Othera |
0.4 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: SMART MATERIALS ETF TINT :: 97
Investments |
Shares |
Value |
|||||||||
Common Stocks — 99.3% |
|||||||||||
Air Freight & Logistics — 37.1% |
|||||||||||
CH Robinson Worldwide, Inc. |
671 |
$ |
67,248 |
||||||||
Deutsche Post AG (Registered) |
2,231 |
87,825 |
|||||||||
DSV A/S |
562 |
87,990 |
|||||||||
Expeditors
International of Washington, Inc. |
822 |
95,401 |
|||||||||
FedEx Corp. |
413 |
75,257 |
|||||||||
GXO Logistics, Inc.* |
569 |
26,664 |
|||||||||
International
Distributions Services plc |
3,686 |
10,147 |
|||||||||
Nippon Express Holdings, Inc. |
437 |
25,602 |
|||||||||
SG Holdings Co. Ltd. |
1,452 |
22,397 |
|||||||||
United Parcel Service, Inc., Class B |
484 |
91,829 |
|||||||||
Yamato Holdings Co. Ltd. |
1,369 |
22,732 |
|||||||||
ZTO Express Cayman, Inc. |
2,419 |
59,988 |
|||||||||
673,080 |
|||||||||||
Commercial Services & Supplies — 3.4% |
|||||||||||
Brambles Ltd. |
7,635 |
62,757 |
|||||||||
IT Services — 4.4% |
|||||||||||
Amadeus IT Group SA* |
1,490 |
79,478 |
|||||||||
Marine — 15.8% |
|||||||||||
COSCO SHIPPING
Holdings Co. Ltd., Class H |
16,823 |
18,156 |
|||||||||
Evergreen Marine Corp. Taiwan Ltd. |
7,155 |
37,736 |
|||||||||
HMM Co. Ltd. |
1,865 |
31,535 |
|||||||||
Kawasaki Kisen Kaisha Ltd. (a) |
1,356 |
25,511 |
|||||||||
Kuehne + Nagel
International AG (Registered) |
270 |
65,228 |
|||||||||
Matson, Inc. |
212 |
13,517 |
|||||||||
Orient Overseas International Ltd. (a) |
529 |
9,901 |
|||||||||
Pacific Basin Shipping Ltd. |
27,764 |
9,242 |
|||||||||
SITC International Holdings Co. Ltd. |
6,714 |
14,647 |
|||||||||
Star Bulk Carriers Corp. |
500 |
9,625 |
|||||||||
Wan Hai Lines Ltd. |
8,386 |
20,649 |
|||||||||
Yang Ming Marine Transport Corp. |
11,807 |
25,253 |
|||||||||
ZIM Integrated Shipping Services Ltd. |
365 |
7,672 |
|||||||||
288,672 |
|||||||||||
Road & Rail — 36.5% |
|||||||||||
Aurizon Holdings Ltd. |
9,782 |
25,297 |
|||||||||
Canadian Pacific Railway Ltd. |
1,201 |
98,328 |
|||||||||
CSX Corp. |
2,798 |
91,467 |
|||||||||
Full Truck Alliance Co. Ltd., ADR* |
4,912 |
41,900 |
|||||||||
Knight-Swift
Transportation Holdings, Inc. |
821 |
45,508 |
|||||||||
Landstar System, Inc. |
197 |
34,077 |
|||||||||
Old Dominion Freight Line, Inc. |
333 |
100,769 |
|||||||||
Rumo SA |
6,482 |
24,308 |
Investments |
Shares |
Value |
|||||||||
Common Stocks (continued) |
|||||||||||
RXO, Inc.* |
573 |
$ |
10,887 |
||||||||
Saia, Inc.* |
141 |
34,346 |
|||||||||
TFI International, Inc. |
442 |
47,974 |
|||||||||
Union Pacific Corp. |
398 |
86,537 |
|||||||||
XPO Logistics, Inc.* |
573 |
22,129 |
|||||||||
663,527 |
|||||||||||
Transportation Infrastructure — 2.1% |
|||||||||||
Getlink SE |
2,256 |
37,174 |
|||||||||
Total Common
Stocks (Cost $1,972,885) |
1,804,688 |
||||||||||
Total Investments —
99.3% (Cost $1,972,885) |
1,804,688 |
||||||||||
Other assets less liabilities — 0.7% |
13,495 |
||||||||||
Net Assets — 100.0% |
$ |
1,818,183 |
* Non-income producing security.
(a) The security or a portion of this security is on loan at November 30, 2022. The total value of securities on loan at November 30, 2022 was $35,413, collateralized in the form of U.S. Government Treasury Securities, interest rates ranging from 0.00% - 6.63%, and maturity dates ranging from February 28, 2023 - May 15, 2052. The total value of collateral is $37,589.
As of November 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investment securities and derivative instruments, if applicable, for federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ |
73,668 |
|||||
Aggregate gross unrealized depreciation |
(244,198 |
) |
|||||
Net unrealized depreciation |
$ |
(170,530 |
) |
||||
Federal income tax cost |
$ |
1,975,218 |
See accompanying notes to the financial statements.
98 :: SUPL SUPPLY CHAIN LOGISTICS ETF :: NOVEMBER 30, 2022 (UNAUDITED) :: SCHEDULE OF PORTFOLIO INVESTMENTS PROSHARES TRUST
Supply Chain Logistics ETF invested, as a percentage of net assets, in the following countries as of November 30, 2022:
United States |
46.6 |
% |
|||||
Canada |
8.1 |
% |
|||||
Japan |
5.3 |
% |
|||||
China |
5.1 |
% |
|||||
Australia |
4.8 |
% |
|||||
Denmark |
4.8 |
% |
|||||
Germany |
4.8 |
% |
|||||
Taiwan |
4.6 |
% |
|||||
Spain |
4.4 |
% |
|||||
Switzerland |
3.6 |
% |
|||||
France |
2.1 |
% |
|||||
South Korea |
1.7 |
% |
|||||
Brazil |
1.3 |
% |
|||||
Hong Kong |
1.1 |
% |
|||||
United Kingdom |
0.6 |
% |
|||||
Israel |
0.4 |
% |
|||||
Othera |
0.7 |
% |
|||||
100.0 |
% |
a Includes any non-equity securities and net other assets (liabilities).
See accompanying notes to the financial statements.
PROSHARES TRUST SCHEDULE OF PORTFOLIO INVESTMENTS :: NOVEMBER 30, 2022 (UNAUDITED) :: SUPPLY CHAIN LOGISTICS ETF SUPL :: 99
STATEMENTS OF ASSETS AND LIABILITIES
100 :: NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF ASSETS AND LIABILITIES PROSHARES TRUST
Big Data
Refiners ETF |
Bitcoin Strategy
ETF(c) |
Decline of the
Retail Store ETF |
DJ Brookfield
Global Infrastructure ETF |
Equities for
Rising Rates ETF |
Global Listed
Private Equity ETF |
||||||||||||||||||||||
ASSETS: |
|||||||||||||||||||||||||||
Securities and
Repurchase Agreements, at cost |
$ |
2,706,016 |
$ |
272,581,050 |
$ |
11,871,003 |
$ |
184,084,317 |
$ |
77,160,196 |
$ |
14,435,063 |
|||||||||||||||
Securities, at value(a) |
1,692,448 |
272,575,952 |
— |
188,583,383 |
76,596,481 |
11,791,505 |
|||||||||||||||||||||
Repurchase Agreements, at value |
— |
— |
11,871,003 |
735,570 |
47,383 |
95,718 |
|||||||||||||||||||||
Cash |
3,624 |
109,484,059 |
628,283 |
38,552 |
2,508 |
5,055 |
|||||||||||||||||||||
Foreign cash(b) |
326 |
— |
— |
73,741 |
— |
769 |
|||||||||||||||||||||
Segregated cash
balances with brokers for futures contracts |
— |
174,666,530 |
— |
— |
— |
— |
|||||||||||||||||||||
Segregated cash
balances with custodian for swap agreements |
— |
— |
5,176,000 |
— |
— |
— |
|||||||||||||||||||||
Segregated cash
balances with Authorized Participant for deposit securities |
— |
— |
— |
1,576,552 |
— |
— |
|||||||||||||||||||||
Dividends and interest receivable |
121 |
— |
1,224 |
496,006 |
164,273 |
4,895 |
|||||||||||||||||||||
Receivable for
security lending income |
810 |
— |
— |
5,050 |
— |
— |
|||||||||||||||||||||
Receivable for investments sold |
— |
28,678,942 |
— |
934,235 |
— |
— |
|||||||||||||||||||||
Due from broker |
— |
515,585 |
— |
— |
— |
— |
|||||||||||||||||||||
Receivable for capital shares issued |
— |
234 |
— |
— |
544,643 |
— |
|||||||||||||||||||||
Receivable from Advisor |
— |
— |
— |
— |
— |
4,968 |
|||||||||||||||||||||
Reclaims receivable |
— |
— |
— |
27,501 |
— |
36,163 |
|||||||||||||||||||||
Receivable for
variation margin on futures contracts |
— |
20,031,228 |
— |
— |
— |
— |
|||||||||||||||||||||
Prepaid expenses |
— |
— |
— |
— |
— |
52 |
|||||||||||||||||||||
Total Assets |
1,697,329 |
605,952,530 |
17,676,510 |
192,470,590 |
77,355,288 |
11,939,125 |
|||||||||||||||||||||
LIABILITIES: |
|||||||||||||||||||||||||||
Collateral upon
return of deposit securities |
— |
— |
— |
1,576,552 |
— |
— |
|||||||||||||||||||||
Payable for investments purchased |
— |
— |
— |
— |
539,166 |
— |
|||||||||||||||||||||
Payable for capital shares redeemed |
— |
31,135,717 |
— |
— |
— |
— |
|||||||||||||||||||||
Payable for cash
collateral received from securities loaned |
36,779 |
— |
— |
461,500 |
— |
— |
|||||||||||||||||||||
Advisory fees payable |
772 |
351,415 |
11,078 |
63,924 |
20,756 |
— |
|||||||||||||||||||||
Custodian fees payable |
— |
— |
— |
— |
— |
755 |
|||||||||||||||||||||
Administration fees payable |
— |
— |
— |
— |
— |
18,904 |
|||||||||||||||||||||
Trustee fees payable |
15 |
5,003 |
148 |
1,007 |
465 |
100 |
|||||||||||||||||||||
Compliance services fees payable |
8 |
2,821 |
59 |
589 |
241 |
69 |
|||||||||||||||||||||
Listing, Data and related fees payable |
— |
— |
— |
— |
— |
14,794 |
|||||||||||||||||||||
Professional fees payable |
— |
— |
— |
— |
— |
14,322 |
|||||||||||||||||||||
Unrealized
depreciation on non-exchange traded swap agreements |
— |
— |
2,338,951 |
— |
— |
— |
|||||||||||||||||||||
Due to Authorized Participant |
— |
— |
— |
934,235 |
— |
— |
|||||||||||||||||||||
Other liabilities |
— |
2 |
— |
— |
— |
1,873 |
|||||||||||||||||||||
Total Liabilities |
37,574 |
31,494,958 |
2,350,236 |
3,037,807 |
560,628 |
50,817 |
|||||||||||||||||||||
NET ASSETS |
$ |
1,659,755 |
$ |
574,457,572 |
$ |
15,326,274 |
$ |
189,432,783 |
$ |
76,794,660 |
$ |
11,888,308 |
|||||||||||||||
NET ASSETS CONSIST OF: |
|||||||||||||||||||||||||||
Paid in Capital |
$ |
3,255,113 |
$ |
1,887,769,225 |
$ |
47,865,782 |
$ |
188,218,313 |
$ |
80,204,597 |
$ |
19,740,042 |
|||||||||||||||
Distributable earnings (loss) |
(1,595,358 |
) |
(1,313,311,653 |
) |
(32,539,508 |
) |
1,214,470 |
(3,409,937 |
) |
(7,851,734 |
) |
||||||||||||||||
NET ASSETS |
$ |
1,659,755 |
$ |
574,457,572 |
$ |
15,326,274 |
$ |
189,432,783 |
$ |
76,794,660 |
$ |
11,888,308 |
|||||||||||||||
Shares (unlimited
number of shares authorized, no par value) |
75,001 |
53,780,001 |
1,100,001 |
4,080,001 |
1,410,001 |
430,001 |
|||||||||||||||||||||
Net Asset Value |
$ |
22.13 |
$ |
10.68 |
$ |
13.93 |
$ |
46.43 |
$ |
54.46 |
$ |
27.65 |
|||||||||||||||
(a) Includes securities on loan valued at: |
$ |
39,239 |
$ |
— |
$ |
— |
$ |
442,630 |
$ |
— |
$ |
— |
|||||||||||||||
(b) Cost of foreign cash: |
$ |
328 |
$ |
— |
$ |
— |
$ |
73,387 |
$ |
— |
$ |
732 |
(c) Consolidated Statement of Assets and Liabilities.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF ASSETS AND LIABILITIES :: NOVEMBER 30, 2022 (UNAUDITED) :: 101
Hedge
Replication ETF |
High
Yield- Interest Rate Hedged |
Inflation Expectations ETF |
Investment Grade-Interest Rate Hedged |
K-1 Free Crude
Oil Strategy ETF(b) |
Large Cap Core
Plus |
||||||||||||||||||||||
ASSETS: |
|||||||||||||||||||||||||||
Securities and
Repurchase Agreements, at cost |
$ |
41,400,711 |
$ |
139,502,994 |
$ |
68,970,578 |
$ |
400,149,458 |
$ |
— |
$ |
376,721,012 |
|||||||||||||||
Securities, at value(a) |
34,736,273 |
120,069,991 |
— |
385,033,679 |
— |
431,298,826 |
|||||||||||||||||||||
Repurchase Agreements, at value |
6,781,524 |
2,256,953 |
68,970,578 |
4,567,515 |
— |
6,226,462 |
|||||||||||||||||||||
Cash |
358,033 |
102,858 |
3,650,232 |
259,858 |
84,504,724 |
321,661 |
|||||||||||||||||||||
Segregated cash
balances with brokers for futures contracts |
8,745 |
1,951,308 |
— |
12,913,910 |
9,914,050 |
— |
|||||||||||||||||||||
Segregated cash
balances with custodian for swap agreements |
2,381,000 |
— |
5,316,600 |
— |
— |
9,070,214 |
|||||||||||||||||||||
Dividends and interest receivable |
8,842 |
1,887,390 |
7,113 |
4,340,351 |
— |
797,729 |
|||||||||||||||||||||
Receivable for
security lending income |
1 |
2,383 |
— |
168 |
— |
408 |
|||||||||||||||||||||
Receivable for investments sold |
5,705 |
4,350,064 |
— |
— |
— |
— |
|||||||||||||||||||||
Receivable for capital shares issued |
— |
— |
— |
— |
1,125,524 |
— |
|||||||||||||||||||||
Receivable from Advisor |
12,627 |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Receivable for
variation margin on futures contracts |
3,004 |
— |
— |
— |
2,833,158 |
— |
|||||||||||||||||||||
Unrealized
appreciation on non-exchange traded swap agreements |
544,841 |
— |
5,319,355 |
— |
— |
15,326,737 |
|||||||||||||||||||||
Prepaid expenses |
136 |
— |
120 |
— |
— |
— |
|||||||||||||||||||||
Total Assets |
44,840,731 |
130,620,947 |
83,263,998 |
407,115,481 |
98,377,456 |
463,042,037 |
|||||||||||||||||||||
LIABILITIES: |
|||||||||||||||||||||||||||
Payable for investments purchased |
— |
1,189,300 |
— |
— |
— |
— |
|||||||||||||||||||||
Payable for capital shares redeemed |
— |
2,966,230 |
— |
— |
— |
— |
|||||||||||||||||||||
Payable for cash
collateral received from securities loaned |
9 |
2,718,013 |
— |
970 |
— |
1,359,060 |
|||||||||||||||||||||
Advisory fees payable |
— |
51,749 |
13,052 |
99,738 |
49,263 |
160,425 |
|||||||||||||||||||||
Management Services fees payable |
— |
— |
6,568 |
— |
— |
— |
|||||||||||||||||||||
Custodian fees payable |
31,798 |
— |
619 |
— |
— |
— |
|||||||||||||||||||||
Administration fees payable |
19,798 |
— |
14,935 |
— |
— |
— |
|||||||||||||||||||||
Trustee fees payable |
306 |
928 |
496 |
3,786 |
661 |
3,165 |
|||||||||||||||||||||
Compliance services fees payable |
182 |
551 |
241 |
2,821 |
363 |
1,921 |
|||||||||||||||||||||
Listing, Data and related fees payable |
271,581 |
— |
13,712 |
— |
— |
— |
|||||||||||||||||||||
Professional fees payable |
38,648 |
— |
10,260 |
— |
— |
— |
|||||||||||||||||||||
Payable for
variation margin on futures contracts |
— |
482,046 |
— |
1,153,004 |
— |
— |
|||||||||||||||||||||
Unrealized
depreciation on non-exchange traded swap agreements |
1,310,790 |
— |
3,991,141 |
— |
— |
6,606,946 |
|||||||||||||||||||||
Other liabilities |
3,166 |
54,858 |
3,725 |
— |
— |
— |
|||||||||||||||||||||
Total Liabilities |
1,676,278 |
7,463,675 |
4,054,749 |
1,260,319 |
50,287 |
8,131,517 |
|||||||||||||||||||||
NET ASSETS |
$ |
43,164,453 |
$ |
123,157,272 |
$ |
79,209,249 |
$ |
405,855,162 |
$ |
98,327,169 |
$ |
454,910,520 |
|||||||||||||||
NET ASSETS CONSIST OF: |
|||||||||||||||||||||||||||
Paid in Capital |
$ |
43,914,546 |
$ |
175,472,923 |
$ |
83,261,886 |
$ |
510,830,815 |
$ |
34,649,407 |
$ |
365,825,323 |
|||||||||||||||
Distributable earnings (loss) |
(750,093 |
) |
(52,315,651 |
) |
(4,052,637 |
) |
(104,975,653 |
) |
63,677,762 |
89,085,197 |
|||||||||||||||||
NET ASSETS |
$ |
43,164,453 |
$ |
123,157,272 |
$ |
79,209,249 |
$ |
405,855,162 |
$ |
98,327,169 |
$ |
454,910,520 |
|||||||||||||||
Shares (unlimited
number of shares authorized, no par value) |
905,000 |
2,075,001 |
2,370,001 |
5,725,001 |
2,184,034 |
9,380,000 |
|||||||||||||||||||||
Net Asset Value |
$ |
47.70 |
$ |
59.35 |
$ |
33.42 |
$ |
70.89 |
$ |
45.02 |
$ |
48.50 |
|||||||||||||||
(a) Includes securities on loan valued at: |
$ |
4,627 |
$ |
4,235,330 |
$ |
— |
$ |
950 |
$ |
— |
$ |
3,373,131 |
(b) Consolidated Statement of Assets and Liabilities.
See accompanying notes to the financial statements.
102 :: NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF ASSETS AND LIABILITIES PROSHARES TRUST
Long
Online/ Short Stores ETF |
Merger ETF |
Metaverse ETF |
MSCI EAFE
Dividend Growers ETF |
MSCI Emerging
Markets Dividend Growers ETF |
MSCI Europe
Dividend Growers ETF |
||||||||||||||||||||||
ASSETS: |
|||||||||||||||||||||||||||
Securities and
Repurchase Agreements, at cost |
$ |
21,432,037 |
$ |
16,685,084 |
$ |
7,943,594 |
$ |
93,145,661 |
$ |
17,876,941 |
$ |
9,930,986 |
|||||||||||||||
Securities, at value(a) |
13,011,765 |
13,557,251 |
6,423,008 |
88,202,281 |
16,888,815 |
8,620,073 |
|||||||||||||||||||||
Repurchase Agreements, at value |
87,585 |
3,096,898 |
— |
269,804 |
— |
33,131 |
|||||||||||||||||||||
Cash |
4,654 |
162,738 |
2,871 |
24,449 |
— |
1,753 |
|||||||||||||||||||||
Foreign cash(b) |
— |
5,594 |
— |
89,261 |
2,207,730 |
6,692 |
|||||||||||||||||||||
Segregated cash
balances with custodian for swap agreements |
3,284,780 |
401,000 |
— |
— |
— |
— |
|||||||||||||||||||||
Segregated cash
balances with Authorized Participant for deposit securities |
— |
— |
— |
1,642,093 |
— |
1,401,651 |
|||||||||||||||||||||
Dividends and interest receivable |
6,524 |
173,751 |
2,833 |
214,296 |
17,506 |
7,193 |
|||||||||||||||||||||
Receivable for
security lending income |
166 |
— |
573 |
607 |
61 |
— |
|||||||||||||||||||||
Receivable for investments sold |
1,104,022 |
— |
— |
13,024,353 |
6,293,045 |
1,746,678 |
|||||||||||||||||||||
Receivable from Advisor |
— |
48 |
— |
— |
— |
— |
|||||||||||||||||||||
Reclaims receivable |
— |
284 |
— |
495,692 |
— |
50,774 |
|||||||||||||||||||||
Unrealized
appreciation on non-exchange traded swap agreements |
1,359,422 |
4,648,840 |
— |
— |
— |
— |
|||||||||||||||||||||
Unrealized
appreciation on forward foreign currency contracts |
— |
3,931 |
— |
— |
— |
— |
|||||||||||||||||||||
Prepaid expenses |
— |
201 |
— |
— |
— |
— |
|||||||||||||||||||||
Total Assets |
18,858,918 |
22,050,536 |
6,429,285 |
103,962,836 |
25,407,157 |
11,867,945 |
|||||||||||||||||||||
LIABILITIES: |
|||||||||||||||||||||||||||
Cash overdraft |
— |
— |
— |
— |
2,099,549 |
— |
|||||||||||||||||||||
Collateral upon
return of deposit securities |
— |
— |
— |
1,642,093 |
— |
1,401,651 |
|||||||||||||||||||||
Payable for investments purchased |
698,199 |
— |
— |
11,717,322 |
6,290,979 |
545,591 |
|||||||||||||||||||||
Payable for capital shares redeemed |
— |
— |
— |
1,427,907 |
— |
1,218,827 |
|||||||||||||||||||||
Payable for cash
collateral received from securities loaned |
543,338 |
— |
431,948 |
1,180,520 |
— |
— |
|||||||||||||||||||||
Advisory fees payable |
7,080 |
— |
2,714 |
35,817 |
7,846 |
4,386 |
|||||||||||||||||||||
Custodian fees payable |
— |
1,099 |
— |
— |
— |
— |
|||||||||||||||||||||
Administration fees payable |
— |
19,186 |
— |
— |
— |
— |
|||||||||||||||||||||
Trustee fees payable |
140 |
228 |
52 |
660 |
118 |
69 |
|||||||||||||||||||||
Compliance services fees payable |
145 |
194 |
17 |
452 |
73 |
47 |
|||||||||||||||||||||
Listing, Data and related fees payable |
— |
10,612 |
— |
— |
— |
— |
|||||||||||||||||||||
Professional fees payable |
— |
10,289 |
— |
— |
— |
— |
|||||||||||||||||||||
Unrealized
depreciation on non-exchange traded swap agreements |
3,565,214 |
1,246,930 |
— |
— |
— |
— |
|||||||||||||||||||||
Unrealized
depreciation on forward foreign currency contracts |
— |
90,351 |
— |
— |
— |
— |
|||||||||||||||||||||
Due to counterparty |
— |
52,545 |
— |
— |
6,787 |
— |
|||||||||||||||||||||
Other liabilities |
— |
7,902 |
— |
— |
68,751 |
(c) |
— |
||||||||||||||||||||
Total Liabilities |
4,814,116 |
1,439,336 |
434,731 |
16,004,771 |
8,474,103 |
3,170,571 |
|||||||||||||||||||||
NET ASSETS |
$ |
14,044,802 |
$ |
20,611,200 |
$ |
5,994,554 |
$ |
87,958,065 |
$ |
16,933,054 |
$ |
8,697,374 |
|||||||||||||||
NET ASSETS CONSIST OF: |
|||||||||||||||||||||||||||
Paid in Capital |
$ |
85,765,406 |
$ |
21,949,127 |
$ |
7,923,242 |
$ |
98,289,011 |
$ |
22,406,815 |
$ |
10,932,711 |
|||||||||||||||
Distributable earnings (loss) |
(71,720,604 |
) |
(1,337,927 |
) |
(1,928,688 |
) |
(10,330,946 |
) |
(5,473,761 |
) |
(2,235,337 |
) |
|||||||||||||||
NET ASSETS |
$ |
14,044,802 |
$ |
20,611,200 |
$ |
5,994,554 |
$ |
87,958,065 |
$ |
16,933,054 |
$ |
8,697,374 |
|||||||||||||||
Shares (unlimited
number of shares authorized, no par value) |
435,001 |
525,001 |
190,001 |
2,480,001 |
365,001 |
215,001 |
|||||||||||||||||||||
Net Asset Value |
$ |
32.29 |
$ |
39.26 |
$ |
31.55 |
$ |
35.47 |
$ |
46.39 |
$ |
40.45 |
|||||||||||||||
(a) Includes securities on loan valued at: |
$ |
645,850 |
$ |
— |
$ |
437,111 |
$ |
2,072,979 |
$ |
— |
$ |
— |
|||||||||||||||
(b) Cost of foreign cash: |
$ |
— |
$ |
5,429 |
$ |
— |
$ |
88,299 |
$ |
2,207,663 |
$ |
6,645 |
(c) Relates to payable for deferred India capital gains tax of $68,751.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF ASSETS AND LIABILITIES :: NOVEMBER 30, 2022 (UNAUDITED) :: 103
MSCI
Transformational Changes ETF |
Nanotechnology ETF |
Nasdaq-100 Dorsey Wright Momentum ETF |
On-Demand
ETF |
Online Retail
ETF |
Pet Care ETF |
||||||||||||||||||||||
ASSETS: |
|||||||||||||||||||||||||||
Securities and
Repurchase Agreements, at cost |
$ |
21,659,485 |
$ |
3,028,763 |
$ |
9,704,799 |
$ |
1,890,110 |
$ |
245,372,346 |
$ |
181,886,446 |
|||||||||||||||
Securities, at value(a) |
17,279,410 |
2,415,429 |
10,767,764 |
996,432 |
128,376,215 |
115,254,527 |
|||||||||||||||||||||
Repurchase Agreements, at value |
16,775 |
— |
12,425 |
— |
147,997 |
307,782 |
|||||||||||||||||||||
Cash |
— |
4,948 |
658 |
2,892 |
7,833 |
61,152 |
|||||||||||||||||||||
Foreign cash(b) |
24,221 |
198 |
— |
180 |
— |
2,241 |
|||||||||||||||||||||
Dividends and interest receivable |
16,025 |
2,728 |
4,510 |
248 |
63,677 |
57,779 |
|||||||||||||||||||||
Receivable for
security lending income |
— |
149 |
— |
70 |
2,535 |
49 |
|||||||||||||||||||||
Receivable for investments sold |
2,502,947 |
— |
— |
— |
8,655,468 |
— |
|||||||||||||||||||||
Reclaims receivable |
15,322 |
— |
— |
— |
— |
139,548 |
|||||||||||||||||||||
Total Assets |
19,854,700 |
2,423,452 |
10,785,357 |
999,822 |
137,253,725 |
115,823,078 |
|||||||||||||||||||||
LIABILITIES: |
|||||||||||||||||||||||||||
Cash overdraft |
10,901 |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Due to custodian |
23,674 |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Payable for investments purchased |
2,290,467 |
— |
— |
— |
8,739,936 |
— |
|||||||||||||||||||||
Payable for cash
collateral received from securities loaned |
— |
91,944 |
— |
635 |
2,494,085 |
— |
|||||||||||||||||||||
Advisory fees payable |
7,906 |
1,060 |
5,298 |
454 |
55,782 |
48,052 |
|||||||||||||||||||||
Trustee fees payable |
182 |
17 |
114 |
8 |
1,829 |
1,056 |
|||||||||||||||||||||
Compliance services fees payable |
136 |
9 |
76 |
5 |
1,867 |
850 |
|||||||||||||||||||||
Due to Authorized Participant |
111,605 |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Other liabilities |
1,197 |
(c) |
— |
— |
385 |
(d) |
— |
— |
|||||||||||||||||||
Total Liabilities |
2,446,068 |
93,030 |
5,488 |
1,487 |
11,293,499 |
49,958 |
|||||||||||||||||||||
NET ASSETS |
$ |
17,408,632 |
$ |
2,330,422 |
$ |
10,779,869 |
$ |
998,335 |
$ |
125,960,226 |
$ |
115,773,120 |
|||||||||||||||
NET ASSETS CONSIST OF: |
|||||||||||||||||||||||||||
Paid in Capital |
$ |
26,478,481 |
$ |
3,014,013 |
$ |
17,248,168 |
$ |
2,871,554 |
$ |
633,971,548 |
$ |
224,940,498 |
|||||||||||||||
Distributable earnings (loss) |
(9,069,849 |
) |
(683,591 |
) |
(6,468,299 |
) |
(1,873,219 |
) |
(508,011,322 |
) |
(109,167,378 |
) |
|||||||||||||||
NET ASSETS |
$ |
17,408,632 |
$ |
2,330,422 |
$ |
10,779,869 |
$ |
998,335 |
$ |
125,960,226 |
$ |
115,773,120 |
|||||||||||||||
Shares (unlimited
number of shares authorized, no par value) |
525,001 |
75,001 |
320,001 |
50,001 |
3,930,001 |
2,300,001 |
|||||||||||||||||||||
Net Asset Value |
$ |
33.16 |
$ |
31.07 |
$ |
33.69 |
$ |
19.97 |
$ |
32.05 |
$ |
50.34 |
|||||||||||||||
(a) Includes securities on loan valued at: |
$ |
— |
$ |
84,114 |
$ |
— |
$ |
16,478 |
$ |
4,902,362 |
$ |
— |
|||||||||||||||
(b) Cost of foreign cash: |
$ |
24,094 |
$ |
187 |
$ |
— |
$ |
180 |
$ |
— |
$ |
2,171 |
(c) Relates to payable for deferred India capital gains tax of $1,197.
(d) Relates to payable for deferred India capital gains tax of $385.
See accompanying notes to the financial statements.
104 :: NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF ASSETS AND LIABILITIES PROSHARES TRUST
Russell 2000
Dividend Growers ETF |
Russell U.S.
Dividend Growers ETF |
S&P 500®
Bond ETF |
S&P 500®
Dividend Aristocrats ETF |
S&P 500®
Ex-Energy ETF |
S&P 500®
Ex-Financials ETF |
||||||||||||||||||||||
ASSETS: |
|||||||||||||||||||||||||||
Securities and
Repurchase Agreements, at cost |
$ |
788,979,615 |
$ |
11,260,163 |
$ |
14,988,342 |
$ |
10,447,622,968 |
$ |
29,634,566 |
$ |
10,728,346 |
|||||||||||||||
Securities, at value(a) |
877,065,140 |
11,860,309 |
12,841,893 |
11,422,449,481 |
28,884,329 |
10,719,068 |
|||||||||||||||||||||
Repurchase Agreements, at value |
941,365 |
12,658 |
244,281 |
3,165,175 |
25,443 |
10,809 |
|||||||||||||||||||||
Cash |
67,108 |
670 |
12,538 |
165,458 |
1,613 |
133 |
|||||||||||||||||||||
Dividends and interest receivable |
1,492,095 |
41,932 |
123,254 |
28,612,720 |
42,029 |
18,625 |
|||||||||||||||||||||
Receivable for
security lending income |
2,157 |
9 |
5 |
29 |
— |
1 |
|||||||||||||||||||||
Receivable for investments sold |
— |
1,958,714 |
— |
— |
— |
— |
|||||||||||||||||||||
Receivable for capital shares issued |
3,893,464 |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Total Assets |
883,461,329 |
13,874,292 |
13,221,971 |
11,454,392,863 |
28,953,414 |
10,748,636 |
|||||||||||||||||||||
LIABILITIES: |
|||||||||||||||||||||||||||
Payable for investments purchased |
3,855,654 |
10,017 |
183,726 |
— |
— |
— |
|||||||||||||||||||||
Payable for capital shares redeemed |
— |
1,980,032 |
— |
— |
— |
— |
|||||||||||||||||||||
Payable for cash
collateral received from securities loaned |
3,428,000 |
— |
39,713 |
— |
9,052 |
— |
|||||||||||||||||||||
Advisory fees payable |
276,702 |
3,819 |
1,568 |
3,143,307 |
2,064 |
765 |
|||||||||||||||||||||
Trustee fees payable |
5,638 |
98 |
107 |
71,580 |
185 |
69 |
|||||||||||||||||||||
Compliance services fees payable |
3,409 |
68 |
91 |
40,412 |
108 |
38 |
|||||||||||||||||||||
Total Liabilities |
7,569,403 |
1,994,034 |
225,205 |
3,255,299 |
11,409 |
872 |
|||||||||||||||||||||
NET ASSETS |
$ |
875,891,926 |
$ |
11,880,258 |
$ |
12,996,766 |
$ |
11,451,137,564 |
$ |
28,942,005 |
$ |
10,747,764 |
|||||||||||||||
NET ASSETS CONSIST OF: |
|||||||||||||||||||||||||||
Paid in Capital |
$ |
843,932,564 |
$ |
9,551,949 |
$ |
17,458,260 |
$ |
10,155,626,182 |
$ |
29,703,617 |
$ |
6,304,208 |
|||||||||||||||
Distributable earnings (loss) |
31,959,362 |
2,328,309 |
(4,461,494 |
) |
1,295,511,382 |
(761,612 |
) |
4,443,556 |
|||||||||||||||||||
NET ASSETS |
$ |
875,891,926 |
$ |
11,880,258 |
$ |
12,996,766 |
$ |
11,451,137,564 |
$ |
28,942,005 |
$ |
10,747,764 |
|||||||||||||||
Shares (unlimited
number of shares authorized, no par value) |
13,370,001 |
240,001 |
175,001 |
121,150,001 |
335,001 |
125,001 |
|||||||||||||||||||||
Net Asset Value |
$ |
65.51 |
$ |
49.50 |
$ |
74.27 |
$ |
94.52 |
$ |
86.39 |
$ |
85.98 |
|||||||||||||||
(a) Includes securities on loan valued at: |
$ |
9,610,994 |
$ |
— |
$ |
38,982 |
$ |
16,488 |
$ |
8,976 |
$ |
6,216 |
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF ASSETS AND LIABILITIES :: NOVEMBER 30, 2022 (UNAUDITED) :: 105
S&P 500®
Ex-Health Care ETF |
S&P 500®
Ex-Technology ETF |
S&P Global
Core Battery Metals ETF |
S&P Kensho
Cleantech ETF |
S&P Kensho
Smart Factories ETF |
S&P MidCap 400® Dividend Aristocrats ETF |
||||||||||||||||||||||
ASSETS: |
|||||||||||||||||||||||||||
Securities and
Repurchase Agreements, at cost |
$ |
5,495,260 |
$ |
11,041,356 |
$ |
3,988,953 |
$ |
6,435,725 |
$ |
872,397 |
$ |
1,362,291,713 |
|||||||||||||||
Securities, at value(a) |
5,438,906 |
10,697,225 |
4,096,528 |
6,254,619 |
812,820 |
1,564,512,178 |
|||||||||||||||||||||
Repurchase Agreements, at value |
3,877 |
13,623 |
— |
— |
— |
886,699 |
|||||||||||||||||||||
Cash |
265 |
857 |
40 |
9,160 |
2,493 |
46,551 |
|||||||||||||||||||||
Segregated cash
balances with Authorized Participant for deposit securities |
— |
— |
2,678 |
— |
— |
— |
|||||||||||||||||||||
Dividends and interest receivable |
9,240 |
19,486 |
— |
2,930 |
767 |
4,440,471 |
|||||||||||||||||||||
Receivable for
security lending income |
— |
1 |
— |
— |
— |
166 |
|||||||||||||||||||||
Receivable for investments sold |
— |
— |
65,929 |
868,613 |
— |
34,123,079 |
|||||||||||||||||||||
Receivable for capital shares issued |
— |
— |
4,003,200 |
— |
— |
6,673,407 |
|||||||||||||||||||||
Total Assets |
5,452,288 |
10,731,192 |
8,168,375 |
7,135,322 |
816,080 |
1,610,682,551 |
|||||||||||||||||||||
LIABILITIES: |
|||||||||||||||||||||||||||
Foreign cash overdraft(b) |
— |
— |
133,309 |
— |
— |
— |
|||||||||||||||||||||
Payable for investments purchased |
— |
— |
3,928,030 |
889,940 |
— |
41,944,482 |
|||||||||||||||||||||
Payable for cash
collateral received from securities loaned |
— |
4,313 |
— |
— |
— |
— |
|||||||||||||||||||||
Advisory fees payable |
387 |
770 |
64 |
2,819 |
375 |
485,223 |
|||||||||||||||||||||
Trustee fees payable |
37 |
65 |
— |
33 |
9 |
8,549 |
|||||||||||||||||||||
Compliance services fees payable |
19 |
37 |
— |
16 |
7 |
4,659 |
|||||||||||||||||||||
Total Liabilities |
443 |
5,185 |
4,061,403 |
892,808 |
391 |
42,442,913 |
|||||||||||||||||||||
NET ASSETS |
$ |
5,451,845 |
$ |
10,726,007 |
$ |
4,106,972 |
$ |
6,242,514 |
$ |
815,689 |
$ |
1,568,239,638 |
|||||||||||||||
NET ASSETS CONSIST OF: |
|||||||||||||||||||||||||||
Paid in Capital |
$ |
5,424,676 |
$ |
11,108,808 |
$ |
4,005,917 |
$ |
6,755,973 |
$ |
1,578,853 |
$ |
1,307,257,410 |
|||||||||||||||
Distributable earnings (loss) |
27,169 |
(382,801 |
) |
101,055 |
(513,459 |
) |
(763,164 |
) |
260,982,228 |
||||||||||||||||||
NET ASSETS |
$ |
5,451,845 |
$ |
10,726,007 |
$ |
4,106,972 |
$ |
6,242,514 |
$ |
815,689 |
$ |
1,568,239,638 |
|||||||||||||||
Shares (unlimited
number of shares authorized, no par value) |
65,001 |
150,001 |
100,001 |
175,001 |
25,001 |
20,870,001 |
|||||||||||||||||||||
Net Asset Value |
$ |
83.87 |
$ |
71.51 |
$ |
41.07 |
$ |
35.67 |
$ |
32.63 |
$ |
75.14 |
|||||||||||||||
(a) Includes securities on loan valued at: |
$ |
2,847 |
$ |
11,701 |
$ |
— |
$ |
— |
$ |
— |
$ |
1,383,184 |
|||||||||||||||
(b) Cost of foreign cash: |
$ |
— |
$ |
— |
$ |
(133,309 |
) |
$ |
— |
$ |
— |
$ |
— |
See accompanying notes to the financial statements.
106 :: NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF ASSETS AND LIABILITIES PROSHARES TRUST
S&P
Technology Dividend Aristocrats ETF |
Short Bitcoin
Strategy ETF(c) |
Smart Materials ETF |
Supply Chain
Logistics ETF |
||||||||||||||||
ASSETS: |
|||||||||||||||||||
Securities and Repurchase Agreements, at cost |
$ |
119,626,248 |
$ |
39,648,153 |
$ |
1,937,275 |
$ |
1,972,885 |
|||||||||||
Securities, at value(a) |
120,398,290 |
39,647,411 |
1,556,574 |
1,804,688 |
|||||||||||||||
Repurchase Agreements, at value |
151,305 |
— |
— |
— |
|||||||||||||||
Cash |
8,008 |
51,687,291 |
2,668 |
4,149 |
|||||||||||||||
Foreign cash(b) |
— |
— |
200 |
734 |
|||||||||||||||
Segregated cash balances with brokers for futures contracts |
— |
34,334,520 |
— |
— |
|||||||||||||||
Dividends and interest receivable |
241,576 |
— |
2,089 |
8,409 |
|||||||||||||||
Receivable for security lending income |
644 |
— |
133 |
7 |
|||||||||||||||
Receivable for investments sold |
8,260,812 |
— |
— |
— |
|||||||||||||||
Receivable for capital shares issued |
596,067 |
6,412,685 |
— |
— |
|||||||||||||||
Reclaims receivable |
— |
— |
541 |
1,029 |
|||||||||||||||
Total Assets |
129,656,702 |
132,081,907 |
1,562,205 |
1,819,016 |
|||||||||||||||
LIABILITIES: |
|||||||||||||||||||
Payable for investments purchased |
590,060 |
6,021,050 |
— |
— |
|||||||||||||||
Payable for capital shares redeemed |
8,344,942 |
1,236,308 |
— |
— |
|||||||||||||||
Payable for cash collateral received from securities loaned |
2,058,787 |
— |
27,020 |
— |
|||||||||||||||
Advisory fees payable |
44,164 |
52,941 |
708 |
811 |
|||||||||||||||
Trustee fees payable |
784 |
636 |
12 |
17 |
|||||||||||||||
Compliance services fees payable |
453 |
157 |
7 |
5 |
|||||||||||||||
Payable for variation margin on futures contracts |
— |
4,592,067 |
— |
— |
|||||||||||||||
Other liabilities |
— |
81 |
— |
— |
|||||||||||||||
Total Liabilities |
11,039,190 |
11,903,240 |
27,747 |
833 |
|||||||||||||||
NET ASSETS |
$ |
118,617,512 |
$ |
120,178,667 |
$ |
1,534,458 |
$ |
1,818,183 |
|||||||||||
NET ASSETS CONSIST OF: |
|||||||||||||||||||
Paid in Capital |
$ |
111,675,789 |
$ |
131,504,874 |
$ |
2,104,517 |
$ |
2,018,668 |
|||||||||||
Distributable earnings (loss) |
6,941,723 |
(11,326,207 |
) |
(570,059 |
) |
(200,485 |
) |
||||||||||||
NET ASSETS |
$ |
118,617,512 |
$ |
120,178,667 |
$ |
1,534,458 |
$ |
1,818,183 |
|||||||||||
Shares (unlimited number of shares authorized, no par value) |
1,990,001 |
3,070,000 |
50,001 |
50,001 |
|||||||||||||||
Net Asset Value |
$ |
59.61 |
$ |
39.15 |
$ |
30.69 |
$ |
36.36 |
|||||||||||
(a) Includes securities on loan valued at: |
$ |
4,624,511 |
$ |
— |
$ |
22,817 |
$ |
35,413 |
|||||||||||
(b) Cost of foreign cash: |
$ |
— |
$ |
— |
$ |
200 |
$ |
713 |
(c) Consolidated Statement of Assets and Liabilities.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF ASSETS AND LIABILITIES :: NOVEMBER 30, 2022 (UNAUDITED) :: 107
STATEMENTS OF OPERATIONS
108 :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF OPERATIONS PROSHARES TRUST
Big Data
Refiners ETF |
Bitcoin Strategy ETF(a) |
Decline of the
Retail Store ETF |
DJ Brookfield
Global Infrastructure ETF |
Equities for
Rising Rates ETF |
Global Listed
Private Equity ETF |
||||||||||||||||||||||
Six Months Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
||||||||||||||||||||||
INVESTMENT INCOME: |
|||||||||||||||||||||||||||
Dividends |
$ |
908 |
$ |
— |
$ |
— |
$ |
2,647,536 |
$ |
1,249,220 |
$ |
403,201 |
|||||||||||||||
Interest |
— |
3,898,734 |
200,391 |
6,246 |
1,128 |
917 |
|||||||||||||||||||||
Securities lending income (Note 2) |
2,577 |
— |
— |
12,086 |
304 |
427 |
|||||||||||||||||||||
Foreign withholding tax on income |
(74 |
) |
— |
— |
(149,532 |
) |
— |
(5,746 |
) |
||||||||||||||||||
Total Investment Income |
3,411 |
3,898,734 |
200,391 |
2,516,336 |
1,250,652 |
398,799 |
|||||||||||||||||||||
EXPENSES: |
|||||||||||||||||||||||||||
Advisory fees (Note 4) |
5,608 |
3,190,583 |
64,112 |
331,555 |
137,150 |
30,797 |
|||||||||||||||||||||
Management Services fees (Note 4) |
— |
— |
— |
— |
— |
6,159 |
|||||||||||||||||||||
Professional fees |
— |
— |
— |
— |
— |
10,933 |
|||||||||||||||||||||
Administration fees (Note 5) |
— |
— |
— |
— |
— |
37,493 |
|||||||||||||||||||||
Custodian fees (Note 6) |
— |
— |
— |
— |
— |
2,494 |
|||||||||||||||||||||
Printing and Shareholder reports |
— |
— |
— |
— |
— |
848 |
|||||||||||||||||||||
Listing, Data and related fees (Note 7) |
— |
— |
— |
— |
— |
19,050 |
|||||||||||||||||||||
Trustees fees (Note 8) |
20 |
9,226 |
194 |
1,413 |
788 |
126 |
|||||||||||||||||||||
Compliance services fees (Note 4) |
— |
41 |
33 |
81 |
93 |
— |
|||||||||||||||||||||
Other fees |
— |
— |
— |
— |
— |
2,519 |
|||||||||||||||||||||
Total Gross Expenses
before fees waived and/or reimbursed |
5,628 |
3,199,850 |
64,339 |
333,049 |
138,031 |
110,419 |
|||||||||||||||||||||
LESS: |
|||||||||||||||||||||||||||
Expenses waived
and/or reimbursed by Advisor (Note 4) |
— |
— |
— |
— |
— |
(73,481 |
) |
||||||||||||||||||||
Total Net Expenses |
5,628 |
3,199,850 |
64,339 |
333,049 |
138,031 |
36,938 |
|||||||||||||||||||||
Net Investment Income (Loss) |
(2,217 |
) |
698,884 |
136,052 |
2,183,287 |
1,112,621 |
361,861 |
||||||||||||||||||||
NET REALIZED GAIN (LOSS) FROM: |
|||||||||||||||||||||||||||
Transactions in investment securities |
(673,542 |
) |
(196,976 |
) |
— |
(724,976 |
) |
(3,763,541 |
) |
(364,930 |
) |
||||||||||||||||
Expiration or closing of futures contracts |
— |
(418,897,228 |
) |
— |
— |
— |
— |
||||||||||||||||||||
Expiration or
closing of non-exchange traded swap agreements |
— |
— |
(25,933 |
) |
— |
— |
— |
||||||||||||||||||||
In-kind redemptions of investments |
— |
— |
— |
361,861 |
(573,167 |
) |
(93,423 |
) |
|||||||||||||||||||
Foreign currency transactions |
(104 |
) |
— |
— |
(20,233 |
) |
— |
(266 |
) |
||||||||||||||||||
Net realized gain (loss) |
(673,646 |
) |
(419,094,204 |
) |
(25,933 |
) |
(383,348 |
) |
(4,336,708 |
) |
(458,619 |
) |
|||||||||||||||
CHANGE IN NET
UNREALIZED APPRECIATION/DEPRECIATION FROM: |
|||||||||||||||||||||||||||
Investments |
517,043 |
19,440 |
— |
(7,266,409 |
) |
(738,592 |
) |
(880,321 |
) |
||||||||||||||||||
Futures contracts |
— |
(10,086,791 |
) |
— |
— |
— |
— |
||||||||||||||||||||
Non-exchange traded swap agreements |
— |
— |
(2,993,579 |
) |
— |
— |
— |
||||||||||||||||||||
Foreign currency translations |
22 |
— |
— |
(4,785 |
) |
— |
(1,222 |
) |
|||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
517,065 |
(10,067,351 |
) |
(2,993,579 |
) |
(7,271,194 |
) |
(738,592 |
) |
(881,543 |
) |
||||||||||||||||
Net realized and unrealized gain (loss) |
(156,581 |
) |
(429,161,555 |
) |
(3,019,512 |
) |
(7,654,542 |
) |
(5,075,300 |
) |
(1,340,162 |
) |
|||||||||||||||
Change in Net Assets
Resulting from Operations |
$ |
(158,798 |
) |
$ |
(428,462,671 |
) |
$ |
(2,883,460 |
) |
$ |
(5,471,255 |
) |
$ |
(3,962,679 |
) |
$ |
(978,301 |
) |
(a) Consolidated Statement of Operations.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF OPERATIONS :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: 109
Hedge
Replication ETF |
High
Yield- Interest Rate Hedged |
Inflation Expectations ETF |
Investment Grade-Interest Rate Hedged |
K-1 Free Crude
Oil Strategy ETF(a) |
Large Cap Core
Plus |
||||||||||||||||||||||
Six Months Ended November 30, 2022 |
Six Months Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
||||||||||||||||||||||
INVESTMENT INCOME: |
|||||||||||||||||||||||||||
Dividends |
$ |
52,039 |
$ |
— |
$ |
— |
$ |
— |
$ |
— |
$ |
4,081,087 |
|||||||||||||||
Interest |
438,225 |
3,953,276 |
755,331 |
9,705,619 |
28,683 |
128,674 |
|||||||||||||||||||||
Securities lending income (Note 2) |
3 |
20,707 |
— |
1,041 |
— |
6,807 |
|||||||||||||||||||||
Foreign withholding tax on income |
(80 |
) |
— |
— |
— |
— |
— |
||||||||||||||||||||
Total Investment Income |
490,187 |
3,973,983 |
755,331 |
9,706,660 |
28,683 |
4,216,568 |
|||||||||||||||||||||
EXPENSES: |
|||||||||||||||||||||||||||
Advisory fees (Note 4) |
160,377 |
324,877 |
195,686 |
729,539 |
308,433 |
983,314 |
|||||||||||||||||||||
Management Services fees (Note 4) |
21,383 |
— |
35,579 |
— |
— |
— |
|||||||||||||||||||||
Professional fees |
33,537 |
— |
8,828 |
— |
— |
— |
|||||||||||||||||||||
Administration fees (Note 5) |
39,772 |
— |
28,542 |
— |
— |
— |
|||||||||||||||||||||
Custodian fees (Note 6) |
97,029 |
— |
2,137 |
— |
— |
— |
|||||||||||||||||||||
Printing and Shareholder reports |
1,898 |
— |
3,191 |
— |
— |
— |
|||||||||||||||||||||
Listing, Data and related fees (Note 7) |
68,782 |
— |
18,573 |
— |
— |
— |
|||||||||||||||||||||
Trustees fees (Note 8) |
428 |
1,310 |
688 |
4,643 |
954 |
4,387 |
|||||||||||||||||||||
Compliance services fees (Note 4) |
19 |
57 |
89 |
— |
69 |
152 |
|||||||||||||||||||||
Other fees |
2,860 |
— |
3,353 |
— |
42,114 |
(b) |
— |
||||||||||||||||||||
Total Gross Expenses
before fees waived and/or reimbursed |
426,085 |
326,244 |
296,666 |
734,182 |
351,570 |
987,853 |
|||||||||||||||||||||
LESS: |
|||||||||||||||||||||||||||
Expenses waived
and/or reimbursed by Advisor (Note 4) |
(222,958 |
) |
— |
(189,931 |
) |
— |
— |
— |
|||||||||||||||||||
Total Net Expenses |
203,127 |
326,244 |
106,735 |
734,182 |
351,570 |
987,853 |
|||||||||||||||||||||
Net Investment Income (Loss) |
287,060 |
3,647,739 |
648,596 |
8,972,478 |
(322,887 |
) |
3,228,715 |
||||||||||||||||||||
NET REALIZED GAIN (LOSS) FROM: |
|||||||||||||||||||||||||||
Transactions in investment securities |
(922,435 |
) |
(2,237,804 |
) |
— |
(123,281,531 |
) |
(29 |
) |
(3,235,205 |
) |
||||||||||||||||
Expiration or closing of futures contracts |
(7,309 |
) |
7,533,499 |
— |
45,375,907 |
2,218,742 |
— |
||||||||||||||||||||
Expiration or
closing of non-exchange traded swap agreements |
(1,322,331 |
) |
— |
(3,459,264 |
) |
— |
— |
(18,240,309 |
) |
||||||||||||||||||
In-kind redemptions of investments |
— |
(2,116,749 |
) |
— |
(29,675,797 |
) |
— |
5,418,042 |
|||||||||||||||||||
Net realized gain (loss) |
(2,252,075 |
) |
3,178,946 |
(3,459,264 |
) |
(107,581,421 |
) |
2,218,713 |
(16,057,472 |
) |
|||||||||||||||||
CHANGE IN NET
UNREALIZED APPRECIATION/DEPRECIATION FROM: |
|||||||||||||||||||||||||||
Investments |
957,889 |
(5,573,304 |
) |
— |
108,349,477 |
— |
(10,673,459 |
) |
|||||||||||||||||||
Futures contracts |
(100,560 |
) |
(1,150,997 |
) |
— |
(7,597,948 |
) |
(20,145,256 |
) |
— |
|||||||||||||||||
Non-exchange traded swap agreements |
805,561 |
— |
3,493,880 |
— |
— |
11,634,312 |
|||||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
1,662,890 |
(6,724,301 |
) |
3,493,880 |
100,751,529 |
(20,145,256 |
) |
960,853 |
|||||||||||||||||||
Net realized and unrealized gain (loss) |
(589,185 |
) |
(3,545,355 |
) |
34,616 |
(6,829,892 |
) |
(17,926,543 |
) |
(15,096,619 |
) |
||||||||||||||||
Change in Net Assets
Resulting from Operations |
$ |
(302,125 |
) |
$ |
102,384 |
$ |
683,212 |
$ |
2,142,586 |
$ |
(18,249,430 |
) |
$ |
(11,867,904 |
) |
(a) Consolidated Statement of Operations.
(b) Includes futures account fees in the amount of $42,114.
See accompanying notes to the financial statements.
110 :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF OPERATIONS PROSHARES TRUST
Long
Online/ Short Stores ETF |
Merger ETF |
Metaverse ETF |
MSCI EAFE
Dividend Growers ETF |
MSCI Emerging
Markets Dividend Growers ETF |
MSCI Europe
Dividend Growers ETF |
||||||||||||||||||||||
Six Months Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
||||||||||||||||||||||
INVESTMENT INCOME: |
|||||||||||||||||||||||||||
Dividends |
$ |
26,833 |
$ |
277,352 |
$ |
42,794 |
$ |
960,125 |
$ |
397,764 |
$ |
91,592 |
|||||||||||||||
Interest |
8,275 |
46,414 |
— |
3,218 |
1,368 |
332 |
|||||||||||||||||||||
Securities lending income (Note 2) |
3,155 |
11 |
573 |
6,750 |
1,754 |
903 |
|||||||||||||||||||||
Foreign withholding tax on income |
— |
(1,844 |
) |
(86 |
) |
(61,388 |
) |
(31,383 |
) |
(7,877 |
) |
||||||||||||||||
Total Investment Income |
38,263 |
321,933 |
43,281 |
908,705 |
369,503 |
84,950 |
|||||||||||||||||||||
EXPENSES: |
|||||||||||||||||||||||||||
Advisory fees (Note 4) |
56,878 |
137,910 |
18,393 |
225,631 |
48,327 |
27,747 |
|||||||||||||||||||||
Management Services fees (Note 4) |
— |
18,388 |
— |
— |
— |
— |
|||||||||||||||||||||
Professional fees |
— |
8,787 |
— |
— |
— |
— |
|||||||||||||||||||||
Administration fees (Note 5) |
— |
40,023 |
— |
— |
— |
— |
|||||||||||||||||||||
Custodian fees (Note 6) |
— |
3,351 |
— |
— |
— |
— |
|||||||||||||||||||||
Printing and Shareholder reports |
— |
8,512 |
— |
— |
— |
— |
|||||||||||||||||||||
Listing, Data and related fees (Note 7) |
— |
24,583 |
— |
— |
— |
— |
|||||||||||||||||||||
Trustees fees (Note 8) |
173 |
393 |
79 |
919 |
164 |
104 |
|||||||||||||||||||||
Compliance services fees (Note 4) |
— |
— |
11 |
— |
5 |
2 |
|||||||||||||||||||||
Other fees |
— |
2,990 |
— |
— |
— |
— |
|||||||||||||||||||||
Total Gross Expenses
before fees waived and/or reimbursed |
57,051 |
244,937 |
18,483 |
226,550 |
48,496 |
27,853 |
|||||||||||||||||||||
LESS: |
|||||||||||||||||||||||||||
Expenses waived
and/or reimbursed by Advisor (Note 4) |
— |
(107,052 |
) |
— |
— |
— |
— |
||||||||||||||||||||
Total Net Expenses |
57,051 |
137,885 |
18,483 |
226,550 |
48,496 |
27,853 |
|||||||||||||||||||||
Net Investment Income (Loss) |
(18,788 |
) |
184,048 |
24,798 |
682,155 |
321,007 |
57,097 |
||||||||||||||||||||
NET REALIZED GAIN (LOSS) FROM: |
|||||||||||||||||||||||||||
Transactions in investment securities |
(10,411,004 |
) |
(1,012,046 |
) |
(313,547 |
) |
(5,885,063 |
) |
(1,489,716 |
)(a) |
(402,726 |
) |
|||||||||||||||
Expiration or
closing of non-exchange traded swap agreements |
(64,471 |
) |
— |
— |
— |
— |
— |
||||||||||||||||||||
In-kind redemptions of investments |
(1,017,319 |
) |
(1,313,344 |
) |
(27,408 |
) |
765,358 |
— |
387,892 |
||||||||||||||||||
Foreign currency transactions |
— |
(6,460 |
) |
— |
(42,854 |
) |
(26,852 |
) |
(2,935 |
) |
|||||||||||||||||
Settlement of
forward foreign currency contracts |
— |
706,343 |
— |
— |
— |
— |
|||||||||||||||||||||
Net realized gain (loss) |
(11,492,794 |
) |
(1,625,507 |
) |
(340,955 |
) |
(5,162,559 |
) |
(1,516,568 |
) |
(17,769 |
) |
|||||||||||||||
CHANGE IN NET
UNREALIZED APPRECIATION/DEPRECIATION FROM: |
|||||||||||||||||||||||||||
Investments |
10,089,244 |
1,179,368 |
(593,772 |
) |
134,456 |
(13,657 |
)(b) |
(842,051 |
) |
||||||||||||||||||
Non-exchange traded swap agreements |
(987,999 |
) |
(616,153 |
) |
— |
— |
— |
— |
|||||||||||||||||||
Forward foreign currency contracts |
— |
(388,306 |
) |
— |
— |
— |
— |
||||||||||||||||||||
Foreign currency translations |
— |
104 |
— |
12,498 |
(6,324 |
) |
(539 |
) |
|||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
9,101,245 |
175,013 |
(593,772 |
) |
146,954 |
(19,981 |
) |
(842,590 |
) |
||||||||||||||||||
Net realized and unrealized gain (loss) |
(2,391,549 |
) |
(1,450,494 |
) |
(934,727 |
) |
(5,015,605 |
) |
(1,536,549 |
) |
(860,359 |
) |
|||||||||||||||
Change in Net Assets
Resulting from Operations |
$ |
(2,410,337 |
) |
$ |
(1,266,446 |
) |
$ |
(909,929 |
) |
$ |
(4,333,450 |
) |
$ |
(1,215,542 |
) |
$ |
(803,262 |
) |
(a) Net of India capital gains tax of $19,396.
(b) Net of deferred India capital gain tax of $6,040.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF OPERATIONS :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: 111
MSCI
Transformational Changes ETF |
Nanotechnology ETF |
Nasdaq-100 Dorsey Wright Momentum ETF |
On-Demand ETF |
Online Retail
ETF |
Pet Care ETF |
||||||||||||||||||||||
Six Months Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
||||||||||||||||||||||
INVESTMENT INCOME: |
|||||||||||||||||||||||||||
Dividends |
$ |
106,772 |
$ |
12,701 |
$ |
53,351 |
$ |
646 |
$ |
412,482 |
$ |
623,860 |
|||||||||||||||
Interest |
640 |
— |
163 |
— |
5,119 |
3,729 |
|||||||||||||||||||||
Securities lending income (Note 2) |
— |
1,210 |
3 |
346 |
50,734 |
768 |
|||||||||||||||||||||
Foreign withholding tax on income |
(4,204 |
) |
(1,118 |
) |
— |
(104 |
) |
— |
— |
||||||||||||||||||
Total Investment Income |
103,208 |
12,793 |
53,517 |
888 |
468,335 |
628,357 |
|||||||||||||||||||||
EXPENSES: |
|||||||||||||||||||||||||||
Advisory fees (Note 4) |
55,441 |
6,513 |
44,346 |
2,910 |
661,627 |
338,795 |
|||||||||||||||||||||
Trustees fees (Note 8) |
261 |
21 |
160 |
9 |
2,246 |
1,361 |
|||||||||||||||||||||
Compliance services fees (Note 4) |
— |
1 |
1 |
— |
— |
— |
|||||||||||||||||||||
Total Expenses |
55,702 |
6,535 |
44,507 |
2,919 |
663,873 |
340,156 |
|||||||||||||||||||||
Net Investment Income (Loss) |
47,506 |
6,258 |
9,010 |
(2,031 |
) |
(195,538 |
) |
288,201 |
|||||||||||||||||||
NET REALIZED GAIN (LOSS) FROM: |
|||||||||||||||||||||||||||
Transactions in investment securities |
(1,191,359 |
)(a) |
(87,896 |
) |
(2,536,620 |
) |
(144,474 |
) |
(177,853,705 |
) |
(14,699,478 |
) |
|||||||||||||||
In-kind redemptions of investments |
(926,590 |
) |
— |
(477,371 |
) |
— |
(63,359,635 |
) |
(10,766,887 |
) |
|||||||||||||||||
Foreign currency transactions |
(2,573 |
) |
(149 |
) |
— |
(224 |
) |
— |
23,070 |
||||||||||||||||||
Net realized gain (loss) |
(2,120,522 |
) |
(88,045 |
) |
(3,013,991 |
) |
(144,698 |
) |
(241,213,340 |
) |
(25,443,295 |
) |
|||||||||||||||
CHANGE IN NET
UNREALIZED APPRECIATION/DEPRECIATION FROM: |
|||||||||||||||||||||||||||
Investments |
350,590 |
(129,620 |
) |
2,146,271 |
58,389 |
210,246,284 |
5,918,460 |
||||||||||||||||||||
Foreign currency translations |
(2,699 |
) |
79 |
— |
49 |
— |
32 |
||||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
347,891 |
(129,541 |
) |
2,146,271 |
58,438 |
210,246,284 |
5,918,492 |
||||||||||||||||||||
Net realized and unrealized gain (loss) |
(1,772,631 |
) |
(217,586 |
) |
(867,720 |
) |
(86,260 |
) |
(30,967,056 |
) |
(19,524,803 |
) |
|||||||||||||||
Change in Net Assets
Resulting from Operations |
$ |
(1,725,125 |
) |
$ |
(211,328 |
) |
$ |
(858,710 |
) |
$ |
(88,291 |
) |
$ |
(31,162,594 |
) |
$ |
(19,236,602 |
) |
(a) Net of India capital gains tax of $362.
See accompanying notes to the financial statements.
112 :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF OPERATIONS PROSHARES TRUST
Russell 2000
Dividend Growers ETF |
Russell U.S.
Dividend Growers ETF |
S&P 500®
Bond ETF |
S&P 500®
Dividend Aristocrats ETF |
S&P 500®
Ex-Energy ETF |
S&P 500®
Ex-Financials ETF |
||||||||||||||||||||||
Six Months Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
||||||||||||||||||||||
INVESTMENT INCOME: |
|||||||||||||||||||||||||||
Dividends |
$ |
11,734,078 |
$ |
172,456 |
$ |
— |
$ |
123,988,380 |
$ |
202,012 |
$ |
79,835 |
|||||||||||||||
Interest |
14,927 |
217 |
239,433 |
127,954 |
655 |
291 |
|||||||||||||||||||||
Securities lending income (Note 2) |
12,344 |
1,062 |
61 |
356,649 |
136 |
147 |
|||||||||||||||||||||
Foreign withholding tax on income |
— |
— |
— |
— |
(50 |
) |
(21 |
) |
|||||||||||||||||||
Total Investment Income |
11,761,349 |
173,735 |
239,494 |
124,472,983 |
202,753 |
80,252 |
|||||||||||||||||||||
EXPENSES: |
|||||||||||||||||||||||||||
Advisory fees (Note 4) |
1,592,530 |
21,449 |
10,884 |
17,720,259 |
16,302 |
6,261 |
|||||||||||||||||||||
Trustees fees (Note 8) |
7,898 |
117 |
147 |
99,466 |
250 |
95 |
|||||||||||||||||||||
Compliance services fees (Note 4) |
311 |
— |
— |
6,617 |
10 |
7 |
|||||||||||||||||||||
Total Gross Expenses
before fees waived and/or reimbursed |
1,600,739 |
21,566 |
11,031 |
17,826,342 |
16,562 |
6,363 |
|||||||||||||||||||||
LESS: |
|||||||||||||||||||||||||||
Expenses waived
and/or reimbursed by Advisor (Note 4) |
— |
— |
— |
— |
(5,277 |
) |
(2,029 |
) |
|||||||||||||||||||
Total Net Expenses |
1,600,739 |
21,566 |
11,031 |
17,826,342 |
11,285 |
4,334 |
|||||||||||||||||||||
Net Investment Income (Loss) |
10,160,610 |
152,169 |
228,463 |
106,646,641 |
191,468 |
75,918 |
|||||||||||||||||||||
NET REALIZED GAIN (LOSS) FROM: |
|||||||||||||||||||||||||||
Transactions in investment securities |
(12,274,747 |
) |
(231,318 |
) |
(755,520 |
) |
21,636,258 |
(171,001 |
) |
(53,287 |
) |
||||||||||||||||
In-kind redemptions of investments |
8,239,752 |
553,723 |
(901,545 |
) |
28,623,984 |
136,639 |
96,808 |
||||||||||||||||||||
Net realized gain (loss) |
(4,034,995 |
) |
322,405 |
(1,657,065 |
) |
50,260,242 |
(34,362 |
) |
43,521 |
||||||||||||||||||
CHANGE IN NET
UNREALIZED APPRECIATION/DEPRECIATION FROM: |
|||||||||||||||||||||||||||
Investments |
39,096,436 |
366,569 |
667,996 |
285,633,702 |
159,789 |
12,770 |
|||||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
39,096,436 |
366,569 |
667,996 |
285,633,702 |
159,789 |
12,770 |
|||||||||||||||||||||
Net realized and unrealized gain (loss) |
35,061,441 |
688,974 |
(989,069 |
) |
335,893,944 |
125,427 |
56,291 |
||||||||||||||||||||
Change in Net Assets
Resulting from Operations |
$ |
45,222,051 |
$ |
841,143 |
$ |
(760,606 |
) |
$ |
442,540,585 |
$ |
316,895 |
$ |
132,209 |
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF OPERATIONS :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: 113
S&P 500®
Ex-Health Care ETF |
S&P 500®
Ex-Technology ETF |
S&P Global
Core Battery Metals ETF |
S&P Kensho
Cleantech ETF |
S&P Kensho
Smart Factories ETF |
S&P MidCap 400® Dividend Aristocrats ETF |
||||||||||||||||||||||
Six Months Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
November 29,
2022* through November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
||||||||||||||||||||||
INVESTMENT INCOME: |
|||||||||||||||||||||||||||
Dividends |
$ |
43,263 |
$ |
87,286 |
$ |
— |
$ |
8,024 |
$ |
3,974 |
$ |
18,437,371 |
|||||||||||||||
Interest |
129 |
251 |
— |
13 |
— |
22,026 |
|||||||||||||||||||||
Securities lending income (Note 2) |
81 |
148 |
— |
640 |
125 |
1,873 |
|||||||||||||||||||||
Foreign withholding tax on income |
(10 |
) |
— |
— |
— |
(504 |
) |
— |
|||||||||||||||||||
Total Investment Income |
43,463 |
87,685 |
— |
8,677 |
3,595 |
18,461,270 |
|||||||||||||||||||||
EXPENSES: |
|||||||||||||||||||||||||||
Advisory fees (Note 4) |
3,195 |
5,722 |
64 |
13,674 |
3,370 |
2,427,762 |
|||||||||||||||||||||
Trustees fees (Note 8) |
49 |
85 |
— |
43 |
12 |
11,650 |
|||||||||||||||||||||
Compliance services fees (Note 4) |
4 |
3 |
— |
6 |
— |
930 |
|||||||||||||||||||||
Total Gross Expenses
before fees waived and/or reimbursed |
3,248 |
5,810 |
64 |
13,723 |
3,382 |
2,440,342 |
|||||||||||||||||||||
LESS: |
|||||||||||||||||||||||||||
Expenses waived
and/or reimbursed by Advisor (Note 4) |
(1,037 |
) |
(1,849 |
) |
— |
— |
— |
— |
|||||||||||||||||||
Total Net Expenses |
2,211 |
3,961 |
64 |
13,723 |
3,382 |
2,440,342 |
|||||||||||||||||||||
Net Investment Income (Loss) |
41,252 |
83,724 |
(64 |
) |
(5,046 |
) |
213 |
16,020,928 |
|||||||||||||||||||
NET REALIZED GAIN (LOSS) FROM: |
|||||||||||||||||||||||||||
Transactions in investment securities |
(18,190 |
) |
(62,943 |
) |
1,526 |
(156,061 |
) |
(681,744 |
) |
(10,750,479 |
) |
||||||||||||||||
In-kind redemptions of investments |
95,568 |
(11,004 |
) |
— |
— |
— |
42,914,151 |
||||||||||||||||||||
Foreign currency transactions |
— |
— |
(453 |
) |
— |
— |
— |
||||||||||||||||||||
Net realized gain (loss) |
77,378 |
(73,947 |
) |
1,073 |
(156,061 |
) |
(681,744 |
) |
32,163,672 |
||||||||||||||||||
CHANGE IN NET
UNREALIZED APPRECIATION/DEPRECIATION FROM: |
|||||||||||||||||||||||||||
Investments |
(7,184 |
) |
230,427 |
107,575 |
501,940 |
590,814 |
43,109,015 |
||||||||||||||||||||
Foreign currency translations |
— |
— |
(7,529 |
) |
— |
— |
— |
||||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
(7,184 |
) |
230,427 |
100,046 |
501,940 |
590,814 |
43,109,015 |
||||||||||||||||||||
Net realized and unrealized gain (loss) |
70,194 |
156,480 |
101,119 |
345,879 |
(90,930 |
) |
75,272,687 |
||||||||||||||||||||
Change in Net Assets
Resulting from Operations |
$ |
111,446 |
$ |
240,204 |
$ |
101,055 |
$ |
340,833 |
$ |
(90,717 |
) |
$ |
91,293,615 |
* Commencement of investment operations.
See accompanying notes to the financial statements.
114 :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: STATEMENTS OF OPERATIONS PROSHARES TRUST
S&P
Technology Dividend Aristocrats ETF |
Short
Bitcoin Strategy ETF(a) |
Smart Materials
ETF |
Supply Chain
Logistics ETF |
||||||||||||||||
Six Months Ended November 30, 2022 |
June 19, 2022* through November 30, 2022 |
Six Months
Ended November 30, 2022 |
Six Months
Ended November 30, 2022 |
||||||||||||||||
INVESTMENT INCOME: |
|||||||||||||||||||
Dividends |
$ |
1,182,852 |
$ |
— |
$ |
6,866 |
$ |
53,885 |
|||||||||||
Interest |
2,036 |
348,269 |
— |
— |
|||||||||||||||
Securities lending income (Note 2) |
4,368 |
— |
1,242 |
63 |
|||||||||||||||
Foreign withholding tax on income |
— |
— |
(313 |
) |
(6,331 |
) |
|||||||||||||
Total Investment Income |
1,189,256 |
348,269 |
7,795 |
47,617 |
|||||||||||||||
EXPENSES: |
|||||||||||||||||||
Advisory fees (Note 4) |
247,385 |
340,828 |
4,336 |
5,178 |
|||||||||||||||
Trustees fees (Note 8) |
1,075 |
749 |
13 |
21 |
|||||||||||||||
Compliance services fees (Note 4) |
64 |
157 |
— |
3 |
|||||||||||||||
Interest |
— |
21,596 |
— |
— |
|||||||||||||||
Other fees |
— |
70,726 |
(b) |
— |
— |
||||||||||||||
Total Gross Expenses before fees waived and/or reimbursed |
248,524 |
434,056 |
4,349 |
5,202 |
|||||||||||||||
LESS: |
|||||||||||||||||||
Expenses waived and/or reimbursed by Advisor (Note 4) |
— |
(92,322 |
) |
— |
— |
||||||||||||||
Total Net Expenses |
248,524 |
341,734 |
4,349 |
5,202 |
|||||||||||||||
Net Investment Income (Loss) |
940,732 |
6,535 |
3,446 |
42,415 |
|||||||||||||||
NET REALIZED GAIN (LOSS) FROM: |
|||||||||||||||||||
Transactions in investment securities |
(512,548 |
) |
(9,398 |
) |
(67,878 |
) |
(25,148 |
) |
|||||||||||
Expiration or closing of futures contracts |
— |
(2,463,239 |
) |
— |
— |
||||||||||||||
In-kind redemptions of investments |
2,532,911 |
— |
— |
— |
|||||||||||||||
Foreign currency transactions |
— |
— |
(69 |
) |
(494 |
) |
|||||||||||||
Net realized gain (loss) |
2,020,363 |
(2,472,637 |
) |
(67,947 |
) |
(25,642 |
) |
||||||||||||
CHANGE IN NET UNREALIZED APPRECIATION/DEPRECIATION FROM: |
|||||||||||||||||||
Investments |
582,363 |
(742 |
) |
(165,714 |
) |
(165,413 |
) |
||||||||||||
Futures contracts |
— |
(8,859,363 |
) |
— |
— |
||||||||||||||
Foreign currency translations |
— |
— |
6 |
68 |
|||||||||||||||
Change in net unrealized appreciation/depreciation |
582,363 |
(8,860,105 |
) |
(165,708 |
) |
(165,345 |
) |
||||||||||||
Net realized and unrealized gain (loss) |
2,602,726 |
(11,332,742 |
) |
(233,655 |
) |
(190,987 |
) |
||||||||||||
Change in Net Assets Resulting from Operations |
$ |
3,543,458 |
$ |
(11,326,207 |
) |
$ |
(230,209 |
) |
$ |
(148,572 |
) |
* Commencement of investment operations.
(a) Consolidated Statement of Operations.
(b) Includes futures account fees in the amount of $70,726.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF OPERATIONS :: FOR THE PERIODS ENDED NOVEMBER 30, 2022 (UNAUDITED) :: 115
STATEMENTS OF CHANGES IN NET ASSETS
116 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
Big Data Refiners ETF |
Bitcoin Strategy ETF(b) |
Decline of the Retail Store ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
September 29,
2021* through May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
October 18,
2021* through May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
(2,217 |
) |
$ |
(11,367 |
) |
$ |
698,884 |
$ |
(6,042,371 |
) |
$ |
136,052 |
$ |
(41,190 |
) |
|||||||||||
Net realized gain (loss) |
(673,646 |
) |
105,295 |
(419,094,204 |
) |
(876,876,301 |
) |
(25,933 |
) |
(3,308,481 |
) |
||||||||||||||||
Change in net
unrealized appreciation/depreciation |
517,065 |
(1,530,630 |
) |
(10,067,351 |
) |
(1,930,310 |
) |
(2,993,579 |
) |
3,118,325 |
|||||||||||||||||
Change in net assets
resulting from operations |
(158,798 |
) |
(1,436,702 |
) |
(428,462,671 |
) |
(884,848,982 |
) |
(2,883,460 |
) |
(231,346 |
) |
|||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
— |
4,967,334 |
509,340,103 |
2,376,696,826 |
18,739,359 |
4,848,694 |
|||||||||||||||||||||
Cost of shares redeemed |
(598,863 |
) |
(1,113,216 |
) |
(330,342,936 |
) |
(667,924,768 |
) |
(10,609,048 |
) |
(1,961,866 |
) |
|||||||||||||||
Change in net assets
resulting from capital transactions |
(598,863 |
) |
3,854,118 |
178,997,167 |
1,708,772,058 |
8,130,311 |
2,886,828 |
||||||||||||||||||||
Change in net assets |
(757,661 |
) |
2,417,416 |
(249,465,504 |
) |
823,923,076 |
5,246,851 |
2,655,482 |
|||||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
2,417,416 |
$ |
— |
$ |
823,923,076 |
$ |
— |
$ |
10,079,423 |
$ |
7,423,941 |
|||||||||||||||
End of period |
$ |
1,659,755 |
$ |
2,417,416 |
$ |
574,457,572 |
$ |
823,923,076 |
$ |
15,326,274 |
$ |
10,079,423 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
100,001 |
— |
41,910,001 |
— |
625,001 |
450,001 |
|||||||||||||||||||||
Issued |
— |
100,000 |
38,110,000 |
68,940,001 |
1,175,000 |
300,000 |
|||||||||||||||||||||
Issued in-kind |
— |
25,001 |
— |
— |
— |
— |
|||||||||||||||||||||
Redeemed |
(25,000 |
) |
— |
(26,240,000 |
) |
(27,030,000 |
) |
(700,000 |
) |
(125,000 |
) |
||||||||||||||||
Redemption in-kind |
— |
(25,000 |
) |
— |
— |
— |
— |
||||||||||||||||||||
Shares outstanding, end of period |
75,001 |
100,001 |
53,780,001 |
41,910,001 |
1,100,001 |
625,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
(b) Consolidated Statement of Changes in Net Assets.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF CHANGES IN NET ASSETS :: FOR THE PERIODS INDICATED :: 117
DJ Brookfield Global
Infrastructure ETF |
Equities for Rising Rates ETF |
Global Listed Private Equity ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
2,183,287 |
$ |
3,429,431 |
$ |
1,112,621 |
$ |
750,860 |
$ |
361,861 |
$ |
1,003,911 |
|||||||||||||||
Net realized gain (loss) |
(383,348 |
) |
16,069,192 |
(4,336,708 |
) |
2,480,890 |
(458,619 |
) |
1,096,934 |
||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
(7,271,194 |
) |
(2,363,857 |
) |
(738,592 |
) |
(714,843 |
) |
(881,543 |
) |
(5,274,421 |
) |
|||||||||||||||
Change in net assets
resulting from operations |
(5,471,255 |
) |
17,134,766 |
(3,962,679 |
) |
2,516,907 |
(978,301 |
) |
(3,173,576 |
) |
|||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
(2,461,137 |
) |
(4,439,777 |
) |
(1,166,067 |
) |
(337,628 |
) |
— |
(2,330,705 |
) |
||||||||||||||||
Tax return of capital |
— |
— |
— |
— |
— |
(369,588 |
)# |
||||||||||||||||||||
Total distributions |
(2,461,137 |
) |
(4,439,777 |
) |
(1,166,067 |
) |
(337,628 |
) |
— |
(2,700,293 |
) |
||||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
46,694,993 |
27,711,864 |
11,308,059 |
108,378,415 |
— |
7,753,365 |
|||||||||||||||||||||
Cost of shares redeemed |
(2,311,709 |
) |
(65,084,206 |
) |
(34,315,218 |
) |
(12,629,601 |
) |
(1,326,947 |
) |
(8,660,132 |
) |
|||||||||||||||
Change in net assets
resulting from capital transactions |
44,383,284 |
(37,372,342 |
) |
(23,007,159 |
) |
95,748,814 |
(1,326,947 |
) |
(906,767 |
) |
|||||||||||||||||
Change in net assets |
36,450,892 |
(24,677,353 |
) |
(28,135,905 |
) |
97,928,093 |
(2,305,248 |
) |
(6,780,636 |
) |
|||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
152,981,891 |
$ |
177,659,244 |
$ |
104,930,565 |
$ |
7,002,472 |
$ |
14,193,556 |
$ |
20,974,192 |
|||||||||||||||
End of period |
$ |
189,432,783 |
$ |
152,981,891 |
$ |
76,794,660 |
$ |
104,930,565 |
$ |
11,888,308 |
$ |
14,193,556 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
3,050,001 |
3,810,001 |
1,930,001 |
140,001 |
480,001 |
550,001 |
|||||||||||||||||||||
Issued |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Issued in-kind |
1,080,000 |
590,000 |
210,000 |
2,030,000 |
— |
210,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Redemption in-kind |
(50,000 |
) |
(1,350,000 |
) |
(730,000 |
) |
(240,000 |
) |
(50,000 |
) |
(280,000 |
) |
|||||||||||||||
Shares outstanding, end of period |
4,080,001 |
3,050,001 |
1,410,001 |
1,930,001 |
430,001 |
480,001 |
# Amount has been reclassified based on the tax character of the distributions for the tax year ended October 31, 2022.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
118 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
Hedge Replication ETF |
High Yield-Interest Rate Hedged |
Inflation Expectations ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
287,060 |
$ |
(256,716 |
) |
$ |
3,647,739 |
$ |
6,061,848 |
$ |
648,596 |
$ |
1,143,850 |
||||||||||||||
Net realized gain (loss) |
(2,252,075 |
) |
3,540,823 |
3,178,946 |
7,179,775 |
(3,459,264 |
) |
5,655,535 |
|||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
1,662,890 |
(7,240,759 |
) |
(6,724,301 |
) |
(12,242,921 |
) |
3,493,880 |
(2,255,535 |
) |
|||||||||||||||||
Change in net assets
resulting from operations |
(302,125 |
) |
(3,956,652 |
) |
102,384 |
998,702 |
683,212 |
4,543,850 |
|||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
— |
— |
(3,802,504 |
) |
(6,219,462 |
) |
(14,111 |
) |
(1,313,529 |
) |
|||||||||||||||||
Total distributions |
— |
— |
(3,802,504 |
) |
(6,219,462 |
) |
(14,111 |
) |
(1,313,529 |
) |
|||||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
5,696,633 |
24,709,770 |
7,463,286 |
82,448,025 |
21,524,027 |
37,681,874 |
|||||||||||||||||||||
Cost of shares redeemed |
(6,091,912 |
) |
(20,962,589 |
) |
(26,441,881 |
) |
(39,410,448 |
) |
(6,269,958 |
) |
(21,873,044 |
) |
|||||||||||||||
Change in net assets
resulting from capital transactions |
(395,279 |
) |
3,747,181 |
(18,978,595 |
) |
43,037,577 |
15,254,069 |
15,808,830 |
|||||||||||||||||||
Change in net assets |
(697,404 |
) |
(209,471 |
) |
(22,678,715 |
) |
37,816,817 |
15,923,170 |
19,039,151 |
||||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
43,861,857 |
$ |
44,071,328 |
$ |
145,835,987 |
$ |
108,019,170 |
$ |
63,286,079 |
$ |
44,246,928 |
|||||||||||||||
End of period |
$ |
43,164,453 |
$ |
43,861,857 |
$ |
123,157,272 |
$ |
145,835,987 |
$ |
79,209,249 |
$ |
63,286,079 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
915,000 |
845,000 |
2,400,001 |
1,725,001 |
1,930,001 |
1,470,001 |
|||||||||||||||||||||
Issued |
120,000 |
480,000 |
— |
250,000 |
640,000 |
880,000 |
|||||||||||||||||||||
Issued in-kind |
— |
— |
125,000 |
1,075,000 |
— |
290,000 |
|||||||||||||||||||||
Redeemed |
(130,000 |
) |
(150,000 |
) |
— |
— |
(200,000 |
) |
(400,000 |
) |
|||||||||||||||||
Redemption in-kind |
— |
(260,000 |
) |
(450,000 |
) |
(650,000 |
) |
— |
(310,000 |
) |
|||||||||||||||||
Shares outstanding, end of period |
905,000 |
915,000 |
2,075,001 |
2,400,001 |
2,370,001 |
1,930,001 |
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF CHANGES IN NET ASSETS :: FOR THE PERIODS INDICATED :: 119
Investment
Grade-Interest Rate Hedged |
K-1 Free Crude Oil Strategy ETF(b) |
Large Cap Core Plus |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
8,972,478 |
$ |
24,029,042 |
$ |
(322,887 |
) |
$ |
(558,573 |
) |
$ |
3,228,715 |
$ |
4,782,186 |
|||||||||||||
Net realized gain (loss) |
(107,581,421 |
) |
44,718,698 |
2,218,713 |
30,959,766 |
(16,057,472 |
) |
54,124,095 |
|||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
100,751,529 |
(113,702,574 |
) |
(20,145,256 |
) |
17,064,949 |
960,853 |
(41,233,804 |
) |
||||||||||||||||||
Change in net assets
resulting from operations |
2,142,586 |
(44,954,834 |
) |
(18,249,430 |
) |
47,466,142 |
(11,867,904 |
) |
17,672,477 |
||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
(9,083,091 |
) |
(23,881,727 |
) |
(7,769,673 |
) |
(40,509,974 |
) |
(2,623,403 |
) |
(4,447,277 |
) |
|||||||||||||||
Tax return of capital |
— |
— |
(768,229 |
) |
— |
— |
— |
||||||||||||||||||||
Total distributions |
(9,083,091 |
) |
(23,881,727 |
) |
(8,537,902 |
) |
(40,509,974 |
) |
(2,623,403 |
) |
(4,447,277 |
) |
|||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
8,949,164 |
461,774,370 |
54,364,572 |
83,663,007 |
20,957,686 |
24,386,474 |
|||||||||||||||||||||
Cost of shares redeemed |
(261,277,962 |
) |
(452,196,117 |
) |
(31,064,500 |
) |
(92,689,118 |
) |
(26,929,080 |
) |
(44,142,043 |
) |
|||||||||||||||
Change in net assets
resulting from capital transactions |
(252,328,798 |
) |
9,578,253 |
23,300,072 |
(9,026,111 |
) |
(5,971,394 |
) |
(19,755,569 |
) |
|||||||||||||||||
Change in net assets |
(259,269,303 |
) |
(59,258,308 |
) |
(3,487,260 |
) |
(2,069,943 |
) |
(20,462,701 |
) |
(6,530,369 |
) |
|||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
665,124,465 |
$ |
724,382,773 |
$ |
101,814,429 |
$ |
103,884,372 |
$ |
475,373,221 |
$ |
481,903,590 |
|||||||||||||||
End of period |
$ |
405,855,162 |
$ |
665,124,465 |
$ |
98,327,169 |
$ |
101,814,429 |
$ |
454,910,520 |
$ |
475,373,221 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
9,350,001 |
9,500,001 |
1,734,034 |
1,759,034 |
9,530,000 |
9,940,000 |
|||||||||||||||||||||
Issued |
— |
25,000 |
1,125,000 |
1,550,000 |
— |
50,000 |
|||||||||||||||||||||
Issued in-kind |
125,000 |
6,100,000 |
— |
— |
450,000 |
410,000 |
|||||||||||||||||||||
Redeemed |
(925,000 |
) |
(375,000 |
) |
(675,000 |
) |
(1,575,000 |
) |
— |
— |
|||||||||||||||||
Redemption in-kind |
(2,825,000 |
) |
(5,900,000 |
) |
— |
— |
(600,000 |
) |
(870,000 |
) |
|||||||||||||||||
Shares outstanding, end of period |
5,725,001 |
9,350,001 |
2,184,034 |
1,734,034 |
9,380,000 |
9,530,000 |
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
(b) Consolidated Statement of Changes in Net Assets.
See accompanying notes to the financial statements.
120 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
Long Online/Short Stores ETF |
Merger ETF |
Metaverse ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
March 15, 2022* through May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
(18,788 |
) |
$ |
73,214 |
$ |
184,048 |
$ |
75,018 |
$ |
24,798 |
$ |
(4,575 |
) |
|||||||||||||
Net realized gain (loss) |
(11,492,794 |
) |
(469,948 |
) |
(1,625,507 |
) |
(3,923,207 |
) |
(340,955 |
) |
(68,730 |
) |
|||||||||||||||
Change in net
unrealized appreciation/depreciation |
9,101,245 |
(34,397,557 |
) |
175,013 |
3,044,729 |
(593,772 |
) |
(926,814 |
) |
||||||||||||||||||
Change in net assets
resulting from operations |
(2,410,337 |
) |
(34,794,291 |
) |
(1,266,446 |
) |
(803,460 |
) |
(909,929 |
) |
(1,000,119 |
) |
|||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
— |
— |
— |
(196,076 |
) |
(18,640 |
) |
— |
|||||||||||||||||||
Tax return of capital |
— |
— |
— |
— |
(3,575 |
) |
— |
||||||||||||||||||||
Total distributions |
— |
— |
— |
(196,076 |
) |
(22,215 |
) |
— |
|||||||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
— |
809,446 |
8,000,167 |
29,568,109 |
364,906 |
8,821,673 |
|||||||||||||||||||||
Cost of shares redeemed |
(5,325,456 |
) |
(44,701,406 |
) |
(56,538,085 |
) |
(1,015,874 |
) |
(1,259,762 |
) |
— |
||||||||||||||||
Change in net assets
resulting from capital transactions |
(5,325,456 |
) |
(43,891,960 |
) |
(48,537,918 |
) |
28,552,235 |
(894,856 |
) |
8,821,673 |
|||||||||||||||||
Change in net assets |
(7,735,793 |
) |
(78,686,251 |
) |
(49,804,364 |
) |
27,552,699 |
(1,827,000 |
) |
7,821,554 |
|||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
21,780,595 |
$ |
100,466,846 |
$ |
70,415,564 |
$ |
42,862,865 |
$ |
7,821,554 |
$ |
— |
|||||||||||||||
End of period |
$ |
14,044,802 |
$ |
21,780,595 |
$ |
20,611,200 |
$ |
70,415,564 |
$ |
5,994,554 |
$ |
7,821,554 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
585,001 |
1,275,001 |
1,750,001 |
1,050,001 |
220,001 |
— |
|||||||||||||||||||||
Issued |
— |
— |
— |
— |
— |
20,001 |
|||||||||||||||||||||
Issued in-kind |
— |
10,000 |
200,000 |
725,000 |
10,000 |
200,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Redemption in-kind |
(150,000 |
) |
(700,000 |
) |
(1,425,000 |
) |
(25,000 |
) |
(40,000 |
) |
— |
||||||||||||||||
Shares outstanding, end of period |
435,001 |
585,001 |
525,001 |
1,750,001 |
190,001 |
220,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF CHANGES IN NET ASSETS :: FOR THE PERIODS INDICATED :: 121
MSCI EAFE Dividend
Growers ETF |
MSCI Emerging
Markets Dividend Growers ETF |
MSCI Europe
Dividend Growers ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
682,155 |
$ |
2,091,241 |
$ |
321,007 |
$ |
415,598 |
$ |
57,097 |
$ |
212,754 |
|||||||||||||||
Net realized gain (loss) |
(5,162,559 |
) |
3,629,092 |
(1,516,568 |
) |
44,366 |
(17,769 |
) |
22,413 |
||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
146,954 |
(28,589,261 |
) |
(19,981 |
) |
(4,096,140 |
) |
(842,590 |
) |
(2,418,459 |
) |
||||||||||||||||
Change in net assets
resulting from operations |
(4,333,450 |
) |
(22,868,928 |
) |
(1,215,542 |
) |
(3,636,176 |
) |
(803,262 |
) |
(2,183,292 |
) |
|||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
(1,413,063 |
) |
(4,086,070 |
) |
(106,396 |
) |
(466,437 |
) |
(193,555 |
) |
(291,008 |
) |
|||||||||||||||
Total distributions |
(1,413,063 |
) |
(4,086,070 |
) |
(106,396 |
) |
(466,437 |
) |
(193,555 |
) |
(291,008 |
) |
|||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
— |
6,860,550 |
831,132 |
— |
— |
6,654,416 |
|||||||||||||||||||||
Cost of shares redeemed |
(13,697,516 |
) |
(11,152,753 |
) |
— |
(1,110,855 |
) |
(4,044,981 |
) |
— |
|||||||||||||||||
Change in net assets
resulting from capital transactions |
(13,697,516 |
) |
(4,292,203 |
) |
831,132 |
(1,110,855 |
) |
(4,044,981 |
) |
6,654,416 |
|||||||||||||||||
Change in net assets |
(19,444,029 |
) |
(31,247,201 |
) |
(490,806 |
) |
(5,213,468 |
) |
(5,041,798 |
) |
4,180,116 |
||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
107,402,094 |
$ |
138,649,295 |
$ |
17,423,860 |
$ |
22,637,328 |
$ |
13,739,172 |
$ |
9,559,056 |
|||||||||||||||
End of period |
$ |
87,958,065 |
$ |
107,402,094 |
$ |
16,933,054 |
$ |
17,423,860 |
$ |
8,697,374 |
$ |
13,739,172 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
2,880,001 |
3,010,001 |
345,001 |
365,001 |
315,001 |
185,001 |
|||||||||||||||||||||
Issued |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Issued in-kind |
— |
160,000 |
20,000 |
— |
— |
130,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Redemption in-kind |
(400,000 |
) |
(290,000 |
) |
— |
(20,000 |
) |
(100,000 |
) |
— |
|||||||||||||||||
Shares outstanding, end of period |
2,480,001 |
2,880,001 |
365,001 |
345,001 |
215,001 |
315,001 |
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
122 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
MSCI
Transformational Changes ETF |
Nanotechnology ETF |
Nasdaq-100 Dorsey
Wright Momentum ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
October 26,
2021* through May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
47,506 |
$ |
130,204 |
$ |
6,258 |
$ |
3,721 |
$ |
9,010 |
$ |
6,900 |
|||||||||||||||
Net realized gain (loss) |
(2,120,522 |
) |
(15,886 |
) |
(88,045 |
) |
15,907 |
(3,013,991 |
) |
(4,195,176 |
) |
||||||||||||||||
Change in net
unrealized appreciation/depreciation |
347,891 |
(7,056,364 |
) |
(129,541 |
) |
(483,756 |
) |
2,146,271 |
(1,274,385 |
) |
|||||||||||||||||
Change in net assets
resulting from operations |
(1,725,125 |
) |
(6,942,046 |
) |
(211,328 |
) |
(464,128 |
) |
(858,710 |
) |
(5,462,661 |
) |
|||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
— |
(116,676 |
) |
(5,068 |
) |
(3,067 |
) |
(15,879 |
) |
(8,273 |
) |
||||||||||||||||
Tax return of capital |
— |
— |
— |
— |
(2,911 |
) |
— |
||||||||||||||||||||
Total distributions |
— |
(116,676 |
) |
(5,068 |
) |
(3,067 |
) |
(18,790 |
) |
(8,273 |
) |
||||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
— |
18,696,634 |
— |
6,077,885 |
— |
28,611,153 |
|||||||||||||||||||||
Cost of shares redeemed |
(10,542,669 |
) |
(29,008,541 |
) |
— |
(3,063,872 |
) |
(6,819,415 |
) |
(8,871,264 |
) |
||||||||||||||||
Change in net assets
resulting from capital transactions |
(10,542,669 |
) |
(10,311,907 |
) |
— |
3,014,013 |
(6,819,415 |
) |
19,739,889 |
||||||||||||||||||
Change in net assets |
(12,267,794 |
) |
(17,370,629 |
) |
(216,396 |
) |
2,546,818 |
(7,696,915 |
) |
14,268,955 |
|||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
29,676,426 |
$ |
47,047,055 |
$ |
2,546,818 |
$ |
— |
$ |
18,476,784 |
$ |
4,207,829 |
|||||||||||||||
End of period |
$ |
17,408,632 |
$ |
29,676,426 |
$ |
2,330,422 |
$ |
2,546,818 |
$ |
10,779,869 |
$ |
18,476,784 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
850,001 |
1,075,001 |
75,001 |
— |
540,001 |
100,001 |
|||||||||||||||||||||
Issued |
— |
— |
— |
100,001 |
— |
80,000 |
|||||||||||||||||||||
Issued in-kind |
— |
425,000 |
— |
50,000 |
— |
580,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
— |
— |
(50,000 |
) |
— |
||||||||||||||||||||
Redemption in-kind |
(325,000 |
) |
(650,000 |
) |
— |
(75,000 |
) |
(170,000 |
) |
(220,000 |
) |
||||||||||||||||
Shares outstanding, end of period |
525,001 |
850,001 |
75,001 |
75,001 |
320,001 |
540,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF CHANGES IN NET ASSETS :: FOR THE PERIODS INDICATED :: 123
On-Demand ETF |
Online Retail ETF |
Pet Care ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
October 26,
2021* through May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
(2,031 |
) |
$ |
(4,906 |
) |
$ |
(195,538 |
) |
$ |
1,974,851 |
$ |
288,201 |
$ |
676,586 |
||||||||||||
Net realized gain (loss) |
(144,698 |
) |
(826,863 |
) |
(241,213,340 |
) |
(70,267,059 |
) |
(25,443,295 |
) |
61,600,379 |
||||||||||||||||
Change in net
unrealized appreciation/depreciation |
58,438 |
(952,494 |
) |
210,246,284 |
(391,990,278 |
) |
5,918,492 |
(142,314,842 |
) |
||||||||||||||||||
Change in net assets
resulting from operations |
(88,291 |
) |
(1,784,263 |
) |
(31,162,594 |
) |
(460,282,486 |
) |
(19,236,602 |
) |
(80,037,877 |
) |
|||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
— |
(665 |
) |
— |
— |
(286,434 |
) |
(618,071 |
) |
||||||||||||||||||
Total distributions |
— |
(665 |
) |
— |
— |
(286,434 |
) |
(618,071 |
) |
||||||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
— |
4,990,402 |
33,260,358 |
245,381,275 |
— |
299,440,093 |
|||||||||||||||||||||
Cost of shares redeemed |
— |
(2,118,848 |
) |
(197,240,393 |
) |
(516,257,557 |
) |
(38,092,104 |
) |
(348,661,164 |
) |
||||||||||||||||
Change in net assets
resulting from capital transactions |
— |
2,871,554 |
(163,980,035 |
) |
(270,876,282 |
) |
(38,092,104 |
) |
(49,221,071 |
) |
|||||||||||||||||
Change in net assets |
(88,291 |
) |
1,086,626 |
(195,142,629 |
) |
(731,158,768 |
) |
(57,615,140 |
) |
(129,877,019 |
) |
||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
1,086,626 |
$ |
— |
$ |
321,102,855 |
$ |
1,052,261,623 |
$ |
173,388,260 |
$ |
303,265,279 |
|||||||||||||||
End of period |
$ |
998,335 |
$ |
1,086,626 |
$ |
125,960,226 |
$ |
321,102,855 |
$ |
115,773,120 |
$ |
173,388,260 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
50,001 |
— |
9,210,001 |
13,900,001 |
3,050,001 |
3,900,001 |
|||||||||||||||||||||
Issued |
— |
100,001 |
— |
1,300,000 |
— |
200,000 |
|||||||||||||||||||||
Issued in-kind |
— |
25,000 |
930,000 |
2,510,000 |
— |
3,525,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
(250,000 |
) |
— |
— |
(200,000 |
) |
|||||||||||||||||||
Redemption in-kind |
— |
(75,000 |
) |
(5,960,000 |
) |
(8,500,000 |
) |
(750,000 |
) |
(4,375,000 |
) |
||||||||||||||||
Shares outstanding, end of period |
50,001 |
50,001 |
3,930,001 |
9,210,001 |
2,300,001 |
3,050,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
124 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
Russell 2000
Dividend Growers ETF |
Russell U.S.
Dividend Growers ETF |
S&P 500® Bond ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
10,160,610 |
$ |
19,691,459 |
$ |
152,169 |
$ |
451,811 |
$ |
228,463 |
$ |
659,513 |
|||||||||||||||
Net realized gain (loss) |
(4,034,995 |
) |
66,236,721 |
322,405 |
3,556,146 |
(1,657,065 |
) |
(851,498 |
) |
||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
39,096,436 |
(134,202,663 |
) |
366,569 |
(4,153,389 |
) |
667,996 |
(2,211,204 |
) |
||||||||||||||||||
Change in net assets
resulting from operations |
45,222,051 |
(48,274,483 |
) |
841,143 |
(145,432 |
) |
(760,606 |
) |
(2,403,189 |
) |
|||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
(9,257,647 |
) |
(19,248,109 |
) |
(129,908 |
) |
(498,477 |
) |
(236,954 |
) |
(682,694 |
) |
|||||||||||||||
Total distributions |
(9,257,647 |
) |
(19,248,109 |
) |
(129,908 |
) |
(498,477 |
) |
(236,954 |
) |
(682,694 |
) |
|||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
72,043,224 |
104,984,941 |
1,330,513 |
3,801,553 |
— |
4,592,619 |
|||||||||||||||||||||
Cost of shares redeemed |
(97,028,639 |
) |
(96,839,152 |
) |
(3,853,634 |
) |
(17,727,696 |
) |
(5,718,057 |
) |
(17,875,220 |
) |
|||||||||||||||
Change in net assets
resulting from capital transactions |
(24,985,415 |
) |
8,145,789 |
(2,523,121 |
) |
(13,926,143 |
) |
(5,718,057 |
) |
(13,282,601 |
) |
||||||||||||||||
Change in net assets |
10,978,989 |
(59,376,803 |
) |
(1,811,886 |
) |
(14,570,052 |
) |
(6,715,617 |
) |
(16,368,484 |
) |
||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
864,912,937 |
$ |
924,289,740 |
$ |
13,692,144 |
$ |
28,262,196 |
$ |
19,712,383 |
$ |
36,080,867 |
|||||||||||||||
End of period |
$ |
875,891,926 |
$ |
864,912,937 |
$ |
11,880,258 |
$ |
13,692,144 |
$ |
12,996,766 |
$ |
19,712,383 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
13,860,001 |
13,790,001 |
290,001 |
580,001 |
250,001 |
400,001 |
|||||||||||||||||||||
Issued |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Issued in-kind |
1,180,000 |
1,620,000 |
30,000 |
80,000 |
— |
50,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Redemption in-kind |
(1,670,000 |
) |
(1,550,000 |
) |
(80,000 |
) |
(370,000 |
) |
(75,000 |
) |
(200,000 |
) |
|||||||||||||||
Shares outstanding, end of period |
13,370,001 |
13,860,001 |
240,001 |
290,001 |
175,001 |
250,001 |
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF CHANGES IN NET ASSETS :: FOR THE PERIODS INDICATED :: 125
S&P 500®
Dividend Aristocrats ETF |
S&P 500® Ex-Energy ETF |
S&P 500® Ex-Financials ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
106,646,641 |
$ |
189,617,975 |
$ |
191,468 |
$ |
305,794 |
$ |
75,918 |
$ |
95,410 |
|||||||||||||||
Net realized gain (loss) |
50,260,242 |
1,299,908,948 |
(34,362 |
) |
73,504 |
43,521 |
(9,887 |
) |
|||||||||||||||||||
Change in net
unrealized appreciation/depreciation |
285,633,702 |
(1,353,335,213 |
) |
159,789 |
(1,256,219 |
) |
12,770 |
(128,300 |
) |
||||||||||||||||||
Change in net assets
resulting from operations |
442,540,585 |
136,191,710 |
316,895 |
(876,921 |
) |
132,209 |
(42,777 |
) |
|||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
(89,794,646 |
) |
(187,521,760 |
) |
(168,622 |
) |
(297,297 |
) |
(63,689 |
) |
(89,363 |
) |
|||||||||||||||
Total distributions |
(89,794,646 |
) |
(187,521,760 |
) |
(168,622 |
) |
(297,297 |
) |
(63,689 |
) |
(89,363 |
) |
|||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
967,651,188 |
5,603,396,650 |
5,343,420 |
2,971,162 |
3,261,023 |
923,101 |
|||||||||||||||||||||
Cost of shares redeemed |
(112,789,170 |
) |
(3,947,780,684 |
) |
(2,441,509 |
) |
(951,970 |
) |
(861,105 |
) |
— |
||||||||||||||||
Change in net assets
resulting from capital transactions |
854,862,018 |
1,655,615,966 |
2,901,911 |
2,019,192 |
2,399,918 |
923,101 |
|||||||||||||||||||||
Change in net assets |
1,207,607,957 |
1,604,285,916 |
3,050,184 |
844,974 |
2,468,438 |
790,961 |
|||||||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
10,243,529,607 |
$ |
8,639,243,691 |
$ |
25,891,821 |
$ |
25,046,847 |
$ |
8,279,326 |
$ |
7,488,365 |
|||||||||||||||
End of period |
$ |
11,451,137,564 |
$ |
10,243,529,607 |
$ |
28,942,005 |
$ |
25,891,821 |
$ |
10,747,764 |
$ |
8,279,326 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
111,400,001 |
93,700,001 |
295,001 |
275,001 |
95,001 |
85,001 |
|||||||||||||||||||||
Issued |
— |
10,500,000 |
— |
— |
— |
— |
|||||||||||||||||||||
Issued in-kind |
11,050,000 |
50,400,000 |
70,000 |
30,000 |
40,000 |
10,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
— |
— |
— |
— |
|||||||||||||||||||||
Redemption in-kind |
(1,300,000 |
) |
(43,200,000 |
) |
(30,000 |
) |
(10,000 |
) |
(10,000 |
) |
— |
||||||||||||||||
Shares outstanding, end of period |
121,150,001 |
111,400,001 |
335,001 |
295,001 |
125,001 |
95,001 |
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
126 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
S&P 500® Ex-Health Care ETF |
S&P 500® Ex-Technology ETF |
S&P Global
Core Battery Metals ETF |
|||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
November 29,
2022* through November 30, 2022 |
|||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||
Net investment income (loss) |
$ |
41,252 |
$ |
48,469 |
$ |
83,724 |
$ |
131,487 |
$ |
(64 |
) |
||||||||||||
Net realized gain (loss) |
77,378 |
218 |
(73,947 |
) |
133,383 |
1,073 |
|||||||||||||||||
Change in net unrealized appreciation/depreciation |
(7,184 |
) |
(117,688 |
) |
230,427 |
(606,064 |
) |
100,046 |
|||||||||||||||
Change in net assets resulting from operations |
111,446 |
(69,001 |
) |
240,204 |
(341,194 |
) |
101,055 |
||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||
Distributable earnings |
(33,417 |
) |
(51,608 |
) |
(72,896 |
) |
(121,158 |
) |
— |
||||||||||||||
Total distributions |
(33,417 |
) |
(51,608 |
) |
(72,896 |
) |
(121,158 |
) |
— |
||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||
Proceeds from shares issued |
2,354,614 |
— |
1,901,085 |
4,653,007 |
4,005,917 |
||||||||||||||||||
Cost of shares redeemed |
(845,635 |
) |
— |
(681,901 |
) |
(2,223,007 |
) |
— |
|||||||||||||||
Change in net assets resulting from capital transactions |
1,508,979 |
— |
1,219,184 |
2,430,000 |
4,005,917 |
||||||||||||||||||
Change in net assets |
1,587,008 |
(120,609 |
) |
1,386,492 |
1,967,648 |
4,106,972 |
|||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||
Beginning of period |
$ |
3,864,837 |
$ |
3,985,446 |
$ |
9,339,515 |
$ |
7,371,867 |
$ |
— |
|||||||||||||
End of period |
$ |
5,451,845 |
$ |
3,864,837 |
$ |
10,726,007 |
$ |
9,339,515 |
$ |
4,106,972 |
|||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||
Beginning of period |
45,001 |
45,001 |
130,001 |
100,001 |
— |
||||||||||||||||||
Issued |
— |
— |
— |
— |
100,001 |
||||||||||||||||||
Issued in-kind |
30,000 |
— |
30,000 |
60,000 |
— |
||||||||||||||||||
Redeemed |
— |
— |
— |
— |
— |
||||||||||||||||||
Redemption in-kind |
(10,000 |
) |
— |
(10,000 |
) |
(30,000 |
) |
— |
|||||||||||||||
Shares outstanding, end of period |
65,001 |
45,001 |
150,001 |
130,001 |
100,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF CHANGES IN NET ASSETS :: FOR THE PERIODS INDICATED :: 127
S&P Kensho Cleantech ETF |
S&P Kensho Smart Factories ETF |
S&P MidCap 400®
Dividend Aristocrats ETF |
|||||||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
September 29,
2021* through May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
September 29,
2021* through May 31, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
||||||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||||||
Net investment income (loss) |
$ |
(5,046 |
) |
$ |
(6,721 |
) |
$ |
213 |
$ |
3,546 |
$ |
16,020,928 |
$ |
28,352,586 |
|||||||||||||
Net realized gain (loss) |
(156,061 |
) |
(164,525 |
) |
(681,744 |
) |
(22,628 |
) |
32,163,672 |
35,827,570 |
|||||||||||||||||
Change in net
unrealized appreciation/depreciation |
501,940 |
(683,046 |
) |
590,814 |
(650,391 |
) |
43,109,015 |
(56,746,606 |
) |
||||||||||||||||||
Change in net assets
resulting from operations |
340,833 |
(854,292 |
) |
(90,717 |
) |
(669,473 |
) |
91,293,615 |
7,433,550 |
||||||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||||||
Distributable earnings |
— |
— |
(2,974 |
) |
— |
(12,550,072 |
) |
(27,600,412 |
) |
||||||||||||||||||
Tax return of capital |
— |
— |
(494 |
) |
— |
— |
— |
||||||||||||||||||||
Total distributions |
— |
— |
(3,468 |
) |
— |
(12,550,072 |
) |
(27,600,412 |
) |
||||||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||||||
Proceeds from shares issued |
2,845,901 |
6,060,722 |
— |
4,000,440 |
567,206,751 |
101,242,394 |
|||||||||||||||||||||
Cost of shares redeemed |
— |
(2,150,650 |
) |
(1,513,019 |
) |
(908,074 |
) |
(182,936,946 |
) |
(16,369,370 |
) |
||||||||||||||||
Change in net assets
resulting from capital transactions |
2,845,901 |
3,910,072 |
(1,513,019 |
) |
3,092,366 |
384,269,805 |
84,873,024 |
||||||||||||||||||||
Change in net assets |
3,186,734 |
3,055,780 |
(1,607,204 |
) |
2,422,893 |
463,013,348 |
64,706,162 |
||||||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||||||
Beginning of period |
$ |
3,055,780 |
$ |
— |
$ |
2,422,893 |
$ |
— |
$ |
1,105,226,290 |
$ |
1,040,520,128 |
|||||||||||||||
End of period |
$ |
6,242,514 |
$ |
3,055,780 |
$ |
815,689 |
$ |
2,422,893 |
$ |
1,568,239,638 |
$ |
1,105,226,290 |
|||||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||||||
Beginning of period |
100,001 |
— |
75,001 |
— |
15,360,001 |
14,180,001 |
|||||||||||||||||||||
Issued |
— |
100,000 |
— |
100,001 |
— |
— |
|||||||||||||||||||||
Issued in-kind |
75,000 |
50,001 |
— |
— |
8,230,000 |
1,410,000 |
|||||||||||||||||||||
Redeemed |
— |
— |
(50,000 |
) |
— |
— |
— |
||||||||||||||||||||
Redemption in-kind |
— |
(50,000 |
) |
— |
(25,000 |
) |
(2,720,000 |
) |
(230,000 |
) |
|||||||||||||||||
Shares outstanding, end of period |
175,001 |
100,001 |
25,001 |
75,001 |
20,870,001 |
15,360,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
128 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
S&P Technology
Dividend Aristocrats ETF |
Short Bitcoin
Strategy ETF(b) |
Smart Materials ETF |
|||||||||||||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
Year Ended May 31, 2022 |
June 19, 2022* through November 30, 2022 |
Six Months
Ended November 30, 2022 (Unaudited) |
October 26,
2021* through May 31, 2022 |
|||||||||||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||||||||||||||
OPERATIONS: |
|||||||||||||||||||||||
Net investment income (loss) |
$ |
940,732 |
$ |
1,506,858 |
$ |
6,535 |
$ |
3,446 |
$ |
17,586 |
|||||||||||||
Net realized gain (loss) |
2,020,363 |
18,135,219 |
(2,472,637 |
) |
(67,947 |
) |
(125,379 |
) |
|||||||||||||||
Change in net unrealized appreciation/depreciation |
582,363 |
(17,461,563 |
) |
(8,860,105 |
) |
(165,708 |
) |
(215,014 |
) |
||||||||||||||
Change in net assets resulting from operations |
3,543,458 |
2,180,514 |
(11,326,207 |
) |
(230,209 |
) |
(322,807 |
) |
|||||||||||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||||||||||||||
Distributable earnings |
(845,430 |
) |
(1,390,073 |
) |
— |
(3,363 |
) |
(13,680 |
) |
||||||||||||||
Total distributions |
(845,430 |
) |
(1,390,073 |
) |
— |
(3,363 |
) |
(13,680 |
) |
||||||||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||||||||||||||
Proceeds from shares issued |
19,685,155 |
78,827,324 |
207,949,456 |
— |
6,974,746 |
||||||||||||||||||
Cost of shares redeemed |
(13,325,781 |
) |
(67,791,298 |
) |
(76,444,582 |
) |
— |
(4,870,229 |
) |
||||||||||||||
Change in net assets resulting from capital transactions |
6,359,374 |
11,036,026 |
131,504,874 |
— |
2,104,517 |
||||||||||||||||||
Change in net assets |
9,057,402 |
11,826,467 |
120,178,667 |
(233,572 |
) |
1,768,030 |
|||||||||||||||||
NET ASSETS: |
|||||||||||||||||||||||
Beginning of period |
$ |
109,560,110 |
$ |
97,733,643 |
$ |
— |
$ |
1,768,030 |
$ |
— |
|||||||||||||
End of period |
$ |
118,617,512 |
$ |
109,560,110 |
$ |
120,178,667 |
$ |
1,534,458 |
$ |
1,768,030 |
|||||||||||||
SHARE TRANSACTIONS: |
|||||||||||||||||||||||
Beginning of period |
1,860,001 |
1,680,001 |
— |
50,001 |
— |
||||||||||||||||||
Issued |
— |
200,000 |
5,150,000 |
— |
100,000 |
||||||||||||||||||
Issued in-kind |
360,000 |
1,080,000 |
— |
— |
75,001 |
||||||||||||||||||
Redeemed |
— |
— |
(2,080,000 |
) |
— |
— |
|||||||||||||||||
Redemption in-kind |
(230,000 |
) |
(1,100,000 |
) |
— |
— |
(125,000 |
) |
|||||||||||||||
Shares outstanding, end of period |
1,990,001 |
1,860,001 |
3,070,000 |
50,001 |
50,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
(b) Consolidated Statement of Changes in Net Assets.
See accompanying notes to the financial statements.
PROSHARES TRUST STATEMENTS OF CHANGES IN NET ASSETS :: FOR THE PERIODS INDICATED :: 129
Supply Chain Logistics ETF |
|||||||||||
Six Months Ended November 30, 2022 (Unaudited) |
April 6, 2022*
through May 31, 2022 |
||||||||||
FROM INVESTMENT ACTIVITIES: |
|||||||||||
OPERATIONS: |
|||||||||||
Net investment income (loss) |
$ |
42,415 |
$ |
9,865 |
|||||||
Net realized gain (loss) |
(25,642 |
) |
(20,034 |
) |
|||||||
Change in net unrealized appreciation/depreciation |
(165,345 |
) |
(2,755 |
) |
|||||||
Change in net assets resulting from operations |
(148,572 |
) |
(12,924 |
) |
|||||||
DISTRIBUTIONS TO SHAREHOLDERS FROM: |
|||||||||||
Distributable earnings |
(38,989 |
) |
— |
||||||||
Total distributions |
(38,989 |
) |
— |
||||||||
CAPITAL TRANSACTIONS (a): |
|||||||||||
Proceeds from shares issued |
— |
4,003,953 |
|||||||||
Cost of shares redeemed |
— |
(1,985,285 |
) |
||||||||
Change in net assets resulting from capital transactions |
— |
2,018,668 |
|||||||||
Change in net assets |
(187,561 |
) |
2,005,744 |
||||||||
NET ASSETS: |
|||||||||||
Beginning of period |
$ |
2,005,744 |
$ |
— |
|||||||
End of period |
$ |
1,818,183 |
$ |
2,005,744 |
|||||||
SHARE TRANSACTIONS: |
|||||||||||
Beginning of period |
50,001 |
— |
|||||||||
Issued |
— |
100,001 |
|||||||||
Issued in-kind |
— |
— |
|||||||||
Redeemed |
— |
— |
|||||||||
Redemption in-kind |
— |
(50,000 |
) |
||||||||
Shares outstanding, end of period |
50,001 |
50,001 |
* Commencement of investment operations.
(a) Capital share transactions may include transaction fees associated with Creation and Redemption transactions which occurred during the period. See Note 10 to the Financial Statements.
See accompanying notes to the financial statements.
130 :: FOR THE PERIODS INDICATED :: STATEMENTS OF CHANGES IN NET ASSETS PROSHARES TRUST
FINANCIAL HIGHLIGHTS
PROSHARES TRUSTFINANCIAL HIGHLIGHTS :: 131
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Big Data Refiners ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
24.17 |
$ |
(0.03 |
) |
$ |
(2.01 |
) |
$ |
— |
$ |
(2.04 |
) |
$ |
— |
$ |
— |
$ |
— |
$ |
— |
$ |
22.13 |
(8.46 |
)% |
(8.83 |
)% |
0.58 |
% |
0.58 |
% |
(0.23 |
)% |
(0.23 |
)% |
$ |
1,660 |
21 |
% |
||||||||||||||||||||||||||||||||||||
September
29, 2021* through May 31, 2022 |
40.00 |
(0.12 |
) |
(15.71 |
) |
— |
(15.83 |
) |
— |
— |
— |
— |
24.17 |
(39.57 |
) |
(39.43 |
) |
0.58 |
0.58 |
(0.51 |
) |
(0.51 |
) |
2,417 |
25 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Bitcoin Strategy ETF† |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
19.66 |
0.01 |
(8.99 |
) |
— |
(h) |
(8.98 |
) |
— |
— |
— |
— |
10.68 |
(45.67 |
) |
(45.49 |
) |
0.96 |
0.96 |
0.21 |
0.21 |
574,458 |
153 |
||||||||||||||||||||||||||||||||||||||||||||||||||||
October 18, 2021*
through May 31, 2022 |
40.00 |
(0.15 |
) |
(20.20 |
) |
0.01 |
(20.34 |
) |
— |
— |
— |
— |
19.66 |
(50.85 |
) |
(50.93 |
) |
0.96 |
0.96 |
(0.88 |
) |
(0.88 |
) |
823,923 |
232 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Decline of the Retail Store ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
16.13 |
0.11 |
(2.31 |
) |
— |
(2.20 |
) |
— |
— |
— |
— |
13.93 |
(13.61 |
) |
(13.44 |
) |
0.65 |
0.65 |
1.38 |
1.38 |
15,326 |
— |
|||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
16.50 |
(0.09 |
) |
(0.28 |
) |
— |
(0.37 |
) |
— |
— |
— |
— |
16.13 |
(2.25 |
) |
(2.12 |
) |
0.65 |
0.65 |
(0.58 |
) |
(0.58 |
) |
10,079 |
— |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
34.39 |
(0.16 |
) |
(17.73 |
) |
— |
(17.89 |
) |
— |
— |
— |
— |
16.50 |
(52.02 |
) |
(51.88 |
) |
0.65 |
0.65 |
(0.64 |
) |
(0.64 |
) |
7,424 |
— |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
39.55 |
0.03 |
(4.96 |
) |
— |
(4.93 |
) |
(0.21 |
) |
— |
(0.02 |
)# |
(0.23 |
) |
34.39 |
(12.50 |
) |
(12.75 |
) |
0.66 |
0.66 |
0.07 |
0.07 |
36,107 |
— |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
33.98 |
0.25 |
5.57 |
(i) |
— |
5.82 |
(0.25 |
) |
— |
— |
(0.25 |
) |
39.55 |
17.29 |
17.27 |
0.65 |
0.65 |
0.77 |
0.77 |
5,933 |
— |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
November 14,
2017* through May 31, 2018 |
40.00 |
0.12 |
(6.09 |
) |
— |
(5.97 |
) |
(0.05 |
) |
— |
— |
(0.05 |
) |
33.98 |
(14.95 |
) |
(14.94 |
) |
0.65 |
0.65 |
0.62 |
0.62 |
22,933 |
— |
* Commencement of investment operations.
† Consolidated Financial Highlights.
See accompanying notes to the financial statements.
132 :: FINANCIAL HIGHLIGHTS PROSHARES TRUST
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
DJ Brookfield Global Infrastructure ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
50.16 |
$ |
0.68 |
$ |
(3.61 |
) |
$ |
— |
$ |
(2.93 |
) |
$ |
(0.80 |
) |
$ |
— |
$ |
— |
$ |
(0.80 |
) |
$ |
46.43 |
(5.78 |
)% |
(5.85 |
)% |
0.45 |
% |
0.45 |
% |
2.96 |
% |
2.96 |
% |
$ |
189,433 |
7 |
% |
|||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
46.63 |
1.16 |
3.94 |
— |
5.10 |
(1.57 |
) |
— |
— |
(1.57 |
) |
50.16 |
11.21 |
11.36 |
0.45 |
0.45 |
2.45 |
2.45 |
152,982 |
9 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
40.64 |
1.07 |
6.19 |
— |
7.26 |
(1.27 |
) |
— |
— |
(1.27 |
) |
46.63 |
18.50 |
18.44 |
0.45 |
0.45 |
2.58 |
2.58 |
177,659 |
10 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
43.97 |
0.97 |
(2.91 |
) |
— |
(1.94 |
) |
(1.39 |
) |
— |
— |
(1.39 |
) |
40.64 |
(4.55 |
) |
(4.74 |
) |
0.46 |
0.46 |
2.24 |
2.24 |
143,446 |
8 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
41.45 |
1.19 |
2.75 |
— |
3.94 |
(1.42 |
) |
— |
— |
(1.42 |
) |
43.97 |
9.80 |
9.82 |
0.45 |
0.45 |
2.81 |
2.81 |
99,368 |
14 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
43.14 |
1.09 |
(1.35 |
) |
— |
(0.26 |
) |
(1.43 |
) |
— |
— |
(1.43 |
) |
41.45 |
(0.62 |
) |
(0.47 |
) |
0.45 |
0.45 |
2.58 |
2.58 |
39,380 |
11 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Equities for Rising Rates ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
54.37 |
0.70 |
0.08 |
(i) |
— |
0.78 |
(0.69 |
) |
— |
— |
(0.69 |
) |
54.46 |
1.67 |
3.92 |
0.35 |
0.35 |
2.84 |
2.84 |
76,795 |
48 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
50.02 |
1.21 |
4.02 |
— |
5.23 |
(0.88 |
) |
— |
— |
(0.88 |
) |
54.37 |
10.65 |
9.03 |
0.35 |
0.35 |
2.31 |
2.31 |
104,931 |
102 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
29.05 |
0.94 |
20.75 |
— |
21.69 |
(0.72 |
) |
— |
— |
(0.72 |
) |
50.02 |
75.88 |
78.30 |
0.35 |
0.35 |
2.31 |
2.31 |
7,002 |
105 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
37.88 |
0.88 |
(8.81 |
) |
— |
(7.93 |
) |
(0.90 |
) |
— |
— |
(0.90 |
) |
29.05 |
(21.31 |
) |
(22.29 |
) |
0.35 |
0.35 |
2.31 |
2.31 |
1,162 |
147 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
49.54 |
0.81 |
(11.49 |
) |
— |
(10.68 |
) |
(0.98 |
) |
— |
— |
(0.98 |
) |
37.88 |
(21.81 |
) |
(22.25 |
) |
0.35 |
0.35 |
1.75 |
1.75 |
3,788 |
89 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
July 24, 2017*
through May 31, 2018 |
40.00 |
0.56 |
9.46 |
— |
10.02 |
(0.48 |
) |
— |
— |
(0.48 |
) |
49.54 |
25.15 |
25.61 |
0.35 |
0.35 |
1.48 |
1.48 |
14,861 |
49 |
* Commencement of investment operations.
See accompanying notes to the financial statements.
PROSHARES TRUST FINANCIAL HIGHLIGHTS :: 133
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Global Listed Private Equity ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
29.57 |
$ |
0.79 |
$ |
(2.71 |
) |
$ |
— |
$ |
(1.92 |
) |
$ |
— |
$ |
— |
$ |
— |
$ |
— |
$ |
27.65 |
(6.50 |
)% |
(6.23 |
)% |
1.79 |
% |
0.60 |
% |
4.68 |
% |
5.88 |
% |
$ |
11,888 |
3 |
% |
|||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
38.13 |
1.59 |
(5.83 |
) |
— |
(4.24 |
) |
(3.79 |
) |
— |
(0.53 |
)## |
(4.32 |
) |
29.57 |
(12.80 |
) |
(12.87 |
) |
1.28 |
0.60 |
3.85 |
4.53 |
14,194 |
31 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
25.82 |
1.60 |
12.97 |
— |
14.57 |
(2.26 |
) |
— |
— |
(2.26 |
) |
38.13 |
59.40 |
58.58 |
1.40 |
0.60 |
4.39 |
5.19 |
20,974 |
21 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
33.60 |
1.62 |
(6.54 |
) |
— |
(4.92 |
) |
(2.86 |
) |
— |
— |
(2.86 |
) |
25.82 |
(16.27 |
) |
(15.67 |
) |
1.38 |
0.60 |
4.32 |
5.11 |
16,266 |
20 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
36.04 |
1.67 |
(2.67 |
) |
— |
(1.00 |
) |
(1.44 |
) |
— |
— |
(1.44 |
) |
33.60 |
(2.70 |
) |
(2.88 |
) |
1.22 |
0.60 |
4.25 |
4.87 |
18,818 |
25 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
43.21 |
2.76 |
(1.38 |
) |
— |
1.38 |
(8.55 |
) |
— |
— |
(8.55 |
) |
36.04 |
3.54 |
3.27 |
1.97 |
0.60 |
5.59 |
6.95 |
18,922 |
23 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Hedge Replication ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
47.94 |
0.31 |
(0.55 |
) |
— |
(0.24 |
) |
— |
— |
— |
— |
47.70 |
(0.50 |
) |
(1.04 |
) |
1.99 |
0.95 |
0.30 |
1.34 |
43,164 |
31 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
52.16 |
(0.28 |
) |
(3.94 |
) |
— |
(4.22 |
) |
— |
— |
— |
— |
47.94 |
(8.10 |
) |
(8.17 |
) |
1.82 |
0.95 |
(1.43 |
) |
(0.56 |
) |
43,862 |
52 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
45.13 |
(0.34 |
) |
7.37 |
— |
7.03 |
— |
— |
— |
— |
52.16 |
15.57 |
16.26 |
1.88 |
0.95 |
(1.62 |
) |
(0.68 |
) |
44,071 |
72 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
44.53 |
0.24 |
0.77 |
— |
1.01 |
(0.39 |
) |
— |
(0.02 |
)# |
(0.41 |
) |
45.13 |
2.27 |
1.84 |
1.62 |
0.95 |
(0.16 |
) |
0.52 |
26,854 |
89 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
45.44 |
0.51 |
(1.06 |
) |
— |
(0.55 |
) |
(0.36 |
) |
— |
— |
(0.36 |
) |
44.53 |
(1.21 |
) |
(1.39 |
) |
1.53 |
0.95 |
0.55 |
1.13 |
31,842 |
106 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
44.03 |
0.12 |
1.29 |
— |
1.41 |
— |
(h) |
— |
— |
— |
(h) |
45.44 |
3.22 |
3.48 |
1.78 |
0.95 |
(0.57 |
) |
0.26 |
40,896 |
170 |
See accompanying notes to the financial statements.
134 :: FINANCIAL HIGHLIGHTS PROSHARES TRUST
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
High Yield-Interest Rate Hedged |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
60.76 |
$ |
1.65 |
$ |
(1.34 |
) |
$ |
— |
$ |
0.31 |
$ |
(1.72 |
) |
$ |
— |
$ |
— |
$ |
(1.72 |
) |
$ |
59.35 |
0.58 |
% |
1.05 |
% |
0.50 |
% |
0.50 |
% |
5.61 |
% |
5.61 |
% |
$ |
123,157 |
13 |
% |
||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
62.62 |
2.73 |
(1.79 |
) |
0.02 |
0.96 |
(2.82 |
) |
— |
— |
(2.82 |
) |
60.76 |
1.56 |
1.67 |
0.50 |
0.50 |
4.41 |
4.41 |
145,836 |
45 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
58.74 |
2.96 |
4.05 |
— |
(h) |
7.01 |
(3.13 |
) |
— |
— |
(3.13 |
) |
62.62 |
12.22 |
12.22 |
0.50 |
0.50 |
4.83 |
4.83 |
108,019 |
55 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
64.39 |
3.53 |
(5.52 |
) |
— |
(1.99 |
) |
(3.66 |
) |
— |
— |
(3.66 |
) |
58.74 |
(3.32 |
) |
(3.03 |
) |
0.51 |
0.51 |
5.62 |
5.62 |
76,360 |
52 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
66.82 |
4.04 |
(2.41 |
) |
0.02 |
1.65 |
(4.08 |
) |
— |
— |
(4.08 |
) |
64.39 |
2.50 |
2.29 |
0.50 |
0.50 |
6.10 |
6.10 |
125,561 |
49 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
68.59 |
3.90 |
(1.84 |
) |
0.03 |
2.09 |
(3.86 |
) |
— |
— |
(3.86 |
) |
66.82 |
3.10 |
2.73 |
0.50 |
0.50 |
5.75 |
5.75 |
172,054 |
42 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Inflation Expectations ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
32.79 |
0.30 |
0.34 |
— |
(h) |
0.64 |
(0.01 |
) |
— |
— |
(0.01 |
) |
33.42 |
1.95 |
3.71 |
0.83 |
0.30 |
1.29 |
1.82 |
79,209 |
— |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
30.10 |
0.82 |
2.85 |
0.01 |
3.68 |
(0.99 |
) |
— |
— |
(0.99 |
) |
32.79 |
12.65 |
12.00 |
0.98 |
0.31 |
2.00 |
2.67 |
63,286 |
— |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
24.12 |
0.51 |
5.66 |
0.01 |
6.18 |
(0.20 |
) |
— |
— |
(0.20 |
) |
30.10 |
25.70 |
25.40 |
1.70 |
0.30 |
0.44 |
1.84 |
44,247 |
60 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
27.12 |
0.40 |
(2.86 |
) |
0.01 |
(2.45 |
) |
(0.55 |
) |
— |
— |
(0.55 |
) |
24.12 |
(9.16 |
) |
(8.73 |
) |
1.13 |
0.30 |
0.72 |
1.56 |
7,719 |
21 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
28.66 |
0.59 |
(1.53 |
) |
0.01 |
(0.93 |
) |
(0.61 |
) |
— |
— |
(0.61 |
) |
27.12 |
(3.35 |
) |
(2.69 |
) |
1.75 |
0.30 |
0.63 |
2.08 |
7,593 |
120 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
27.81 |
0.54 |
1.11 |
(i) |
0.01 |
1.66 |
(0.81 |
) |
— |
— |
(0.81 |
) |
28.66 |
6.14 |
3.62 |
1.21 |
0.30 |
1.07 |
1.98 |
10,029 |
46 |
See accompanying notes to the financial statements.
PROSHARES TRUST FINANCIAL HIGHLIGHTS :: 135
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Investment Grade-Interest Rate Hedged |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
71.14 |
$ |
1.29 |
$ |
(0.28 |
) |
$ |
0.01 |
$ |
1.02 |
$ |
(1.27 |
) |
$ |
— |
$ |
— |
$ |
(1.27 |
) |
$ |
70.89 |
1.50 |
% |
1.34 |
% |
0.30 |
% |
0.30 |
% |
3.69 |
% |
3.69 |
% |
$ |
405,855 |
79 |
% |
||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
76.25 |
1.93 |
(5.10 |
) |
— |
(h) |
(3.17 |
) |
(1.94 |
) |
— |
— |
(1.94 |
) |
71.14 |
(4.21 |
) |
(3.51 |
) |
0.30 |
0.30 |
2.60 |
2.60 |
665,124 |
24 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
69.63 |
1.93 |
6.58 |
0.03 |
8.54 |
(1.92 |
) |
— |
— |
(1.92 |
) |
76.25 |
12.40 |
12.19 |
0.30 |
0.30 |
2.59 |
2.59 |
724,383 |
22 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
73.37 |
2.49 |
(3.66 |
) |
— |
(h) |
(1.17 |
) |
(2.57 |
) |
— |
— |
(2.57 |
) |
69.63 |
(1.73 |
) |
(1.26 |
) |
0.30 |
0.30 |
3.40 |
3.40 |
234,995 |
21 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
74.89 |
2.87 |
(1.43 |
) |
0.01 |
1.45 |
(2.97 |
) |
— |
— |
(2.97 |
) |
73.37 |
1.99 |
1.51 |
0.30 |
0.30 |
3.87 |
3.87 |
295,317 |
22 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
75.75 |
2.74 |
(0.97 |
) |
— |
(h) |
1.77 |
(2.63 |
) |
— |
— |
(2.63 |
) |
74.89 |
2.31 |
2.27 |
0.30 |
0.30 |
3.58 |
3.58 |
597,210 |
24 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||
K-1 Free Crude Oil Strategy ETF† |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
58.72 |
(0.17 |
) |
(8.92 |
) |
— |
(9.09 |
) |
(4.22 |
) |
— |
(0.39 |
) |
(4.61 |
) |
45.02 |
(16.34 |
) |
(16.80 |
) |
0.74 |
(p) |
0.74 |
(p) |
(0.68 |
) |
(0.68 |
) |
98,327 |
— |
|||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
59.06 |
(0.39 |
) |
31.17 |
— |
30.78 |
(31.12 |
) |
— |
— |
(31.12 |
) |
58.72 |
81.99 |
82.32 |
0.71 |
(n) |
0.71 |
(n) |
(0.71 |
) |
(0.71 |
) |
101,814 |
— |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
33.68 |
(0.29 |
) |
25.67 |
— |
25.38 |
— |
— |
— |
— |
59.06 |
75.34 |
77.78 |
0.67 |
(m) |
0.67 |
(m) |
(0.67 |
) |
(0.67 |
) |
103,884 |
— |
||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020(j) |
97.38 |
0.08 |
(62.88 |
) |
— |
(62.80 |
) |
(0.90 |
) |
— |
— |
(0.90 |
) |
33.68 |
(65.09 |
) |
(65.24 |
) |
0.66 |
0.65 |
0.15 |
0.16 |
76,091 |
206 |
(k) |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019(j) |
121.60 |
1.36 |
(24.89 |
) |
— |
(23.53 |
) |
(0.69 |
) |
— |
— |
(0.69 |
) |
97.38 |
(19.30 |
) |
(19.85 |
) |
0.65 |
0.65 |
1.24 |
1.24 |
11,198 |
— |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018(j) |
94.67 |
0.50 |
33.11 |
— |
33.61 |
(6.68 |
) |
— |
— |
(6.68 |
) |
121.60 |
36.41 |
37.11 |
0.65 |
0.65 |
0.46 |
0.46 |
12,160 |
— |
† Consolidated Financial Highlights.
See accompanying notes to the financial statements.
136 :: FINANCIAL HIGHLIGHTS PROSHARES TRUST
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Large Cap Core Plus |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
49.88 |
$ |
0.34 |
$ |
(1.44 |
) |
$ |
— |
$ |
(1.10 |
) |
$ |
(0.28 |
) |
$ |
— |
$ |
— |
$ |
(0.28 |
) |
$ |
48.50 |
(2.16 |
)% |
(2.56 |
)% |
0.45 |
% |
0.45 |
% |
1.48 |
% |
1.48 |
% |
$ |
454,911 |
24 |
% |
|||||||||||||||||||||||||||||||||||
Year ended May 31, 2022(o) |
48.48 |
0.50 |
1.36 |
— |
1.86 |
(0.46 |
) |
— |
— |
(0.46 |
) |
49.88 |
3.79 |
3.87 |
0.45 |
0.45 |
0.96 |
0.96 |
475,373 |
53 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021(o) |
35.06 |
0.45 |
13.45 |
— |
13.90 |
(0.48 |
) |
— |
— |
(0.48 |
) |
48.48 |
39.97 |
39.77 |
0.45 |
0.45 |
1.10 |
1.10 |
481,904 |
58 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020(o) |
33.26 |
0.53 |
1.86 |
— |
2.39 |
(0.59 |
) |
— |
— |
(0.59 |
) |
35.06 |
7.26 |
7.49 |
0.46 |
0.46 |
1.49 |
1.49 |
412,340 |
57 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019(o) |
33.77 |
0.51 |
(0.53 |
) |
— |
(0.02 |
) |
(0.49 |
) |
— |
— |
(0.49 |
) |
33.26 |
(0.08 |
) |
(0.25 |
) |
0.45 |
0.45 |
1.51 |
1.51 |
756,295 |
52 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018(o) |
29.80 |
0.48 |
3.92 |
— |
4.40 |
(0.43 |
) |
— |
— |
(0.43 |
) |
33.77 |
14.85 |
15.00 |
0.45 |
0.45 |
1.48 |
1.48 |
785,230 |
53 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Long Online/Short Stores ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
37.23 |
(0.04 |
) |
(4.90 |
) |
— |
(4.94 |
) |
— |
— |
— |
— |
32.29 |
(13.28 |
) |
(13.08 |
) |
0.65 |
0.65 |
(0.21 |
) |
(0.21 |
) |
14,045 |
50 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
78.80 |
0.08 |
(41.65 |
) |
— |
(41.57 |
) |
— |
— |
— |
— |
37.23 |
(52.75 |
) |
(52.96 |
) |
0.65 |
0.65 |
0.13 |
0.13 |
21,781 |
124 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
68.72 |
1.17 |
(l) |
10.14 |
— |
11.31 |
(1.23 |
) |
— |
— |
(1.23 |
) |
78.80 |
16.23 |
16.41 |
0.65 |
0.65 |
1.36 |
(l) |
1.36 |
(l) |
100,467 |
77 |
||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
51.09 |
(0.17 |
) |
17.80 |
— |
17.63 |
— |
— |
— |
— |
68.72 |
34.52 |
34.29 |
0.65 |
0.65 |
(0.31 |
) |
(0.31 |
) |
183,132 |
89 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
48.31 |
(0.15 |
) |
2.93 |
— |
2.78 |
— |
— |
— |
— |
51.09 |
5.74 |
5.56 |
0.65 |
0.65 |
(0.31 |
) |
(0.31 |
) |
48,787 |
53 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
November 14,
2017* through May 31, 2018 |
40.00 |
(0.08 |
) |
8.39 |
— |
8.31 |
— |
— |
— |
— |
48.31 |
20.78 |
21.03 |
0.65 |
0.65 |
(0.32 |
) |
(0.32 |
) |
53,144 |
30 |
* Commencement of investment operations.
See accompanying notes to the financial statements.
PROSHARES TRUST FINANCIAL HIGHLIGHTS :: 137
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Merger ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
40.24 |
$ |
0.20 |
$ |
(1.18 |
) |
$ |
— |
$ |
(0.98 |
) |
$ |
— |
$ |
— |
$ |
— |
$ |
— |
$ |
39.26 |
(2.43 |
)% |
(2.95 |
)% |
1.33 |
% |
0.75 |
% |
0.42 |
% |
1.00 |
% |
$ |
20,611 |
115 |
% |
|||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
40.82 |
0.05 |
(0.48 |
) |
— |
(0.43 |
) |
(0.15 |
) |
— |
— |
(0.15 |
) |
40.24 |
(1.07 |
) |
(0.90 |
) |
1.19 |
0.75 |
(0.31 |
) |
0.13 |
70,416 |
262 |
||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
37.64 |
0.26 |
3.01 |
— |
3.27 |
(0.09 |
) |
— |
— |
(0.09 |
) |
40.82 |
8.72 |
8.91 |
1.68 |
0.75 |
(0.27 |
) |
0.65 |
42,863 |
315 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
37.24 |
0.01 |
0.69 |
— |
0.70 |
(0.30 |
) |
— |
— |
(0.30 |
) |
37.64 |
1.86 |
1.52 |
3.49 |
0.75 |
(2.73 |
) |
0.02 |
7,527 |
249 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
35.58 |
0.32 |
1.85 |
— |
2.17 |
(0.51 |
) |
— |
— |
(0.51 |
) |
37.24 |
6.16 |
7.58 |
3.49 |
0.75 |
(1.87 |
) |
0.87 |
5,586 |
314 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
35.67 |
0.22 |
(0.18 |
) |
— |
0.04 |
(0.13 |
) |
— |
— |
(0.13 |
) |
35.58 |
0.11 |
(1.26 |
) |
4.05 |
0.75 |
(2.68 |
) |
0.62 |
4,448 |
296 |
||||||||||||||||||||||||||||||||||||||||||||||||||||
Metaverse ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
35.55 |
0.13 |
(4.01 |
) |
— |
(3.88 |
) |
(0.10 |
) |
— |
(0.02 |
) |
(0.12 |
) |
31.55 |
(10.94 |
) |
(11.07 |
) |
0.58 |
0.58 |
0.78 |
0.78 |
5,995 |
31 |
||||||||||||||||||||||||||||||||||||||||||||||||||
March 15, 2022*
through May 31, 2022 |
40.00 |
(0.03 |
) |
(4.42 |
) |
— |
(4.45 |
) |
— |
— |
— |
— |
35.55 |
(11.12 |
) |
(11.10 |
) |
0.58 |
0.58 |
(0.32 |
) |
(0.32 |
) |
7,822 |
20 |
* Commencement of investment operations.
See accompanying notes to the financial statements.
138 :: FINANCIAL HIGHLIGHTS PROSHARES TRUST
ProShares Trust Financial Highlights FOR THE PERIODS INDICATED
SELECTED DATA FOR A SHARE OUTSTANDING THROUGHOUT THE PERIODS INDICATED |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
PER SHARE OPERATING PERFORMANCE |
RATIOS/SUPPLEMENTAL DATA |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
INVESTMENT OPERATIONS |
DISTRIBUTIONS |
TOTAL RETURN (c) |
RATIOS TO AVERAGE NET ASSETS (f) |
SUPPLEMENTAL DATA |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Net asset value, beginning of period |
Net investment income (loss) (a) |
Net realized and unrealized gains (losses) on investments |
Transaction fees (b) |
Total from
investment operations |
Net investment income |
Net realized gains |
Tax return of capital |
Total distributions |
Net asset value, end of period |
Net asset value (d) |
Market value (e) |
Expenses before expense reductions |
Expenses net of waivers, if any |
Net investment income (loss) before expense reductions |
Net investment income (loss) net of waivers, if any |
Net assets, end of period (000) |
Portfolio turnover rate (c)(g) |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
MSCI EAFE Dividend Growers ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
$ |
37.29 |
$ |
0.26 |
$ |
(1.55 |
) |
$ |
— |
$ |
(1.29 |
) |
$ |
(0.53 |
) |
$ |
— |
$ |
— |
$ |
(0.53 |
) |
$ |
35.47 |
(3.38 |
)% |
(1.71 |
)% |
0.50 |
% |
0.50 |
% |
1.51 |
% |
1.51 |
% |
$ |
87,958 |
17 |
% |
|||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
46.06 |
0.69 |
(8.12 |
) |
— |
(7.43 |
) |
(1.34 |
) |
— |
— |
(1.34 |
) |
37.29 |
(16.64 |
) |
(16.70 |
) |
0.50 |
0.50 |
1.57 |
1.57 |
107,402 |
44 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
36.18 |
0.79 |
9.73 |
— |
10.52 |
(0.64 |
) |
— |
— |
(0.64 |
) |
46.06 |
29.37 |
29.46 |
0.50 |
0.50 |
1.90 |
1.90 |
138,649 |
57 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
35.92 |
0.66 |
0.38 |
(i) |
— |
1.04 |
(0.78 |
) |
— |
— |
(0.78 |
) |
36.18 |
2.82 |
2.65 |
0.51 |
0.51 |
1.78 |
1.78 |
116,855 |
81 |
||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
38.53 |
0.80 |
(2.59 |
) |
— |
(1.79 |
) |
(0.82 |
) |
— |
— |
(0.82 |
) |
35.92 |
(4.72 |
) |
(4.92 |
) |
0.50 |
0.50 |
2.19 |
2.19 |
109,559 |
31 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
37.13 |
0.86 |
1.49 |
— |
2.35 |
(0.95 |
) |
— |
— |
(0.95 |
) |
38.53 |
6.42 |
6.12 |
0.50 |
0.50 |
2.27 |
2.27 |
115,578 |
32 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
MSCI Emerging Markets Dividend Growers ETF |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Six Months ended
November 30, 2022 (Unaudited) |
50.50 |
0.92 |
(4.72 |
) |
— |
(3.80 |
) |
(0.31 |
) |
— |
— |
(0.31 |
) |
46.39 |
(7.50 |
) |
(5.62 |
) |
0.60 |
0.60 |
3.99 |
3.99 |
16,933 |
46 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2022 |
62.02 |
1.17 |
(11.39 |
) |
— |
(10.22 |
) |
(1.30 |
) |
— |
— |
(1.30 |
) |
50.50 |
(16.72 |
) |
(18.25 |
) |
0.60 |
0.60 |
2.06 |
2.06 |
17,424 |
67 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2021 |
45.70 |
1.73 |
16.35 |
— |
18.08 |
(1.76 |
) |
— |
— |
(1.76 |
) |
62.02 |
40.52 |
41.04 |
0.60 |
0.60 |
3.16 |
3.16 |
22,637 |
78 |
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2020 |
56.45 |
1.23 |
(10.58 |
) |
— |
(9.35 |
) |
(1.40 |
) |
— |
— |
(1.40 |
) |
45.70 |
(16.99 |
) |
(16.96 |
) |
0.61 |
0.61 |
2.29 |
2.29 |
22,165 |
51 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2019 |
57.61 |
1.20 |
(1.67 |
) |
— |
(0.47 |
) |
(0.69 |
) |
— |
— |
(0.69 |
) |
56.45 |
(0.84 |
) |
(0.43 |
) |
0.60 |
0.60 |
2.15 |
2.15 |
20,602 |
79 |
|||||||||||||||||||||||||||||||||||||||||||||||||||
Year ended May 31, 2018 |
52.18 |
1.11 |
5.60 |
— |
6.71 |
(1.28 |
) |
— |
— |
(1.28 |
) |
57.61 |
13.02 |
12.43 |
0.60 |
0.60 |
1.93 |
1.93 |
20,163 |
61 |
See accompanying notes to the financial statements.
PROSHARES TRUST FINANCIAL HIGHLIGHTS :: 139